<PAGE>
ANNEX A
CHARACTERISTICS OF THE MORTGAGE LOANS
The schedule and tables appearing in this Annex A set forth certain
information for the mortgage loans and mortgaged properties. The information is
presented, where applicable, as of the cut-off date for each mortgage loan and
the related mortgaged properties. The statistics in such schedule and tables
were derived, in many cases, from information and operating statements
furnished by or on behalf of the respective borrowers. The information and
operating statements were generally unaudited and have not been independently
verified by the depositor or the underwriters or any of their respective
affiliates or any other person. The sum of the amounts in any column of any of
the tables of this Annex A may not equal the indicated total under such column
due to rounding.
Net income for a mortgaged property as determined in accordance with
generally accepted accounting principles would not be the same as the stated
underwritten net cash flow for such mortgaged property as provided in the
following schedule or tables. In addition, underwritten net cash flow is not a
substitute for or comparable to operating income as determined in accordance
with generally accepted accounting principles as a measure of the results of a
property's operations or a substitute for cash flows from operating activities
determined in accordance with GAAP as a measure of liquidity. No representation
is made as to the future net cash flow of the mortgaged properties, nor is the
underwritten net cash flow provided in this prospectus supplement for any
mortgaged property intended to represent such future net cash flow.
In the schedule and tables provided in this Annex A, for mortgage loans
evidenced by one mortgage note, but secured by multiple mortgaged properties,
for some purposes, separate amounts for each such related mortgaged property
are shown.
DEFINITIONS
For purposes of the prospectus supplement, including the schedule and
tables in this Annex A, the indicated terms have the following meanings, as
modified, by reference to the "Certain Loan Payment Terms" below and footnotes
to the schedules that follow:
1. "Underwritten net cash flow," "underwritten NCF" or "UW NCF" for any
mortgaged property, means an estimate of cash flow available for debt service
in a typical year of stable, normal operations. Generally, it is the estimated
revenue derived from the use and operation of such mortgaged property less the
sum of estimated (a) operating expenses (such as utilities, administrative
expenses, repairs and maintenance, management and franchise fees and
advertising), (b) fixed expenses (such as insurance, real estate taxes and, if
applicable, ground lease payments), (c) with the exception of multifamily and
hospitality properties, capital expenditures and reserves for capital
expenditures, including tenant improvement costs and leasing commissions, as
applicable, and (d) allowance for vacancies and losses. Underwritten net cash
flow generally does not reflect interest expense and non-cash items such as
depreciation and amortization. The underwritten net cash flow for each
mortgaged property is calculated on the basis of numerous assumptions and
subjective judgments, which, if ultimately proven erroneous, could cause the
actual net cash flow for such mortgaged property to differ materially from the
underwritten net cash flow for any mortgaged property. Some assumptions and
subjective judgments relate to future events, conditions and circum-
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stances, including future expense levels, the re-leasing of vacant space and
the continued leasing of occupied space, that will be affected by a variety of
complex factors over which none of the depositor, the seller or the servicer
have control. In some cases, the underwritten net cash flow for any mortgaged
property is higher, and may be materially higher, than the annual net cash flow
for that mortgaged property, based on historical operating statements.
In determining underwritten net cash flow for a mortgaged property, the
seller generally relied on rent rolls and/or other generally unaudited
financial information provided by the respective borrowers. In some cases the
appraisal and/or local market information was the primary basis for the
determination. From that information, the seller calculated stabilized
estimates of cash flow that took into consideration historical financial
statements (where available), material changes in the operating position of a
mortgaged property of which the applicable seller was aware (e.g., newly signed
leases, expirations of "free rent" periods and market rent and market vacancy
data), and estimated capital expenditures, leasing commission and tenant
improvement reserves. In some cases, the applicable seller's estimate of
underwritten net cash flow reflected differences from the information contained
in the operating statements obtained from the respective borrowers (resulting
in either an increase or decrease in the estimate of underwritten net cash flow
derived therefrom) based upon the seller's own analysis of those operating
statements and the assumptions applied by the respective borrowers in preparing
those statements and information. In some instances, for example, property
management fees and other expenses may have been taken into account in the
calculation of underwritten net cash flow even though these expenses may not
have been reflected in actual historic operating statements. In most of those
cases, the information was annualized, with adjustments for items deemed not
appropriate to be annualized, before using it as a basis for the determination
of underwritten net cash flow. No assurance can be given with respect to the
accuracy of the information provided by any borrowers, or the adequacy of the
procedures used by any seller in determining the presented operating
information.
2. "Annual debt service" generally means, for any mortgage loan, 12 times
the monthly payment in effect as of the cut-off date for such mortgage loan or,
for some mortgage loans that pay interest for only a period of time, 12 times
the monthly payment in effect at the end of such period. In the case of the
AmeriSuites loan and the MacArthur Center loan, annual debt service is the
amount as scheduled in the related note as being due and payable for such
period.
3. "UW NCF DSCR," "underwritten NCF DSCR," "debt service coverage ratio,"
"DSC Ratio" or "DSCR" means, for any mortgage loan, (a) the underwritten net
cash flow for the mortgaged property, divided by (b) the annual debt service
for such mortgage loan, assuming for the purposes of this Annex A, except as
otherwise indicated, in the case of the mortgage loans providing for earnout
reserves (which, if the conditions for release are not met by a certain date,
would be used to partially prepay or defease the mortgage loan), that the
principal balance of the mortgage loan is reduced by the amount of the earnout.
Generally, debt service coverage ratios are used by income property
lenders to measure the ratio of (a) cash currently generated by a property that
is available for debt service to (b) required debt service payments. However,
debt service coverage ratios measure only the current, or recent, ability of a
property to service mortgage debt. If a property does not possess a stable
operating expectancy (for instance, if it is subject to
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<PAGE>
material leases that are scheduled to expire during the loan term and that
provide for above-market rents and/or that may be difficult to replace), a debt
service coverage ratio may not be a reliable indicator of a property's ability
to service the mortgage debt over the entire remaining loan term. The
underwritten NCF DSCRs are presented in this prospectus supplement for
illustrative purposes only and, as discussed above, are limited in their
usefulness in assessing the current, or predicting the future, ability of a
mortgaged property to generate sufficient cash flow to repay the related
mortgage loan. As a result, no assurance can be given, and no representation is
made, that the underwritten NCF DSCRs accurately reflect that ability. The
underwritten NCF DSCR for the interest-only mortgage loans is based on the
payment due after the interest-only period, and for the step amortization
mortgage loans is based on the payment due as of the cut-off date or the
payment due after the interest-only period, as applicable.
4. "Appraised value" means, for any mortgaged property, the appraiser's
adjusted value as stated in the most recent third-party appraisal available to
the depositor. In some cases, the appraiser's adjusted value takes into account
certain repairs or stabilization of operations. In some cases in which the
appraiser assumed the completion of repairs, such repairs were, generally,
either completed before the delivery date or the seller has taken reserves
sufficient to complete such repairs. No representation is made that any such
value would approximate either the value that would be determined in a current
appraisal of the related mortgaged property or the amount that would be
realized upon a sale.
5. "Cut-off date loan-to-value ratio," "loan-to-value ratio," "cut-off
date LTV," "current LTV" or "CLTV" means, with respect to any mortgage loan,
(a) the cut-off date balance of that mortgage loan (except as otherwise
indicated, net of earnout reserves or additional collateral, if applicable)
divided by (b) the appraised value of the mortgaged property or mortgaged
properties. For mortgage loans for which earnout reserves have been
established, cut-off date loan-to-value ratio is shown assuming that the
earnout is not achieved, except as otherwise indicated.
6. "Square feet," "sq. ft." or "SF" means, in the case of a mortgaged
property operated as a retail center, office or medical office complex,
industrial/warehouse facility, combination retail office facility or other
special purpose property, the square footage of the net rentable or leasable
area.
7. "Units" means: (1) in the case of a mortgaged property operated as
multifamily housing, the number of apartments, regardless of the size of or
number of rooms in the apartment and (2) in the case of a mortgaged property
operated as a hospitality property, the number of guest rooms. For purposes of
this Annex A, the total number of units shown for certain multifamily
properties may be greater than the total number of multifamily units shown in
the multifamily schedule because certain of the multifamily properties have
commercial units in addition to multifamily units.
8. "Occupancy" means the percentage of square feet or units, as the case
may be, of the mortgaged property that was occupied or leased or, in the case
of certain properties, average units so occupied over a specified period, as of
a specified date (identified on this Annex A as the "occupancy as of date") or
as specified by the borrower or as derived from the mortgaged property's rent
rolls, operating statements or appraisals or as determined by a site inspection
of the mortgaged property. Information in this Annex A concerning the "largest
tenant" is presented as of the same date as of which the occupancy percentage
is specified.
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<PAGE>
9. "Balloon or ARD balance" means, for any balloon loan or ARD loan, the
principal amount that will be due at maturity or on the anticipated repayment
date for that balloon loan or ARD loan.
10. "Scheduled maturity date LTV" or "ARD LTV" means, for any balloon loan
or ARD loan, the Balloon or ARD Balance for that mortgage loan divided by the
appraised value of the related mortgaged property.
11. "Mortgage rate" means, for any mortgage loan, the mortgage rate in
effect as of the cut-off date for that mortgage loan.
12. "Servicing fee rate" for each mortgage loan is the percentage rate per
annum provided in Annex A for such mortgage loan at which compensation is
payable for the servicing of that mortgage loan (which includes the master
servicing fee rate) and at which compensation is also payable to the trustee.
13. "Prepayment provisions" for each mortgage loan are: "lock," which
means the duration of lockout period, and "defeasance," which means the
duration of any defeasance period. The number following the "/" is the number
of months for which the related call protection provision is in effect,
exclusive of the maturity date for calculation purposes only.
14. "Term to maturity" means, for any mortgage loan, the remaining term,
in months, from the cut-off date for that mortgage loan to the earlier of the
related maturity date or anticipated repayment date.
15. In those instances where the same tenant leases space under multiple
leases, the date shown as the "Largest Tenant Lease Expiration" is the earliest
termination date of any of such leases.
16. "Underwritten net operating income," "underwritten NOI" or "UW NOI"
for any mortgaged property means net cash flow before deducting for capital
expenditures and any deposits to reserves for capital expenditures, including
tenant improvement costs and leasing commissions, as applicable.
INTEREST ONLY LOANS
Loan Number 21015. The mortgage loan requires monthly payments of interest
only (calculated using actual/360 interest accrual method) from October 5, 2000
through September 5, 2002. Commencing on October 5, 2002 and continuing through
maturity, monthly payments of principal and interest in the amount of
$225,555.63 are required.
Loan Number 27395. The mortgage loan requires monthly payments of interest
only (calculated using actual/360 interest accrual method) from August 5, 2000
through May 5, 2001. Commencing on June 5, 2001 and continuing through
maturity, monthly payments of principal and interest in the amount $95,638.53
are required.
Loan Number 11029240. The mortgage loan requires monthly payments of
interest only in the amount of $88,214.58 from October 1, 2000 through
September 1, 2001. Commencing on October 1, 2001 and continuing through
maturity, monthly payments of principal and interest in the amount of
$96,948.79 are required.
CERTAIN RESERVES
Loan Number 27443. The mortgage loan requires an initial deposit of $100
into the replacement reserve. Beginning December 1, 2000 and on the first day
of each
A-4
<PAGE>
subsequent calendar month through April 1, 2001, borrower is paying $8,000 per
month into the replacement reserve. Commencing on May 1, 2001 and thereafter, a
monthly payment is based on 1/12th of 5% of gross revenues from the property
during the immediately preceding calendar year.
Loan Number 28269. The mortgage loan requires an initial deposit of $100
into the replacement reserve. Commencing on October 1, 2001 and thereafter, the
monthly payment is based on 1/12th of 5% of gross revenues from the property
during the immediately preceding calendar year.
Loan Number 28270. The mortgage loan requires an initial deposit of $1,000
into the replacement reserve. The borrower is paying $10,926.17 per month into
the replacement reserve through April 1, 2001. Commencing on May 1, 2001 the
monthly payment is based on 1/12th of 5% of gross revenues from the property
during the immediately preceding calendar year.
Loan Number 28491. The mortgage loan requires monthly payments of
$6,351.51 per month into the replacement reserve through April 1, 2001.
Commencing on May 1, 2001 the monthly payment is based on 1/12th of 4% of gross
revenues from the property during the immediately preceding calendar year.
Loan Number 28493. The mortgage loan requires an initial deposit of $1,000
into the replacement reserve. The borrower is paying $7,400 per month into the
replacement reserve through April 1, 2001. Commencing on May 1, 2001 the
monthly payment is based on 1/12th of 4% of gross revenues from the property
during the immediately preceding calendar year.
Loan Number 28497. The mortgage loan requires an initial deposit of $1000
into the replacement reserve. Beginning September 1, 2000 and on the first day
of each subsequent calendar month through April 1, 2001, borrower is paying
$6,900 per month into the replacement reserve. Commencing on May 1, 2001 the
monthly payment is based on 1/12th of 4% of gross revenues from the property
during the immediately preceding calendar year.
Loan Number 28499. The mortgage loan requires an initial deposit of $1,000
into the replacement reserve. The borrower is paying $7,500 per month into the
replacement reserve through April 1, 2001, which is 4% of total gross revenues.
Commencing on May 1, 2001 the monthly payment is based on 1/12th of 4% of gross
revenues from the property during the immediately preceding calendar year.
Loan Number 28640. The mortgage loan requires an initial deposit of $2,000
into the replacement reserve. The borrower is paying $8,000 per month into the
replacement reserve beginning January 2001 through April 2001. Commencing on
May 1, 2001, the monthly payment will be 1/12th of 4% of gross revenues based
on the operation of the property during the immediately preceding calendar
year.
Loan Number 29734. The mortgage loan requires monthly payments equal to
1/12th of 4% of annual Operating Revenues as calculated both on an aggregate
basis for all properties and on an individual basis for each property into the
replacement reserve. The borrower shall not be required to make such
replacement reserve deposit so long as the DSCR has not fallen below 1.48x and
within twenty (20) days following the end of each calendar quarter, the
borrower provides Lender with reports of the expenditures made by the borrower
for the replacements for each property during such calendar quarter. If the
actual expenditures made by the borrower are less than the replacements budget
for that quarter, the borrower must deposit the difference into the replacement
reserve.
A-5
<PAGE>
Loan Number DBM8915. The mortgage loan requires ongoing monthly deposits
of $21,964 into the tenant improvement and leasing commission reserve, and
$3,248 into the replacement reserve.
Loan Number DBM11332. The mortgage loan requires ongoing monthly deposits
of $10,200 into the replacement reserve.
Loan Number DBM12838. The mortgage loan requires ongoing monthly deposits
of $16,000 into the replacement reserve.
Loan Number DBM12916. The mortgage loan requires an initial deposit of
$323,858 into the immediate repairs reserve, and ongoing monthly deposits of
$26,581 into the tenant improvement and leasing commission reserve, and $3,744
into the replacement reserve.
Loan Number DBM13744. The mortgage loan requires an initial deposit of
$177,750 into the immediate repairs reserve, and ongoing monthly deposits of
$5,284 into the tenant improvement and leasing commission reserve, and $1,647
into the replacement reserve.
Loan Number DBM13840. The mortgage loan requires ongoing monthly deposits
of $70,048 into the tenant improvement and leasing commission reserve, and
$10,596 into the replacement reserve.
Loan Number DBM13892. The mortgage loan requires an initial deposit of
$396,125 into the immediate repairs reserve, and ongoing monthly deposits of
$4,158 into the replacement reserve.
Loan Number DBM14180. The mortgage loan requires an initial deposit of
$115,250 into the immediate repairs reserve, and ongoing monthly deposits of
$5,167 in the replacement reserve.
Loan No. 09-0001388. The mortgage loan requires an initial deposit of
$266,000 into the tenant improvement and leasing commissions account. All funds
will be released upon receipt of a tenant estoppel certificate signed by
tenant.
Loan No. 09-0001367. The mortgage loan requires an initial deposit of
$1,020,000 into the tenant improvement and leasing commissions account for
tenant improvements under certain leases. In addition, monthly deposits may be
required up to a certain amount. The mortgage loan also requires an initial
deposit of $80,000 that will be released upon receipt of a tenant estoppel
certificate.
Loan No. 09-0001381. The mortgage loan requires an initial deposit of
$900,000 for the tenant improvement of the space leased to certain tenants.
Upon receipt of executed tenant estoppel and lien waivers, the borrower may
request a release of such amounts.
Loan No. 09-0001334. The mortgage loan requires an initial deposit of
$435,500 and monthly deposits of $2,000 into the tenant improvement and leasing
commissions account. The borrower may request a release of such amounts upon
(1) execution of a new or renewal lease with respect to certain tenants upon
certain terms specified in the related loan documents and (2) receipt of a
tenant estoppel certificate.
Loan No. 09-0001385. The mortgage loan requires an initial deposit of
$73,563 in respect of leasing commissions and a deposit of $286,757 in respect
of tenant improvements into an escrow account. Upon execution of all lien
waivers this deposit will be released. Also collected at closing was a deposit
of $36,514. All funds will be released upon receipt of a tenant estoppel
certificate signed by tenant.
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Loan No. 09-0001369. The mortgage loan requires an initial deposit of
$386,061 into the tenant improvement and leasing commissions account to be used
for tenant improvements required under certain leases which will be released
upon receipt of tenant estoppel certificates. Additionally, the borrower is
required to make monthly deposits of $4,167 for tenant improvement and leasing
commission obligations beginning October 1, 2005 and must post an irrevocable
and unconditional standby letter of credit in the amount of $250,000 prior to
November 15, 2009.
Loan No. 09-0001404. The mortgage loan requires an initial deposit of
$65,000 into the tenant improvement and leasing commissions account which will
be released upon receipt of an executed tenant estoppel certificate.
Loan No. 09-0001390. The mortgage loan requires an initial deposit of
$83,475 into the tenant improvement and leasing commissions account.
EARNOUT LOANS
"Earnout loans" are mortgage loans that require the related borrower to
deposit a portion of the original loan amount in a reserve fund pending
satisfaction of certain conditions, including without limitation achievement of
certain DSCRs, CLTVs or satisfaction of certain occupancy tests. Each earnout
loan provides that in the event the conditions are not met by a certain date,
the servicer may apply amounts held in the reserves to prepay or partially
defease the related mortgage loan. For all but two of the earnout loans listed
below, the earliest date on which any amounts may be so applied is set forth
beneath the caption "Earliest Defeasance or Prepay Date." For each of these
earnout loans, the underwritten NCF DSCRs and CLTVs shown in this prospectus
supplement and on the foldout pages in this Annex A are calculated based on the
principal balance of those mortgage loans net of the related earnout amount.
Those underwritten DSCRs and CLTVs are also shown beneath the caption "Net of
Earnout Underwritten NCF DSCR" and "Net of Earnout LTV" in the table below. The
amounts beneath the captions "Full Balance Cut-Off Date LTV" and "Full Balance
Cut-Off Date NCF DSCR" are calculated based on a principal balance of those
mortgage loans that includes the related earnout amount. The following table
sets forth certain information regarding the earnout loans:
<TABLE>
<CAPTION>
FULL LOAN NET OF
CONTROL LOAN EARNOUT CURRENT AMOUNT EARNOUT
NUMBER NO. AMOUNT BALANCE LTV LTV
------ --- ------ ------- --- ---
<S> <C> <C> <C> <C> <C>
59 2476 $ 232,000 $ 5,393,921 72.89% 69.76%
33 2730 $ 400,000 $ 9,579,724 69.42% 66.52%
94 2823 $ 500,000 $ 3,194,811 72.61% 61.25%
20 2949 $ 400,000 $14,939,887 79.89% 77.75%
143 01102924 $ 130,300 $ 1,297,834 68.31% 61.45%
57 DBM10207 $1,215,000 $ 5,546,720 67.64% 67.64%
117 DBM13977 $ 250,000 $ 7,098,749 69.96% 69.96%
<CAPTION>
FULL LOAN NET OF IF PREPAY,
CONTROL AMOUNT EARNOUT NCF EARNOUT DEFEASE/ YIELD MAINT.
NUMBER DSCR DSCR DATE PREPAY APPLIC.
