EXHIBIT 99.2
CUT-OFF DATE BALANCES
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
CUT-OFF DATE BALANCES LOANS BALANCE BALANCE RATE (MOS.)(1) DSCR RATIO MATURITY(1)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
$899,055 - $1,999,999 17 $24,898,261 2.4% 6.1096% 121 1.54x 67.5% 50.0%
$2,000,000 - $2,999,999 24 59,944,059 5.7 5.7888 134 2.07x 67.4 46.7
$3,000,000 - $3,999,999 15 52,770,514 5.1 5.6595 128 1.50x 71.8 51.0
$4,000,000 - $4,999,999 11 50,721,901 4.9 5.5916 128 1.44x 75.6 56.0
$5,000,000 - $6,999,999 14 79,190,977 7.6 5.7229 117 1.42x 71.6 58.0
$7,000,000 - $9,999,999 22 182,140,584 17.5 5.7427 128 1.50x 73.8 56.2
$10,000,000 - $14,999,999 7 89,058,073 8.5 5.7134 116 1.48x 76.7 63.9
$15,000,000 - $24,999,999 12 229,703,785 22.0 5.7910 118 1.49x 74.9 62.4
$25,000,000 - $49,999,999 4 127,458,719 12.2 5.8449 156 1.32x 76.1 46.8
$50,000,000 - $85,000,000 2 146,930,576 14.1 4.5941 119 2.46x 50.9 42.8
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
MORTGAGE RATES
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
MORTGAGE RATES LOANS BALANCE BALANCE RATE (MOS.)(1) DSCR RATIO MATURITY(1)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
4.5317% - 4.9999% 3 $155,930,576 15.0% 4.5950% 119 2.46x 51.1% 42.8%
5.0000% - 5.4999% 32 195,547,310 18.8 5.3143 117 1.71x 74.6 61.2
5.5000% - 5.9999% 56 485,618,318 46.6 5.7640 124 1.45x 74.4 59.3
6.0000% - 6.4999% 28 176,621,318 16.9 6.1573 144 1.37x 73.6 45.9
6.5000% - 7.4200% 9 29,099,928 2.8 6.7790 151 1.40x 68.1 39.1
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
ORIGINAL TERM TO MATURITY IN MONTHS
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
ORIGINAL TERM TO MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
MATURITY IN MONTHS(1) LOANS BALANCE BALANCE RATE (MOS.)(1) DSCR RATIO MATURITY(1)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
60 - 110 5 $13,087,829 1.3% 5.3875% 75 1.63x 68.2% 61.0%
111 - 120 105 878,574,702 84.3 5.5345 117 1.64x 70.1 57.9
121 - 240 18 151,154,918 14.5 5.9977 183 1.57x 73.8 33.0
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
1
REMAINING TERM TO MATURITY IN MONTHS
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
REMAINING TERM TO MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
MATURITY IN MONTHS(1) LOANS BALANCE BALANCE RATE (MOS.)(1) DSCR RATIO MATURITY(1)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
57 - 110 5 $13,087,829 1.3% 5.3875% 75 1.63x 68.2% 61.0%
111 - 120 106 898,814,702 86.2 5.5461 117 1.64x 70.3 58.1
121 - 240 17 130,914,918 12.6 5.9896 192 1.61x 72.9 27.6
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
ORIGINAL AMORTIZATION TERM IN MONTHS(1)
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
ORIGINAL AMORTIZATION MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
TERM IN MONTHS(2) LOANS BALANCE BALANCE RATE (MOS.)(2) DSCR RATIO MATURITY(2)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
120 - 180 2 $4,404,853 0.4% 5.2365% 136 1.12x 69.6% 0.6%
181 - 240 20 106,096,247 10.2 5.9440 187 1.32x 70.4 17.8
241 - 300 24 113,826,834 10.9 6.0118 120 1.46x 71.9 55.4
331 - 360 81 816,489,517 78.4 5.4999 119 1.66x 70.7 59.4
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 127 $1,040,817,449 100.0% 5.6000% 126 1.60X 70.8% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Does not include the mortgage loan that is interest-only for its entire
term.
