▇▇▇▇▇ Fargo Bank, National Association
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
STATE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
CA 28 161,616,511 52.4% 7.629% 121 1.64 59.0% 46.5%
VA 4 43,228,817 14.0% 8.218% 114 1.37 62.4% 56.2%
MI 7 12,090,625 3.9% 8.001% 113 1.43 73.3% 65.2%
MN 2 9,169,627 3.0% 7.487% 116 1.54 70.5% 60.4%
NC 2 9,000,000 2.9% 7.000% 117 2.09 51.7% 51.7%
TX 3 8,622,289 2.8% 7.533% 129 1.58 59.0% 41.4%
OH 1 8,434,157 2.7% 7.000% 116 1.70 54.4% 37.5%
AZ 2 7,765,542 2.5% 7.757% 116 1.67 48.4% 39.9%
FL 1 7,479,626 2.4% 7.990% 116 1.41 72.6% 65.2%
PA 2 7,465,437 2.4% 7.500% 118 1.60 64.9% 57.6%
UT 1 6,982,535 2.3% 7.400% 117 1.53 71.3% 63.0%
MD 1 6,191,637 2.0% 7.290% 118 1.36 76.4% 67.4%
LA 1 5,287,833 1.7% 7.890% 117 1.34 75.5% 67.6%
NV 2 3,523,458 1.1% 8.156% 135 1.49 55.9% 33.3%
IN 1 3,389,118 1.1% 7.960% 115 1.36 75.2% 67.5%
OR 1 2,190,654 0.7% 8.000% 116 1.72 51.4% 42.7%
KY 1 1,965,748 0.6% 7.560% 117 1.53 42.7% 0.9%
IL 1 1,579,909 0.5% 7.160% 176 1.24 69.9% 1.9%
KS 1 995,301 0.3% 7.370% 116 1.62 71.1% 57.9%
CO 1 794,764 0.3% 8.380% 116 1.34 69.1% 49.9%
ID 1 746,746 0.2% 7.870% 116 1.73 55.3% 45.7%
---------------------------------------------------------------------------------------------------------------------------
TOTALS: 64 308,520,335 100.0% 7.696% 119 1.58 861.2% 50.1%
---------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
PROPERTY TYPE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
Warehouse/Industrial
Flex Industrial 8 46,573,486 15.1% 7.634% 132 1.52 60.7% 45.1%
Warehouse 6 30,415,012 9.9% 7.428% 119 1.50 64.4% 49.4%
Light Industrial 4 25,504,855 8.3% 7.693% 116 1.47 67.6% 58.0%
----------------------------------------------------------------------------------------------------------------------------
18 102,493,353 33.2% 7.588% 124 1.50 63.5% 49.6%
----------------------------------------------------------------------------------------------------------------------------
Office
Suburban 13 84,521,918 27.4% 7.773% 108 1.55 60.2% 53.2%
Medical 1 794,764 0.3% 8.380% 116 1.34 69.1% 49.9%
----------------------------------------------------------------------------------------------------------------------------
14 85,316,682 27.7% 7.779% 108 1.55 60.3% 53.2%
----------------------------------------------------------------------------------------------------------------------------
Retail
Anchored 4 23,421,294 7.6% 7.809% 148 1.56 60.3% 41.2%
Shadow/Weak Anchored 3 6,923,336 2.2% 7.854% 117 1.63 62.0% 51.2%
Big Box 2 6,744,243 2.2% 7.592% 117 1.62 60.1% 52.1%
Unanchored 3 6,035,339 2.0% 7.736% 140 1.82 47.6% 27.2%
----------------------------------------------------------------------------------------------------------------------------
12 43,124,213 14.0% 7.772% 137 1.62 58.8% 42.6%
----------------------------------------------------------------------------------------------------------------------------
Manufactured Housing Community
Manufactured Housing Community 8 28,817,803 9.3% 7.871% 115 1.39 67.7% 58.1%
----------------------------------------------------------------------------------------------------------------------------
8 28,817,803 9.3% 7.871% 115 1.39 67.7% 58.1%
----------------------------------------------------------------------------------------------------------------------------
Multifamily
Garden 3 11,805,797 3.8% 7.682% 116 1.54 61.1% 53.0%
Low-Rise 3 9,753,649 3.2% 7.523% 116 1.39 64.3% 52.6%
Senior Housing 1 6,982,535 2.3% 7.400% 117 1.53 71.3% 63.0%
----------------------------------------------------------------------------------------------------------------------------
7 28,541,981 9.3% 7.559% 116 1.49 64.7% 55.3%
----------------------------------------------------------------------------------------------------------------------------
Hospitality
Full Service 1 12,454,328 4.0% 7.500% 117 2.90 37.5% 30.6%
1 12,454,328 4.0% 7.500% 117 2.90 37.5% 30.6%
----------------------------------------------------------------------------------------------------------------------------
Self Storage
Self Storage 4 7,771,973 2.5% 7.966% 116 1.69 57.1% 46.1%
----------------------------------------------------------------------------------------------------------------------------
4 7,771,973 2.5% 7.966% 116 1.69 57.1% 46.1%