------ ---- ---- ---- ------ -------
<S> <C> <C> <C> <C> <C>
59 1.15x 1.20x 3/25/01 Prepay Yes
33 1.23x 1.28x 1/26/01 Prepay Yes
94 1.11x 1.31x 9/19/01 Prepay No
20 1.23x 1.26x 8/1/2001 Prepay Yes
143 1.39x 1.55x 12/23/00 Prepay Yes
57 1.29x 1.29x 11/1/2010 Defease/Prepay Yes
117 1.32x 1.32x 12/31/2007 Prepay No
</TABLE>
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ANNEX A
CHARACTERISTICS OF THE MORTGAGE LOANS
<TABLE>
<CAPTION>
CONTROL
NUMBER LOAN SELLER LOAN NUMBER PROPERTY NAME
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<S> <C> <C> <C>
1 GMACCM 24082 Arizona Mills
2 GMACCM GSMC 1 MacArthur Center
3 Deutsche Bank DBM13840 1999 Broadway Building
4 GMACCM 29734 Amerisuites/Residence Inn Portfolio
4a GMACCM 29734-A AmeriSuites - Birmingham
4b GMACCM 29734-B AmeriSuites Uptown - Albuquerque
4c GMACCM 29734-C AmeriSuites - Linthicum Heights
4d GMACCM 29734-D AmeriSuites - Tampa
4e GMACCM 29734-E AmeriSuites - Flagstaff
4f GMACCM 29734-F AmeriSuites - Forest Park
4g GMACCM 29734-G Homewood Suites - Germantown
4h GMACCM 29734-H Residence Inn - Somers Point
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5 Deutsche Bank DBM13657 201 East 14th - Coral Tower
6 GMACCM 21015 St. Croix Apartments at Pelican Marsh
7 Deutsche Bank DBM12838 Coral Gate Apartments
8 GMACCM 28723 Lichtenstein Retail Portfolio
8a GMACCM 28723-A Hale Road Plaza
8b GMACCM 28723-B Christmas Tree Shops Plaza
8c GMACCM 28723-C Bernie's Plaza
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9 Deutsche Bank DBM14078 Copper Canyon Apartments
10 Deutsche Bank DBM13207 201 East 86th Street
11 GMACCM 28450 Governor's Square Apartments
12 Archon Financial 09-0001378 Poinsettia Plaza/Main Retail Plaza
13 Archon Financial 09-0001401 Harbor Pointe Apartments
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14 Deutsche Bank DBM9716 A-C Development Portfolio
14a Deutsche Bank DBM9716-A Georgetown Square Shopping Center
14b Deutsche Bank DBM9716-B Lake Murray Shopping Center
14c Deutsche Bank DBM9716-C Litchfield Market Village
14d Deutsche Bank DBM9716-D Piggly Wiggly
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15 Deutsche Bank DBM8915 Maryland Trade Center III
16 Archon Financial 09-0001403 Brittany at Waterford Lakes Apartments
17 Archon Financial 09-0001392 Uptown Center
18 Archon Financial 09-0001388 Long Beach Town Square
19 Archon Financial 09-0001402 Cross Timbers Apartments
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20 GMACCM 29497 Briargrove Plaza Shopping Center
21 RFC 991091618 Valley Creek Office Property
22 Deutsche Bank DBM11332 Colonial Townhouse
23 RFC 11029238 Athens Promenade
24 RFC 11029240 DeZavala Oaks Apartments
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25 GMACCM 27395 Bound Brook Apartments
26 Deutsche Bank DBM12916 B & O Building
27 Deutsche Bank DBM12721 Napa Valley Apartments
28 RFC 991091621 Courtyard by Marriott - Orange
29 GMACCM 28997 Hillside Village Shopping Center
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30 Archon Financial 09-0001380 One North Main
31 GMACCM 28269 Holiday Inn-Pittsburgh Airport
32 Archon Financial 09-0001412 International Business Park IV
33 GMACCM 27302 Fairfax Circle Shopping Center
34 Archon Financial 09-0001367 East Town Center
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35 RFC 991091659 Avanex II
36 Archon Financial 09-0001399 1200 Pacific Avenue
37 Archon Financial 09-0001381 Winchester Meadows
38 RFC 991091630 Porter Square Galleria
39 Archon Financial 09-0001398 Waterview Apartments
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40 RFC 991091620 Courtyard by Marriott - Westborough
41 Deutsche Bank DBM12603 Dominion Plaza
42 RFC 991091256 Windover of Melbourne Apartments
43 Deutsche Bank DBM12582 Ridge Carlton Apartments
44 Deutsche Bank DBM13891 Whisper Hollow
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45 RFC 991091662 Park Colony Apartments
46 Deutsche Bank DBM13933 265 East Office Building
47 Archon Financial 09-0001385 Pioneer Plaza I & II
48 Deutsche Bank DBM14180 Chandler's Mill Apartments
49 Deutsche Bank DBM13255 Industry Hills Business Park
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50 GMACCM 28270 Courtyard by Marriott
51 GMACCM 28492 Vistas at Northbrook
52 Archon Financial 09-0001365 Belle Mill Landing
53 GMACCM 28640 Fairfield Inn by Marriott
54 RFC 991091255 Windover Health Club Apartments
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55 Deutsche Bank DBM13573 Pineridge Shopping Center
56 Archon Financial 09-0001369 Valley High Business Center
57 Deutsche Bank DBM10207 Dove Canyon Plaza
58 RFC 11029222 The Willows Apartments
59 GMACCM 24767 Villages at McClintock
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60 GMACCM 28491 TownePlace Suites by Marriott
61 GMACCM 28350 Bay Shore Retail Center
62 Archon Financial 09-0001386 Hillsdale Office Center
63 GMACCM 28616 Waterford at Summit View Apartments
64 GMACSLP 01-1026848 Bongiovanni Apartment Portfolio
64a GMACSLP 01-1026848-A 2100 Westbury Court Apartments
64b GMACSLP 01-1026848-B 2110 Westbury Court Apartments
64c GMACSLP 01-1026848-C 3506 Newkirk Avenue Apartments
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65 Deutsche Bank DBM12720 Pennyfield Estates
66 Archon Financial 09-0001391 Crystal Lake Apartments
67 RFC 11029255 Fowler Plaza
68 RFC 991091257 Windover Golden Pointe
69 Deutsche Bank DBM13574 Kelley Corner
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70 RFC 991091664 Bluffs IV
71 GMACSLP 01-1027968 2911 Florence Avenue Retail
72 Archon Financial 09-0001334 Home-Kim Group
73 Archon Financial 09-0001397 Greencastle Market Place
74 Deutsche Bank DBM13892 High Point Apartments
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75 GMACCM 28493 Courtyard by Marriott
76 Deutsche Bank DBM13744 Powerline Business Center
77 Archon Financial 09-0001387 Hanke Building
78 Archon Financial 09-0001407 Sierra Town Center
79 Archon Financial 09-0001382 Sequoia Grove
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80 Archon Financial 09-0001349 Little River Square Shopping Center
81 GMACCM 28499 Courtyard by Marriott (MI)
82 GMACSLP 01-1027711 Parkview Professional Building
83 GMACCM 28497 Fairfield Inn by Marriott (TX)
84 Archon Financial 09-0001376 Arizona Corporate Center
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85 GMACCM 29297 Amtech Systems Corporation Facility
86 GMACSLP 01-1026840 Kendall Apartment Portfolio
86a GMACSLP 01-1026840-A 39th Street Apartments
86b GMACSLP 01-1026840-B Sutton Place Apartments
86c GMACSLP 01-1026840-C Winston Drive Apartments
86d GMACSLP 01-1026840-D 25th Street Apartments
86e GMACSLP 01-1026840-E Kennedy Drive Apartments
86f GMACSLP 01-1026840-F Loganwood Apartments
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87 Archon Financial 09-0001396 Cardinal Plaza Shopping Center
88 RFC 991091661 Linens & Things
89 Archon Financial 09-0001366 Mill Plain Court Apartments
90 GMACCM 27443 Microtel Inn & Suites (Maryland)
91 RFC 991091652 Wellington Mobile Home Park
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92 RFC 991091668 Suncrest Village Apartments
93 Deutsche Bank DBM13675 77 Arkay & 89 Cabot
93a Deutsche Bank DBM13675-A 77 Arkay Drive
93b Deutsche Bank DBM13675-B 89 Cabot Court
94 GMACCM 28233 Bainbridge Self-Storage
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95 Archon Financial 09-0001411 Garden Court Apartments
96 Archon Financial 09-0001375 Varnell Crossing Shopping Center
97 Archon Financial 09-0001404 South Hill Park Professional Center
98 RFC 11029223 Best Buy Mankato
99 GMACCM 28394 Pine Circle Townhomes
------------------------------------------------------------------------------------------------------------------------------------
100 RFC 991091254 Windover of Fort Pierce Apartments
101 Archon Financial 09-0001373 Muir Heights Apartments
102 RFC 991091647 Metro Park Complex
103 Archon Financial 09-0001400 Granite Industrial Center
104 Archon Financial 09-0001410 Durango Crossing Shopping Center
------------------------------------------------------------------------------------------------------------------------------------
105 Archon Financial 09-0001394 One Summerside Place
106 Archon Financial 09-0001393 Shepherd Hills Center
107 GMACSLP 01-1026670 Island Mall
108 RFC 991091633 Route One Crossing
109 RFC 991091653 Riverbend MHP
------------------------------------------------------------------------------------------------------------------------------------
110 Deutsche Bank DBM12529 Shiels Medical Center Plaza I & II
111 Archon Financial 09-0001408 Alder Square Office Building
112 GMACCM 27764 Timberlake Courts Apartments
113 Deutsche Bank DBM13456 First Banister and Banister Place
114 RFC 991091657 Eckerd Drug/Children's Hospital
------------------------------------------------------------------------------------------------------------------------------------
115 RFC 991091654 Beacon Commons
116 Deutsche Bank DBM12485 Brightleaf Shopping Center
117 Deutsche Bank DBM13977 Madison Springs Plaza
118 RFC 11029256 Mission Square Retail Center
119 GMACSLP 01-1025159 Highland Park Apartments
------------------------------------------------------------------------------------------------------------------------------------
120 GMACSLP 01-1026870 Ashley Apartment Building
121 Archon Financial 09-0001370 Thomasville Furniture Showroom
122 Archon Financial 09-0001374 7419-7431 Lindbergh Drive
123 GMACSLP 01-1028013 Carlton Heights Apartments
124 Archon Financial 09-0001372 Insight AirCenter
------------------------------------------------------------------------------------------------------------------------------------
125 RFC 991091632 Louis Brandman and Sons
126 RFC 991091646 Empire Building
127 RFC 991091669 Courtyard Park
128 RFC 991091631 Lansdale & Five Points Apartments
129 Archon Financial 09-0001390 Cavalier Office Park - Building B
------------------------------------------------------------------------------------------------------------------------------------
130 GMACSLP 01-1027426 Colonial Apartments
131 GMACCM 27963 University Avenue Office Building
132 Archon Financial 09-0001389 Cavalier Office Park - Building A
133 GMACSLP 01-1024923 Trinity Towers, Brittany Apartments, Wagner Apts
133a GMACSLP 01-1024923-A Trinity Towers Apartments
133b GMACSLP 01-1024923-B Brittany Apartments
133c GMACSLP 01-1024923-C Wagner Apartments
------------------------------------------------------------------------------------------------------------------------------------
134 RFC 991091622 Federal Plaza Shopping Center
135 RFC 991091666 Parkwood Square Shopping Center
136 Deutsche Bank DBM13480 Alhambra Mobile Home Park
137 RFC 991091626 Carrollton/Del-Mar Apartments
138 RFC 991091624 Grand Manor Apartments
------------------------------------------------------------------------------------------------------------------------------------
139 GMACCM 27587 Airline Medical Office
140 GMACSLP 01-1027758 171 - 181 Market Street Office
141 GMACCM 27965 Congress Avenue Office Park I
142 RFC 991091635 Ath-Dara
143 RFC 11029249 Bridgewater Mews
------------------------------------------------------------------------------------------------------------------------------------
144 Deutsche Bank DBM13324 Foothills Business Park
145 RFC 991091644 Descanso Plaza Apartments
146 GMACSLP 01-1027009 Hudson Place Apartments
147 GMACSLP 01-1025837 Greenville Shopping Center
148 GMACCM 26252 Hunt Club Apartments
------------------------------------------------------------------------------------------------------------------------------------
149 GMACCM 28267 El Camino Real Courtyards
150 RFC 991091619 Bluebird Apartments
151 RFC 991091628 Wexford Apartments
152 GMACSLP 01-1026862 Beach AC Mini-Storage
153 GMACSLP 01-1026872 Palmetto Medical Park
------------------------------------------------------------------------------------------------------------------------------------
154 GMACCM 28261 Arcadia Business Center
155 RFC 991091627 South Lamar Retail
156 RFC 991091663 Wheatley Plaza Apartments
157 GMACSLP 01-1024063 100 East Main Office
158 GMACSLP 01-1027024 Patriot Self Storage
------------------------------------------------------------------------------------------------------------------------------------
159 GMACCM 27964 Beach Professional Plaza
160 GMACSLP 01-1027879 374 South 5th Street Apartments
161 RFC 991091645 210-230 West Nyack Road
162 GMACSLP 01-1023747 Independent Packaging Industrial Building
163 GMACCM 28992 Brentstone Apartments
------------------------------------------------------------------------------------------------------------------------------------
164 RFC 991091650 Metacom Apartments
165 RFC 991091634 Oak Apartments
166 RFC 991091649 Metacom Retail
167 GMACSLP 01-1028782 367 South 5th Street Multifamily
168 RFC 11029241 La Comercia
------------------------------------------------------------------------------------------------------------------------------------
169 RFC 991091623 Plant City Shopping Center
170 GMACSLP 01-1028014 Fairfield Apartments
171 RFC 991091655 Southern Acres MHP
172 RFC 991091651 Willow Lane Apartments
173 RFC 991091665 Huffmeister Plaza
------------------------------------------------------------------------------------------------------------------------------------
174 RFC 991091625 Belmont Square
175 RFC 991091658 15-17 Massasoit Ave.
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CONTROL
NUMBER PROPERTY TYPE ADDRESS
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C>
1 Anchored Retail 5000 Arizona Mills Circle
2 Anchored Retail 300 Monticello Avenue
3 Office 1999 Broadway
4 Lodging
4a Lodging 2980 Highway 150
4b Lodging 6901 Arvada Avenue, N.E.
4c Lodging 940 International Drive
4d Lodging 4811 West Main Street
4e Lodging 2455 South Beulah Boulevard
4f Lodging 12001 Chase Plaza Drive
4g Lodging 7855 Wolf River Parkway
4h Lodging 900 Mays Landing Road
-----------------------------------------------------------------------------------------------------------------------------------
5 Multifamily 201 East 14th Street
6 Multifamily 4600 St. Croix Lane
7 Multifamily 6990 N.W. 186th Street
8 Anchored Retail
8a Anchored Retail 120 Hale Road
8b Anchored Retail 1505 South Washington Street
8c Anchored Retail 40 Cumberland Avenue
-----------------------------------------------------------------------------------------------------------------------------------
9 Multifamily 5055 West Hacienda Avenue
10 Retail 201 East 86th Street
11 Multifamily 520 P Street, 1451 3rd Street
12 Anchored Retail 4250-4360 East Main Street & 4687-4731 Telephone Road
13 Multifamily 5757 Five Flags Boulevard
-----------------------------------------------------------------------------------------------------------------------------------
14 Anchored Retail
14a Anchored Retail 821 King George Boulevard
14b Anchored Retail 760 US Highway 378
14c Anchored Retail 115 Willbrook Boulevard
14d Anchored Retail 1338 North Way (US Hwy 17)
-----------------------------------------------------------------------------------------------------------------------------------
15 Office 7501 Greenway Center Drive
16 Multifamily 701 Brittany Lakes Lane
17 Office 2626 Howell Street
18 Anchored Retail 3978 Cherry Avenue
19 Multifamily 900 Golden Horseshoe Circle
-----------------------------------------------------------------------------------------------------------------------------------
20 Anchored Retail 6100 - 6154 Westheimer Road
21 Office 8301, 8401, & 8501 Golden Valley Road
22 Multifamily 29 Foster Drive
23 Anchored Retail 3640-3660 Atlanta Highway
24 Multifamily 6033 DeZavala Road
-----------------------------------------------------------------------------------------------------------------------------------
25 Multifamily West Union Avenue
26 Office 2 North Charles
27 Multifamily 1349 Horizon Ridge Parkway
28 Lodging 136 Marsh Hill Road
29 Anchored Retail 6441 E. Mockingbird Lane
-----------------------------------------------------------------------------------------------------------------------------------
30 Office 101 North Main Street
31 Lodging 1406 Beers School Road
32 Office 6504 International Parkway
33 Retail 9629-9703 Lee Highway
34 Anchored Retail 2090 Lincoln Highway East
-----------------------------------------------------------------------------------------------------------------------------------
35 Industrial 40949 Encyclopedia Circle
36 Mixed Use 1200 Pacific Avenue
37 Anchored Retail 40335-40355 Winchester Road
38 Retail One Porter Square
39 Multifamily 220 First Street
-----------------------------------------------------------------------------------------------------------------------------------
40 Lodging 3 Technology Drive
41 Anchored Retail 333 Dominion Blvd./1620 Cedar Road
42 Multifamily 2255 Friday Court #225
43 Multifamily 7373 Ridge Avenue
44 Multifamily 3300 Parker Lane
-----------------------------------------------------------------------------------------------------------------------------------
45 Multifamily 9127 N. Potter Road
46 Office 265 East 100 South Street
47 Office 1109 & 1211 W. Myrtle
48 Multifamily 6350 MeadowVista
49 Industrial 15940-16056 Amar Rd., 15940-16063 Kaplan Avenue
-----------------------------------------------------------------------------------------------------------------------------------
50 Lodging 2700 Hoppe Trail
51 Multifamily 619 West Orlando Avenue
52 Anchored Retail 94 West Belle Mill Road
53 Lodging 2750 Slater Road
54 Multifamily 5496 Fitness Circle
-----------------------------------------------------------------------------------------------------------------------------------
55 Anchored Retail 1788 East Broad Avenue
56 Office 3535-3625 40th Avenue Northwest
57 Retail 31911-31991 Dove Canyon Drive
58 Multifamily 49330 Carlos Road
59 Multifamily 1701 East Don Carlos Avenue
-----------------------------------------------------------------------------------------------------------------------------------
60 Lodging 66 Zephyr Road
61 Retail 3845 Bayshore Road
62 Office 1291 & 1295 East Hillsdale Boulevard
63 Multifamily 8301 Presidents Drive
64 Multifamily
64a Multifamily 2100 Westbury Court
64b Multifamily 2110 Westbury Court
64c Multifamily 3506 Newkirk Avenue
-----------------------------------------------------------------------------------------------------------------------------------
65 Multifamily 10 Pennyfield Avenue
66 Multifamily 1600-1768 Crystal Lake Drive
67 Retail 2301 East Fowler Avenue
68 Multifamily 2555 Friday Court #225
69 Anchored Retail 230 Kelly Street
-----------------------------------------------------------------------------------------------------------------------------------
70 Office 6305 & 6309 Carpinteria Avenue
71 Retail 2911 Florence Avenue
72 Industrial 10103 Residency Road
73 Anchored Retail N. Antrim Way (Route 11) at Walter Avenue
74 Multifamily 2400 Wickersham Lane
-----------------------------------------------------------------------------------------------------------------------------------
75 Lodging 80 Northeast Loop 410
76 Industrial 5601 North Powerline Road
77 Office 1110-1130 Main Street
78 Anchored Retail 2020 Craig Road
79 Multifamily 900-986 Podva Road
-----------------------------------------------------------------------------------------------------------------------------------
80 Anchored Retail 1312 West Granthan Street
81 Lodging 1592 Mall Drive
82 Office 1800 Rockaway Avenue
83 Lodging 88 Northeast Loop 410
84 Industrial 531 & 561 E. Elliot Rd and 574 E. Alamo Dr.
-----------------------------------------------------------------------------------------------------------------------------------
85 Industrial 8600 Jefferson Street, NE
86 Multifamily
86a Multifamily 975, 1005, 1015 39th Street
86b Multifamily 1832 - 1836 Sutton Court
86c Multifamily 3370 - 3400 Winston Drive
86d Multifamily 3902 25th Street
86e Multifamily 2005 - 2007 Kennedy Drive
86f Multifamily 2104 18th Avenue
-----------------------------------------------------------------------------------------------------------------------------------
87 Anchored Retail 1419 East Andrews Avenue
88 Retail 3200 Mall Loop Drive
89 Multifamily 16410 SE 5th Street
90 Lodging 1170 Winterson Road
91 Mobile Home Park 245 Lancaster Drive
-----------------------------------------------------------------------------------------------------------------------------------
92 Multifamily 10901 & 11061 Village Bend Lane
93 Various
93a Office 77 Arkay Drive
93b Industrial 89 Cabot Court
94 Self-Storage 9300 Sportsman Club Road NE
-----------------------------------------------------------------------------------------------------------------------------------
95 Multifamily 119 19th Ave. E
96 Anchored Retail 3901 Cleveland Highway
97 Office 702 South Hill Park Drive
98 Anchored Retail 1895 Adam Street
99 Multifamily 7102-7196 Lodgepole Drive, SE
-----------------------------------------------------------------------------------------------------------------------------------
100 Multifamily 2476 Atlantis Drive
101 Multifamily 2129 Muir Field Road
102 Industrial 333 Metro Park
103 Industrial 3625-3775 West Teco Avenue
104 Anchored Retail 1145 S. Camino Del Rio
-----------------------------------------------------------------------------------------------------------------------------------
105 Office 5999 Summerside Drive
106 Office 5930, 5940 & 5980 Hamilton Blvd.
107 Retail 1425 McCulloch Boulevard
108 Retail 108 Newbury Street (Route 1)
109 Mobile Home Park 7535 Northeast River Road
-----------------------------------------------------------------------------------------------------------------------------------
110 Office 2731 & 2811 Lemmon Avenue
111 Office 1404 South Central Avenue
112 Multifamily 125 Interstate Highway 10 North
113 Office 3816 So.1st St.& 3809 So.2nd St.
114 Anchored Retail 2604 - 2606 Route 130 North
-----------------------------------------------------------------------------------------------------------------------------------
115 Multifamily 5629-5669 Beacon Street
116 Anchored Retail 220 East Marlboro Road
117 Anchored Retail 25285 Madison Avenue
118 Retail 9735 Old St. Augustine Road
119 Multifamily 6622 - 6766 North Fessenden Street
-----------------------------------------------------------------------------------------------------------------------------------
120 Multifamily 4954 West Pine Boulevard
121 Anchored Retail 11705 Carolina Place Parkway
122 Industrial 7419-7431 Lindbergh Drive
123 Multifamily 8206 Bunche Drive
124 Industrial 6845 Escondido Street
-----------------------------------------------------------------------------------------------------------------------------------
125 Retail 173 Main Street and 10 Catherine Street
126 Multifamily 1231 Walnut Street
127 Multifamily 4201 Oglethorpe Street
128 Multifamily 2713, 2719 Azalea Gardens Rd & 1209-1213 Norview Ave
129 Office 51 Cavalier Boulevard
-----------------------------------------------------------------------------------------------------------------------------------
130 Multifamily 165 Pearl Street
131 Office 7373 University Avenue
132 Office 47 Cavalier Boulevard
133 Multifamily
133a Multifamily 34 - 38 Vernon Street
133b Multifamily 44 New Britain Avenue
133c Multifamily 59 Webster Street
-----------------------------------------------------------------------------------------------------------------------------------
134 Retail 1924-1960 S. Federal Highway
135 Retail 3010 Highway 30 West
136 Mobile Home Park 109 East Monterey Drive
137 Multifamily 1600 & 1610 Belt Line Drive
138 Multifamily 7405 W 123rd Street
-----------------------------------------------------------------------------------------------------------------------------------
139 Office 5990 Airline Drive
140 Office 171 - 181 Market Street
141 Office 1760 N. Congress Avenue
142 Multifamily 83-93 S. Lansdowne Avenue
143 Office 1952 Route 22 East
-----------------------------------------------------------------------------------------------------------------------------------
144 Industrial 16006 - 16016 Foothill Boulevard
145 Multifamily 11102 East 16th Avenue
146 Multifamily 5605, 5610, 5611, 5612 Hudson Street; 1517-1519 Matilda St.
147 Retail 2715 Traders Road
148 Multifamily 2211 West Hickory Street
-----------------------------------------------------------------------------------------------------------------------------------
149 Office 250 El Camino Real
150 Multifamily 900 - 908 Rice Street
151 Multifamily 430 Elm Street
152 Self-Storage 101 Central Road
153 Office 22023 State Road 7
-----------------------------------------------------------------------------------------------------------------------------------
154 Office 735 W. Duarte Road
155 Retail 2300 South Lamar Boulevard
156 Multifamily 5600 Market Street
157 Office 100 East Main Street and 101 East Water Street
158 Self-Storage 1144 Sigman Road
-----------------------------------------------------------------------------------------------------------------------------------
159 Office 12362 Beach Boulevard
160 Multifamily 374 South 5th Street
161 Industrial 210 - 230 West Nyack Road
162 Industrial 303 North Curry Pike
163 Multifamily 2712 Bartlett Avenue
-----------------------------------------------------------------------------------------------------------------------------------
164 Multifamily 400R Metacom Avenue
165 Multifamily 8904-8914 Temple Terrace Highway
166 Retail 390 Metacom Avenue
167 Multifamily 367 South 5th Street
168 Retail 5805 Lyons Avenue
-----------------------------------------------------------------------------------------------------------------------------------
169 Retail 1705-1707 Jim Redman Parkway
170 Multifamily 100 South Bowser Road
171 Mobile Home Park 3334 East Southern Avenue
172 Multifamily 3101-3111 Willow Lane
173 Retail 11302 Huffmeister Road
-----------------------------------------------------------------------------------------------------------------------------------