(2) Calculated with respect to the respective Anticipated Repayment Date for
the ARD Loans.
REMAINING AMORTIZATION TERM IN MONTHS(1)
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
REMAINING AMORTIZATION MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
TERM IN MONTHS(2) LOANS BALANCE BALANCE RATE (MOS.)(2) DSCR RATIO MATURITY(2)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
118 - 180 2 $4,404,853 0.4% 5.2365% 136 1.12x 69.6% 0.6%
181 - 240 20 106,096,247 10.2 5.9440 187 1.32x 70.4 17.8
241 - 300 24 113,826,834 10.9 6.0118 120 1.46x 71.9 55.4
331 - 360 81 816,489,517 78.4 5.4999 119 1.66x 70.7 59.4
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 127 $1,040,817,449 100.0% 5.6000% 126 1.60X 70.8% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Does not include the mortgage loan that is interest-only for its entire
term.
(2) Calculated with respect to the respective Anticipated Repayment Date for
the ARD Loans.
2
AMORTIZATION TYPES
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
AMORTIZATION TYPES LOANS BALANCE BALANCE RATE (MOS.)(3) DSCR RATIO MATURITY(3)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
Balloon Loans(1) 90 $600,685,908 57.6% 5.6271% 118 1.59x 71.0% 57.9%
ARD Loans 19 254,509,584 24.4 5.8228 126 1.43x 76.1 61.8
Partial Interest-Only 8 121,550,000 11.7 4.7605 118 2.15x 57.7 49.7
Fully Amortizing 10 64,071,957 6.1 6.0541 222 1.27x 72.5 1.5
Interest Only(2) 1 2,000,000 0.2 5.4900 177 19.64x 6.5 6.5
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Excludes the mortgage loans which pay interest-only for a portion of their
term.
(2) The mortgage loan provides for monthly payments of interest-only for a
period of 180 months of the entire term of the mortgage loan and the
payment of the entire principal amount of the mortgage loan at maturity.
(3) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
UNDERWRITTEN CASH FLOW DEBT SERVICE COVERAGE RATIOS(1)
WEIGHTED AVERAGES
----------------------------------------------------------
UNDERWRITTEN AGGREGATE % OF STATED CUT-OFF
CASH FLOW NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
DEBT SERVICE MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
COVERAGE RATIOS LOANS BALANCE BALANCE RATE (MOS.)(2) DSCR RATIO MATURITY(2)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
1.20x - 1.29x 14 $76,053,936 7.3% 6.1223% 188 1.23x 74.5% 20.6%
1.30x - 1.34x 10 57,996,812 5.6 5.9870 127 1.32x 77.1 60.1
1.35x - 1.39x 22 217,194,816 20.9 5.8200 130 1.37x 74.8 58.0
1.40x - 1.44x 14 85,879,281 8.3 5.8094 119 1.43x 74.4 61.3
1.45x - 1.49x 20 166,784,791 16.0 5.6372 117 1.46x 76.0 63.8
1.50x - 1.69x 32 244,534,521 23.5 5.6896 117 1.56x 73.4 60.8
1.70x - 1.99x 8 25,979,712 2.5 5.7170 129 1.76x 64.7 49.0
2.00x - 2.99x 6 163,279,650 15.7 4.6355 118 2.46x 51.0 42.8
3.00x - 19.64x 1 2,000,000 0.2 5.4900 177 19.64x 6.5 6.5
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 127 $1,039,703,520 100.0% 5.6013% 126 1.64X 70.6% 54.5%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Excludes the 1 mortgage loan, representing approximately 0.3% of the
aggregate principal balance of the pool of mortgage loans as of the cut-off
date that is a credit tenant lease (CTL) loan.