----------------------------------------------------------------------------------------------------------------------------
Totals: 64 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
* Property level strats
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
UPB # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
1 - 1,000,000 4 3,443,649 1.1% 7.838% 116 1.61 62.5% 49.7%
1,000,001 - 2,000,000 10 16,228,555 5.3% 7.645% 145 1.60 52.0% 19.7%
2,000,001 - 3,000,000 9 20,652,211 6.7% 7.759% 119 1.55 53.7% 40.0%
3,000,001 - 4,000,000 5 17,519,138 5.7% 7.613% 116 1.59 65.4% 57.1%
4,000,001 - 5,000,000 1 4,849,070 1.6% 7.895% 110 1.81 44.1% 36.7%
5,000,001 - 6,000,000 7 36,945,304 12.0% 7.487% 116 1.58 60.8% 52.8%
6,000,001 - 7,000,000 4 26,458,563 8.6% 7.548% 146 1.51 66.9% 48.7%
7,000,001 - 8,000,000 3 22,161,694 7.2% 7.665% 117 1.43 68.6% 59.6%
8,000,001 - 9,000,000 3 26,184,310 8.5% 7.167% 129 1.73 57.5% 42.1%
9,000,001 - 10,000,000 2 19,530,339 6.3% 7.897% 101 1.43 65.4% 57.2%
10,000,001 - 15,000,000 5 57,955,436 18.8% 7.628% 112 1.84 59.7% 50.9%
15,000,001 - 20,000,000 1 16,752,585 5.4% 7.800% 116 1.40 66.0% 58.9%
20,000,001 - 25,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
25,000,001 - 55,000,000 1 39,839,481 12.9% 8.299% 114 1.35 62.3% 56.2%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
MORTGAGE RATE # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
6.501% - 7.000% 3 19,483,896 6.3% 7.000% 116 1.89 52.7% 44.4%
7.001% - 7.500% 19 104,477,181 33.9% 7.383% 115 1.71 60.8% 49.1%
7.501% - 8.000% 27 127,950,799 41.5% 7.817% 126 1.53 61.5% 48.6%
8.001% - 8.500% 6 56,608,460 18.3% 8.240% 112 1.35 64.4% 57.1%
8.501% - 9.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
9.001% - 9.500% 0 - 0.0% 0.000% - - 0.0% 0.0%
9.501% - 10.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
ORIGINAL TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
1 - 60 1 14,625,000 4.7% 7.250% 57 1.74 62.8% 61.1%
61 - 120 45 258,637,255 83.8% 7.733% 114 1.57 61.8% 53.5%
121 - 180 8 28,804,278 9.3% 7.590% 170 1.53 57.6% 25.2%
181 - 240 1 6,453,802 2.1% 7.710% 236 1.75 49.6% 0.4%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
REMAINING TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
1 - 60 1 14,625,000 4.7% 7.250% 57 1.74 62.8% 61.1%
61 - 120 45 258,637,255 83.8% 7.733% 114 1.57 61.8% 53.5%
121 - 180 8 28,804,278 9.3% 7.590% 170 1.53 57.6% 25.2%
181 - 240 1 6,453,802 2.1% 7.710% 236 1.75 49.6% 0.4%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
ORIGINAL AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
Balloon Loans
Interest Only 1 9,000,000 2.9% 7.000% 117 2.09 51.7% 51.7%
121 - 180 1 2,174,336 0.7% 8.010% 80 1.25 47.6% 33.2%
181 - 240 3 17,979,075 5.8% 7.304% 134 1.53 60.8% 37.6%
241 - 300 22 92,599,863 30.0% 7.729% 123 1.73 57.2% 46.0%
301 - 361 20 168,457,575 54.6% 7.767% 109 1.48 65.5% 59.1%
----------------------------------------------------------------------------------------------------------------------------
47 290,210,849 94.1% 7.704% 115 1.58 62.0% 53.2%
----------------------------------------------------------------------------------------------------------------------------
Self Liquidating
61 - 120 1 1,965,748 0.6% 7.560% 117 1.53 42.7% 0.9%
121 - 180 6 9,889,937 3.2% 7.476% 177 1.55 49.5% 1.4%
181 - 240 1 6,453,802 2.1% 7.710% 236 1.75 49.6% 0.4%
----------------------------------------------------------------------------------------------------------------------------
8 18,309,487 5.9% 7.567% 191 1.62 48.8% 1.0%
----------------------------------------------------------------------------------------------------------------------------
Totals: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
REMAINING AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
Interest Only 1 9,000,000 2.9% 7.000% 117 2.09 51.7% 51.7%
61 - 120 1 1,965,748 0.6% 7.560% 117 1.53 42.7% 0.9%
121 - 180 7 12,064,273 3.9% 7.572% 159 1.50 49.1% 7.2%
181 - 240 4 24,432,876 7.9% 7.411% 161 1.58 57.9% 27.8%
241 - 300 22 92,599,863 30.0% 7.729% 123 1.73 57.2% 46.0%
301 - 360 20 168,457,575 54.6% 7.767% 109 1.48 65.5% 59.1%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
DSCR # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