174 Retail 6347-6359 West Belmont Avenue
175 Multifamily 15-17 Massasoit Ave.
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CROSS
CONTROL COLLATERALIZED
NUMBER CITY STATE ZIP CODE GROUPS
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 Tempe Arizona 85282
2 Norfolk Virginia 23510
3 Denver Colorado 80202
4
4a Hoover Alabama 35244
4b Albuquerque New Mexico 87110
4c Linthicum Heights Maryland 21090
4d Tampa Florida 33607
4e Flagstaff Arizona 86001
4f Forest Park Ohio 45240
4g Germantown Tennessee 38138
4h Somers Point New Jersey 08244
------------------------------------------------------------------------------------------------------------------------------------
5 New York New York 10003
6 Naples Florida 34109
7 Miami Florida 33015
8
8a Manchester Connecticut 06040
8b North Attleboro Massachusetts 02760
8c North Attleboro Massachusetts 02760
------------------------------------------------------------------------------------------------------------------------------------
9 Las Vegas Nevada 89118
10 New York New York 11028
11 Sacramento California 95814
12 Ventura California 93033
13 Orlando Florida 32822
------------------------------------------------------------------------------------------------------------------------------------
14
14a Savannah Georgia 31419
14b Lexington South Carolina 29072
14c Pawley's Island South Carolina 29585
14d Darien Georgia 31305
------------------------------------------------------------------------------------------------------------------------------------
15 Greenbelt Maryland 20770
16 Orlando Florida 32828
17 Dallas Texas 75204
18 Long Beach California 90807
19 Morrisville North Carolina 27560
------------------------------------------------------------------------------------------------------------------------------------
20 Houston Texas 77057
21 Golden Valley Minnesota 55427
22 Willimantic Connecticut 06226
23 Athens Georgia 30606
24 San Antonio Texas 78249
------------------------------------------------------------------------------------------------------------------------------------
25 Bound Brook New Jersey 08805
26 Baltimore Maryland 21201
27 Henderson Nevada 89012
28 Orange Connecticut 06477
29 Dallas Texas 75214
------------------------------------------------------------------------------------------------------------------------------------
30 Ann Arbor Michigan 48104
31 Moon Township Pennsylvania 15108
32 Plano Texas 75093
33 Fairfax Virginia 22031
34 East Lampeter Township Pennsylvania 17576
------------------------------------------------------------------------------------------------------------------------------------
35 Fremont California 94538
36 Santa Cruz California 95060
37 Temecula California 92591
38 Cambridge Massachusetts 02140
39 Kirkland Washington 98033
------------------------------------------------------------------------------------------------------------------------------------
40 Westborough Massachusetts 01581
41 Chesapeake Virginia 23322
42 West Melbourne Florida 32904 Group C
43 Philadelphia Pennsylvania 19128
44 Austin Texas 78741 Group F
------------------------------------------------------------------------------------------------------------------------------------
45 Des Plaines Illinois 60016
46 Salt Lake City Utah 84111
47 Boise Idaho 83702
48 Corpus Christi Texas 78414
49 City of Industry California 91744
------------------------------------------------------------------------------------------------------------------------------------
50 Round Rock Texas 78681
51 Normal Illinois 61761
52 Red Bluff California 96080
53 Morrisville North Carolina 27560
54 Orlando Florida 32839 Group C
------------------------------------------------------------------------------------------------------------------------------------
55 Rockingham North Carolina 28379
56 Rochester Minnesota 55901
57 Trabuco Canyon California 92679
58 Chesterfield Township Michigan 48045
59 Tempe Arizona 85281
------------------------------------------------------------------------------------------------------------------------------------
60 Williston Vermont 05495
61 Lower Township New Jersey 08204
62 Foster City California 94404
63 Swatara Township Pennsylvania 17111
64
64a Brooklyn New York 11225
64b Brooklyn New York 11225
64c Brooklyn New York 11225
------------------------------------------------------------------------------------------------------------------------------------
65 Bronx New York 10465
66 Corvallis Oregon 97333
67 Tampa Florida 33612
68 West Melbourne Florida 32904 Group C
69 Lake City South Carolina 29560
------------------------------------------------------------------------------------------------------------------------------------
70 Carpinteria California 93013
71 Los Angeles California 90255
72 Manassas Virginia 20110
73 Greencastle Pennsylvania 17225
74 Austin Texas 78741 Group F
------------------------------------------------------------------------------------------------------------------------------------
75 San Antonio Texas 78216
76 Fort Lauderdale Florida 33309
77 Cincinnati Ohio 45210
78 North Los Vegas Nevada 89031
79 Danville California 94526
------------------------------------------------------------------------------------------------------------------------------------
80 Goldsboro North Carolina 27530
81 Benton Harbor Michigan 49022
82 Hewlett New York 11557
83 San Antonio Texas 78216
84 Chandler Arizona 85225
------------------------------------------------------------------------------------------------------------------------------------
85 Albuquerque New Mexico 87113
86
86a Bettendorf Iowa 52722
86b Bettendorf Iowa 52722
86c Bettendorf Iowa 52722
86d Moline Illinois 61265
86e East Moline Illinois 61244
86f Moline Illinois 61265
------------------------------------------------------------------------------------------------------------------------------------
87 Henderson North Carolina 27536
88 Joliet Illinois 60432
89 Vancouver Washington 98684
90 Linthicum Maryland 21090
91 Reno Nevada 89506
------------------------------------------------------------------------------------------------------------------------------------
92 Houston Texas 77072
93
93a Hauppauge New York 11788
93b Hauppauge New York 11788
94 Bainbridge Island Washington 98110
------------------------------------------------------------------------------------------------------------------------------------
95 Seattle Washington 98112
96 Varnell Georgia 30721
97 Puyallup Washington 98373
98 Mankato Minnesota 56001
99 Grand Rapids Michigan 49548
------------------------------------------------------------------------------------------------------------------------------------
100 Ft. Pierce Florida 34981 Group C
101 Madison Wisconsin 53719
102 Rochester New York 14623
103 Las Vegas Nevada 89103
104 Durango Colorado 81301
------------------------------------------------------------------------------------------------------------------------------------
105 Dallas Texas 75252
106 Wescosville Pennsylvania 18106
107 Lake Havasu City Arizona 92083
108 Peabody Massachusetts 01960
109 Otsego Minnesota 55330
------------------------------------------------------------------------------------------------------------------------------------
110 Dallas Texas 75204
111 Kent Washington 98032
112 Beaumont Texas 77707
113 Austin Texas 78704
114 Cinnaminson New Jersey 08077
------------------------------------------------------------------------------------------------------------------------------------
115 Pittsburgh Pennsylvania 15217
116 Farmville North Carolina 27828
117 Murrieta California 92562
118 Jacksonville Florida 32257
119 Portland Oregon 97203
------------------------------------------------------------------------------------------------------------------------------------
120 St. Louis Missouri 63108
121 Pineville North Carolina 28134
122 Gaithersburg Maryland 20879
123 Dallas Texas 75243 Group B
124 Las Vegas Nevada 89119
------------------------------------------------------------------------------------------------------------------------------------
125 Norwalk Connecticut 06851
126 Philadelphia Pennsylvania 19107
127 Hyattsville Maryland 20781
128 Norfolk Virginia 23513
129 Florence Kentucky 41042
------------------------------------------------------------------------------------------------------------------------------------
130 Seymour Connecticut 06483
131 La Mesa California 92041 Group A
132 Florence Kentucky 41042
133
133a Hartford Connecticut 06106
133b Hartford Connecticut 06106
133c Hartford Connecticut 06106
------------------------------------------------------------------------------------------------------------------------------------
134 Stuart Florida 34994 Group D
135 Huntsville Texas 77340
136 Globe Arizona 85501
137 Carrollton Texas 75211
138 Apple Valley Minnesota 55124
------------------------------------------------------------------------------------------------------------------------------------
139 Houston Texas 77076
140 Paterson New Jersey 07505
141 West Palm Beach Florida 33409 Group A
142 Lansdowne Pennsylvania 19050
143 Bridgewater New Jersey 08807
------------------------------------------------------------------------------------------------------------------------------------
144 Irwindale California 91706
145 Aurora Colorado 80010
146 Dallas Texas 75206
147 Greenville Texas 75402
148 Denton Texas 76201
------------------------------------------------------------------------------------------------------------------------------------
149 Tustin California 92780
150 St. Paul Minnesota 55117
151 Pottstown Pennsylvania 19464
152 Indian Harbor Beach Florida 32937
153 Boca Raton Florida 33428
------------------------------------------------------------------------------------------------------------------------------------
154 Arcadia California 91007
155 Austin Texas 78704
156 Houston Texas 77020
157 Charlottesville Virginia 22902
158 Conyers Georgia 30012
------------------------------------------------------------------------------------------------------------------------------------
159 Stanton California 90680 Group A
160 Brooklyn New York 11211
161 West Nyack New York 10960
162 Bloomington Indiana 47404
163 Pascagoula Mississippi 39567
------------------------------------------------------------------------------------------------------------------------------------
164 Bristol Rhode Island 02809 Group E
165 Tampa Florida 33637
166 Bristol Rhode Island 02809 Group E
167 Brooklyn New York 11211
168 Houston Texas 77020
------------------------------------------------------------------------------------------------------------------------------------
169 Plant City Florida 33566 Group D
170 Richardson Texas 75081 Group B
171 Phoenix Arizona 85040
172 Bronx(Pelham Bay) New York 10461
173 Houston Texas 77065
------------------------------------------------------------------------------------------------------------------------------------
174 Chicago Illinois 60618
175 Bristol Rhode Island 02809
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
% OF AGGREGATE CUMULATIVE % OF
CONTROL ORIGINAL CUT-OFF DATE INITIAL POOL INITIAL POOL
NUMBER RELATED GROUPS BALANCE ($) BALANCE ($) BALANCE BALANCE
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
1 146,000,000 145,831,430 11.44 11.44
2 101,000,000 101,000,000 7.92 19.36
3 50,000,000 49,966,246 3.92 23.28
4 31,500,000 31,468,201 2.47 25.75
4a
4b
4c
4d
4e
4f
4g
4h
------------------------------------------------------------------------------------------------------------------------------------
5 30,000,000 29,978,826 2.35 28.10
6 29,800,000 29,800,000 2.34 30.44
7 28,400,000 28,340,494 2.22 32.67
8 Group 1 28,350,000 28,331,922 2.22 34.89
8a
8b
8c
------------------------------------------------------------------------------------------------------------------------------------
9 25,500,000 25,472,358 2.00 36.89
10 20,000,000 19,986,797 1.57 38.45
11 19,600,000 19,556,631 1.53 39.99
12 19,500,000 19,457,892 1.53 41.51
13 Group 8 18,400,000 18,378,727 1.44 42.96
------------------------------------------------------------------------------------------------------------------------------------
14 18,273,900 18,243,221 1.43 44.39
14a
14b
14c
14d
------------------------------------------------------------------------------------------------------------------------------------
15 18,100,000 18,068,851 1.42 45.81
16 Group 8 15,850,000 15,831,186 1.24 47.05
17 15,280,000 15,252,319 1.20 48.24
18 15,200,000 15,174,418 1.19 49.43
19 Group 8 15,100,000 15,082,077 1.18 50.62
------------------------------------------------------------------------------------------------------------------------------------
20 14,950,000 14,939,887 1.17 51.79
21 14,000,000 13,947,530 1.09 52.88
22 14,000,000 13,976,203 1.10 53.98
23 13,300,000 13,286,010 1.04 55.02
24 13,150,000 13,150,000 1.03 56.05
------------------------------------------------------------------------------------------------------------------------------------
25 Group 1 12,960,000 12,960,000 1.02 57.07
26 12,800,000 12,786,275 1.00 58.07
27 12,200,000 12,174,928 0.96 59.03
28 Group 4 12,190,000 12,123,647 0.95 59.98
29 12,050,000 12,029,212 0.94 60.92
------------------------------------------------------------------------------------------------------------------------------------
30 11,890,000 11,882,403 0.93 61.86
31 10,500,000 10,481,894 0.82 62.68
32 10,350,000 10,343,223 0.81 63.49
33 9,600,000 9,579,724 0.75 64.24
34 9,500,000 9,480,693 0.74 64.98
------------------------------------------------------------------------------------------------------------------------------------
35 9,500,000 9,477,053 0.74 65.73
36 9,465,800 9,455,001 0.74 66.47
37 9,000,000 8,990,766 0.71 67.18
38 8,885,000 8,833,493 0.69 67.87
39 8,700,000 8,694,103 0.68 68.55
------------------------------------------------------------------------------------------------------------------------------------
40 Group 4 8,630,000 8,583,025 0.67 69.22
41 7,280,000 7,272,151 0.57 69.79
42 6,820,000 6,805,233 0.53 70.33
43 6,700,000 6,688,696 0.52 70.85
44 6,600,000 6,593,077 0.52 71.37
------------------------------------------------------------------------------------------------------------------------------------
45 6,500,000 6,483,295 0.51 71.88
46 6,500,000 6,495,813 0.51 72.39
47 6,400,000 6,395,852 0.50 72.89
48 6,160,000 6,153,139 0.48 73.37
49 6,150,000 6,139,726 0.48 73.85
------------------------------------------------------------------------------------------------------------------------------------
50 6,100,000 6,083,592 0.48 74.33
51 6,100,000 6,085,660 0.48 74.81
52 5,840,000 5,828,362 0.46 75.27
53 5,800,000 5,786,500 0.45 75.72
54 5,725,000 5,712,604 0.45 76.17
------------------------------------------------------------------------------------------------------------------------------------
55 5,570,000 5,566,570 0.44 76.60
56 5,550,000 5,540,752 0.43 77.04
57 5,550,000 5,546,720 0.44 77.47
58 5,480,000 5,470,868 0.43 77.90
59 5,400,000 5,393,921 0.42 78.33
------------------------------------------------------------------------------------------------------------------------------------
60 5,200,000 5,185,037 0.41 78.73
61 5,100,000 5,094,598 0.40 79.13
62 5,000,000 4,994,856 0.39 79.53
63 5,000,000 4,996,645 0.39 79.92
64 4,975,000 4,965,197 0.39 80.31
64a
64b
64c
------------------------------------------------------------------------------------------------------------------------------------
65 4,975,000 4,965,878 0.39 80.70
66 4,850,000 4,840,999 0.38 81.08
67 4,808,000 4,803,377 0.38 81.45
68 4,805,000 4,794,596 0.38 81.83
69 4,800,000 4,797,044 0.38 82.21
------------------------------------------------------------------------------------------------------------------------------------
70 4,700,000 4,677,703 0.37 82.57
71 4,650,000 4,641,273 0.36 82.94
72 4,500,000 4,482,939 0.35 83.29
73 4,500,000 4,491,743 0.35 83.64
74 4,450,000 4,445,332 0.35 83.99
------------------------------------------------------------------------------------------------------------------------------------
75 Group 2 4,400,000 4,385,061 0.34 84.33
76 4,200,000 4,195,643 0.33 84.66
77 4,125,000 4,116,011 0.32 84.99
78 4,100,000 4,097,353 0.32 85.31
79 4,016,000 4,011,196 0.31 85.62
------------------------------------------------------------------------------------------------------------------------------------
80 3,850,000 3,839,200 0.30 85.92
81 Group 2 3,800,000 3,786,431 0.30 86.22
82 3,765,000 3,755,960 0.29 86.51
83 Group 2 3,700,000 3,687,438 0.29 86.80
84 3,550,000 3,546,317 0.28 87.08
------------------------------------------------------------------------------------------------------------------------------------
85 3,500,000 3,496,165 0.27 87.36
86 3,450,000 3,443,562 0.27 87.63
86a
86b
86c
86d
86e
86f
------------------------------------------------------------------------------------------------------------------------------------
87 3,400,000 3,396,048 0.27 87.89
88 3,400,000 3,388,080 0.27 88.16
89 3,300,000 3,296,462 0.26 88.42
90 3,300,000 3,288,994 0.26 88.67
91 3,260,000 3,253,412 0.26 88.93
------------------------------------------------------------------------------------------------------------------------------------
92 3,225,000 3,217,979 0.25 89.18
93 3,201,000 3,197,651 0.25 89.43
93a
93b
94 3,200,000 3,194,811 0.25 89.68
------------------------------------------------------------------------------------------------------------------------------------
95 3,195,000 3,192,777 0.25 89.93
96 3,150,000 3,146,768 0.25 90.18
97 3,080,000 3,077,983 0.24 90.42
98 3,000,000 2,995,161 0.23 90.66
99 3,000,000 2,994,976 0.23 90.89
------------------------------------------------------------------------------------------------------------------------------------
100 2,950,000 2,943,612 0.23 91.12
101 2,925,000 2,919,727 0.23 91.35
102 2,900,000 2,884,745 0.23 91.58
103 2,860,000 2,854,794 0.22 91.80
104 2,640,000 2,638,236 0.21 92.01
------------------------------------------------------------------------------------------------------------------------------------
105 2,530,000 2,527,346 0.20 92.21
106 2,500,000 2,493,148 0.20 92.40
107 2,480,000 2,475,119 0.19 92.60
108 2,428,000 2,416,032 0.19 92.79
109 2,400,000 2,391,847 0.19 92.98
------------------------------------------------------------------------------------------------------------------------------------
110 2,400,000 2,396,207 0.19 93.16
111 2,350,000 2,348,452 0.18 93.35
112 2,275,000 2,270,127 0.18 93.53
113 2,243,000 2,241,573 0.18 93.70
114 2,242,000 2,236,920 0.18 93.88
------------------------------------------------------------------------------------------------------------------------------------
115 2,200,000 2,195,529 0.17 94.05
116 2,150,000 2,146,217 0.17 94.22
117 2,100,000 2,098,749 0.16 94.38
118 2,015,000 2,009,661 0.16 94.54
119 2,000,000 1,994,979 0.16 94.70
------------------------------------------------------------------------------------------------------------------------------------
120 2,000,000 1,995,716 0.16 94.85
121 2,000,000 1,996,709 0.16 95.01
122 2,000,000 1,996,126 0.16 95.17
123 1,960,000 1,955,735 0.15 95.32
124 1,955,000 1,953,756 0.15 95.47
------------------------------------------------------------------------------------------------------------------------------------
125 1,900,000 1,881,300 0.15 95.62
126 1,791,000 1,784,821 0.14 95.76
127 1,750,000 1,743,813 0.14 95.90
128 1,730,000 1,718,602 0.13 96.03
129 Group 9 1,720,000 1,717,155 0.13 96.17
------------------------------------------------------------------------------------------------------------------------------------
130 1,700,000 1,696,238 0.13 96.30
131 1,685,000 1,682,107 0.13 96.43
132 Group 9 1,680,000 1,677,221 0.13 96.56
133 1,580,000 1,572,308 0.12 96.69
133a
133b
133c
------------------------------------------------------------------------------------------------------------------------------------
134 1,510,000 1,503,586 0.12 96.80
135 1,500,000 1,495,877 0.12 96.92
136 1,500,000 1,499,181 0.12 97.04
137 1,482,000 1,475,493 0.12 97.16
138 Group 7 1,380,000 1,376,391 0.11 97.26
------------------------------------------------------------------------------------------------------------------------------------
139 1,350,000 1,349,161 0.11 97.37
140 1,342,000 1,339,900 0.11 97.47
141 1,340,000 1,337,700 0.10 97.58
142 1,336,000 1,330,267 0.10 97.68
143 1,300,000 1,297,834 0.10 97.79
------------------------------------------------------------------------------------------------------------------------------------
144 1,255,000 1,252,909 0.10 97.88
145 1,219,000 1,210,266 0.09 97.98
146 1,200,000 1,196,844 0.09 98.07
147 1,160,000 1,157,388 0.09 98.16
148 1,100,000 1,092,670 0.09 98.25
------------------------------------------------------------------------------------------------------------------------------------
149 1,100,000 1,098,192 0.09 98.34
150 Group 7 1,100,000 1,078,500 0.08 98.42
151 1,100,000 1,095,911 0.09 98.51
152 1,000,000 993,364 0.08 98.58
153 1,000,000 998,030 0.08 98.66
------------------------------------------------------------------------------------------------------------------------------------
154 1,000,000 998,471 0.08 98.74
155 1,000,000 995,843 0.08 98.82
156 1,000,000 995,926 0.08 98.90
157 977,000 972,478 0.08 98.97
158 955,000 951,204 0.07 99.05
------------------------------------------------------------------------------------------------------------------------------------
159 950,000 948,369 0.07 99.12
160 Group 3 940,000 938,394 0.07 99.20
161 920,000 904,541 0.07 99.27
162 875,000 872,266 0.07 99.33
163 840,000 839,427 0.07 99.40
------------------------------------------------------------------------------------------------------------------------------------
164 Group 10 800,000 798,215 0.06 99.46
165 790,000 786,737 0.06 99.53
166 Group 10 735,000 732,028 0.06 99.58
167 Group 3 723,000 721,765 0.06 99.64
168 665,000 664,045 0.05 99.69
------------------------------------------------------------------------------------------------------------------------------------
169 655,000 652,218 0.05 99.74
170 640,000 638,819 0.05 99.79
171 635,000 632,405 0.05 99.84
172 591,000 589,904 0.05 99.89
173 550,000 546,974 0.04 99.93
------------------------------------------------------------------------------------------------------------------------------------
174 510,000 507,960 0.04 99.97
175 Group 10 368,000 367,295 0.03 100.00
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
MORTGAGE INTEREST ORIGINAL INTEREST
CONTROL RATE SERVICING ACCRUAL ONLY PERIOD
NUMBER (%) FEE RATE (%) METHOD AMORTIZATION TYPE (MOS.)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
1 7.89500 0.0318 Actual / 360 Amortizing Balloon
2 7.43700 0.0318 Actual / 360 Amortizing Balloon
3 7.97000 0.0518 Actual / 360 Hyper-Amortizing
4 8.44385 0.1268 Actual / 360 Hyper-Amortizing
4a
4b
4c
4d
4e
4f
4g
4h
------------------------------------------------------------------------------------------------------------------------------------
5 7.75000 0.0518 Actual / 360 Hyper-Amortizing
6 8.33000 0.0818 Actual / 360 Interest Only ,Then Amortizing 24
7 8.28000 0.0518 Actual / 360 Hyper-Amortizing
8 8.25000 0.1268 Actual / 360 Amortizing Balloon
8a
8b
8c
------------------------------------------------------------------------------------------------------------------------------------
9 8.13000 0.0518 Actual / 360 Hyper-Amortizing
10 8.08000 0.0518 Actual / 360 Hyper-Amortizing
11 8.08000 0.0768 Actual / 360 Amortizing Balloon
12 8.17000 0.0518 Actual / 360 Amortizing Balloon
13 7.89000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
14 8.29000 0.0518 Actual / 360 Hyper-Amortizing
14a
14b
14c
14d
------------------------------------------------------------------------------------------------------------------------------------
15 8.19000 0.0518 Actual / 360 Hyper-Amortizing
16 7.79000 0.0518 Actual / 360 Amortizing Balloon
17 7.98000 0.0518 Actual / 360 Amortizing Balloon
18 8.28000 0.0518 Actual / 360 Amortizing Balloon
19 7.79000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
20 7.96000 0.0518 Actual / 360 Amortizing Balloon
21 8.73000 0.0868 Actual / 360 Hyper-Amortizing
22 8.24000 0.0518 Actual / 360 Amortizing Balloon
23 8.24000 0.0868 Actual / 360 Hyper-Amortizing
24 8.05000 0.0868 Actual / 360 Interest Only ,Then Amortizing 12
------------------------------------------------------------------------------------------------------------------------------------
25 8.06000 0.1268 Actual / 360 Interest Only ,Then Amortizing 10
26 8.17000 0.0518 Actual / 360 Amortizing Balloon
27 8.35000 0.0518 Actual / 360 Amortizing Balloon
28 8.93000 0.0868 Actual / 360 Hyper-Amortizing
29 8.18000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
30 8.24000 0.0818 Actual / 360 Amortizing Balloon
31 8.45000 0.1268 Actual / 360 Hyper-Amortizing
32 8.12000 0.1218 Actual / 360 Amortizing Balloon
33 8.45000 0.1268 Actual / 360 Amortizing Balloon
34 8.39000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
35 8.41000 0.0868 Actual / 360 Hyper-Amortizing
36 7.94000 0.0518 Actual / 360 Amortizing Balloon
37 8.33000 0.1018 Actual / 360 Amortizing Balloon
38 8.43000 0.0868 Actual / 360 Amortizing Balloon
39 7.95000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
40 8.93000 0.0868 Actual / 360 Hyper-Amortizing
41 8.15000 0.0518 Actual / 360 Hyper-Amortizing
42 8.16000 0.0868 Actual / 360 Amortizing Balloon
43 8.27000 0.0518 Actual / 360 Amortizing Balloon
44 8.25000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
45 8.20000 0.0868 Actual / 360 Amortizing Balloon
46 8.20000 0.0518 Actual / 360 Hyper-Amortizing
47 8.17000 0.1018 Actual / 360 Amortizing Balloon
48 8.03000 0.0518 Actual / 360 Amortizing Balloon
49 8.31000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
50 8.50000 0.1268 Actual / 360 Hyper-Amortizing
51 8.50000 0.1268 Actual / 360 Amortizing Balloon
52 8.46000 0.0518 Actual / 360 Amortizing Balloon
53 9.25000 0.1268 Actual / 360 Hyper-Amortizing
54 8.16000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
55 8.42000 0.0518 Actual / 360 Hyper-Amortizing
56 8.32000 0.0518 Actual / 360 Amortizing Balloon
57 8.62000 0.0518 Actual / 360 Hyper-Amortizing
58 8.32000 0.0868 Actual / 360 Amortizing Balloon
59 7.99000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
60 8.75000 0.1268 Actual / 365 Hyper-Amortizing
61 8.21500 0.1268 Actual / 360 Amortizing Balloon
62 8.32000 0.0518 Actual / 360 Amortizing Balloon
63 8.00000 0.1268 Actual / 360 Amortizing Balloon
64 8.50000 0.1268 Actual / 360 Amortizing Balloon
64a
64b
64c
------------------------------------------------------------------------------------------------------------------------------------
65 8.75000 0.0518 Actual / 360 Amortizing Balloon
66 7.88000 0.0518 Actual / 360 Amortizing Balloon