(2) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
CUT-OFF DATE LTV RATIOS
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
CUT-OFF DATE MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
LTV RATIOS LOANS BALANCE BALANCE RATE (MOS.)(1) DSCR RATIO MATURITY(1)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
6.5% - 49.9% 5 $95,059,280 9.1% 4.6328% 122 2.79x 47.7% 40.0%
50.0% - 59.9% 9 87,540,384 8.4 5.0244 123 2.30x 54.5 42.3
60.0% - 64.9% 9 51,928,414 5.0 5.9446 113 1.51x 63.3 48.0
65.0% - 69.9% 13 48,177,161 4.6 5.8327 148 1.45x 68.6 41.1
70.0% - 74.9% 44 304,176,999 29.2 5.8079 122 1.47x 73.2 58.5
75.0% - 80.0% 48 455,935,211 43.7 5.7092 130 1.41x 77.9 59.0
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
3
MATURITY DATE LTV RATIOS(1)(2)
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
MATURITY DATE MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
LTV RATIOS LOANS BALANCE BALANCE RATE (MOS.)(2) DSCR RATIO MATURITY(2)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
6.5% - 29.9% 6 $16,794,678 1.7% 5.8251% 167 3.44x 62.6% 26.0%
30.0% - 49.9% 17 205,735,487 21.0 4.9154 118 2.25x 53.8 43.1
50.0% - 59.9% 30 190,750,022 19.5 5.8806 128 1.47x 71.7 56.4
60.0% - 64.9% 36 316,757,627 32.4 5.6879 117 1.47x 74.5 62.7
65.0% - 69.9% 27 242,426,801 24.8 5.7154 118 1.43x 78.9 66.9
70.0% - 72.0% 2 6,280,877 0.6 5.3523 69 1.45x 77.6 70.9
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 118 $978,745,492 100.0% 5.5701% 120 1.66X 70.5% 57.8%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for
the ARD Loans.
(2) Excludes fully amortizing mortgage loans.
TYPE OF MORTGAGED PROPERTIES(1)
WEIGHTED AVERAGES
-----------------------------------
AGGREGATE % OF CUT-OFF
NUMBER OF CUT-OFF INITIAL DATE
MORTGAGE DATE POOL UW LTV
PROPERTY TYPE PROPERTIES BALANCE BALANCE DSCR RATIO OCCUPANCY
- ------------------------ --------- ------------------ --------- ------------- ---------- ---------
RETAIL
Anchored 34 $291,413,182 27.9% 1.46x 73.8% 97.0%
Regional Mall 1 85,000,000 8.2 2.44x 48.9 96.9
Unanchored 23 72,817,964 7.0 1.48x 72.2 96.8
Shadow Anchored 2 8,612,567 0.8 1.52x 70.1 97.9
--------- ------------------ --------- ------------- ---------- ---------
SUBTOTAL 60 $457,843,713 43.9% 1.65x 68.9% 97.0%
OFFICE
Suburban 21 $171,428,299 16.4% 1.47x 73.6% 96.0%
CBD 8 147,951,626 14.2 1.86x 66.0 94.3
--------- ------------------ --------- ------------- ---------- ---------
SUBTOTAL 29 $319,379,925 30.6% 1.65x 70.1% 95.2%
INDUSTRIAL
Flex 10 $70,967,266 6.8% 1.47x 74.7% 96.6%
Warehouse/Distribution 5 30,636,165 2.9 1.49x 70.7 100.0
--------- ------------------ --------- ------------- ---------- ---------
SUBTOTAL 15 $101,603,431 9.7% 1.47x 73.5% 97.6%
MULTIFAMILY
Mid/High Rise 6 $39,814,141 3.8% 1.39x 78.0% 97.6%
Garden 7 38,979,232 3.7 1.41x 76.0 94.1
Co-op 1 2,000,000 0.2 19.64x 6.5 100.0
--------- ------------------ --------- ------------- ---------- ---------
SUBTOTAL 14 $80,793,374 7.7% 1.85x 75.2% 96.0%
MANUFACTURED HOUSING 20 $71,318,635 6.8% 1.49x 76.0% 94.5%
SELF STORAGE 4 $8,085,293 0.8% 1.46x 69.0% 94.5%
MIXED USE 1 $3,793,079 0.4% 1.73x 61.5% 94.5%
--------- ------------------ --------- ------------- ---------- ---------
TOTAL 143 $1,042,817,449 100.0% 1.63X 70.6% 96.2%
========= ================== ========= ============= ========== =========
- ----------
(1) Because this table is presented at the Mortgage Property level, balances
and weighted averages are based on allocated loan amounts (allocated by the
appraised value for the Mortgaged Property or as stated in the respective
mortgage loan documentation) for mortgage loans secured by more than one
Mortgaged Property. As a result, the weighted averages presented in this
table may deviate slightly from weighted averages presented at the mortgage
loan level in other tables in this prospectus supplement.