1.11 - 1.20 1 1,867,542 0.6% 7.590% 177 1.19 58.4% 1.7%
1.21 - 1.30 4 20,928,254 6.8% 7.756% 117 1.27 67.6% 50.9%
1.31 - 1.40 13 114,741,362 37.2% 7.965% 118 1.37 67.4% 57.9%
1.41 - 1.50 5 20,288,145 6.6% 7.619% 123 1.46 63.4% 51.8%
1.51 - 1.60 6 35,156,307 11.4% 7.565% 109 1.57 64.9% 55.6%
1.61 - 1.70 9 42,855,611 13.9% 7.444% 132 1.66 57.3% 43.2%
1.71 - 1.80 10 37,257,508 12.1% 7.499% 114 1.74 55.1% 42.5%
1.81 - 3.20 7 35,423,606 11.5% 7.485% 121 2.29 44.0% 36.4%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
20.1% - 30.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
30.1% - 40.0% 2 14,336,294 4.6% 7.472% 125 2.78 37.0% 26.7%
40.1% - 50.0% 13 40,060,736 13.0% 7.691% 140 1.72 46.8% 26.6%
50.1% - 60.0% 12 54,566,988 17.7% 7.497% 124 1.69 55.7% 44.4%
60.1% - 70.0% 16 133,352,787 43.2% 7.768% 112 1.46 64.6% 54.9%
70.1% - 80.0% 12 66,203,529 21.5% 7.768% 116 1.39 72.9% 64.2%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------
Weighted Average
------------------------------------------------------
MATURITY LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
----------------------------------------------------------------------------------------------------------------------------
00.0% - 30.0% 8 18,309,487 5.9% 7.567% 191 1.62 48.8% 1.0%
30.1% - 40.0% 8 53,644,549 17.4% 7.563% 132 1.91 50.8% 35.7%
40.1% - 50.0% 12 26,662,027 8.6% 7.745% 116 1.70 51.7% 43.1%
50.1% - 60.0% 16 138,201,819 44.8% 7.801% 114 1.48 63.7% 56.1%
60.1% - 70.0% 11 71,702,454 23.2% 7.608% 104 1.48 71.0% 64.4%
70.1% - 80.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
----------------------------------------------------------------------------------------------------------------------------
TOTALS: 55 308,520,335 100.0% 7.696% 119 1.58 61.2% 50.1%
----------------------------------------------------------------------------------------------------------------------------
Principal Commercial Funding, LLC
---------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
STATE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
---------------------------------------------------------------------------------------------------------------------------
CA 5 42,168,016 18.6% 7.644% 133 1.65 57.8% 46.7%
NJ 4 39,572,921 17.5% 7.939% 99 1.81 51.4% 44.9%
UT 1 26,478,661 11.7% 7.090% 119 1.41 70.6% 61.9%
CO 3 24,800,556 11.0% 7.907% 117 1.33 75.0% 67.2%
TX 2 19,511,648 8.6% 7.809% 115 1.79 53.1% 44.1%
NC 2 13,677,296 6.0% 8.040% 116 1.26 74.9% 67.9%
AZ 2 12,664,594 5.6% 7.743% 116 1.32 69.5% 62.0%
TN 2 11,076,149 4.9% 7.856% 117 1.27 73.7% 61.4%
PA 2 10,120,625 4.5% 7.449% 116 1.39 73.3% 64.9%
GA 2 6,967,164 3.1% 8.112% 114 1.36 73.6% 63.9%
MI 1 6,152,278 2.7% 6.950% 118 1.39 66.7% 45.8%
FL 1 4,590,802 2.0% 7.700% 118 1.34 71.7% 58.9%
IL 1 3,664,875 1.6% 7.150% 118 1.69 63.2% 55.5%
OH 1 2,737,558 1.2% 7.850% 117 1.48 60.8% 46.4%
KS 1 1,994,310 0.9% 7.760% 116 1.80 55.9% 49.9%
---------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
---------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
--------------------------------------------------------
PROPERTY TYPE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Retail
Anchored 4 54,917,099 24.3% 7.449% 124 1.42 66.4% 56.0%
Unanchored 3 15,191,582 6.7% 7.935% 117 1.33 69.3% 56.6%
Free Standing 2 4,177,066 1.8% 7.737% 118 1.48 68.0% 59.2%
Shadow/Weak Anchored 1 3,392,518 1.5% 8.140% 117 1.32 73.8% 66.4%
-------------------------------------------------------------------------------------------------------------------------------
10 77,678,264 34.3% 7.590% 122 1.40 67.4% 56.7%
-------------------------------------------------------------------------------------------------------------------------------
Warehouse/Industrial
Flex Industrial 2 21,161,580 9.4% 7.895% 116 1.26 73.5% 65.9%
Light Industrial 2 17,916,559 7.9% 7.664% 116 1.78 53.1% 42.0%
Warehouse 4 25,479,672 11.3% 8.140% 93 1.81 52.7% 47.9%
-------------------------------------------------------------------------------------------------------------------------------
8 64,557,811 28.5% 7.928% 107 1.62 59.6% 52.2%
-------------------------------------------------------------------------------------------------------------------------------
Multifamily
Garden 7 55,133,678 24.4% 7.497% 116 1.66 63.9% 55.4%