67 8.56000 0.0868 Actual / 360 Amortizing Balloon
68 8.16000 0.0868 Actual / 360 Amortizing Balloon
69 8.42000 0.0518 Actual / 360 Hyper-Amortizing
------------------------------------------------------------------------------------------------------------------------------------
70 8.91000 0.0868 Actual / 360 Amortizing Balloon
71 8.67000 0.1268 Actual / 360 Amortizing Balloon
72 8.69000 0.1018 Actual / 360 Amortizing Balloon
73 8.14000 0.0518 Actual / 360 Amortizing Balloon
74 8.25000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
75 8.56250 0.1268 Actual / 360 Hyper-Amortizing
76 8.29000 0.0518 Actual / 360 Amortizing Balloon
77 8.36000 0.1218 Actual / 360 Amortizing Balloon
78 8.19000 0.0518 Actual / 360 Amortizing Balloon
79 7.76000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
80 8.71000 0.0518 Actual / 360 Amortizing Balloon
81 8.31250 0.1268 Actual / 360 Hyper-Amortizing
82 8.43000 0.1268 Actual / 360 Amortizing Balloon
83 8.56250 0.1268 Actual / 360 Hyper-Amortizing
84 8.29000 0.0818 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
85 8.09000 0.1268 Actual / 360 Amortizing Balloon
86 8.69000 0.1268 Actual / 360 Amortizing Balloon
86a
86b
86c
86d
86e
86f
------------------------------------------------------------------------------------------------------------------------------------
87 7.87000 0.0518 Actual / 360 Amortizing Balloon
88 8.36000 0.0868 Actual / 360 Hyper-Amortizing
89 8.17000 0.0518 Actual / 360 Amortizing Balloon
90 8.65000 0.1268 Actual / 360 Hyper-Amortizing
91 8.41000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
92 8.14000 0.0868 Actual / 360 Amortizing Balloon
93 8.26000 0.0518 Actual / 360 Amortizing Balloon
93a
93b
94 8.75000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
95 7.82000 0.0518 Actual / 360 Amortizing Balloon
96 8.33000 0.0818 Actual / 360 Amortizing Balloon
97 8.12000 0.0518 Actual / 360 Amortizing Balloon
98 8.45000 0.0868 Actual / 360 Amortizing Balloon
99 8.30000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
100 8.16000 0.0868 Actual / 360 Fully Amortizing
101 8.00000 0.0518 Actual / 360 Amortizing Balloon
102 8.44000 0.0868 Actual / 360 Amortizing Balloon
103 8.18000 0.0518 Actual / 360 Amortizing Balloon
104 8.02000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
105 8.25000 0.0518 Actual / 360 Amortizing Balloon
106 8.40000 0.0518 Actual / 360 Amortizing Balloon
107 9.06000 0.1268 Actual / 360 Amortizing Balloon
108 8.76000 0.0868 Actual / 360 Amortizing Balloon
109 8.56000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
110 8.53000 0.0518 Actual / 360 Amortizing Balloon
111 8.09000 0.0518 Actual / 360 Amortizing Balloon
112 8.20000 0.1268 Actual / 360 Amortizing Balloon
113 8.26000 0.0518 Actual / 360 Hyper-Amortizing
114 8.62000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
115 8.39000 0.0868 Actual / 360 Amortizing Balloon
116 8.10000 0.0518 Actual / 360 Hyper-Amortizing
117 8.58000 0.0518 Actual / 360 Amortizing Balloon
118 8.58000 0.0868 Actual / 360 Amortizing Balloon
119 8.28000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
120 8.20000 0.1268 Actual / 360 Amortizing Balloon
121 8.37000 0.1118 Actual / 360 Amortizing Balloon
122 8.56000 0.1018 Actual / 360 Amortizing Balloon
123 8.75000 0.1268 Actual / 360 Amortizing Balloon
124 8.26000 0.0518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
125 8.90000 0.0868 Actual / 360 Hyper-Amortizing
126 8.41500 0.0868 Actual / 360 Amortizing Balloon
127 7.87000 0.0868 Actual / 360 Amortizing Balloon
128 8.01000 0.0868 Actual / 360 Amortizing Balloon
129 8.35000 0.1218 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
130 8.08000 0.1268 Actual / 360 Amortizing Balloon
131 8.20000 0.1268 Actual / 360 Amortizing Balloon
132 8.35000 0.1218 Actual / 360 Amortizing Balloon
133 8.82000 0.1268 Actual / 360 Amortizing Balloon
133a
133b
133c
------------------------------------------------------------------------------------------------------------------------------------
134 8.42000 0.0868 Actual / 360 Amortizing Balloon
135 8.78000 0.0868 Actual / 360 Amortizing Balloon
136 9.00000 0.0518 Actual / 360 Amortizing Balloon
137 8.28000 0.0868 Actual / 360 Amortizing Balloon
138 8.14000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
139 8.37500 0.1268 Actual / 360 Amortizing Balloon
140 8.57000 0.2518 Actual / 360 Amortizing Balloon
141 8.20000 0.1268 Actual / 360 Amortizing Balloon
142 8.39000 0.0868 Actual / 360 Amortizing Balloon
143 8.32000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
144 8.32000 0.0518 Actual / 360 Amortizing Balloon
145 8.37000 0.0868 Actual / 360 Amortizing Balloon
146 8.12000 0.1268 Actual / 360 Amortizing Balloon
147 8.64000 0.2518 Actual / 360 Amortizing Balloon
148 8.73000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
149 8.37500 0.1268 Actual / 360 Amortizing Balloon
150 8.10000 0.0868 Actual / 360 Amortizing Balloon
151 8.11000 0.0868 Actual / 360 Amortizing Balloon
152 8.75000 0.2518 Actual / 360 Amortizing Balloon
153 8.50000 0.2518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
154 8.66000 0.1268 Actual / 360 Amortizing Balloon
155 8.54000 0.0868 Actual / 360 Amortizing Balloon
156 8.63500 0.0868 Actual / 360 Amortizing Balloon
157 9.00000 0.2518 Actual / 360 Amortizing Balloon
158 8.75000 0.2518 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
159 8.20000 0.1268 Actual / 360 Amortizing Balloon
160 8.22000 0.2518 Actual / 360 Amortizing Balloon
161 9.63000 0.0868 Actual / 360 Fully Amortizing
162 8.77000 0.1268 Actual / 360 Amortizing Balloon
163 7.92000 0.1268 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
164 8.67000 0.0868 Actual / 360 Amortizing Balloon
165 8.57000 0.0868 Actual / 360 Amortizing Balloon
166 8.67000 0.0868 Actual / 360 Amortizing Balloon
167 8.22000 0.2518 Actual / 360 Amortizing Balloon
168 8.90000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
169 8.42000 0.0868 Actual / 360 Amortizing Balloon
170 9.25000 0.2518 Actual / 360 Amortizing Balloon
171 8.62000 0.0868 Actual / 360 Amortizing Balloon
172 8.71000 0.0868 Actual / 360 Amortizing Balloon
173 8.88000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
174 8.72000 0.0868 Actual / 360 Amortizing Balloon
175 9.14000 0.0868 Actual / 360 Amortizing Balloon
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
ORIGINAL
REMAINING TERM TO REMAINING ORIGINAL REMAINING
CONTROL INTEREST ONLY MATURITY TERM TO AMORTIZATION TERM AMORTIZATION TERM
NUMBER PERIOD (MOS.) (MOS.) MATURITY (MOS.) (MOS.) (MOS.)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
1 120 118 360 358
2 119 118 360 359
3 120 119 360 359
4 120 119 300 299
4a
4b
4c
4d
4e
4f
4g
4h
------------------------------------------------------------------------------------------------------------------------------------
5 120 119 360 359
6 21 180 177 360 360
7 120 116 360 356
8 120 119 360 359
8a
8b
8c
------------------------------------------------------------------------------------------------------------------------------------
9 120 118 360 358
10 120 119 360 359
11 120 116 360 356
12 120 116 360 356
13 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
14 120 117 360 357
14a
14b
14c
14d
------------------------------------------------------------------------------------------------------------------------------------
15 120 117 360 357
16 120 118 360 358
17 120 117 360 357
18 120 117 360 357
19 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
20 120 119 360 359
21 120 112 360 352
22 120 117 360 357
23 120 118 360 358
24 9 132 129 360 360
------------------------------------------------------------------------------------------------------------------------------------
25 5 118 113 360 360
26 120 118 360 358
27 120 116 360 356
28 120 113 300 293
29 120 117 360 357
------------------------------------------------------------------------------------------------------------------------------------
30 120 119 360 359
31 120 118 300 298
32 120 119 360 359
33 120 116 354 350
34 120 116 360 356
------------------------------------------------------------------------------------------------------------------------------------
35 120 115 360 355
36 120 118 360 358
37 120 118 360 358
38 120 109 360 349
39 120 119 360 359
------------------------------------------------------------------------------------------------------------------------------------
40 120 113 300 293
41 120 118 360 358
42 120 116 360 356
43 120 117 360 357
44 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
45 120 115 360 355
46 120 119 360 359
47 120 119 360 359
48 120 118 360 358
49 120 117 360 357
------------------------------------------------------------------------------------------------------------------------------------
50 120 117 300 297
51 161 156 360 355
52 120 116 360 356
53 120 117 300 297
54 120 116 360 356
------------------------------------------------------------------------------------------------------------------------------------
55 120 119 360 359
56 120 117 360 357
57 120 119 360 359
58 120 117 360 357
59 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
60 120 117 300 297
61 120 118 360 358
62 120 118 360 358
63 180 179 360 359
64 120 116 360 356
64a
64b
64c
------------------------------------------------------------------------------------------------------------------------------------
65 120 116 360 356
66 120 117 360 357
67 120 118 360 358
68 120 116 360 356
69 120 119 360 359
------------------------------------------------------------------------------------------------------------------------------------
70 120 110 360 350
71 120 116 360 356
72 120 112 360 352
73 120 118 300 298
74 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
75 120 116 300 296
76 120 118 360 358
77 120 118 276 274
78 120 119 360 359
79 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
80 120 114 360 354
81 120 116 300 296
82 120 115 360 355
83 120 116 300 296
84 120 118 360 358
------------------------------------------------------------------------------------------------------------------------------------
85 120 118 360 358
86 120 116 360 356
86a
86b
86c
86d
86e
86f
------------------------------------------------------------------------------------------------------------------------------------
87 120 118 360 358
88 120 113 360 353
89 120 118 360 358
90 120 116 300 296
91 120 116 360 356
------------------------------------------------------------------------------------------------------------------------------------
92 120 116 360 356
93 120 118 360 358
93a
93b
94 120 118 300 298
------------------------------------------------------------------------------------------------------------------------------------
95 120 119 360 359
96 120 118 360 358
97 120 119 360 359
98 120 117 360 357
99 120 117 360 357
------------------------------------------------------------------------------------------------------------------------------------
100 120 116 360 356
101 120 117 360 357
102 120 114 300 294
103 120 118 300 298
104 120 119 360 359
------------------------------------------------------------------------------------------------------------------------------------
105 120 118 360 358
106 120 117 300 297
107 120 115 360 355
108 120 114 300 294
109 120 116 300 296
------------------------------------------------------------------------------------------------------------------------------------
110 120 117 360 357
111 120 119 360 359
112 120 116 360 356
113 120 119 360 359
114 120 115 360 355
------------------------------------------------------------------------------------------------------------------------------------
115 120 116 360 356
116 120 117 360 357
117 120 119 360 359
118 120 117 300 297
119 120 115 360 355
------------------------------------------------------------------------------------------------------------------------------------
120 120 116 360 356
121 120 117 360 357
122 120 116 360 356
123 60 55 360 355
124 120 119 360 359
------------------------------------------------------------------------------------------------------------------------------------
125 120 113 240 233
126 120 113 360 353
127 120 114 360 354
128 120 113 300 293
129 120 117 360 357
------------------------------------------------------------------------------------------------------------------------------------
130 120 116 360 356
131 120 117 360 357
132 120 117 360 357
133 120 114 300 294
133a
133b
133c
------------------------------------------------------------------------------------------------------------------------------------
134 120 114 324 318
135 120 114 360 354
136 120 119 360 359
137 120 115 300 295
138 120 115 360 355
------------------------------------------------------------------------------------------------------------------------------------
139 120 119 360 359
140 120 117 360 357
141 120 117 360 357
142 120 115 300 295
143 120 117 360 357
------------------------------------------------------------------------------------------------------------------------------------
144 120 117 360 357
145 120 112 300 292
146 120 115 360 355
147 120 115 360 355
148 120 112 300 292
------------------------------------------------------------------------------------------------------------------------------------
149 120 117 360 357
150 180 173 180 173
151 120 116 300 296
152 120 112 300 292
153 120 116 360 356
------------------------------------------------------------------------------------------------------------------------------------
154 120 117 360 357
155 120 115 300 295
156 120 115 300 295
157 120 110 360 350
158 120 115 300 295
------------------------------------------------------------------------------------------------------------------------------------
159 120 117 360 357
160 120 117 360 357
161 180 173 180 173
162 120 115 324 319
163 120 119 360 359
------------------------------------------------------------------------------------------------------------------------------------
164 120 115 360 355
165 120 115 300 295
166 120 115 300 295
167 120 117 360 357
168 120 117 360 357
------------------------------------------------------------------------------------------------------------------------------------
169 120 114 324 318
170 60 55 360 355
171 120 115 300 295
172 120 116 360 356
173 120 113 300 293
------------------------------------------------------------------------------------------------------------------------------------
174 120 115 300 295
175 120 115 360 355
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CONTROL MATURITY DATE BALLOON OR ARD
NUMBER ORIGINATION DATE OR ARD BALANCE ($) PREPAYMENT PROVISION
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 10/02/00 10/05/10 130,216,379 Lock/25_Defeasance/91_0%/4
2 10/19/00 10/01/10 89,000,429 Lock/25_Defeasance/90_0%/4
3 10/20/00 11/01/10 44,666,462 Lock/25_Defeasance/91_0%/4
4 10/20/00 11/01/10 26,137,643 Lock/24_Defeasance/92_0%/4
4a
4b
4c
4d
4e
4f
4g
4h
-----------------------------------------------------------------------------------------------------------------------------------
5 10/11/00 11/01/10 26,658,076 Lock/49_Defeasance/67_0%/4
6 08/22/00 09/05/15 25,366,642 Lock/26_Defeasance/152_0%/2
7 07/31/00 08/01/10 25,562,116 Lock/28_Defeasance/88_0%/4
8 10/13/00 11/05/10 25,492,959 Lock/24_Defeasance/94_0%/2
8a
8b
8c
-----------------------------------------------------------------------------------------------------------------------------------
9 09/28/00 10/01/10 22,870,699 Lock/26_Defeasance/90_0%/4
10 10/19/00 11/01/10 17,913,215 Lock/25_Defeasance/91_0%/4
11 07/31/00 08/05/10 17,559,192 Lock/27_Defeasance/91_0%/2
12 07/28/00 08/01/10 17,506,604 Lock/28_Defeasance/88_0%/4
13 09/29/00 10/01/10 16,408,856 Lock/26_Defeasance/90_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
14 08/30/00 09/01/10 16,448,307 Lock/27_Defeasance/89_0%/4
14a
14b
14c
14d
-----------------------------------------------------------------------------------------------------------------------------------
15 08/31/00 09/01/10 16,254,070 Lock/27_Defeasance/89_0%/4
16 09/29/00 10/01/10 14,100,618 Lock/26_Defeasance/90_0%/4
17 08/28/00 09/01/10 13,653,954 Lock/27_> of YM or 1%/89_0%/4
18 08/18/00 09/01/10 13,678,339 Lock/27_Defeasance/89_0%/4
19 09/29/00 10/01/10 13,433,397 Lock/26_Defeasance/90_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
20 10/27/00 11/05/10 13,352,088 Lock/24_Defeasance/94_0%/2
21 03/30/00 04/01/10 12,731,100 Lock/32_Defeasance/84_0%/4
22 08/11/00 09/01/10 12,586,823 Lock/27_Defeasance/89_0%/4
23 09/27/00 10/01/10 11,959,313 Lock/26_Defeasance/90_0%/4
24 08/23/00 09/01/11 11,770,948 Lock/27_Defeasance/101_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
25 08/04/00 05/05/10 11,798,839 Lock/28_Defeasance/88_0%/2
26 09/20/00 10/01/10 11,490,959 Lock/26_Defeasance/90_0%/4
27 07/25/00 08/01/10 10,998,634 Lock/28_Defeasance/88_0%/4
28 04/28/00 05/01/10 10,311,851 Lock/31_Defeasance/85_0%/4
29 09/01/00 09/05/10 10,818,558 Lock/26_Defeasance/93_0%/1
-----------------------------------------------------------------------------------------------------------------------------------
30 10/03/00 11/01/10 10,689,282 Lock/25_Defeasance/91_0%/4
31 09/08/00 10/01/10 8,763,445 Lock/47_Defeasance/66_0%/7
32 10/16/00 11/01/10 9,278,807 Lock/25_Defeasance/91_0%/4
33 07/27/00 08/05/10 8,623,449 Lock/27_Defeasance/91_0%/2
34 07/07/00 08/01/10 8,572,364 Lock/28_Defeasance/88_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
35 06/09/00 07/01/10 8,578,074 Lock/29_Defeasance/87_0%/4
36 09/26/00 10/01/10 8,451,609 Lock/26_Defeasance/90_0%/4
37 09/18/00 10/01/10 8,109,611 Lock/26_Defeasance/90_0%/4
38 12/16/99 01/01/10 8,026,449 Lock/35_Defeasance/81_0%/4
39 10/10/00 11/01/10 7,768,257 Lock/31_> of YM or 1%/85_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
40 04/28/00 05/01/10 7,300,351 Lock/31_Defeasance/85_0%/4
41 09/18/00 10/01/10 6,532,425 Lock/26_Defeasance/90_0%/4
42 07/31/00 08/01/10 6,121,388 Lock/27_Defeasance/90_0%/3
43 08/16/00 09/01/10 6,027,876 Lock/27_Defeasance/89_0%/4
44 09/22/00 10/01/10 5,936,073 Lock/26_Defeasance/90_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
45 06/30/00 07/01/10 5,840,785 Lock/29_Defeasance/87_0%/4
46 10/12/00 11/01/10 5,838,171 Lock/25_Defeasance/91_0%/4
47 10/10/00 11/01/10 5,744,338 Lock/25_Defeasance/91_0%/4
48 09/29/00 10/01/10 5,511,817 Lock/26_Defeasance/90_0%/4
49 08/30/00 09/01/10 5,538,155 Lock/27_Defeasance/89_0%/4
-----------------------------------------------------------------------------------------------------------------------------------
50 08/18/00 09/01/10 5,097,255 Lock/48_Defeasance/70_0%/2
51 06/28/00 12/05/13 5,177,333 Lock/28_Defeasance/131_0%/2
52 07/20/00 08/01/10 5,278,156 Lock/28_Defeasance/88_0%/4
53 08/02/00 09/01/10 4,944,952 Lock/36_Defeasance/82_0%/2
54 07/31/00 08/01/10 5,138,555 Lock/27_Defeasance/90_0%/3
-----------------------------------------------------------------------------------------------------------------------------------
55 10/06/00 11/01/10 5,028,232 Lock/25_Defeasance/91_0%/4
56 08/28/00 09/01/10 4,998,996 Lock/27_Defeasance/89_0%/4
57 10/05/00 11/01/10 5,032,761 Lock/25_Defeasance/91_0%/4
58 08/07/00 09/01/10 4,935,946 Lock/27_Defeasance/89_0%/4
59 09/25/00 10/05/10 4,827,193 Lock/25_Defeasance/93_0%/2
-----------------------------------------------------------------------------------------------------------------------------------
60 08/10/00 09/01/10 4,277,619 Lock/47_Defeasance/71_0%/2
61 09/20/00 10/05/10 4,583,238 Lock/25_Defeasance/91_0%/4
62 09/15/00 10/01/10 4,504,303 Lock/26_Defeasance/90_0%/4
63 10/26/00 11/05/15 3,993,588 Lock/24_Defeasance/154_0%/2
64 07/21/00 08/01/10 4,500,449 Lock/28_Defeasance/88_0%/4
64a
64b
64c
------------------------------------------------------------------------------------------------------------------------------------
65 07/17/00 08/01/10 4,525,617 Lock/28_Defeasance/88_0%/4
66 08/28/00 09/01/10 4,323,513 Lock/27_Defeasance/89_0%/4
67 09/05/00 10/01/10 4,355,031 Lock/26_Defeasance/90_0%/4
68 07/31/00 08/01/10 4,312,796 Lock/27_Defeasance/90_0%/3
69 10/06/00 11/01/10 4,333,126 Lock/25_Defeasance/91_0%/4
------------------------------------------------------------------------------------------------------------------------------------
70 01/14/00 02/01/10 4,290,373 Lock/34_Defeasance/82_0%/4
71 07/24/00 08/01/10 4,222,500 Lock/28_Defeasance/88_0%/4
72 03/03/00 04/01/10 4,088,517 Lock/35_Defeasance/81_0%/4
73 09/26/00 10/01/10 3,723,197 Lock/26_Defeasance/90_0%/4
74 09/22/00 10/01/10 4,002,353 Lock/26_Defeasance/90_0%/4
------------------------------------------------------------------------------------------------------------------------------------
75 07/31/00 08/01/10 3,683,953 Lock/35_Defeasance/82_0%/3
76 09/22/00 10/01/10 3,780,999 Lock/26_Defeasance/90_0%/4
77 09/22/00 10/01/10 3,270,753 Lock/26_Defeasance/90_0%/4
78 10/16/00 11/01/10 3,681,682 Lock/25_Defeasance/91_0%/4
79 09/13/00 10/01/10 3,570,139 Lock/26_Defeasance/90_0%/4
------------------------------------------------------------------------------------------------------------------------------------
80 05/04/00 06/01/10 3,499,328 Lock/30_Defeasance/86_0%/4
81 07/31/00 08/01/10 3,159,567 Lock/35_Defeasance/82_0%/3
82 06/30/00 07/01/10 3,401,179 Lock/29_Defeasance/87_0%/4
83 07/31/00 08/01/10 3,097,869 Lock/35_Defeasance/82_0%/3
84 09/26/00 10/01/10 3,195,844 Lock/26_Defeasance/90_0%/4
------------------------------------------------------------------------------------------------------------------------------------
85 09/25/00 10/05/10 3,136,162 Lock/25_Defeasance/93_0%/2
86 07/17/00 08/01/10 3,134,211 Lock/28_Defeasance/88_0%/4
86a
86b
86c
86d
86e
86f
------------------------------------------------------------------------------------------------------------------------------------
87 09/08/00 10/01/10 3,030,610 Lock/26_Defeasance/90_0%/4
88 04/28/00 05/01/10 3,066,674 Lock/31_Defeasance/85_0%/4
89 09/21/00 10/01/10 2,962,513 Lock/26_Defeasance/90_0%/4
90 08/01/00 08/01/10 2,769,603 Lock/35_Defeasance/81_0%/4
91 07/18/00 08/01/10 2,943,018 Lock/28_Defeasance/88_0%/4
------------------------------------------------------------------------------------------------------------------------------------
92 07/06/00 08/01/10 2,893,288 Lock/28_Defeasance/88_0%/4
93 09/15/00 10/01/10 2,879,663 Lock/26_Defeasance/90_0%/4
93a
93b
94 09/19/00 10/05/10 2,692,827 Lock/25_Defeasance/93_0%/2
------------------------------------------------------------------------------------------------------------------------------------
95 10/13/00 11/01/10 2,843,919 Lock/25_Defeasance/91_0%/4
96 09/06/00 10/01/10 2,838,364 Lock/26_Defeasance/90_0%/4
97 10/13/00 11/01/10 2,761,231 Lock/25_Defeasance/91_0%/4
98 08/10/00 09/01/10 2,710,189 Lock/27_Defeasance/89_0%/4
99 08/25/00 09/05/10 2,700,917 Lock/26_Defeasance/92_0%/2
------------------------------------------------------------------------------------------------------------------------------------
100 07/31/00 08/01/10 2,647,815 Lock/27_Defeasance/90_0%/3
101 08/10/00 09/01/10 2,614,976 Lock/27_Defeasance/89_0%/4
102 05/31/00 06/01/10 2,419,982 Lock/30_Defeasance/86_0%/4
103 09/21/00 10/01/10 2,368,988 Lock/26_Defeasance/90_0%/4
104 10/16/00 11/01/10 2,361,193 Lock/25_Defeasance/91_0%/4
------------------------------------------------------------------------------------------------------------------------------------
105 09/07/00 10/01/10 2,275,496 Lock/26_Defeasance/87_0%/7
106 08/29/00 09/01/10 2,083,258 Lock/27_Defeasance/89_0%/4
107 06/13/00 07/01/10 2,271,748 Lock/29_Defeasance/87_0%/4
108 05/26/00 06/01/10 2,043,985 Lock/30_Defeasance/83_0%/7
109 07/19/00 08/01/10 2,009,291 Lock/28_Defeasance/88_0%/4
------------------------------------------------------------------------------------------------------------------------------------
110 08/07/00 09/01/10 2,172,071 Lock/27_Defeasance/89_0%/4
111 10/16/00 11/01/10 2,105,297 Lock/25_Defeasance/91_0%/4
112 08/01/00 08/05/10 2,043,869 Lock/27_Defeasance/91_0%/2
113 10/10/00 11/01/10 2,017,423 Lock/25_Defeasance/91_0%/4
114 06/30/00 07/01/10 2,034,064 Lock/29_Defeasance/87_0%/4
------------------------------------------------------------------------------------------------------------------------------------
115 07/28/00 08/01/10 1,985,179 Lock/28_Defeasance/88_0%/4
116 08/24/00 09/01/10 1,926,668 Lock/27_Defeasance/89_0%/4
117 10/10/00 11/01/10 1,902,589 Lock/49_Defeasance/67_0%/4
118 08/17/00 09/01/10 1,687,476 Lock/27_Defeasance/89_0%/4
119 06/12/00 07/01/10 1,800,515 Lock/29_Defeasance/87_0%/4
------------------------------------------------------------------------------------------------------------------------------------
120 07/31/00 08/01/10 1,796,807 Lock/28_Defeasance/88_0%/4
121 08/31/00 09/01/10 1,803,505 Lock/27_Defeasance/89_0%/4
122 07/21/00 08/01/10 1,811,674 Lock/28_Defeasance/88_0%/4
123 06/14/00 07/01/05 1,890,875 Lock/29_Defeasance/27_0%/4
124 10/11/00 11/01/10 1,758,386 Lock/25_Defeasance/91_0%/4
------------------------------------------------------------------------------------------------------------------------------------
125 04/24/00 05/01/10 1,381,561 Lock/31_Defeasance/85_0%/4
126 04/20/00 05/01/10 1,617,454 Lock/48_> of YM or 1%/68_0%/4
127 05/31/00 06/01/10 1,560,007 Lock/30_Defeasance/86_0%/4
128 04/10/00 05/01/10 1,426,507 Lock/31_Defeasance/85_0%/4
129 08/24/00 09/01/10 1,550,306 Lock/27_Defeasance/89_0%/4
------------------------------------------------------------------------------------------------------------------------------------
130 07/06/00 08/01/10 1,522,990 Lock/28_Defeasance/88_0%/4
131 08/31/00 09/05/10 1,513,508 Lock/26_Defeasance/92_0%/2
132 08/24/00 09/01/10 1,514,251 Lock/27_Defeasance/89_0%/4
133 05/11/00 06/01/10 1,332,265 Lock/30_Defeasance/86_0%/4
133a
133b
133c
------------------------------------------------------------------------------------------------------------------------------------
134 05/08/00 06/01/10 1,307,547 Lock/30_Defeasance/86_0%/4
135 05/19/00 06/01/10 1,365,480 Lock/30_Defeasance/86_0%/4
136 10/13/00 11/01/10 1,371,528 Lock/25_Defeasance/91_0%/4
137 06/14/00 07/01/10 1,231,390 Lock/29_Defeasance/87_0%/4
138 06/02/00 07/01/10 1,238,301 Lock/29_Defeasance/87_0%/4
------------------------------------------------------------------------------------------------------------------------------------
139 10/06/00 11/05/10 1,217,442 Lock/24_Defeasance/94_0%/2
140 08/16/00 09/01/10 1,215,639 Lock/27_Defeasance/89_0%/4
141 08/31/00 09/05/10 1,203,620 Lock/26_Defeasance/92_0%/2
142 06/27/00 07/01/10 1,113,512 Lock/29_Defeasance/87_0%/4
143 08/23/00 09/01/10 1,170,936 Lock/27_Defeasance/89_0%/4
------------------------------------------------------------------------------------------------------------------------------------
144 08/14/00 09/01/10 1,130,403 Lock/27_Defeasance/89_0%/4
145 03/29/00 04/01/10 1,015,298 Lock/32_Defeasance/84_0%/4