4
MORTGAGED PROPERTIES BY STATE(1)
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
STATE PROPERTIES BALANCE BALANCE RATE (MOS.)(2) DSCR RATIO MATURITY(2)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
California 30 $152,624,381 14.6% 5.7202% 117 1.50x 72.5% 59.3%
New York 9 103,442,075 9.9 5.6889 117 1.82x 71.5 59.9
Georgia 5 96,563,469 9.3 5.0866 118 2.13x 61.6 51.2
Missouri 1 85,000,000 8.2 4.5317 119 2.44x 48.9 41.9
New Jersey 9 66,257,462 6.4 5.5770 118 1.46x 73.8 60.3
Pennsylvania 6 60,798,558 5.8 5.9021 127 1.39x 78.5 62.7
Texas 16 58,777,077 5.6 5.8851 143 1.45x 73.8 49.1
Florida 9 55,216,905 5.3 5.8778 112 1.44x 74.3 63.2
Tennessee 4 51,649,534 5.0 5.8927 154 1.38x 77.0 57.6
Kentucky 2 38,797,870 3.7 6.0650 225 1.21x 77.3 1.6
North Carolina 7 37,196,908 3.6 5.9689 128 1.42x 76.1 58.1
Michigan 6 34,521,740 3.3 5.2272 118 1.70x 70.7 51.6
Arizona 6 31,937,453 3.1 5.7984 122 1.41x 74.7 61.5
Delaware 1 22,956,879 2.2 5.8900 118 1.37x 79.7 67.5
Ohio 2 18,854,549 1.8 5.5305 117 1.41x 77.0 64.6
Colorado 5 18,803,361 1.8 5.7371 116 1.48x 72.9 60.1
Wisconsin 4 16,947,932 1.6 5.5500 117 1.37x 64.6 41.9
Nevada 1 16,700,000 1.6 6.1600 132 1.53x 73.2 54.8
Louisiana 3 14,505,327 1.4 6.5136 113 1.57x 62.0 49.7
Illinois 3 11,542,567 1.1 5.5826 163 1.55x 69.5 49.6
Montana 1 9,030,949 0.9 5.2500 119 1.55x 78.5 65.2
Minnesota 1 8,183,367 0.8 5.5300 118 1.62x 70.5 59.1
Massachusettes 3 7,588,902 0.7 5.2152 119 1.59x 75.7 62.8
Virginia 1 5,239,166 0.5 5.4500 118 1.51x 74.8 62.6
Iowa 1 4,000,000 0.4 5.2900 117 1.46x 80.0 69.7
Maryland 2 3,832,446 0.4 5.8926 116 1.42x 75.1 61.4
South Dakota 1 3,490,171 0.3 5.6100 78 1.41x 77.6 70.0
Oklahoma 1 2,780,000 0.3 5.3230 120 1.52x 71.8 59.7
Indiana 1 2,240,755 0.2 6.1200 238 1.36x 59.0 1.5
New Hampshire 1 1,697,851 0.2 6.0500 119 1.28x 77.2 60.0
Idaho 1 1,639,795 0.2 5.7500 114 2.18x 56.5 47.9
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 143 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Because this table is presented at the Mortgage Property level, balances
and weighted averages are based on allocated loan amounts (allocated by the
appraised value for the Mortgaged Property or as stated in the respective
mortgage loan documentation) for mortgage loans secured by more than one
Mortgaged Property. As a result, the weighted averages presented in this
table may deviate slightly from weighted averages presented at the mortgage
loan level in other tables in this prospectus supplement.
(2) Calculated with respect to the respective Anticipated Repayment Date for
the ARD Loans.