7 55,133,678 24.4% 7.497% 116 1.66 63.9% 55.4%
-------------------------------------------------------------------------------------------------------------------------------
Office
Suburban 4 24,726,287 10.9% 7.755% 127 1.43 65.3% 54.3%
4 24,726,287 10.9% 7.755% 127 1.43 65.3% 54.3%
-------------------------------------------------------------------------------------------------------------------------------
Self Storage
Self Storage 1 4,081,413 1.8% 8.450% 112 1.51 59.6% 54.1%
-------------------------------------------------------------------------------------------------------------------------------
1 4,081,413 1.8% 8.450% 112 1.51 59.6% 54.1%
-------------------------------------------------------------------------------------------------------------------------------
Totals: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
-------------------------------------------------------------------------------------------------------------------------------
* Property level strats
--------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
UPB # UPB % COUPON REM TERM DSCR LTV MAT. LTV
--------------------------------------------------------------------------------------------------------------------------------
1 - 1,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
1,000,001 - 2,000,000 2 3,815,156 1.7% 7.846% 116 1.76 54.3% 48.6%
2,000,001 - 3,000,000 3 7,580,102 3.4% 7.753% 117 1.34 67.7% 52.8%
3,000,001 - 4,000,000 7 25,191,649 11.1% 7.688% 135 1.79 59.4% 46.9%
4,000,001 - 5,000,000 2 8,672,216 3.8% 8.053% 115 1.42 66.0% 56.6%
5,000,001 - 6,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
6,000,001 - 7,000,000 4 25,927,656 11.5% 7.639% 113 1.33 69.0% 57.6%
7,000,001 - 8,000,000 1 7,400,000 3.3% 7.430% 118 1.32 80.0% 72.0%
8,000,001 - 9,000,000 2 16,869,929 7.5% 7.829% 116 1.82 59.1% 52.6%
9,000,001 - 10,000,000 1 9,863,228 4.4% 7.220% 143 1.55 59.4% 44.6%
10,000,001 - 15,000,000 4 43,319,831 19.2% 8.133% 103 1.31 69.4% 61.8%
15,000,001 - 20,000,000 3 51,059,026 22.6% 7.685% 115 1.72 55.5% 48.2%
20,000,001 - 25,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
25,000,001 - 55,000,000 1 26,478,661 11.7% 7.090% 119 1.41 70.6% 61.9%
--------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
--------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
-----------------------------------------------------------
MORTGAGE RATE # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
6.501% - 7.000% 1 6,152,278 2.7% 6.950% 118 1.39 66.7% 45.8%
7.001% - 7.500% 7 61,307,004 27.1% 7.194% 130 1.58 65.3% 54.1%
7.501% - 8.000% 15 116,011,464 51.3% 7.734% 115 1.58 62.1% 54.0%
8.001% - 8.500% 5 24,758,926 10.9% 8.162% 114 1.34 71.8% 64.1%
8.501% - 9.000% 2 17,947,783 7.9% 8.793% 82 1.35 59.2% 52.5%
9.001% - 9.500% 0 - 0.0% 0.000% - - 0.0% 0.0%
9.501% - 10.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
-------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
ORIGINAL TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
1 - 60 0 - 0.0% 0.000% - - 0.0% 0.0%
61 - 120 28 212,337,926 93.9% 7.725% 113 1.52 64.6% 56.3%
121 - 180 1 9,863,228 4.4% 7.220% 143 1.55 59.4% 44.6%
181 - 240 1 3,976,299 1.8% 7.390% 237 2.13 38.8% 0.3%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
REMAINING TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
1 - 60 0 - 0.0% 0.000% - - 0.0% 0.0%
61 - 120 28 212,337,926 93.9% 7.725% 113 1.52 64.6% 56.3%
121 - 180 1 9,863,228 4.4% 7.220% 143 1.55 59.4% 44.6%
181 - 240 1 3,976,299 1.8% 7.390% 237 2.13 38.8% 0.3%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
------------------------------------------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------------------------------------------
Weighted Average
-----------------------------------------------------------
ORIGINAL AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
---------------------------------------------------------------------------------------------------------------------------------
Balloon Loans
Interest Only 1 8,150,000 3.6% 7.720% 115 2.41 45.3% 45.3%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 3 20,309,089 9.0% 8.124% 87 1.39 59.0% 46.3%
241 - 300 7 51,845,822 22.9% 7.668% 120 1.53 62.0% 50.1%
301 - 361 18 141,896,243 62.7% 7.654% 116 1.48 67.1% 59.8%