146 06/22/00 07/01/10 1,076,275 Lock/29_Defeasance/87_0%/4
147 06/20/00 07/01/10 1,052,886 Lock/29_Defeasance/87_0%/4
148 03/13/00 04/05/10 925,322 Lock/31_Defeasance/87_0%/2
------------------------------------------------------------------------------------------------------------------------------------
149 08/03/00 09/05/10 992,042 Lock/26_Defeasance/92_0%/2
150 04/24/00 05/01/15 26,964 Lock/31_Defeasance/145_0%/4
151 07/14/00 08/01/10 909,387 Lock/28_Defeasance/88_0%/4
152 03/22/00 04/01/10 841,659 Lock/32_Defeasance/84_0%/4
153 07/31/00 08/01/10 904,614 Lock/28_Defeasance/88_0%/4
------------------------------------------------------------------------------------------------------------------------------------
154 08/07/00 09/05/10 907,660 Lock/26_Defeasance/92_0%/2
155 06/22/00 07/01/10 836,948 Lock/48_5%/12_4%/12_3%/12_2%/12_1%/20_0%/4
156 06/30/00 07/01/10 839,139 Lock/29_Defeasance/87_0%/4
157 01/10/00 02/01/10 893,579 Lock/34_Defeasance/82_0%/4
158 06/08/00 07/01/10 803,898 Lock/29_Defeasance/87_0%/4
------------------------------------------------------------------------------------------------------------------------------------
159 08/31/00 09/05/10 853,312 Lock/26_Defeasance/92_0%/2
160 08/16/00 09/01/10 844,723 Lock/27_Defeasance/89_0%/4
161 04/11/00 05/01/15 32,279 Lock/31_Defeasance/145_0%/4
162 06/15/00 07/01/10 764,575 Lock/29_Defeasance/87_0%/4
163 10/26/00 11/05/10 749,501 Lock/24_Defeasance/94_0%/2
------------------------------------------------------------------------------------------------------------------------------------
164 06/22/00 07/01/10 726,613 Lock/29_Defeasance/87_0%/4
165 06/14/00 07/01/10 661,737 Lock/29_Defeasance/87_0%/4
166 06/22/00 07/01/10 617,359 Lock/29_Defeasance/87_0%/4
167 08/16/00 09/01/10 649,717 Lock/27_Defeasance/89_0%/4
168 08/29/00 09/01/10 606,774 Lock/27_Defeasance/89_0%/4
------------------------------------------------------------------------------------------------------------------------------------
169 05/08/00 06/01/10 567,182 Lock/30_Defeasance/86_0%/4
170 06/14/00 07/01/05 620,199 Lock/29_Defeasance/27_0%/4
171 06/22/00 07/01/10 532,634 Lock/29_Defeasance/87_0%/4
172 07/07/00 08/01/10 537,142 Lock/28_Defeasance/88_0%/4
173 04/17/00 05/01/10 464,635 Lock/31_Defeasance/85_0%/4
------------------------------------------------------------------------------------------------------------------------------------
174 06/07/00 07/01/10 428,957 Lock/29_Defeasance/87_0%/4
175 06/22/00 07/01/10 337,673 Lock/29_Defeasance/87_0%/4
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
ANNUAL
CONTROL DEBT UNDERWRITTEN NET UNDERWRITTEN NET UNDERWRITTEN NCF
NUMBER SERVICE ($) OPERATING INCOME ($) CASH FLOW ($) DSCR (X)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 12,727,546 21,229,756 20,097,142 1.58
2 8,488,139 19,048,453 18,387,396 2.17
3 4,390,046 7,418,786 6,499,426 1.48
4 3,041,865 6,175,617 6,175,617 2.03
4a 554,895 554,895
4b 1,012,147 1,012,147
4c 1,081,828 1,081,828
4d 1,281,608 1,281,608
4e 280,899 280,899
4f 518,783 518,783
4g 547,109 547,109
4h 898,348 898,348
------------------------------------------------------------------------------------------------------------------------------------
5 2,579,084 3,838,140 3,786,951 1.47
6 2,706,668 3,284,585 3,212,585 1.19
7 2,567,508 3,412,925 3,220,925 1.25
8 2,555,809 3,437,911 3,213,387 1.26
8a 1,260,886 1,174,774
8b 1,197,442 1,119,983
8c 979,583 918,630
------------------------------------------------------------------------------------------------------------------------------------
9 2,273,113 2,897,239 2,810,239 1.24
10 1,774,438 2,232,559 2,199,754 1.24
11 1,738,949 2,145,968 2,085,568 1.20
12 1,744,821 2,404,088 2,260,451 1.30
13 1,603,253 2,147,115 2,009,715 1.25
------------------------------------------------------------------------------------------------------------------------------------
14 1,653,599 2,135,576 2,038,201 1.23
14a 527,853 507,459
14b 423,758 405,461
14c 950,961 901,459
14d 233,004 223,822
------------------------------------------------------------------------------------------------------------------------------------
15 1,622,598 2,304,138 2,058,371 1.27
16 1,367,877 1,868,750 1,813,550 1.33
17 1,342,875 1,896,954 1,736,296 1.29
18 1,374,159 1,791,655 1,726,092 1.26
19 1,303,151 1,650,531 1,599,931 1.23
------------------------------------------------------------------------------------------------------------------------------------
20 1,311,375 1,719,326 1,612,380 1.26
21 1,319,258 1,731,892 1,589,008 1.20
22 1,260,947 1,663,591 1,561,591 1.24
23 1,197,900 1,576,487 1,495,597 1.25
24 1,163,385 1,497,534 1,427,134 1.23
------------------------------------------------------------------------------------------------------------------------------------
25 1,147,662 1,525,934 1,441,934 1.26
26 1,145,318 1,805,815 1,466,394 1.28
27 1,110,163 1,420,808 1,360,808 1.23
28 1,220,572 1,892,506 1,719,563 1.41
29 1,079,224 1,423,831 1,299,618 1.20
------------------------------------------------------------------------------------------------------------------------------------
30 1,070,904 1,449,612 1,334,086 1.25
31 1,010,344 1,475,881 1,475,881 1.46
32 921,747 1,366,733 1,216,796 1.32
33 884,949 1,207,902 1,084,333 1.28
34 867,690 1,403,597 1,287,728 1.48
------------------------------------------------------------------------------------------------------------------------------------
35 869,300 1,174,481 1,118,577 1.29
36 828,734 1,169,129 1,100,215 1.33
37 817,450 1,043,700 1,016,023 1.24
38 814,532 1,110,212 1,069,264 1.31
39 762,414 970,839 961,239 1.26
------------------------------------------------------------------------------------------------------------------------------------
40 864,113 1,336,950 1,210,495 1.40
41 650,175 814,973 802,226 1.23
42 609,666 894,644 829,644 1.36
43 605,149 772,852 731,852 1.21
44 595,003 783,075 722,575 1.21
------------------------------------------------------------------------------------------------------------------------------------
45 583,248 936,603 876,375 1.50
46 583,248 865,970 778,059 1.33
47 572,659 791,459 722,496 1.26
48 543,945 725,907 663,907 1.22
49 557,551 804,765 716,574 1.29
------------------------------------------------------------------------------------------------------------------------------------
50 589,426 871,278 871,278 1.48
51 562,845 706,325 664,325 1.18
52 536,869 755,309 696,061 1.30
53 596,042 846,634 846,634 1.42
54 511,780 705,914 655,914 1.28
------------------------------------------------------------------------------------------------------------------------------------
55 510,157 911,742 839,237 1.65
56 503,625 704,231 662,207 1.31
57 517,771 725,179 665,682 1.29
58 497,273 672,694 623,444 1.25
59 475,028 591,863 546,613 1.20
------------------------------------------------------------------------------------------------------------------------------------
60 513,172 748,292 748,292 1.46
61 458,270 690,171 591,431 1.29
62 453,716 819,117 733,001 1.62
63 440,259 539,804 513,404 1.17
64 459,041 602,687 551,433 1.20
64a 243,228 223,978
64b 291,574 266,570
64c 67,884 60,884
------------------------------------------------------------------------------------------------------------------------------------
65 469,660 578,914 567,664 1.21
66 422,192 542,732 525,092 1.24
67 446,088 624,260 558,628 1.25
68 429,538 579,338 532,338 1.24
69 439,633 623,084 598,943 1.36
------------------------------------------------------------------------------------------------------------------------------------
70 450,160 613,033 563,269 1.25
71 435,794 576,333 549,831 1.26
72 422,506 661,611 620,263 1.47
73 421,801 557,402 541,563 1.28
74 401,176 546,869 500,669 1.25
------------------------------------------------------------------------------------------------------------------------------------
75 427,386 696,489 696,489 1.63
76 380,057 566,750 484,181 1.27
77 404,362 553,918 498,373 1.23
78 367,550 501,646 481,474 1.31
79 345,586 483,906 476,306 1.38
------------------------------------------------------------------------------------------------------------------------------------
80 362,136 508,965 447,197 1.23
81 361,440 747,684 747,684 2.07
82 345,156 466,697 434,195 1.26
83 359,393 573,060 573,060 1.59
84 321,238 492,488 437,903 1.36
------------------------------------------------------------------------------------------------------------------------------------
85 310,820 564,459 521,184 1.68
86 323,922 455,140 416,782 1.29
86a 104,577 93,277
86b 33,875 31,592
86c 33,575 29,392
86d 19,201 17,288
86e 48,205 45,118
86f 215,708 200,116
------------------------------------------------------------------------------------------------------------------------------------
87 295,687 395,727 382,343 1.29
88 309,678 396,362 391,511 1.26
89 295,277 365,974 353,014 1.20
90 322,883 635,232 635,232 1.97
91 298,307 375,103 369,203 1.24
------------------------------------------------------------------------------------------------------------------------------------
92 287,753 420,619 391,119 1.36
93 288,847 416,949 363,525 1.26
93a 187,226 164,752
93b 229,723 198,773
94 315,703 358,170 349,372 1.31
------------------------------------------------------------------------------------------------------------------------------------
95 276,529 336,232 331,132 1.20
96 286,107 360,008 350,735 1.23
97 274,298 375,394 343,634 1.25
98 275,534 364,996 354,146 1.29
99 271,722 338,306 327,106 1.20
------------------------------------------------------------------------------------------------------------------------------------
100 263,712 375,322 345,322 1.31
101 257,551 344,928 327,042 1.27
102 278,813 469,050 390,668 1.40
103 268,993 415,048 382,050 1.42
104 232,899 310,385 296,985 1.28
------------------------------------------------------------------------------------------------------------------------------------
105 228,084 331,623 288,795 1.27
106 239,550 388,876 329,618 1.38
107 240,742 339,645 305,884 1.27
108 239,738 330,842 300,863 1.25
109 233,071 371,280 355,123 1.52
------------------------------------------------------------------------------------------------------------------------------------
110 222,060 335,724 278,599 1.25
111 208,694 296,232 258,658 1.24
112 204,137 370,532 314,872 1.54
113 202,400 299,716 263,806 1.30
114 209,161 272,954 262,471 1.25
------------------------------------------------------------------------------------------------------------------------------------
115 200,939 259,455 254,205 1.27
116 191,113 308,629 270,081 1.41
117 195,197 276,736 258,480 1.32
118 196,009 283,393 244,442 1.25
119 180,810 260,636 242,636 1.34
------------------------------------------------------------------------------------------------------------------------------------
120 179,461 222,677 217,177 1.21
121 182,333 273,974 272,519 1.49
122 185,561 272,703 250,297 1.35
123 185,032 313,384 286,884 1.55
124 176,412 236,014 220,952 1.25
------------------------------------------------------------------------------------------------------------------------------------
125 203,673 278,854 252,510 1.24
126 163,962 218,910 209,276 1.28
127 152,192 255,851 230,834 1.52
128 160,367 227,259 200,091 1.25
129 156,515 210,494 194,881 1.25
------------------------------------------------------------------------------------------------------------------------------------
130 150,827 207,296 192,796 1.28
131 151,196 252,970 227,879 1.51
132 152,875 207,568 193,889 1.27
133 156,781 258,012 233,073 1.49
133a 117,024 106,274
133b 83,764 75,574
133c 57,224 51,224
------------------------------------------------------------------------------------------------------------------------------------
134 141,865 204,164 177,174 1.25
135 141,992 189,992 178,907 1.26
136 144,832 204,011 198,131 1.37
137 140,575 198,425 180,425 1.28
138 123,132 162,777 153,777 1.25
------------------------------------------------------------------------------------------------------------------------------------
139 123,132 195,229 153,174 1.24
140 124,626 183,055 153,847 1.23
141 120,239 203,207 179,617 1.49
142 127,908 183,658 168,808 1.32
143 117,966 189,158 163,997 1.55
------------------------------------------------------------------------------------------------------------------------------------
144 113,883 161,774 144,949 1.27
145 116,510 177,683 160,883 1.38
146 106,869 144,319 133,319 1.25
147 108,417 142,502 131,279 1.21
148 108,344 166,079 144,079 1.33
------------------------------------------------------------------------------------------------------------------------------------
149 100,329 193,082 152,348 1.52
150 126,909 153,717 145,467 1.15
151 102,843 154,169 131,189 1.28
152 98,657 142,648 139,849 1.42
153 92,270 135,892 127,769 1.38
------------------------------------------------------------------------------------------------------------------------------------
154 93,634 137,139 118,695 1.27
155 96,951 141,566 128,477 1.33
156 97,721 157,448 134,614 1.38
157 94,334 132,406 118,047 1.25
158 94,218 137,116 133,251 1.41
------------------------------------------------------------------------------------------------------------------------------------
159 85,244 162,679 129,997 1.52
160 84,505 131,976 121,726 1.44
161 116,150 158,174 138,894 1.20
162 84,745 127,353 107,699 1.27
163 73,402 111,201 95,865 1.31
------------------------------------------------------------------------------------------------------------------------------------
164 74,975 102,890 96,890 1.29
165 76,783 106,028 95,831 1.25
166 72,034 101,489 91,259 1.27
167 64,997 95,670 87,840 1.35
168 63,636 87,591 79,556 1.25
------------------------------------------------------------------------------------------------------------------------------------
169 61,537 100,342 76,714 1.25
170 63,181 90,394 84,394 1.34
171 61,976 83,776 81,426 1.31
172 55,590 75,774 70,024 1.26
173 54,846 96,075 77,645 1.42
------------------------------------------------------------------------------------------------------------------------------------
174 50,190 75,657 65,847 1.31
175 35,978 49,980 45,072 1.25
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CONTROL CROSS COLLATERALIZED ORIGINAL ORIGINAL CUT-OFF DATE
NUMBER DSCR (X) APPRAISAL VALUE ($) APPRAISAL DATE LTV (%)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 250,000,000 08/30/00 58.33
2 217,000,000 09/13/00 46.54
3 79,000,000 09/02/00 63.25
4 70,800,000 44.45
4a 7,400,000 08/07/00
4b 10,100,000 08/03/00
4c 12,300,000 08/14/00
4d 13,400,000 08/25/00
4e 5,500,000 08/07/00
4f 5,300,000 08/16/00
4g 4,900,000 08/21/00
4h 11,900,000 08/28/00
------------------------------------------------------------------------------------------------------------------------------------
5 45,900,000 09/13/00 65.31
6 40,000,000 06/15/00 74.50
7 36,000,000 05/24/00 78.72
8 37,800,000 74.95
8a 14,300,000 07/07/00
8b 12,900,000 06/19/00
8c 10,600,000 06/19/00
------------------------------------------------------------------------------------------------------------------------------------
9 32,500,000 06/21/00 78.38
10 26,200,000 06/30/00 76.29
11 28,770,000 06/12/00 67.98
12 24,500,000 06/13/00 79.42
13 24,000,000 08/31/00 76.58
------------------------------------------------------------------------------------------------------------------------------------
14 23,425,000 77.88
14a 5,675,000 06/08/00
14b 4,525,000 05/25/00
14c 10,400,000 06/27/00
14d 2,825,000 06/07/00
------------------------------------------------------------------------------------------------------------------------------------
15 25,000,000 08/10/00 72.28
16 21,000,000 08/31/00 75.39
17 19,100,000 06/02/00 79.86
18 19,000,000 08/01/00 79.87
19 19,200,000 09/14/00 78.55
------------------------------------------------------------------------------------------------------------------------------------
20 18,700,000 09/18/00 77.75
21 18,900,000 11/19/99 73.80
22 18,400,000 06/29/00 75.96
23 20,900,000 12/31/00 63.57
24 17,150,000 07/03/00 76.68
------------------------------------------------------------------------------------------------------------------------------------
25 16,200,000 03/15/00 80.00
26 18,000,000 08/02/00 71.03
27 16,350,000 07/12/00 74.46
28 17,000,000 03/23/00 71.32
29 15,250,000 07/26/00 78.88
------------------------------------------------------------------------------------------------------------------------------------
30 15,000,000 07/21/00 79.22
31 14,450,000 06/01/00 72.54
32 14,475,000 08/24/00 71.46
33 13,800,000 04/28/00 66.52
34 13,000,000 06/08/00 72.93
------------------------------------------------------------------------------------------------------------------------------------
35 12,800,000 04/25/00 74.04
36 13,800,000 08/18/00 68.51
37 11,300,000 07/10/00 79.56
38 12,200,000 08/04/99 72.41
39 12,500,000 08/01/00 69.55
------------------------------------------------------------------------------------------------------------------------------------
40 12,300,000 03/01/00 69.78
41 9,100,000 08/01/00 79.91
42 1.30 8,800,000 06/29/00 77.33
43 8,750,000 06/30/00 76.44
44 1.23 8,580,000 08/20/00 76.84
------------------------------------------------------------------------------------------------------------------------------------
45 9,300,000 05/29/00 69.71
46 8,880,000 09/19/00 73.15
47 8,500,000 09/01/00 75.25
48 7,700,000 07/28/00 79.91
49 8,400,000 07/10/00 73.09
------------------------------------------------------------------------------------------------------------------------------------
50 7,800,000 05/25/00 77.99
51 7,175,000 01/24/00 84.82
52 7,500,000 03/22/00 77.71
53 8,100,000 07/01/00 71.44
54 1.30 7,270,000 06/29/00 78.58
------------------------------------------------------------------------------------------------------------------------------------
55 8,300,000 09/13/00 67.07
56 7,375,000 10/15/00 75.13
57 8,200,000 06/05/00 67.64
58 6,900,000 06/15/00 79.29
59 7,400,000 05/22/00 69.76
------------------------------------------------------------------------------------------------------------------------------------
60 8,100,000 07/01/00 64.01
61 7,000,000 06/09/00 72.78
62 8,850,000 07/23/00 56.44
63 5,900,000 08/04/00 84.69
64 6,800,000 73.02
64a 2,500,000 02/24/00
64b 3,400,000 02/24/00
64c 900,000 02/24/00
------------------------------------------------------------------------------------------------------------------------------------
65 7,150,000 05/15/00 69.45
66 6,150,000 07/12/00 78.72
67 6,100,000 07/07/00 78.74
68 1.30 6,175,000 06/29/00 77.65
69 6,400,000 09/14/00 74.95
------------------------------------------------------------------------------------------------------------------------------------
70 7,630,000 11/12/99 61.31
71 6,700,000 06/08/00 69.27
72 6,290,000 02/01/00 71.27
73 5,800,000 09/01/00 77.44
74 1.23 6,120,000 08/02/00 72.64
------------------------------------------------------------------------------------------------------------------------------------
75 7,100,000 06/09/00 61.76
76 5,800,000 09/05/00 72.34
77 5,600,000 08/16/00 73.50
78 5,250,000 09/05/00 78.04
79 6,610,000 07/27/00 60.68
------------------------------------------------------------------------------------------------------------------------------------
80 5,000,000 03/21/00 76.78
81 7,000,000 06/05/00 54.09
82 4,850,000 04/27/00 77.44
83 5,600,000 06/09/00 65.85
84 4,450,000 08/08/00 79.69
------------------------------------------------------------------------------------------------------------------------------------
85 5,850,000 06/21/00 59.76
86 4,595,000 74.94
86a 1,050,000 05/20/00
86b 365,000 05/20/00
86c 360,000 05/20/00
86d 180,000 04/06/00
86e 490,000 04/06/00
86f 2,150,000 05/12/00
------------------------------------------------------------------------------------------------------------------------------------
87 4,250,000 05/05/00 79.91
88 4,800,000 03/07/00 70.58
89 4,300,000 04/26/00 76.66
90 5,800,000 02/23/00 56.71
91 4,300,000 06/08/00 75.66
------------------------------------------------------------------------------------------------------------------------------------
92 4,375,000 05/12/00 73.55
93 4,600,000 69.51
93a 1,900,000 08/01/00
93b 2,700,000 08/01/00
94 4,400,000 07/18/00 61.25
------------------------------------------------------------------------------------------------------------------------------------
95 4,525,000 09/01/00 70.56
96 3,950,000 08/01/00 79.67
97 4,100,000 08/09/00 75.07
98 3,900,000 07/05/00 76.80
99 3,940,000 06/30/00 76.01
------------------------------------------------------------------------------------------------------------------------------------
100 1.30 3,925,000 06/23/00 75.00
101 3,710,000 04/25/00 78.70
102 4,125,000 02/08/00 69.93
103 5,250,000 07/10/00 54.38
104 3,550,000 08/14/00 74.32
------------------------------------------------------------------------------------------------------------------------------------
105 3,340,000 05/23/00 75.67
106 3,200,000 07/15/00 77.91
107 4,200,000 02/22/00 58.93
108 3,310,000 12/23/99 72.99
109 3,800,000 07/06/00 62.94
------------------------------------------------------------------------------------------------------------------------------------
110 3,500,000 05/23/00 68.46
111 3,150,000 09/01/00 74.55
112 3,500,000 05/19/00 64.86
113 3,050,000 08/09/00 73.49
114 3,000,000 03/20/00 74.56
------------------------------------------------------------------------------------------------------------------------------------
115 2,750,000 08/01/00 79.84
116 3,275,000 06/19/00 65.53
117 3,000,000 08/26/00 69.96
118 2,900,000 07/02/00 69.30
119 3,095,000 12/20/99 64.46
------------------------------------------------------------------------------------------------------------------------------------
120 2,600,000 07/12/00 76.76
121 2,800,000 07/28/00 71.31
122 3,200,000 06/12/00 62.38
123 1.50 2,575,000 04/26/00 75.95
124 2,650,000 07/19/00 73.73
------------------------------------------------------------------------------------------------------------------------------------
125 2,700,000 11/17/99 69.68
126 2,750,000 11/11/99 64.90
127 2,900,000 03/07/00 60.13
128 2,180,000 02/22/00 78.83
129 2,200,000 09/01/00 78.05
------------------------------------------------------------------------------------------------------------------------------------
130 2,200,000 04/15/00 77.10
131 1.51 2,515,000 05/11/00 66.88
132 2,200,000 09/01/00 76.24
133 1,950,000 80.63
133a 850,000 10/08/99
133b 620,000 02/29/00
133c 480,000 02/29/00
------------------------------------------------------------------------------------------------------------------------------------
134 1.25 2,120,000 02/18/00 70.92
135 2,025,000 11/22/99 73.87
136 2,100,000 04/05/00 71.39
137 2,150,000 03/22/00 68.63
138 1,750,000 03/13/00 78.65
------------------------------------------------------------------------------------------------------------------------------------
139 2,350,000 06/02/00 57.41
140 1,850,000 05/01/00 72.43
141 1.51 2,000,000 05/22/00 66.88
142 1,800,000 05/10/00 73.90
143 1,900,000 05/20/00 61.45
------------------------------------------------------------------------------------------------------------------------------------
144 1,900,000 06/12/00 65.94
145 1,625,000 01/21/00 74.48
146 1,510,000 03/22/00 79.26
147 1,730,000 05/03/00 66.90
148 1,800,000 01/08/00 60.70
------------------------------------------------------------------------------------------------------------------------------------
149 2,175,000 06/02/00 50.49
150 1,630,000 03/13/00 66.17
151 1,500,000 04/06/00 73.06
152 1,350,000 01/15/00 73.58
153 1,500,000 01/14/00 66.54
------------------------------------------------------------------------------------------------------------------------------------
154 1,600,000 06/21/00 62.40
155 1,460,000 04/08/00 68.21
156 1,395,000 04/20/00 71.39
157 1,350,000 08/21/99 72.04
158 1,470,000 04/06/00 64.71
------------------------------------------------------------------------------------------------------------------------------------
159 1.51 1,930,000 05/22/00 49.14
160 1,400,000 05/05/00 67.03
161 1,500,000 12/28/99 60.30
162 1,400,000 03/03/00 62.30
163 1,100,000 08/16/00 76.31
------------------------------------------------------------------------------------------------------------------------------------
164 1.28 1,000,000 03/22/00 79.82
165 1,050,000 04/20/00 74.93
166 1.28 1,000,000 03/22/00 73.20
167 1,050,000 05/05/00 68.74
168 950,000 06/09/00 69.90
------------------------------------------------------------------------------------------------------------------------------------
169 1.25 920,000 02/22/00 70.89
170 1.50 850,000 04/26/00 75.16
171 985,000 02/21/00 64.20
172 820,000 04/11/00 71.94
173 775,000 02/11/00 70.58
------------------------------------------------------------------------------------------------------------------------------------
174 860,000 12/08/99 59.07
175 460,000 03/22/00 79.85
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
SCHEDULED
CONTROL MATURITY OR ARD CROSS COLLATERALIZED
NUMBER DATE LTV (%) LTV RATIO (%) YEAR BUILT YEAR RENOVATED
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 52.09 1997
2 41.01 1999
3 56.54 1985
4 36.92
4a 1997
4b 1997
4c 1996
4d 1994
4e 1993 1999 (Partial)
4f 1992 1998/1999
4g 1996
4h 1986 1998/1999
----------------------------------------------------------------------------------------------------------------------------------
5 58.08 1999/2000
6 63.42 1999
7 71.01 1977 1993
8 67.44
8a 1964 1994
8b 1994 1998
8c 1999
----------------------------------------------------------------------------------------------------------------------------------
9 70.37 1999
10 68.37 1987 2000
11 61.03 1972/1976 1998/1999
12 71.46 1981/1993
13 68.37 1984/1987
----------------------------------------------------------------------------------------------------------------------------------
14 70.22
14a 1999
14b 1999
14c 1999
14d 1998
----------------------------------------------------------------------------------------------------------------------------------
15 65.02 1989
16 67.15 1999
17 71.49 1998
18 71.99 1999
19 69.97 1994/1998
----------------------------------------------------------------------------------------------------------------------------------
20 71.4 1963 1998
21 67.36 1998
22 68.41 1965/1971
23 57.22 1999
24 68.64 1999
----------------------------------------------------------------------------------------------------------------------------------
25 72.83 1945 Various
26 63.84 1905 1984
27 67.27 1998
28 60.66 1997
29 70.94 1954 1992
----------------------------------------------------------------------------------------------------------------------------------
30 71.26 1986
31 60.65 1973 1999/2000
32 64.1 1998
33 62.49 1964 1992
34 65.94 1975 1994/1995 / 1997/1998
----------------------------------------------------------------------------------------------------------------------------------