5
CURRENT OCCUPANCY RATES (1),(2)
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
CURRENT MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
OCCUPANY RATES PROPERTIES BALANCE BALANCE RATE (MOS.)(3) DSCR RATIO MATURITY(3)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
74.7 - 85.0 4 $30,778,320 3.0% 6.2230% 108 1.47x 66.9% 56.4%
85.1 - 90.0 9 73,774,023 7.1 5.9410 117 1.51x 73.5 62.4
90.1 - 95.0 24 222,780,490 21.4 5.3820 123 1.74x 70.2 56.0
95.1 - 100.0 106 715,484,616 68.6 5.6050 129 1.62x 70.6 52.9
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 143 $1,042,817,449 100.0% 5.6000% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Current occupancy rates have been calculated in this table based upon rent
rolls made available to the applicable Mortgage Loan Seller by the related
borrwers as of the dates set forth on Annex A to this prospectus
supplement.
(2) Because this table is presented at the Mortgage Property level, balances
and weighted averages are based on allocated loan amounts (allocated by the
appraised value for the Mortgaged Property or as stated in the respective
mortgage loan documentation) for mortgage loans secured by more than one
Mortgaged Property. As a result, the weighted averages presented in this
table may deviate slightly from weighted averages presented at the mortgage
loan level in other tables in this prospectus supplement.
(3) Calculated with respect to the respective Anticipated Repayment Date for
the ARD Loans.
YEARS BUILT/RENOVATED(1),(2)
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
YEARS MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
BUILT/RENOVATED PROPERTIES BALANCE BALANCE RATE (MOS.)(3) DSCR RATIO MATURITY(3)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
1950 - 1959 3 $8,015,000 0.8% 5.5224% 119 1.41x 74.5% 59.9%
1960 - 1969 5 16,740,673 1.6 5.9640 100 1.38x 72.4 58.8
1970 - 1979 11 39,862,627 3.8 5.5243 142 1.45x 74.8 51.3
1980 - 1989 31 164,009,496 15.7 5.8254 116 1.49x 72.5 59.7
1990 - 1999 34 286,903,170 27.5 5.3210 124 1.76x 66.6 52.3
2000 - 2003 59 527,286,483 50.6 5.6767 131 1.64x 71.8 53.8
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 143 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Range of Years Built/Renovated references the earlier of the year built or
with respect to renovated properties, the year of the most recent recent
renovation date with respect to each Mortgaged Property.
(2) Because this table is presented at the Mortgage Property level, balances
and weighted averages are based on allocated loan amounts (allocated by the
appraised value for the Mortgaged Property or as stated in the respective
mortgage loan documentation) for mortgage loans secured by more than one
Mortgaged Property. As a result, the weighted averages presented in this
table may deviate slightly from weighted averages presented at the mortgage
loan level in other tables in this prospectus supplement.
(3) Calculated with respect to the respective Anticipated Repayment Date for
the ARD Loans.
PREPAYMENT PROTECTION
WEIGHTED AVERAGES
----------------------------------------------------------
AGGREGATE % OF STATED CUT-OFF
NUMBER OF CUT-OFF INITIAL REMAINING DATE LTV RATIO
MORTGAGE DATE POOL MORTGAGE TERM UW LTV AT
PREPAYMENT PROTECTION LOANS BALANCE BALANCE RATE (MOS.)(1) DSCR RATIO MATURITY(1)
- ------------------------ --------- ------------------ --------- ------------- ---------- --------- --------- ----------
Defeasance 122 $1,008,640,340 96.7% 5.6054% 125 1.63x 70.8% 54.9%
Yield Maintenance 6 34,177,110 3.3 5.4346 154 1.73x 64.7 36.8
--------- ------------------ --------- ------------- ---------- --------- --------- ----------
TOTAL 128 $1,042,817,449 100.0% 5.5998% 126 1.63X 70.6% 54.4%
========= ================== ========= ============= ========== ========= ========= ==========
- ----------
(1) Calculated with respect to the respective Anticipated Repayment Date for the
ARD Loans.
6