---------------------------------------------------------------------------------------------------------------------------------
29 222,201,154 98.2% 7.703% 115 1.52 64.4% 55.8%
---------------------------------------------------------------------------------------------------------------------------------
Self Liquidating
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 1 3,976,299 1.8% 7.390% 237 2.13 38.8% 0.3%
---------------------------------------------------------------------------------------------------------------------------------
1 3,976,299 1.8% 7.390% 237 2.13 38.8% 0.3%
---------------------------------------------------------------------------------------------------------------------------------
Totals: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
---------------------------------------------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------------------------------------------
Weighted Average
-----------------------------------------------------------
REMAINING AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
---------------------------------------------------------------------------------------------------------------------------------
Interest Only 1 8,150,000 3.6% 7.720% 115 2.41 45.3% 45.3%
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 4 24,285,388 10.7% 8.004% 112 1.51 55.7% 38.8%
241 - 300 7 51,845,822 22.9% 7.668% 120 1.53 62.0% 50.1%
301 - 360 18 141,896,243 62.7% 7.654% 116 1.48 67.1% 59.8%
---------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
---------------------------------------------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------------------------------------------
Weighted Average
-----------------------------------------------------------
DSCR # UPB % COUPON REM TERM DSCR LTV MAT. LTV
---------------------------------------------------------------------------------------------------------------------------------
1.11 - 1.20 2 8,763,620 3.9% 8.490% 114 1.20 67.5% 57.9%
1.21 - 1.30 5 58,061,437 25.7% 7.889% 116 1.27 71.9% 63.6%
1.31 - 1.40 8 37,628,956 16.6% 7.644% 115 1.34 72.7% 61.2%
1.41 - 1.50 4 47,614,813 21.1% 7.557% 105 1.42 66.3% 57.7%
1.51 - 1.60 2 13,944,641 6.2% 7.580% 134 1.54 59.5% 47.4%
1.61 - 1.70 2 7,659,836 3.4% 7.364% 118 1.66 65.0% 57.4%
1.71 - 1.80 2 3,815,156 1.7% 7.846% 116 1.76 54.3% 48.6%
1.81 - 3.20 5 48,688,994 21.5% 7.579% 125 2.11 46.6% 38.1%
---------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
---------------------------------------------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------------------------------------------
Weighted Average
-----------------------------------------------------------
LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
---------------------------------------------------------------------------------------------------------------------------------
20.1% - 30.0% 1 3,195,833 1.4% 7.430% 118 3.14 25.1% 22.2%
30.1% - 40.0% 1 3,976,299 1.8% 7.390% 237 2.13 38.8% 0.3%
40.1% - 50.0% 2 26,086,627 11.5% 7.589% 115 2.13 47.5% 43.8%
50.1% - 60.0% 6 44,860,519 19.8% 7.943% 108 1.64 54.8% 45.3%
60.1% - 70.0% 9 53,509,525 23.7% 7.792% 114 1.36 66.3% 56.1%
70.1% - 80.0% 11 94,548,651 41.8% 7.579% 117 1.33 73.8% 64.9%
---------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
---------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
MATURITY LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
--------------------------------------------------------------------------------------------------------------------------------
00.0% - 30.0% 2 7,172,132 3.2% 7.408% 184 2.58 32.7% 10.1%
30.1% - 40.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
40.1% - 50.0% 10 78,241,893 34.6% 7.713% 112 1.77 53.6% 44.4%
50.1% - 60.0% 8 53,248,213 23.5% 7.836% 114 1.37 67.2% 58.2%
60.1% - 70.0% 8 76,882,146 34.0% 7.615% 117 1.33 73.0% 64.8%
70.1% - 80.0% 2 10,633,069 4.7% 7.673% 116 1.32 79.7% 71.8%
--------------------------------------------------------------------------------------------------------------------------------
TOTALS: 30 226,177,454 100.0% 7.697% 117 1.53 63.9% 54.8%
--------------------------------------------------------------------------------------------------------------------------------
▇▇▇▇ ▇▇▇▇▇▇▇ Real Estate Finance, Inc.