35 67.02 2000
36 61.24 1998
37 71.77 1999
38 65.79 1989
39 62.15 2000
----------------------------------------------------------------------------------------------------------------------------------
40 59.35 1997
41 71.78 2000
42 69.56 77.42 1982/1985
43 68.89 1968
44 69.19 75.15 1983
----------------------------------------------------------------------------------------------------------------------------------
45 62.8 1965 1980/1981
46 65.75 1952/1959 1985
47 67.58 1994/1999/2000
48 71.58 1983 1997
49 65.93 1980/1988 1999
----------------------------------------------------------------------------------------------------------------------------------
50 65.35 1998
51 72.16 1997
52 70.38 1982
53 61.05 1998
54 70.68 77.42 1987
----------------------------------------------------------------------------------------------------------------------------------
55 60.58 1986/1993
56 67.78 2000
57 61.38 1990
58 71.54 1986
59 65.23 1971/1972
----------------------------------------------------------------------------------------------------------------------------------
60 52.81 1999
61 65.47 1988 1990
62 50.9 1973 1995
63 67.69 1999
64 66.18
64a 1928 1997/2000
64b 1928 1997/2000
64c 1931 2000
----------------------------------------------------------------------------------------------------------------------------------
65 63.3 1999
66 70.3 1999
67 71.39 1981
68 69.84 77.42 1985
69 67.71 1991
----------------------------------------------------------------------------------------------------------------------------------
70 56.23 1998
71 63.02 2000
72 65 mid-1980's/1996
73 64.19 1999
74 65.4 75.15 1979
----------------------------------------------------------------------------------------------------------------------------------
75 51.89 1996
76 65.19 1985/1986
77 58.41 1870/1899 1980's/1996/1999
78 70.13 2000
79 54.01 2000
----------------------------------------------------------------------------------------------------------------------------------
80 69.99 1988 1996
81 45.14 1988 1995
82 70.13 1989
83 55.32 1996 1998/1999
84 71.82 1986
----------------------------------------------------------------------------------------------------------------------------------
85 53.61 1993 1996
86 68.21
86a 1977
86b 1967
86c 1976
86d 1977
86e 1964
86f 1970
----------------------------------------------------------------------------------------------------------------------------------
87 71.31 2000
88 63.89 1999
89 68.9 1998
90 47.75 1998
91 68.44 1991 1994
----------------------------------------------------------------------------------------------------------------------------------
92 66.13 1985 1998
93 62.6
93a 1982 1994
93b 1983 1994
94 61.2 1999
----------------------------------------------------------------------------------------------------------------------------------
95 62.85 2000
96 71.86 1999
97 67.35 1999
98 69.49 1993 1999
99 68.55 1999
----------------------------------------------------------------------------------------------------------------------------------
100 67.46 77.42 1986
101 70.48 1988
102 58.67 1978
103 45.12 2000
104 66.51 1998/1999
----------------------------------------------------------------------------------------------------------------------------------
105 68.13 1984
106 65.1 1983/1985
107 54.09 1987
108 61.75 1960 1980
109 52.88 1972
----------------------------------------------------------------------------------------------------------------------------------
110 62.06 1969/1970 1993/1998
111 66.83 1989
112 58.4 1972/1974 1997/1998
113 66.15 1973/1983 2000
114 67.8 2000
----------------------------------------------------------------------------------------------------------------------------------
115 72.19 1912 2000
116 58.83 1988
117 63.42 1999
118 58.19 1985
119 58.17 1972 1999
----------------------------------------------------------------------------------------------------------------------------------
120 69.11 1916 2000
121 64.41 2000
122 56.61 1989/1990
123 73.43 75.76 1963 1997
124 66.35 1999
----------------------------------------------------------------------------------------------------------------------------------
125 51.17 1967
126 58.82 1900 1996
127 53.79 1947 1993
128 65.44 1984
129 70.47 1999/2000
----------------------------------------------------------------------------------------------------------------------------------
130 69.23 1970
131 60.18 62.64 1972
132 68.83 1999
133 68.32
133a 1969 2000
133b 1968 1999
133c 1965 1999
----------------------------------------------------------------------------------------------------------------------------------
134 61.68 70.91 1977 1999
135 67.43 1999
136 65.31 1969/1987/1988/1994
137 57.27 1962 1999
138 70.76 1974
----------------------------------------------------------------------------------------------------------------------------------
139 51.81 1989
140 65.71 1920
141 60.18 62.64 1988
142 61.86 1929
143 61.63 1989
----------------------------------------------------------------------------------------------------------------------------------
144 59.49 1981/1982 1997
145 62.48 1971
146 71.28 1948/1963 1998/1999
147 60.86 1999
148 51.41 1965/1970 1999
----------------------------------------------------------------------------------------------------------------------------------
149 45.61 1978
150 1.65 1921 1990
151 60.63 1972
152 62.35 1967 1980
153 60.31 1994
----------------------------------------------------------------------------------------------------------------------------------
154 56.73 1964
155 57.33 1999
156 60.15 1963 1989
157 66.19 1914 1987
158 54.69 1998
----------------------------------------------------------------------------------------------------------------------------------
159 44.21 62.64 1981
160 60.34 1914 1995
161 2.15 1971 1995
162 54.61 1966 1999
163 68.14 1973 1996/1999
----------------------------------------------------------------------------------------------------------------------------------
164 72.66 76.65 1982
165 63.02 1982 1997
166 61.74 76.65 1983 1984
167 61.88 1912 1995
168 63.87 1967 1999
----------------------------------------------------------------------------------------------------------------------------------
169 61.65 70.91 1984
170 72.96 75.76 1963 1997/1998
171 54.07 1950
172 65.51 1964
173 59.95 1978
----------------------------------------------------------------------------------------------------------------------------------
174 49.88 1983
175 73.41 1950 1983
----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CUT-OFF DATE
BALANCE PER
CONTROL UNITS, BEDS SQ. FT., UNIT, BED,
NUMBER ROOMS, SQFT UNIT DESCRIPTION PAD OR ROOM ($) OCCUPANCY (%) OCCUPANCY DATE
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
1 1,230,001 Sq Ft 119 98 11/20/00
2 528,846 Sq Ft 191 90 09/06/00
3 635,737 Sq Ft 79 96 09/01/00
4 965 Rooms 32,610
4a 128 Rooms 73 08/31/00
4b 128 Rooms 84 08/31/00
4c 128 Rooms 87 08/31/00
4d 126 Rooms 74 08/31/00
4e 117 Rooms 75 08/31/00
4f 126 Rooms 62 08/31/00
4g 92 Rooms 69 08/31/00
4h 120 Rooms 80 08/31/00
----------------------------------------------------------------------------------------------------------------------------------
5 91 Units 329,438 100 09/28/00
6 360 Units 82,778 96 09/22/00
7 768 Units 36,902 96 08/24/00
8 269,107 Sq Ft 105
8a 111,933 Sq Ft 100 08/01/00
8b 97,874 Sq Ft 100 08/01/00
8c 59,300 Sq Ft 100 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
9 435 Units 58,557 95 09/20/00
10 36,756 Sq Ft 544 100 10/18/00
11 302 Units 64,757 98 07/28/00
12 153,069 Sq Ft 127 98 06/30/00
13 600 Units 30,631 92 09/19/00
----------------------------------------------------------------------------------------------------------------------------------
14 167,177 Sq Ft 109
14a 39,218 Sq Ft 100 08/22/00
14b 39,218 Sq Ft 100 08/22/00
14c 62,740 Sq Ft 98 08/22/00
14d 26,001 Sq Ft 100 08/22/00
----------------------------------------------------------------------------------------------------------------------------------
15 185,613 Sq Ft 97 99 07/31/00
16 276 Units 57,359 98 09/18/00
17 107,262 Sq Ft 142 100 08/23/00
18 113,369 Sq Ft 134 100 08/15/00
19 253 Units 59,613 94 09/18/00
----------------------------------------------------------------------------------------------------------------------------------
20 112,287 Sq Ft 133 89 10/01/00
21 128,185 Sq Ft 109 96 06/28/00
22 408 Units 34,255 98 07/10/00
23 132,859 Sq Ft 100 80 09/19/00
24 352 Units 37,358 97 06/28/00
----------------------------------------------------------------------------------------------------------------------------------
25 336 Units 38,571 99 09/21/00
26 224,626 Sq Ft 57 95 09/15/00
27 240 Units 50,729 95 07/12/00
28 121 Rooms 100,195 79 03/31/00
29 165,417 Sq Ft 73 99 08/08/00
----------------------------------------------------------------------------------------------------------------------------------
30 114,354 Sq Ft 104 97 09/01/00
31 255 Rooms 41,105 78 04/30/00
32 106,323 Sq Ft 97 100 10/16/00
33 126,708 Sq Ft 76 94 10/01/00
34 305,870 Sq Ft 31 97 06/28/00
----------------------------------------------------------------------------------------------------------------------------------
35 91,332 Sq Ft 104 100 06/06/00
36 75,943 Sq Ft 125 100 07/21/00
37 74,338 Sq Ft 121 100 09/01/00
38 53,777 Sq Ft 164 94 09/28/00
39 48 Units 181,127 98 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
40 98 Rooms 87,582 77 03/31/00
41 63,733 Sq Ft 114 100 08/17/00
42 260 Units 26,174 92 07/10/00
43 164 Units 40,785 95 08/01/00
44 220 Units 29,969 97 09/06/00
----------------------------------------------------------------------------------------------------------------------------------
45 239 Units 27,127 100 06/27/00
46 82,134 Sq Ft 79 100 10/01/00
47 62,611 Sq Ft 102 100 10/02/00
48 248 Units 24,811 96 09/05/00
49 150,032 Sq Ft 41 97 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
50 113 Rooms 53,837 77 05/31/00
51 168 Units 36,224 96 08/29/00
52 91,178 Sq Ft 64 93 07/11/00
53 112 Rooms 51,665 72 06/30/00
54 200 Units 28,563 98 07/10/00
----------------------------------------------------------------------------------------------------------------------------------
55 168,775 Sq Ft 33 99 10/10/00
56 59,838 Sq Ft 93 100 08/28/00
57 70,440 Sq Ft 79 96 10/05/00
58 197 Units 27,771 98 07/25/00
59 181 Units 29,801 95 08/10/00
----------------------------------------------------------------------------------------------------------------------------------
60 95 Rooms 54,579 98 08/31/00
61 106,088 Sq Ft 48 83 08/01/00
62 39,192 Sq Ft 127 100 07/19/00
63 132 Units 37,853 96 08/25/00
64 199 Units 24,951
64a 77 Units 100 10/01/00
64b 94 Units 100 10/01/00
64c 28 Units 100 10/01/00
----------------------------------------------------------------------------------------------------------------------------------
65 45 Units 110,353 100 07/17/00
66 98 Units 49,398 91 07/01/00
67 57,173 Sq Ft 84 92 07/31/00
68 188 Units 25,503 93 07/10/00
69 135,962 Sq Ft 35 100 05/18/00
----------------------------------------------------------------------------------------------------------------------------------
70 33,104 Sq Ft 141 100 06/06/00
71 27,974 Sq Ft 166 100 07/12/00
72 139,600 Sq Ft 32 85 10/25/00
73 64,200 Sq Ft 70 98 09/26/00
74 168 Units 26,460 98 09/06/00
----------------------------------------------------------------------------------------------------------------------------------
75 78 Rooms 56,219 83 08/30/00
76 82,342 Sq Ft 51 96 08/28/00
77 66,922 Sq Ft 62 100 09/22/00
78 28,368 Sq Ft 144 95 09/25/00
79 38 Units 105,558 100 08/31/00
----------------------------------------------------------------------------------------------------------------------------------
80 118,120 Sq Ft 33 88 07/01/00
81 98 Rooms 38,637 72 08/30/00
82 25,765 Sq Ft 146 100 07/01/00
83 120 Rooms 30,729 73 08/30/00
84 65,630 Sq Ft 54 95 07/24/00
----------------------------------------------------------------------------------------------------------------------------------
85 74,747 Sq Ft 47 100 08/22/00
86 140 Units 24,597
86a 36 Units 92 06/30/00
86b 8 Units 88 06/30/00
86c 8 Units 100 06/30/00
86d 6 Units 100 06/30/00
86e 12 Units 100 06/30/00
86f 70 Units 93 07/12/00
----------------------------------------------------------------------------------------------------------------------------------
87 50,000 Sq Ft 68 100 05/01/00
88 32,268 Sq Ft 105 100 04/18/00
89 72 Units 45,784 100 06/06/00
90 110 Rooms 29,900 81 07/31/00
91 118 Pads 27,571 100 07/05/00
----------------------------------------------------------------------------------------------------------------------------------
92 118 Units 27,271 98 05/31/00
93 55,511 Sq Ft 58
93a 20,541 Sq Ft 100 09/01/00
93b 34,970 Sq Ft 100 09/01/00
94 58,705 Sq Ft 54 76 10/04/00
----------------------------------------------------------------------------------------------------------------------------------
95 34 Units 93,905 100 09/19/00
96 43,600 Sq Ft 72 97 09/06/00
97 25,756 Sq Ft 120 98 09/19/00
98 30,725 Sq Ft 97 100 07/13/00
99 56 Units 53,482 95 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
100 120 Units 24,530 95 07/12/00
101 66 Units 44,238 98 07/01/00
102 76,286 Sq Ft 38 91 04/01/00
103 57,974 Sq Ft 49 100 07/12/00
104 16,800 Sq Ft 157 90 09/06/00
----------------------------------------------------------------------------------------------------------------------------------
105 34,262 Sq Ft 74 100 07/05/00
106 44,335 Sq Ft 56 100 08/18/00
107 29,325 Sq Ft 84 100 09/01/00
108 26,069 Sq Ft 93 100 05/19/00
109 199 Pads 12,019 100 06/01/00
----------------------------------------------------------------------------------------------------------------------------------
110 41,916 Sq Ft 57 92 07/31/00
111 25,575 Sq Ft 92 100 08/15/00
112 220 Units 10,319 97 06/01/00
113 31,440 Sq Ft 71 97 10/04/00
114 16,908 Sq Ft 132 100 07/01/00
----------------------------------------------------------------------------------------------------------------------------------
115 21 Units 104,549 100 07/15/00
116 92,910 Sq Ft 23 77 10/03/00
117 19,213 Sq Ft 109 89 08/23/00
118 34,430 Sq Ft 58 100 08/01/00
119 72 Units 27,708 94 04/30/00
----------------------------------------------------------------------------------------------------------------------------------
120 22 Units 90,714 100 07/13/00
121 14,546 Sq Ft 137 100 07/25/00
122 45,725 Sq Ft 44 100 06/01/00
123 106 Units 18,450 99 07/31/00
124 20,743 Sq Ft 94 100 07/01/00
----------------------------------------------------------------------------------------------------------------------------------
125 22,915 Sq Ft 82 100 04/24/00
126 30 Units 59,494 97 04/14/00
127 94 Units 18,551 97 05/01/00
128 96 Units 17,902 97 03/01/00
129 18,192 Sq Ft 94 100 07/01/00
----------------------------------------------------------------------------------------------------------------------------------
130 58 Units 29,245 95 06/27/00
131 37,407 Sq Ft 45 85 06/30/00
132 18,120 Sq Ft 93 100 07/01/00
133 97 Units 16,209
133a 43 Units 100 09/01/00
133b 30 Units 100 09/01/00
133c 24 Units 100 09/01/00
----------------------------------------------------------------------------------------------------------------------------------
134 22,120 Sq Ft 68 93 04/20/00
135 10,249 Sq Ft 146 87 05/09/00
136 72 Pads 20,822 97 09/07/00
137 72 Units 20,493 100 04/22/00
138 36 Units 38,233 100 05/16/00
----------------------------------------------------------------------------------------------------------------------------------
139 33,626 Sq Ft 40 100 08/01/00
140 33,000 Sq Ft 41 100 08/12/00
141 21,160 Sq Ft 63 100 09/26/00
142 54 Units 24,635 100 06/02/00
143 16,527 Sq Ft 79 100 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
144 29,956 Sq Ft 42 100 09/30/00
145 56 Units 21,612 98 03/31/00
146 44 Units 27,201 96 09/18/00
147 12,900 Sq Ft 90 100 09/01/00
148 88 Units 12,417 97 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
149 23,860 Sq Ft 46 100 06/01/00
150 31 Units 34,790 97 04/08/00
151 60 Units 18,265 93 07/01/00
152 18,661 Sq Ft 53 99 06/15/00
153 7,008 Sq Ft 142 100 09/24/00
----------------------------------------------------------------------------------------------------------------------------------
154 16,802 Sq Ft 59 100 09/24/00
155 14,570 Sq Ft 68 100 06/14/00
156 108 Units 9,222 99 06/02/00
157 17,471 Sq Ft 56 83 09/01/00
158 38,650 Sq Ft 25 89 08/07/00
----------------------------------------------------------------------------------------------------------------------------------
159 31,918 Sq Ft 30 86 06/30/00
160 41 Units 22,888 100 08/07/00
161 29,200 Sq Ft 31 100 01/12/00
162 46,600 Sq Ft 19 100 05/25/00
163 54 Units 15,545 100 09/01/00
----------------------------------------------------------------------------------------------------------------------------------
164 24 Units 33,259 100 04/01/00
165 33 Units 23,841 97 04/17/00
166 10,500 Sq Ft 70 100 04/01/00
167 29 Units 24,888 100 08/07/00
168 8,530 Sq Ft 78 100 08/01/00
----------------------------------------------------------------------------------------------------------------------------------
169 19,800 Sq Ft 33 100 04/18/00
170 24 Units 26,617 100 06/30/00
171 47 Pads 13,455 96 06/01/00
172 23 Units 25,648 100 07/01/00
173 15,391 Sq Ft 36 90 07/01/00
----------------------------------------------------------------------------------------------------------------------------------
174 8,053 Sq Ft 63 100 05/22/00
175 17 Units 21,606 100 03/01/00
----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
ANNUAL
CONTROL REQUIRED ANNUAL
NUMBER OWNERSHIP INTEREST LOCKBOX RESERVES ($) REQUIRED TI/LC ($)
------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 Fee Simple Hard 184,500 1,300,000
2 Leasehold Hard
3 Fee Simple Hard 127,147 840,575
4 Hard
4a Fee Simple
4b Fee Simple
4c Fee Simple
4d Fee Simple
4e Fee Simple
4f Fee Simple
4g Fee Simple
4h Fee Simple
------------------------------------------------------------------------------------------------------------------------------
5 Fee Simple Hard 30,288
6 Fee Simple 72,000
7 Fee Simple Soft 192,000
8 Soft 40,366 174,175
8a Fee Simple
8b Fee Simple
8c Fee Simple
------------------------------------------------------------------------------------------------------------------------------
9 Fee Simple Soft 87,000
10 Leasehold Hard 7,347
11 Fee Simple 60,400
12 Fee Simple 29,083 41,000
13 Fee Simple 137,400
------------------------------------------------------------------------------------------------------------------------------
14 Hard 25,077 37,489
14a Fee Simple
14b Fee Simple
14c Fee Simple
14d Fee Simple
------------------------------------------------------------------------------------------------------------------------------
15 Fee Simple Hard 38,979 263,570
16 Fee Simple 55,200
17 Fee Simple 11,127
18 Fee Simple 16,555
19 Fee Simple 50,600
------------------------------------------------------------------------------------------------------------------------------
20 Fee Simple 19,089
21 Fee Simple 19,252 55,008
22 Fee Simple 122,400
23 Fee Simple 19,929
24 Fee Simple 52,800
------------------------------------------------------------------------------------------------------------------------------
25 Fee Simple 84,000
26 Leasehold 44,925 318,972
27 Fee Simple 48,000
28 Fee Simple 172,478
29 Fee Simple Soft 24,816 99,396
------------------------------------------------------------------------------------------------------------------------------
30 Fee Simple 17,157 84,996
31 Fee Simple Springing
32 Fee Simple 13,300 110,400
33 Fee Simple 31,680 75,000
34 Fee Simple 30,504 180,000
------------------------------------------------------------------------------------------------------------------------------
35 Fee Simple 18,266
36 Fee Simple 11,073
37 Fee Simple 2,330
38 Fee Simple 5,332 29,328
39 Fee Simple 9,600
------------------------------------------------------------------------------------------------------------------------------
40 Fee Simple 125,460
41 Fee Simple Hard 9,560
42 Fee Simple Soft 65,000
43 Fee Simple 40,750
44 Fee Simple 63,580
------------------------------------------------------------------------------------------------------------------------------
45 Fee Simple 60,228
46 Fee Simple Hard 16,427 80,046
47 Fee Simple 6,261 45,000
48 Fee Simple 62,000
49 Fee Simple 25,505 50,011
------------------------------------------------------------------------------------------------------------------------------
50 Fee Simple Springing 131,114
51 Fee Simple 33,600
52 Fee Simple 29,719
53 Fee Simple Springing 96,000
54 Fee Simple Soft 50,000
------------------------------------------------------------------------------------------------------------------------------
55 Fee Simple Springing 16,877 60,000
56 Fee Simple Hard 5,973
57 Fee Simple Soft 13,088 49,080
58 Fee Simple 49,250
59 Fee Simple Springing 45,250
------------------------------------------------------------------------------------------------------------------------------
60 Fee Simple Springing 76,218
61 Fee Simple 27,168 56,028
62 Fee Simple 7,856
63 Fee Simple 26,539
64 29,850
64a Fee Simple
64b Fee Simple
64c Fee Simple
------------------------------------------------------------------------------------------------------------------------------
65 Fee Simple Springing 11,250
66 Fee Simple 17,640
67 Fee Simple 17,724 25,156
68 Fee Simple Soft 47,000
69 Both Fee Simple and Leasehold Springing 20,394 28,516
------------------------------------------------------------------------------------------------------------------------------
70 Fee Simple 6,537 29,748
71 Fee Simple 23,352
72 Fee Simple 13,961 24,000
73 Fee Simple 12,840
74 Fee Simple 49,896
------------------------------------------------------------------------------------------------------------------------------
75 Fee Simple Springing 88,800
76 Fee Simple 19,762 63,403
77 Fee Simple 6,692 24,000
78 Fee Simple 3,404
79 Fee Simple 8,004
------------------------------------------------------------------------------------------------------------------------------
80 Fee Simple 30,629
81 Fee Simple Springing 90,000
82 Fee Simple 25,000
83 Fee Simple Springing 82,800
84 Fee Simple 16,407 32,400
------------------------------------------------------------------------------------------------------------------------------
85 Fee Simple Hard
86 38,358
86a Fee Simple
86b Fee Simple
86c Fee Simple
86d Fee Simple
86e Fee Simple
86f Fee Simple
------------------------------------------------------------------------------------------------------------------------------
87 Fee Simple 5,000
88 Fee Simple
89 Fee Simple 12,960
90 Fee Simple Springing 96,000
91 Fee Simple 5,960
------------------------------------------------------------------------------------------------------------------------------
92 Fee Simple 21,712
93 11,102 36,295
93a Fee Simple
93b Fee Simple
94 Fee Simple 5,865
------------------------------------------------------------------------------------------------------------------------------
95 Fee Simple 5,100
96 Fee Simple 4,360
97 Fee Simple 2,576 7,500
98 Fee Simple
99 Fee Simple 11,196
------------------------------------------------------------------------------------------------------------------------------
100 Fee Simple Soft 30,000
101 Fee Simple 17,886
102 Fee Simple 11,443 34,329
103 Fee Simple 5,797 24,000
104 Fee Simple 1,680 10,008
------------------------------------------------------------------------------------------------------------------------------
105 Fee Simple 6,167 16,680
106 Fee Simple 8,112 25,008
107 Fee Simple 29,256
108 Fee Simple 3,931 26,069
109 Fee Simple 16,158
------------------------------------------------------------------------------------------------------------------------------
110 Fee Simple 8,547 41,028
111 Fee Simple 7,157 12,000
112 Fee Simple
113 Fee Simple Springing 6,287 25,276
114 Fee Simple 2,536
------------------------------------------------------------------------------------------------------------------------------
115 Fee Simple 5,250
116 Fee Simple Hard 13,937 24,000
117 Fee Simple 3,840 8,460
118 Fee Simple 12,739
119 Fee Simple 12,960
------------------------------------------------------------------------------------------------------------------------------
120 Fee Simple 3,300
121 Fee Simple Springing 1,455
122 Fee Simple 4,573 13,332
123 Fee Simple 21,000
124 Fee Simple 2,074 12,000
------------------------------------------------------------------------------------------------------------------------------
125 Fee Simple 1,833 22,908
126 Fee Simple 8,134
127 Fee Simple 25,017
128 Fee Simple 27,168
129 Fee Simple 1,819 5,004
------------------------------------------------------------------------------------------------------------------------------
130 Fee Simple 8,700
131 Fee Simple 5,611 19,480
132 Fee Simple 1,812 24,204
133 16,320
133a Fee Simple
133b Fee Simple
133c Fee Simple
------------------------------------------------------------------------------------------------------------------------------
134 Fee Simple 6,000 21,900
135 Fee Simple 1,537 10,800
136 Fee Simple 6,080
137 Fee Simple Soft 18,000
138 Fee Simple 9,000
------------------------------------------------------------------------------------------------------------------------------
139 Fee Simple 5,044 27,910
140 Fee Simple 9,666 17,386
141 Fee Simple 5,290 18,300
142 Fee Simple 14,850
143 Fee Simple 4,455
------------------------------------------------------------------------------------------------------------------------------
144 Fee Simple Hard 7,489 11,084
145 Fee Simple 16,500
146 Fee Simple 11,000
147 Fee Simple 8,760
148 Fee Simple 21,996
------------------------------------------------------------------------------------------------------------------------------
149 Fee Simple 4,772 34,598
150 Fee Simple
151 Fee Simple 22,980
152 Fee Simple
153 Fee Simple 7,008
------------------------------------------------------------------------------------------------------------------------------
154 Fee Simple 2,520 19,104
155 Fee Simple 2,186
156 Fee Simple 22,833
157 Fee Simple
158 Fee Simple 3,865
------------------------------------------------------------------------------------------------------------------------------
159 Fee Simple 7,022 25,660
160 Fee Simple 10,250
161 Fee Simple 5,840 13,440
162 Fee Simple
163 Fee Simple 15,336
------------------------------------------------------------------------------------------------------------------------------
164 Fee Simple Hard
165 Fee Simple 10,197
166 Fee Simple Hard 9,216
167 Fee Simple 7,830
168 Fee Simple 1,284
------------------------------------------------------------------------------------------------------------------------------
169 Fee Simple 6,000 11,940
170 Fee Simple 3,600
171 Fee Simple
172 Fee Simple
173 Fee Simple 3,711
------------------------------------------------------------------------------------------------------------------------------