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
STATE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
FL 1 15,891,425 20.5% 8.030% 104 1.30 76.4% 67.9%
NY 1 13,738,294 17.7% 7.270% 44 1.68 39.9% 36.8%
IL 2 11,962,743 15.4% 7.289% 163 1.22 69.4% 31.8%
TX 1 7,404,552 9.6% 7.510% 207 1.22 74.0% 32.1%
DC 1 6,940,768 9.0% 8.500% 187 2.30 26.1% 11.1%
VA 1 6,012,649 7.8% 7.100% 146 1.87 47.7% 30.8%
AZ 1 5,438,343 7.0% 8.625% 66 1.69 48.1% 42.2%
MA 1 5,109,063 6.6% 8.250% 128 1.16 46.0% 0.5%
MI 1 4,978,091 6.4% 7.960% 122 1.29 56.4% 47.3%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------
Weighted Average
-----------------------------------------------------
PROPERTY TYPE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------
Retail
Anchored 3 15,972,405 20.6% 8.165% 124 1.35 53.0% 14.7%
Unanchored 1 7,404,552 9.6% 7.510% 207 1.22 74.0% 32.1%
4 23,376,957 30.2% 7.958% 150 1.31 59.7% 20.2%
-------------------------------------------------------------------------------------------------------------------------
Multifamily
Garden 2 22,429,170 28.9% 7.733% 117 1.29 75.5% 65.0%
2 22,429,170 28.9% 7.733% 117 1.29 75.5% 65.0%
-------------------------------------------------------------------------------------------------------------------------
Office
Urban 2 20,679,062 26.7% 7.683% 92 1.89 35.3% 28.2%
2 20,679,062 26.7% 7.683% 92 1.89 35.3% 28.2%
-------------------------------------------------------------------------------------------------------------------------
Warehouse/Industrial
Flex Industrial 1 6,012,649 7.8% 7.100% 146 1.87 47.7% 30.8%
Light Industrial 1 4,978,091 6.4% 7.960% 122 1.29 56.4% 47.3%
2 10,990,740 14.2% 7.490% 135 1.61 51.7% 38.2%
-------------------------------------------------------------------------------------------------------------------------
Totals: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
-------------------------------------------------------------------------------------------------------------------------
* Property level strats
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
UPB # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
1 - 1,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
1,000,001 - 2,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
2,000,001 - 3,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
3,000,001 - 4,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
4,000,001 - 5,000,000 1 4,978,091 6.4% 7.960% 122 1.29 56.4% 47.3%
5,000,001 - 6,000,000 3 15,972,405 20.6% 8.165% 124 1.35 53.0% 14.7%
6,000,001 - 7,000,000 3 19,491,162 25.2% 7.568% 162 1.82 48.7% 32.8%
7,000,001 - 8,000,000 1 7,404,552 9.6% 7.510% 207 1.22 74.0% 32.1%
8,000,001 - 9,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
9,000,001 - 10,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
10,000,001 - 15,000,000 1 13,738,294 17.7% 7.270% 44 1.68 39.9% 36.8%
15,000,001 - 20,000,000 1 15,891,425 20.5% 8.030% 104 1.30 76.4% 67.9%
20,000,001 - 25,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
25,000,001 - 55,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
MORTGAGE RATE # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
6.501% - 7.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
7.001% - 7.500% 3 26,288,689 33.9% 7.166% 94 1.62 50.1% 40.6%
7.501% - 8.000% 3 17,807,641 23.0% 7.671% 175 1.23 66.2% 26.7%
8.001% - 8.500% 3 27,941,257 36.1% 8.187% 129 1.52 58.4% 41.5%
8.501% - 9.000% 1 5,438,343 7.0% 8.625% 66 1.69 48.1% 42.2%
9.001% - 9.500% 0 - 0.0% 0.000% - - 0.0% 0.0%
9.501% - 10.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
ORIGINAL TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
1 - 60 0 - 0.0% 0.000% - - 0.0% 0.0%
61 - 120 3 35,068,063 45.3% 7.825% 75 1.51 57.7% 51.8%
121 - 180 4 22,637,549 29.2% 7.523% 138 1.40 56.7% 35.4%
181 - 240 3 19,770,318 25.5% 7.889% 192 1.59 54.6% 16.1%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
REMAINING TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
1 - 60 1 13,738,294 17.7% 7.270% 44 1.68 39.9% 36.8%
61 - 120 2 21,329,768 27.5% 8.182% 94 1.40 69.2% 61.4%
121 - 180 5 28,062,547 36.2% 7.542% 146 1.36 58.2% 28.6%
181 - 240 2 14,345,320 18.5% 7.989% 197 1.74 50.8% 21.9%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
ORIGINAL AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
Balloon Loans
Interest Only 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
241 - 300 5 39,534,607 51.0% 7.691% 118 1.73 46.2% 31.2%
301 - 361 3 27,407,261 35.4% 7.774% 118 1.29 72.1% 61.8%
------------------------------------------------------------------------------------------------------------------------------
8 66,941,868 86.4% 7.725% 118 1.55 56.8% 43.7%
------------------------------------------------------------------------------------------------------------------------------
Self Liquidating
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 1 5,109,063 6.6% 8.250% 128 1.16 46.0% 0.5%
181 - 240 1 5,424,998 7.0% 7.625% 179 1.19 64.6% 0.6%
------------------------------------------------------------------------------------------------------------------------------
2 10,534,061 13.6% 7.928% 154 1.18 55.6% 0.6%
------------------------------------------------------------------------------------------------------------------------------
Totals: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
REMAINING AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
Interest Only 0 - 0.0% 0.000% - - 0.0% 0.0%
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 2 10,534,061 13.6% 7.928% 154 1.18 55.6% 0.6%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
241 - 300 5 39,534,607 51.0% 7.691% 118 1.73 46.2% 31.2%
301 - 360 3 27,407,261 35.4% 7.774% 118 1.29 72.1% 61.8%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
DSCR # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
1.11 - 1.20 2 10,534,061 13.6% 7.928% 154 1.18 55.6% 0.6%
1.21 - 1.30 4 34,811,813 44.9% 7.718% 137 1.27 72.5% 55.4%
1.31 - 1.40 0 - 0.0% 0.000% - - 0.0% 0.0%
1.41 - 1.50 0 - 0.0% 0.000% - - 0.0% 0.0%
1.51 - 1.60 0 - 0.0% 0.000% - - 0.0% 0.0%
1.61 - 1.70 2 19,176,638 24.8% 7.654% 50 1.68 42.3% 38.4%
1.71 - 1.80 0 - 0.0% 0.000% - - 0.0% 0.0%
1.81 - 3.20 2 12,953,417 16.7% 7.850% 168 2.10 36.1% 20.2%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
20.1% - 30.0% 1 6,940,768 9.0% 8.500% 187 2.30 26.1% 11.1%
30.1% - 40.0% 1 13,738,294 17.7% 7.270% 44 1.68 39.9% 36.8%
40.1% - 50.0% 3 16,560,056 21.4% 7.956% 114 1.59 47.3% 25.2%
50.1% - 60.0% 1 4,978,091 6.4% 7.960% 122 1.29 56.4% 47.3%
60.1% - 70.0% 1 5,424,998 7.0% 7.625% 179 1.19 64.6% 0.6%
70.1% - 80.0% 3 29,833,722 38.5% 7.677% 140 1.27 75.2% 56.8%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
----------------------------------------------------------
MATURITY LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
------------------------------------------------------------------------------------------------------------------------------
00.0% - 30.0% 3 17,474,829 22.6% 8.155% 167 1.62 43.9% 4.7%
30.1% - 40.0% 3 27,155,496 35.1% 7.298% 111 1.60 51.0% 34.2%
40.1% - 50.0% 2 10,416,434 13.4% 8.307% 93 1.50 52.1% 44.6%
50.1% - 60.0% 1 6,537,745 8.4% 7.010% 150 1.25 73.5% 57.8%
60.1% - 70.0% 1 15,891,425 20.5% 8.030% 104 1.30 76.4% 67.9%
70.1% - 80.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
------------------------------------------------------------------------------------------------------------------------------
TOTALS: 10 77,475,929 100.0% 7.753% 123 1.50 56.6% 37.9%
------------------------------------------------------------------------------------------------------------------------------
Bear, ▇▇▇▇▇▇▇ Funding, Inc.