174 Fee Simple 1,208
175 Fee Simple Hard
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CONTROL LARGEST TENANT LARGEST TENANT
NUMBER LARGEST TENANT SQ FT LEASE EXPIRATION
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
1 J.C. Penney 104,697 11/30/12
2 Regal Cinemas 78,752 01/31/20
3 Columbine JDS Systems, Inc. 100,420 12/31/08
4
4a
4b
4c
4d
4e
4f
4g
4h
------------------------------------------------------------------------------------------------------------------------------------
5 New York University 98,522 08/31/10
6
7
8
8a Christmas Tree Shops 57,776 09/30/13
8b Christmas Tree Shops 51,074 05/20/18
8c Bernie's Audio Video 21,450 08/31/09
------------------------------------------------------------------------------------------------------------------------------------
9
10 Related Management Company 21,137 02/28/11
11
12 Ross Stores 30,000 01/31/06
13
------------------------------------------------------------------------------------------------------------------------------------
14
14a Piggly Wiggly 33,218 09/28/19
14b Piggly Wiggly 33,218 02/27/19
14c Piggly Wiggly 35,300 03/30/19
14d Piggly Wiggly 26,001 11/30/18
------------------------------------------------------------------------------------------------------------------------------------
15 Federal Data Systems 66,746 12/31/04
16
17 Lane Gorman Trubitt, LLP 24,565 06/30/08
18 Ralph's 57,155 01/31/19
19
------------------------------------------------------------------------------------------------------------------------------------
20 Sun & Ski Sports 26,138 04/30/09
21 Custom Research 29,618 08/31/08
22
23 Barnes & Noble 22,050 02/28/15
24
------------------------------------------------------------------------------------------------------------------------------------
25
26 CSX 70,592 05/31/05
27
28
29 Stein Mart #123 37,177 11/06/06
------------------------------------------------------------------------------------------------------------------------------------
30 Miller, Canfield, Paddock 18,397 07/31/03
31
32 Netensity, Inc. 24,798 06/30/05
33 Bowl America 34,425 07/31/01
34 K-Mart 89,445 03/31/02
------------------------------------------------------------------------------------------------------------------------------------
35 Avanex Corporation 91,332 04/14/10
36 Lutris Technologies Inc. 28,199 12/31/03
37 Ralphs Grocery Store 51,028 02/28/19
38 Softhome, Inc. 16,499 09/11/13
39
------------------------------------------------------------------------------------------------------------------------------------
40
41 Farm Fresh 46,933 04/01/20
42
43
44
------------------------------------------------------------------------------------------------------------------------------------
45
46 Sisna 10,829 05/31/07
47 Regence Blue Shield of Idaho 25,038 08/31/06
48
49 TCM Supply Corporation 8,460 08/14/05
------------------------------------------------------------------------------------------------------------------------------------
50
51
52 Food 4 Less #5 42,275 12/01/14
53
54
------------------------------------------------------------------------------------------------------------------------------------
55 Wal-Mart 65,904 11/17/06
56 Lakeview Technology, Inc. 22,032 04/30/10
57 Gold's Gym (D&B Enterprises) 19,964 08/31/10
58
59
------------------------------------------------------------------------------------------------------------------------------------
60
61 Ames 43,020 02/28/19
62 Prime Pay Northern 5,290 06/14/02
63
64
64a
64b
64c
------------------------------------------------------------------------------------------------------------------------------------
65
66
67 Pier 1 Imports 9,400 02/29/08
68
69 Wal-Mart 89,612 11/26/11
------------------------------------------------------------------------------------------------------------------------------------
70 Islands Publishing 12,769 09/30/01
71 Lucy's LaundryMart 6,448 03/31/10
72 Home-Guard Window Warehouse 45,800 02/28/13
73 Food Lion 33,000 04/01/20
74
------------------------------------------------------------------------------------------------------------------------------------
75
76 Goldcoast Autotronics, Inc. 6,782 09/30/04
77 Ohio Blood Plasma Inc. 20,475 02/29/04
78 Big 5 10,032 04/30/16
79
------------------------------------------------------------------------------------------------------------------------------------
80 Food Lion 37,920 10/14/16
81
82 Jonart Realty 7,205 10/31/01
83
84 Maxim Integrated Prod 15,581 12/31/02
------------------------------------------------------------------------------------------------------------------------------------
85 Amtech Systems Corporation 74,747 09/21/15
86
86a
86b
86c
86d
86e
86f
------------------------------------------------------------------------------------------------------------------------------------
87 Food Lion 33,000 04/11/20
88 Linens & Things 32,336 01/31/20
89
90
91
------------------------------------------------------------------------------------------------------------------------------------
92
93
93a Dental World Center 3,482 01/31/06
93b HD Systems, Inc. 9,970 11/30/03
94
------------------------------------------------------------------------------------------------------------------------------------
95
96 Food Lion 33,000 09/01/19
97 St. Joseph's 7,700 09/30/08
98 Best Buy 30,725 06/30/20
99
------------------------------------------------------------------------------------------------------------------------------------
100
101
102 Safe Passage PCSI 6,656 05/31/01
103 Desert Collectibles 5,559 06/01/05
104 Saddle Up Western Wear 3,700 08/31/05
------------------------------------------------------------------------------------------------------------------------------------
105 PBS&J 15,572 09/30/03
106 CQ2 Direct, Inc. 3,750 04/01/03
107 Shugrue's 10,516 12/31/06
108 East West Mortgage 6,188 02/28/07
109
------------------------------------------------------------------------------------------------------------------------------------
110 Drs. Mike and Art deLarios - Plaza I 6,194 08/31/03
111 King County Health 13,350 09/14/04
112
113 Austin Regional Clinic 11,771 12/31/07
114 Eckerd's 10,908 06/01/20
------------------------------------------------------------------------------------------------------------------------------------
115
116 Food Lion 28,200 01/09/08
117 Physical Rehabilitation Network 5,600 04/30/07
118 O'Malley's Bar 5,400 11/30/01
119
------------------------------------------------------------------------------------------------------------------------------------
120
121 Thomasville Furniture 14,546
122 Office Works 23,225 06/17/04
123
124 Adspace Networks, Inc. 10,253 09/30/05
------------------------------------------------------------------------------------------------------------------------------------
125 Louis Brandman & Sons 22,915 03/31/15
126
127
128
129 Parkway Products 7,690 10/15/06
------------------------------------------------------------------------------------------------------------------------------------
130
131 IOL Medical Services 15,522 05/31/05
132 AP Technoglass 12,830 08/31/05
133
133a
133b
133c
------------------------------------------------------------------------------------------------------------------------------------
134 Blockbuster Video 6,720 12/31/04
135 Pizza Hut 2,400 11/30/04
136
137
138
------------------------------------------------------------------------------------------------------------------------------------
139 Cypresswood Clinic Association 6,963 12/31/02
140 Passaic County Legal Aid 7,000 10/30/05
141 South College 21,160 12/31/01
142
143 First Security Service 3,176 07/31/04
------------------------------------------------------------------------------------------------------------------------------------
144 Southland Business Bank 8,458 12/31/09
145
146
147 Army/Navy Recruiting 3,600 02/28/01
148
------------------------------------------------------------------------------------------------------------------------------------
149 Gill Kveen 2,968 11/30/02
150
151
152
153 Arvida 3,112 12/31/02
------------------------------------------------------------------------------------------------------------------------------------
154 Master Systems 2,706 06/30/01
155 Texas Fulton 5,580 01/14/05
156
157 Gibson Management 3,012 05/31/02
158
------------------------------------------------------------------------------------------------------------------------------------
159 Monterrey Park College 7,359 05/31/03
160
161 Eastern State Tire 14,500 04/30/11
162 Independent Packaging 46,600 12/31/09
163
------------------------------------------------------------------------------------------------------------------------------------
164
165
166 Cumberland Farms 3,000 02/28/04
167
168 Radio Shack 2,625 08/31/04
------------------------------------------------------------------------------------------------------------------------------------
169 Time Out Sports Grill 4,600 12/31/01
170
171
172
173 Circle A 2,434 01/31/03
------------------------------------------------------------------------------------------------------------------------------------
174 Carson Insurance 1,930 11/30/03
175
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
CERTAIN CHARACTERISTICS OF THE MULTIFAMILY LOANS
<TABLE>
<CAPTION>
CONTROL LOAN
ID NUMBER PROPERTY NAME CITY
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
5 DBM13657 201 East 14th - Coral Tower New York
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
6 21015 St. Croix Apartments at Pelican Marsh Naples
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
7 DBM12838 Coral Gate Apartments Miami
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
9 DBM14078 Copper Canyon Apartments Las Vegas
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
11 28450 Governor's Square Apartments Sacramento
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
13 09-0001401 Harbor Pointe Apartments Orlando
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
16 09-0001403 Brittany at Waterford Lakes Apartments Orlando
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
19 09-0001402 Cross Timbers Apartments Morrisville
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
22 DBM11332 Colonial Townhouse Willimantic
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
24 11029240 DeZavala Oaks Apartments San Antonio
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
25 27395 Bound Brook Apartments Bound Brook
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
27 DBM12721 Napa Valley Apartments Henderson
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
39 09-0001398 Waterview Apartments Kirkland
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
42 991091256 Windover of Melbourne Apartments West Melbourne
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
43 DBM12582 Ridge Carlton Apartments Philadelphia
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
44 DBM13891 Whisper Hollow Austin
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
45 991091662 Park Colony Apartments Des Plaines
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
48 DBM14180 Chandler's Mill Apartments Corpus Christi
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
51 28492 Vistas at Northbrook Normal
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
54 991091255 Windover Health Club Apartments Orlando
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
58 11029222 The Willows Apartments Chesterfield Township
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
59 24767 Villages at McClintock Tempe
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
63 28616 Waterford at Summit View Apartments Swatara Township
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
65 DBM12720 Pennyfield Estates Bronx
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
64 01-1026848 Bongiovanni Apartment Portfolio
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
64a 01-1026848-A 2100 Westbury Court Apartments Brooklyn
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
64b 01-1026848-B 2110 Westbury Court Apartments Brooklyn
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
64c 01-1026848-C 3506 Newkirk Avenue Apartments Brooklyn
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
66 09-0001391 Crystal Lake Apartments Corvallis
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
68 991091257 Windover Golden Pointe West Melbourne
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
74 DBM13892 High Point Apartments Austin
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
79 09-0001382 Sequoia Grove Danville
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86 01-1026840 Kendall Apartment Portfolio
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86a 01-1026840-A 39th Street Apartments Bettendorf
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86b 01-1026840-B Sutton Place Apartments Bettendorf
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86c 01-1026840-C Winston Drive Apartments Bettendorf
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86d 01-1026840-D 25th Street Apartments Moline
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86e 01-1026840-E Kennedy Drive Apartments East Moline
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
86f 01-1026840-F Loganwood Apartments Moline
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
89 09-0001366 Mill Plain Court Apartments Vancouver
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
92 991091668 Suncrest Village Apartments Houston
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
95 09-0001411 Garden Court Apartments Seattle
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
99 28394 Pine Circle Townhomes Grand Rapids
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
100 991091254 Windover of Fort Pierce Apartments Ft. Pierce
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
101 09-0001373 Muir Heights Apartments Madison
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
112 27764 Timberlake Courts Apartments Beaumont
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
115 991091654 Beacon Commons Pittsburgh
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
120 01-1026870 Ashley Apartment Building St. Louis
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
119 01-1025159 Highland Park Apartments Portland
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
123 01-1028013 Carlton Heights Apartments Dallas
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
126 991091646 Empire Building Philadelphia
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
127 991091669 Courtyard Park Hyattsville
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
128 991091631 Lansdale & Five Points Apartments Norfolk
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
130 01-1027426 Colonial Apartments Seymour
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
133 01-1024923 Trinity Towers, Brittany and Wagner Apartments
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
133a 01-1024923-A Trinity Towers Apartments Hartford
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
133b 01-1024923-B Brittany Apartments Hartford
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
133c 01-1024923-C Wagner Apartments Hartford
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
137 991091626 Carrollton/Del-Mar Apartments Carrollton
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
138 991091624 Grand Manor Apartments Apple Valley
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
142 991091635 Ath-Dara Lansdowne
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
145 991091644 Descanso Plaza Apartments Aurora
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
146 01-1027009 Hudson Place Apartments Dallas
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
151 991091628 Wexford Apartments Pottstown
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
148 26252 Hunt Club Apartments Denton
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
150 991091619 Bluebird Apartments St. Paul
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
156 991091663 Wheatley Plaza Apartments Houston
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
160 01-1027879 374 South 5th Street Apartments Brooklyn
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
163 28992 Brentstone Apartments Pascagoula
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
164 991091650 Metacom Apartments Bristol
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
165 991091634 Oak Apartments Tampa
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
167 01-1028782 367 South 5th Street Multifamily Brooklyn
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
170 01-1028014 Fairfield Apartments Richardson
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
172 991091651 Willow Lane Apartments Bronx (Pelham Bay)
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
175 991091658 15-17 Massasoit Avenue Bristol
--------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
CUT-OFF
CUT-OFF DATE DATE BALANCE
COUNTY STATE ZIP CODE BALANCE ($) PER UNIT ($)
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
New York NY 10003 29,978,826 329,438
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Collier FL 34109 29,800,000 82,778
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dade FL 33015 28,340,494 36,902
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Clark NV 89118 25,472,358 58,557
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Sacramento CA 95814 19,556,631 64,757
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Orange FL 32822 18,378,727 30,631
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Orange FL 32828 15,831,186 57,359
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Wake NC 27560 15,082,077 59,613
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Tolland and Windham CT 06226 13,976,203 34,255
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Bexar TX 78249 13,150,000 37,358
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Somerset NJ 08805 12,960,000 38,571
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Clark NV 89012 12,174,928 50,729
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
King WA 98033 8,694,103 181,127
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Brevard FL 32904 6,805,233 26,174
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Philadelphia PA 19128 6,688,696 40,785
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Travis TX 78741 6,593,077 29,969
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Cook IL 60016 6,483,295 27,127
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Nueces TX 78414 6,153,139 24,811
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
McLean IL 61761 6,085,660 36,224
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Orange FL 32839 5,712,604 28,563
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Macomb MI 48045 5,470,868 27,771
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Maricopa AZ 85281 5,393,921 29,801
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dauphin PA 17111 4,996,645 37,853
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Bronx NY 10465 4,965,878 110,353
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
4,965,197 24,951
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Kings NY 11225
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Kings NY 11225
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Kings NY 11225
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Benton OR 97333 4,840,999 49,398
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Brevard FL 32904 4,794,596 25,503
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Travis TX 78741 4,445,332 26,460
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Contra Costa CA 94526 4,011,196 105,558
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
3,443,562 24,597
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Scott IA 52722
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Scott IA 52722
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Scott IA 52722
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Rock Island IL 61265
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Rock Island IL 61244
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Rock Island IL 61265
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Clark WA 98684 3,296,462 45,784
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Harris TX 77072 3,217,979 27,271
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
King County WA 98112 3,192,777 93,905
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Kent MI 49548 2,994,976 53,482
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
St. Lucie FL 34981 2,943,612 24,530
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dane WI 53719 2,919,727 44,238
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Jefferson TX 77707 2,270,127 10,319
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Allegheny PA 15217 2,195,529 104,549
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
St. Louis MO 63108 1,995,716 90,714
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Multnomah OR 97203 1,994,979 27,708
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dallas TX 75243 1,955,735 18,450
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Pennsylvania PA 19107 1,784,821 59,494
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Prince Georges MD 20781 1,743,813 18,551
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
City of Norfolk VA 23513 1,718,602 17,902
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
New Haven CT 06483 1,696,238 29,245
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
1,572,308 16,209
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Hartford CT 6106
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Hartford CT 6106
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Hartford CT 6106
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dallas TX 75211 1,475,493 20,493
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dakota MN 55124 1,376,391 38,233
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Delaware PA 19050 1,330,267 24,635
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Adams CO 80010 1,210,266 21,612
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dallas TX 75206 1,196,844 27,201
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Montgomery PA 19464 1,095,911 18,265
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Denton TX 76201 1,092,670 12,417
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Ramsey MN 55117 1,078,500 34,790
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Harris TX 77020 995,926 9,222
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Kings NY 11211 938,394 22,888
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Jackson MS 39567 839,427 15,545
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Bristol RI 02809 798,215 33,259
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Hillsborough FL 33637 786,737 23,841
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Kings NY 11211 721,765 24,888
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Dallas TX 75081 638,819 26,617
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Bronx NY 10461 589,904 25,648
--------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------
Bristol RI 02809 367,295 21,606
--------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
STUDIOS 1 BEDROOM 2 BEDROOM
AVG RENT AVG RENT AVG RENT
UTILITIES PAID BY TENANT # UNITS PER MO. ($) # UNITS PER MO. ($) # UNITS PER MO. ($)
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
Gas/Electricity/Cable 0 0 26 0 52 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 72 799 216 999
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Electricity/Cable 99 577 428 684 216 840
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Gas/Electricity/Cable 0 0 182 715 192 879
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity/Cable 0 0 159 821 113 1112
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 319 516 281 594
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 80 738 156 858
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 86 728 139 892
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 272 533 136 600
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 176 552 160 675
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 0 0 228 650 108 750
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 112 653 112 778
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 17 1472 31 2487
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Electricity/Cable 0 0 84 469 168 529
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity/Cable 0 0 95 634 69 747
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity/Cable 0 0 164 562 56 797
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 163 762 75 919
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Gas/Electricity/Cable 0 0 160 499 88 638
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 0 0 0 0 72 605
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Electricity/Cable 40 475 60 550 80 633
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 22 387 139 536 36 648
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 24 521 8 575 149 615
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 0 0 0 0 62 500
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 0 0 15 1192
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 54 532 17 617
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
23 443 54 480 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 0 0 28 519
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 12 555 70 656
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Electricity 0 0 60 489 120 519
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity/Cable 0 0 152 587 16 825
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 0 0 38 1476
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 8 395 28 455
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Gas/Electricity/Cable/Trash 0 0 0 0 8 556
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 0 0 8 556
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 0 0 6 449
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 0 0 12 541
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 40 410 22 510
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 16 572 48 668
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 0 0 118 666
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Gas/Electricity/Sewer 0 0 29 961 5 1475
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Electricity/Cable 0 0 40 485 80 565
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 44 0 22 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 2 250 147 350 71 445
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 3 773 18 1350
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 13 485 58 540
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 0 0 106 550
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 30 700 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 47 595 47 710
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 66 401 30 459
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 34 540 24 675
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 43 495 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 30 484 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 24 478 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 40 523 32 625
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 7 489 17 565
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 41 513 13 695
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 39 477 17 610
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 28 656 16 745
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 5 428 20 472 35 535
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Cable 2 350 76 450 10 580
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 16 482 15 533 0 0
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 0 0 108 397
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 17 612 21 795
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity/Cable 0 0 18 380 36 495
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 1 400 15 560
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Water/Electricity 0 0 0 0 33 474
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Gas/Electricity 0 0 9 675 18 735
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
0 0 0 0 24 625
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 20 569 3 475
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Electricity 0 0 10 423 7 480
--------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
3 BEDROOM 4 BEDROOM 5 BEDROOM NUMBER
AVG RENT AVG RENT AVG RENT OF
# UNITS PER MO. ($) # UNITS PER MO. ($) # UNITS PER MO. ($) ELEVATORS
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
13 0 0 0 0 0 2
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
72 1299 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
25 1035 0 0 0 0 6
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
61 1055 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
30 1238 0 0 0 0 9
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
40 1040 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
28 1114 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
16 885 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
16 983 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
8 715 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 2
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
1 1360 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
96 650 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
20 779 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
70 701 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
30 1554 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
6 724 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
17 151 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
15 852 1 950 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
8 715 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
8 575 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
8 807 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
56 806 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
21 1418 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
1 3500 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
1 685 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
12 719 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 1
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
2 970 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
8 650 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
2 649 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------
0 0 0 0 0 0 0
--------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
DISTRIBUTION OF CUT-OFF DATE PRINCIPAL BALANCES
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
CUT-OFF DATE OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
BALANCE MORTGAGED CUT-OFF DATE DATE DATE DATE DATE
DISTRIBUTION LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
---------------------------- ----------- ----------------- ------------ --------------- --------------- ---------------
<S> <C> <C> <C> <C> <C> <C>
$367,295 - 499,999 1 $ 367,295 0.03% $ 367,295 $ 367,295 $ 367,295
500,000 - 999,999 23 18,679,381 1.47 507,960 998,471 812,147
1,000,000 - 1,999,999 33 50,554,656 3.97 1,078,500 1,996,709 1,531,959
2,000,000 - 2,999,999 21 52,478,177 4.12 2,009,661 2,995,161 2,498,961
3,000,000 - 3,999,999 18 61,206,038 4.80 3,077,983 3,839,200 3,400,335
4,000,000 - 4,999,999 18 82,702,845 6.49 4,011,196 4,996,645 4,594,603
5,000,000 - 5,999,999 10 55,125,932 4.32 5,094,598 5,828,362 5,512,593
6,000,000 - 6,999,999 10 63,924,083 5.01 6,083,592 6,805,233 6,392,408
7,000,000 - 7,999,999 1 7,272,151 0.57 7,272,151 7,272,151 7,272,151
8,000,000 - 8,999,999 4 35,101,387 2.75 8,583,025 8,990,766 8,775,347
9,000,000 - 9,999,999 4 37,992,471 2.98 9,455,001 9,579,724 9,498,118
10,000,000 - 11,999,999 3 32,707,519 2.57 10,343,223 11,882,403 10,902,506
12,000,000 - 13,999,999 9 116,433,805 9.13 12,029,212 13,976,203 12,937,089
14,000,000 - 16,999,999 5 76,279,887 5.98 14,939,887 15,831,186 15,255,977
17,000,000 - 19,999,999 6 113,692,119 8.92 18,068,851 19,986,797 18,948,687
25,000,000 - 49,999,999 7 223,358,047 17.52 25,472,358 49,966,246 31,908,292
50,000,000 - 145,831,430 2 246,831,430 19.36 101,000,000 145,831,430 123,415,715
-- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $ 7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
CUT-OFF DATE SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
BALANCE COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
DISTRIBUTION RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
---------------------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
$367,295 - 499,999 1.25x 1.25x 1.25x 9.140% 115.0 79.85% 79.85% 79.85%
500,000 - 999,999 1.20 1.52 1.33 8.653 116.0 49.14 79.82 68.15
1,000,000 - 1,999,999 1.15 1.55 1.33 8.386 114.5 50.49 80.63 70.31
2,000,000 - 2,999,999 1.20 1.54 1.32 8.369 116.8 54.38 79.84 71.26
3,000,000 - 3,999,999 1.20 2.07 1.40 8.337 116.7 54.09 79.91 70.92
4,000,000 - 4,999,999 1.17 1.63 1.31 8.361 120.4 56.44 84.69 71.85
5,000,000 - 5,999,999 1.20 1.65 1.35 8.455 117.4 64.01 79.29 72.43
6,000,000 - 6,999,999 1.18 1.50 1.30 8.257 121.0 69.71 84.82 76.40
7,000,000 - 7,999,999 1.23 1.23 1.23 8.150 118.0 79.91 79.91 79.91
8,000,000 - 8,999,999 1.24 1.40 1.30 8.408 114.8 69.55 79.56 72.89
9,000,000 - 9,999,999 1.28 1.48 1.34 8.298 116.2 66.52 74.04 70.49
10,000,000 - 11,999,999 1.25 1.46 1.34 8.269 118.7 71.46 79.22 74.63
12,000,000 - 13,999,999 1.20 1.41 1.25 8.327 117.0 63.57 80.00 73.94
14,000,000 - 16,999,999 1.23 1.33 1.27 7.959 117.8 75.39 79.87 78.26
17,000,000 - 19,999,999 1.20 1.30 1.25 8.116 117.2 67.98 79.42 75.06
25,000,000 - 49,999,999 1.19 2.03 1.43 8.148 126.2 44.45 78.72 67.55
50,000,000 - 145,831,430 1.58 2.17 1.82 7.708 118.0 46.54 58.33 53.51
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-13
<PAGE>
DISTRIBUTION OF PROPERTY TYPES
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
MORTGAGED CUT-OFF DATE DATE DATE DATE DATE
PROPERTY TYPE PROPERTIES BALANCE BALANCE BALANCE BALANCE BALANCE
------------------ ------------ ----------------- ------------ ------------- --------------- --------------
<S> <C> <C> <C> <C> <C> <C>
Retail 52 $ 522,224,773 40.97% $ 507,960 $145,831,430 $10,042,784
Multifamily 72 389,271,657 30.54 134,895 29,978,826 5,406,551
Office 33 200,045,888 15.69 948,369 49,966,246 6,061,997
Lodging 18 94,859,820 7.44 1,223,763 12,123,647 5,269,990
Industrial 14 45,933,861 3.60 872,266 9,477,053 3,280,990
Mixed Use 1 9,455,001 0.74 9,455,001 9,455,001 9,455,001
Mobile Home Park 4 7,776,844 0.61 632,405 3,253,412 1,944,211
Self-Storage 3 5,139,379 0.40 951,204 3,194,811 1,713,126
-- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 197 $1,274,707,224 100.00% $ 134,895 $145,831,430 $ 6,470,595
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
PROPERTY TYPE RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
------------------ ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Retail 1.20x 2.17x 1.54x 8.021% 117.5 46.54% 79.91% 64.72%
Multifamily 1.15 1.55 1.27 8.128 123.0 60.13 84.82 74.68
Office 1.20 1.62 1.34 8.209 117.5 49.14 79.86 70.33
Lodging 1.40 2.07 1.69 8.632 116.7 44.45 77.99 60.59
Industrial 1.20 1.68 1.35 8.389 117.4 54.38 79.69 69.94
Mixed Use 1.33 1.33 1.33 7.940 118.0 68.51 68.51 68.51
Mobile Home Park 1.24 1.52 1.36 8.587 116.5 62.94 75.66 69.99
Self-Storage 1.31 1.42 1.35 8.750 116.3 61.25 73.58 64.27
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-14
<PAGE>
DISTRIBUTION OF ANNUALIZED DEBT SERVICE COVERAGE RATIOS (NCF)
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
RANGE OF DEBT OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
SERVICE COVERAGE MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
RATIOS LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
------------------ ---------- ----------------- ------------ --------------- -------------- --------------
<S> <C> <C> <C> <C> <C> <C>
1.11 - 1.19 4 $ 41,960,805 3.29% $ 1,078,500 $ 29,800,000 $ 10,490,201
1.20 - 1.29 99 610,308,747 47.88 367,295 28,340,494 6,164,735
1.30 - 1.39 33 136,686,398 10.72 507,960 19,457,892 4,142,012
1.40 - 1.49 20 158,374,808 12.42 546,974 49,966,246 7,918,740
1.50 - 1.59 11 169,390,189 13.29 948,369 145,831,430 15,399,108
1.60 - 1.69 4 18,442,651 1.45 3,496,165 5,566,570 4,610,663
1.90 - 1.99 1 3,288,994 0.26 3,288,994 3,288,994 3,288,994
2.00 - 2.09 2 35,254,632 2.77 3,786,431 31,468,201 17,627,316
2.10 - 2.19 1 101,000,000 7.92 101,000,000 101,000,000 101,000,000
-- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $ 7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
RANGE OF DEBT SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
SERVICE COVERAGE COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
RATIOS RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
------------------ ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
1.11 - 1.19 1.15x 1.19x 1.19x 8.309% 174.1 66.17% 84.82% 77.00%
1.20 - 1.29 1.20 1.29 1.25 8.237 117.3 57.41 80.00 75.04
1.30 - 1.39 1.30 1.38 1.33 8.209 116.5 59.07 79.69 73.55
1.40 - 1.49 1.40 1.49 1.46 8.268 117.2 54.38 80.63 67.34
1.50 - 1.59 1.50 1.59 1.57 7.955 117.0 49.14 75.95 59.31
1.60 - 1.69 1.62 1.68 1.64 8.364 117.8 56.44 67.07 61.54
1.90 - 1.99 1.97 1.97 1.97 8.650 116.0 56.71 56.71 56.71
2.00 - 2.09 2.03 2.07 2.03 8.430 118.7 44.45 54.09 45.49
2.10 - 2.19 2.17 2.17 2.17 7.437 118.0 46.54 46.54 46.54
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-15
<PAGE>
DISTRIBUTION OF MORTGAGE INTEREST RATES
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
RANGE OF OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
MORTGAGE MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
INTEREST RATES LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
----------------- ---------- ----------------- ------------ --------------- --------------- ---------------
<S> <C> <C> <C> <C> <C> <C>
7.2501 - 7.5000 1 $ 101,000,000 7.92% $101,000,000 $101,000,000 $101,000,000
7.5001 - 7.7500 1 29,978,826 2.35 29,978,826 29,978,826 29,978,826
7.7501 - 8.0000 18 324,765,529 25.48 839,427 145,831,430 18,042,529
8.0001 - 8.2500 50 352,726,473 27.67 721,765 28,331,922 7,054,529
8.2501 - 8.5000 54 325,690,210 25.55 652,218 31,468,201 6,031,300
8.5001 - 8.7500 34 93,069,078 7.30 507,960 13,947,530 2,737,326
8.7501 - 9.0000 12 37,304,834 2.93 546,974 12,123,647 3,108,736
9.0001 - 9.2500 4 9,267,732 0.73 367,295 5,786,500 2,316,933
9.5001 - 9.6300 1 904,541 0.07 904,541 904,541 904,541
-- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $ 7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
RANGE OF SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
MORTGAGE COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
INTEREST RATES RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
----------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
7.2501 - 7.5000 2.17x 2.17x 2.17x 7.437% 118.0 46.54% 46.54% 46.54%
7.5001 - 7.7500 1.47 1.47 1.47 7.750 119.0 65.31 65.31 65.31
7.7501 - 8.0000 1.17 1.58 1.44 7.907 119.1 58.33 84.69 65.91
8.0001 - 8.2500 1.15 1.68 1.27 8.159 118.0 49.14 80.00 74.57
8.2501 - 8.5000 1.18 2.07 1.37 8.364 122.9 44.45 84.82 71.54
8.5001 - 8.7500 1.20 1.97 1.35 8.661 114.2 56.71 79.82 69.37
8.7501 - 9.0000 1.24 1.49 1.35 8.904 113.1 61.31 80.63 70.01
9.0001 - 9.2500 1.25 1.42 1.37 9.195 112.1 58.93 79.85 68.69
9.5001 - 9.6300 1.20 1.20 1.20 9.630 173.0 60.30 60.30 60.30
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-16
<PAGE>
DISTRIBUTION OF AMORTIZATION TYPES
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
AMORTIZATION TYPE LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
-------------------- ---------- ----------------- ------------ ------------- --------------- -------------
<S> <C> <C> <C> <C> <C> <C>
Amortizing Balloon 143(1) $ 909,896,397 71.38% $ 367,295 $145,831,430 $ 6,362,912
Hyperamortizing 30 360,962,673 28.32 1,881,300 49,966,246 12,032,089
Fully Amortizing 2 3,848,154 0.30 904,541 2,943,612 1,924,077
---- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $ 7,284,041
==== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
AMORTIZATION TYPE RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
-------------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Amortizing Balloon 1.15x 2.17x 1.43x 8.091% 119.8 46.54% 84.82% 68.56%
Hyperamortizing 1.20 2.07 1.42 8.287 117.4 44.45 79.91 68.60
Fully Amortizing 1.20 1.31 1.28 8.506 129.4 60.30 75.00 71.54
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
(1) Figure includes three loans with interest only periods as more particularly
described elsewhere in this Annex A.
A-17
<PAGE>
DISTRIBUTION OF CUT-OFF DATE LOAN TO VALUE RATIOS
<TABLE>
<CAPTION>
PERCENTAGE
OF
RANGE OF NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
CUT-OFF DATE OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
LOAN-TO-VALUE MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
RATIOS LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
---------------- ---------- ----------------- ------------ -------------- -------------- --------------
<S> <C> <C> <C> <C> <C> <C>
40.1 - 45.0 1 $ 31,468,201 2.47% $31,468,201 $ 31,468,201 $31,468,201
45.1 - 50.0 2 101,948,369 8.00 948,369 101,000,000 50,974,185
50.1 - 55.0 3 7,739,417 0.61 1,098,192 3,786,431 2,579,806
55.1 - 60.0 7 161,943,684 12.70 507,960 145,831,430 23,134,812
60.1 - 65.0 20 103,637,169 8.13 632,405 49,966,246 5,181,858
65.1 - 70.0 31 151,049,107 11.85 664,045 29,978,826 4,872,552
70.1 - 75.0 49 274,130,616 21.51 546,974 29,800,000 5,594,502
75.1 - 80.0 59 430,136,048 33.74 367,295 28,340,494 7,290,441
80.1 - 85.0 3 12,654,613 0.99 1,572,308 6,085,660 4,218,204
-- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $ 7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
RANGE OF DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
CUT-OFF DATE SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
LOAN-TO-VALUE COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
RATIOS RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
---------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
40.1 - 45.0 2.03x 2.03x 2.03x 8.444% 119.0 44.45% 44.45% 44.45%
45.1 - 50.0 1.52 2.17 2.16 7.444 118.0 46.54 49.14 46.56
50.1 - 55.0 1.42 2.07 1.75 8.272 116.9 50.49 54.38 53.69
55.1 - 60.0 1.24 1.97 1.58 7.952 117.9 56.44 59.76 58.27
60.1 - 65.0 1.20 1.63 1.42 8.220 118.0 60.13 64.90 62.96
65.1 - 70.0 1.15 1.65 1.35 8.220 117.5 65.31 69.96 67.76
70.1 - 75.0 1.19 1.49 1.29 8.392 122.9 70.56 75.00 73.17
75.1 - 80.0 1.20 1.55 1.26 8.159 117.2 75.07 80.00 77.97
80.1 - 85.0 1.17 1.49 1.21 8.342 159.9 80.63 84.82 84.25
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-18
<PAGE>
DISTRIBUTION OF MORTGAGED PROPERTIES BY STATE
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
MORTGAGED CUT-OFF DATE DATE DATE DATE DATE
PROPERTY STATE PROPERTIES BALANCE BALANCE BALANCE BALANCE BALANCE
---------------- ------------ ----------------- ------------ ------------- --------------- --------------
<S> <C> <C> <C> <C> <C> <C>
Arizona 7 $ 160,602,136 12.60% $ 632,405 $145,831,430 $22,943,162
Florida 18 136,608,723 10.72 652,218 29,800,000 7,589,374
California 19 126,030,393 9.89 948,369 19,556,631 6,633,179
Virginia 6 125,025,894 9.81 972,478 101,000,000 20,837,649
Texas 28 123,280,284 9.67 546,974 15,252,319 4,402,867
New York 14 72,889,659 5.72 589,904 29,978,826 5,206,404
Colorado 3 53,814,748 4.22 1,210,266 49,966,246 17,938,249
Nevada 6 49,806,601 3.91 1,953,756 25,472,358 8,301,100
Pennsylvania 10 45,039,347 3.53 1,095,911 10,481,894 4,503,935
Maryland 6 43,562,322 3.42 1,743,813 18,068,851 7,260,387
Connecticut 8 41,967,857 3.29 387,030 13,976,203 5,245,982
North Carolina 7 37,813,320 2.97 1,996,709 15,082,077 5,401,903
Massachusetts 5 37,446,311 2.94 2,416,032 9,668,831 7,489,262
New Jersey 6 27,649,482 2.17 1,297,834 12,960,000 4,608,247
Minnesota 6 27,330,181 2.14 1,078,500 13,947,530 4,555,030
Michigan 4 24,134,678 1.89 2,994,976 11,882,403 6,033,670
Georgia 5 24,003,721 1.88 951,204 13,286,010 4,800,744
Washington 6 23,804,587 1.87 2,348,452 8,694,103 3,967,431
Illinois 7 18,578,346 1.46 134,895 6,483,295 2,654,049
South Carolina 3 16,420,526 1.29 3,524,037 8,099,445 5,473,509
New Mexico 2 8,810,794 0.69 3,496,165 5,314,629 4,405,397
Oregon 2 6,835,978 0.54 1,994,979 4,840,999 3,417,989
Utah 1 6,495,813 0.51 6,495,813 6,495,813 6,495,813
Idaho 1 6,395,852 0.50 6,395,852 6,395,852 6,395,852
Ohio 2 6,327,527 0.50 2,211,515 4,116,011 3,163,763
Vermont 1 5,185,037 0.41 5,185,037 5,185,037 5,185,037
Kentucky 2 3,394,377 0.27 1,677,221 1,717,155 1,697,188
Alabama 1 2,925,669 0.23 2,925,669 2,925,669 2,925,669
Wisconsin 1 2,919,727 0.23 2,919,727 2,919,727 2,919,727
Tennessee 1 2,672,175 0.21 2,672,175 2,672,175 2,672,175
Missouri 1 1,995,716 0.16 1,995,716 1,995,716 1,995,716
Rhode Island 3 1,897,538 0.15 367,295 798,215 632,513
Iowa 3 1,330,212 0.10 269,789 786,886 443,404
Indiana 1 872,266 0.07 872,266 872,266 872,266
Mississippi 1 839,427 0.07 839,427 839,427 839,427
-- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 197 $1,274,707,224 100.00% $ 134,895 $145,831,430 $ 6,470,595
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
PROPERTY STATE RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
---------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Arizona 1.20x 2.03x 1.56x 7.942% 118.0 44.45% 79.69% 59.23%
Florida 1.19 2.03 1.30 8.195 130.0 44.45 78.74 74.53
California 1.20 1.62 1.29 8.275 116.5 49.14 79.87 71.95
Virginia 1.23 2.17 2.00 7.621 117.5 46.54 79.91 51.54
Texas 1.20 1.63 1.30 8.206 117.3 57.41 79.91 74.93
New York 1.20 1.47 1.34 8.086 118.7 60.30 77.44 70.17
Colorado 1.28 1.48 1.47 7.981 118.8 63.25 74.48 64.05
Nevada 1.23 1.42 1.25 8.215 117.5 54.38 78.38 75.66
Pennsylvania 1.17 1.48 1.35 8.313 123.7 64.90 84.69 75.44
Maryland 1.27 2.03 1.44 8.256 117.3 44.45 72.28 66.17
Connecticut 1.24 1.49 1.31 8.487 116.0 69.68 80.63 74.30
North Carolina 1.23 1.65 1.35 8.255 117.5 65.53 79.91 74.59
Massachusetts 1.25 1.40 1.30 8.481 114.9 69.78 74.95 73.04
New Jersey 1.23 2.03 1.41 8.236 115.5 44.45 80.00 70.92
Minnesota 1.15 1.52 1.26 8.547 116.5 62.94 78.65 73.39
Michigan 1.20 2.07 1.37 8.277 117.8 54.09 79.29 74.89
Georgia 1.23 1.41 1.25 8.286 117.6 63.57 79.67 69.67
Washington 1.20 1.31 1.25 8.106 118.7 61.25 76.66 70.76
Illinois 1.18 1.50 1.32 8.397 128.2 59.07 84.82 75.12
South Carolina 1.23 1.36 1.27 8.328 117.6 74.95 77.88 77.02
New Mexico 1.68 2.03 1.89 8.303 118.6 44.45 59.76 50.53
Oregon 1.24 1.34 1.27 7.997 116.4 64.46 78.72 74.56
Utah 1.33 1.33 1.33 8.200 119.0 73.15 73.15 73.15
Idaho 1.26 1.26 1.26 8.170 119.0 75.25 75.25 75.25
Ohio 1.23 2.03 1.51 8.389 118.3 44.45 73.50 63.35
Vermont 1.46 1.46 1.46 8.750 117.0 64.01 64.01 64.01
Kentucky 1.25 1.27 1.26 8.350 117.0 76.24 78.05 77.16
Alabama 2.03 2.03 2.03 8.444 119.0 44.45 44.45 44.45
Wisconsin 1.27 1.27 1.27 8.000 117.0 78.70 78.70 78.70
Tennessee 2.03 2.03 2.03 8.444 119.0 44.45 44.45 44.45
Missouri 1.21 1.21 1.21 8.200 116.0 76.76 76.76 76.76
Rhode Island 1.25 1.29 1.27 8.761 115.0 73.20 79.85 77.27
Iowa 1.29 1.29 1.29 8.690 116.0 74.94 74.94 74.94
Indiana 1.27 1.27 1.27 8.770 115.0 62.30 62.30 62.30
Mississippi 1.31 1.31 1.31 7.920 119.0 76.31 76.31 76.31
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-19
<PAGE>
DISTRIBUTION OF REMAINING AMORTIZATION TERMS
<TABLE>
<CAPTION>
PERCENTAGE
OF
RANGE OF NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
REMAINING OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
AMORTIZATION MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
TERMS (MOS) LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
---------------- ---------- ---------------- ------------ ------------- --------------- -------------
<S> <C> <C> <C> <C> <C> <C>
171 - 190 2 $ 1,983,041 0.16% $ 904,541 $ 1,078,500 $ 991,520
231 - 250 1 1,881,300 0.15 1,881,300 1,881,300 1,881,300
271 - 290 1 4,116,011 0.32 4,116,011 4,116,011 4,116,011
291 - 310 35 134,234,558 10.53 507,960 31,468,201 3,835,273
311 - 330 3 3,028,070 0.24 652,218 1,503,586 1,009,357
331 - 360 133 1,129,464,245 88.61 367,295 145,831,430 8,492,212
--- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
RANGE OF DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
REMAINING SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
AMORTIZATION COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
TERMS (MOS) RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
---------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
171 - 190 1.15x 1.20x 1.17x 8.798% 173.0 60.30% 66.17% 63.49%
231 - 250 1.24 1.24 1.24 8.900 113.0 69.68 69.68 69.68
271 - 290 1.23 1.23 1.23 8.360 118.0 73.50 73.50 73.50
291 - 310 1.25 2.07 1.59 8.585 116.4 44.45 80.63 63.34
311 - 330 1.25 1.27 1.26 8.521 114.3 62.30 70.92 68.43
331 - 360 1.17 2.17 1.41 8.091 119.4 46.54 84.82 69.19
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-20
<PAGE>
DISTRIBUTION OF ORIGINAL TERM TO MATURITY
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
RANGE OF OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
ORIGINAL TERMS MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
TO MATURITY (MOS) LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
------------------- ---------- ---------------- ------------ ----------- --------------- -------------
<S> <C> <C> <C> <C> <C> <C>
60 - 83 2 $ 2,594,554 0.20% $638,819 $ 1,955,735 $1,297,277
84 - 120 167 1,216,097,324 95.40 367,295 145,831,430 7,282,020
121 - 180 6 56,015,346 4.39 904,541 29,800,000 9,335,891
--- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $367,295 $145,831,430 $7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
RANGE OF SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
ORIGINAL TERMS COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
TO MATURITY (MOS) RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
------------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
60 - 83 1.34x 1.55x 1.50x 8.873% 55.0 75.16% 75.95% 75.76%
84 - 120 1.20 2.17 1.44 8.140 117.2 44.45 80.63 68.19
121 - 180 1.15 1.23 1.20 8.270 163.5 60.30 84.82 76.65
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-21
<PAGE>
DISTRIBUTION OF REMAINING TERMS TO MATURITY
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
RANGE OF OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
REMAINING TERMS MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
TO MATURITY (MOS) LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
------------------- ---------- ---------------- ------------ -------------- --------------- -------------
<S> <C> <C> <C> <C> <C> <C>
51 - 70 2 $ 2,594,554 0.20% $ 638,819 $ 1,955,735 $ 1,297,277
91 - 110 3 14,483,673 1.14 972,478 8,833,493 4,827,891
111 - 120 164 1,201,613,650 94.27 367,295 145,831,430 7,326,913
121 - 130 1 13,150,000 1.03 13,150,000 13,150,000 13,150,000
151 - 170 1 6,085,660 0.48 6,085,660 6,085,660 6,085,660
171 - 190 4 36,779,686 2.89 904,541 29,800,000 9,194,921
--- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $ 7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
RANGE OF SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
REMAINING TERMS COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
TO MATURITY (MOS) RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
------------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
51 - 70 1.34x 1.55x 1.50x 8.873% 55.0 75.16% 75.95% 75.76%
91 - 110 1.25 1.31 1.29 8.623 109.4 61.31 72.41 68.80
111 - 120 1.20 2.17 1.44 8.134 117.3 44.45 80.63 68.19
121 - 130 1.23 1.23 1.23 8.050 129.0 76.68 76.68 76.68
151 - 170 1.18 1.18 1.18 8.500 156.0 84.82 84.82 84.82
171 - 190 1.15 1.20 1.19 8.310 177.1 60.30 84.69 75.29
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-22
<PAGE>
DISTRIBUTION OF PREPAYMENT PROVISIONS
<TABLE>
<CAPTION>
PERCENTAGE
OF
NUMBER AGGREGATE MINIMUM MAXIMUM AVERAGE
OF CUT-OFF CUT-OFF CUT-OFF CUT-OFF
MORTGAGE CUT-OFF DATE DATE DATE DATE DATE
PREPAYMENT PROVISION LOANS BALANCE BALANCE BALANCE BALANCE BALANCE
------------------------- ---------- ----------------- ------------ ------------- --------------- -------------
<S> <C> <C> <C> <C> <C> <C>
Defeasance 171 $1,247,980,138 97.90% $ 367,295 $145,831,430 $7,298,129
Greater of YM or 1% UPB 3 25,731,243 2.02 1,784,821 15,252,319 8,577,081
Declining Fee 1 995,843 0.08 995,843 995,843 995,843
--- -------------- ------
Total/Avg./Wtd.
Avg./Min/Max: 175 $1,274,707,224 100.00% $ 367,295 $145,831,430 $7,284,041
=== ============== ======
<CAPTION>
WEIGHTED WEIGHTED
MINIMUM MAXIMUM AVERAGE AVERAGE WEIGHTED
DEBT DEBT DEBT WEIGHTED REMAINING MINIMUM MAXIMUM AVERAGE
SERVICE SERVICE SERVICE AVERAGE TERM TO CUT-OFF CUT-OFF CUT-OFF
COVERAGE COVERAGE COVERAGE MORTGAGE MATURITY DATE DATE DATE
PREPAYMENT PROVISION RATIO RATIO RATIO RATE (MOS) LTV LTV LTV
------------------------- ---------- ---------- ---------- ---------- ----------- ----------- ----------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Defeasance 1.15x 2.17x 1.43x 8.150% 119.2 44.45% 84.82% 68.44%
Greater of YM or 1% UPB 1.26 1.29 1.28 8.000 117.4 64.90 79.86 75.34
Declining Fee 1.33 1.33 1.33 8.540 115.0 68.21 68.21 68.21
Total/Avg./Wtd.
Avg./Min/Max: 1.15x 2.17x 1.43x 8.147% 119.1 44.45% 84.82% 68.58%
</TABLE>
A-23