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
STATE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
IL 1 55,000,000 27.9% 8.595% 56 2.31 45.8% 45.8%
MA 4 33,962,445 17.2% 7.367% 118 1.76 53.1% 48.4%
NY 2 26,981,756 13.7% 7.383% 119 1.87 46.6% 41.5%
CA 4 22,630,267 11.5% 7.578% 118 1.73 56.8% 46.1%
FL 2 18,584,904 9.4% 7.972% 101 1.56 53.6% 45.2%
VA 1 9,376,943 4.8% 7.500% 117 1.74 56.5% 50.1%
MD 2 6,685,020 3.4% 7.780% 109 1.98 49.8% 46.5%
CO 1 6,500,000 3.3% 7.000% 120 1.53 60.2% 41.2%
▇▇ ▇ 4,996,214 2.5% 7.400% 119 1.54 61.7% 54.5%
AZ 1 3,515,823 1.8% 8.200% 116 1.41 71.8% 64.7%
IN 1 3,264,958 1.7% 8.150% 115 1.48 69.5% 62.6%
KY 1 2,997,587 1.5% 7.095% 119 1.80 58.8% 51.5%
IA 1 2,892,319 1.5% 7.050% 117 1.47 69.7% 61.1%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
PROPERTY TYPE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Hospitality
Boutique 1 9,972,975 5.1% 7.390% 88 1.52 39.9% 33.6%
Full Service 1 55,000,000 27.9% 8.595% 56 2.31 45.8% 45.8%
Limited Service 1 8,611,929 4.4% 8.645% 116 1.61 69.5% 58.6%
-------------------------------------------------------------------------------------------------------------------------------
3 73,584,904 37.3% 8.437% 67 2.12 47.8% 45.6%
-------------------------------------------------------------------------------------------------------------------------------
Office
Suburban 3 17,373,157 8.8% 7.387% 118 1.88 53.8% 47.6%
Urban 3 38,368,241 19.4% 7.441% 119 1.67 51.0% 44.3%
6 55,741,398 28.2% 7.424% 119 1.73 51.9% 45.3%
-------------------------------------------------------------------------------------------------------------------------------
Retail
Anchored 5 31,395,658 15.9% 7.537% 117 1.56 63.4% 51.0%
Unanchored 1 3,264,958 1.7% 8.150% 115 1.48 69.5% 62.6%
Shadow/Weak Anchored 4 13,011,413 6.6% 7.606% 114 2.12 52.2% 48.4%
-------------------------------------------------------------------------------------------------------------------------------
10 47,672,029 24.2% 7.598% 116 1.71 60.7% 51.1%
-------------------------------------------------------------------------------------------------------------------------------
Warehouse/Industrial
Warehouse 2 17,497,587 8.9% 7.223% 118 1.92 44.3% 43.1%
-------------------------------------------------------------------------------------------------------------------------------
2 17,497,587 8.9% 7.223% 118 1.92 44.3% 43.1%
-------------------------------------------------------------------------------------------------------------------------------
Multifamily
Low-Rise 1 2,892,319 1.5% 7.050% 117 1.47 69.7% 61.1%
1 2,892,319 1.5% 7.050% 117 1.47 69.7% 61.1%
-------------------------------------------------------------------------------------------------------------------------------
Totals: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
* Property level strats
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
UPB # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1 - 1,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
1,000,001 - 2,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
2,000,001 - 3,000,000 5 14,889,905 7.5% 7.147% 115 2.40 45.6% 41.7%
3,000,001 - 4,000,000 4 13,961,391 7.1% 8.051% 115 1.45 67.0% 60.2%
4,000,001 - 5,000,000 2 9,990,515 5.1% 7.450% 119 1.58 59.9% 50.9%
5,000,001 - 6,000,000 1 5,243,783 2.7% 8.000% 116 1.43 72.8% 51.9%
6,000,001 - 7,000,000 2 13,394,617 6.8% 7.129% 119 1.60 59.8% 46.9%
7,000,001 - 8,000,000 1 7,491,867 3.8% 7.810% 119 1.55 53.1% 43.7%
8,000,001 - 9,000,000 1 8,611,929 4.4% 8.645% 116 1.61 69.5% 58.6%
9,000,001 - 10,000,000 2 19,349,918 9.8% 7.443% 102 1.63 47.9% 41.6%
10,000,001 - 15,000,000 2 25,472,555 12.9% 7.315% 118 1.82 50.7% 47.6%
15,000,001 - 20,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
20,000,001 - 25,000,000 1 23,981,756 12.1% 7.380% 119 1.70 48.0% 42.3%
25,000,001 - 55,000,000 1 55,000,000 27.9% 8.595% 56 2.31 45.8% 45.8%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
MORTGAGE RATE # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
6.501% - 7.000% 1 6,500,000 3.3% 7.000% 120 1.53 60.2% 41.2%
7.001% - 7.500% 13 100,579,266 51.0% 7.339% 115 1.81 50.3% 44.9%
7.501% - 8.000% 3 16,231,241 8.2% 7.818% 118 1.50 61.7% 49.1%
8.001% - 8.500% 3 10,465,801 5.3% 8.214% 115 1.44 68.1% 61.5%
8.501% - 9.000% 2 63,611,929 32.2% 8.602% 64 2.22 49.0% 47.5%
9.001% - 9.500% 0 - 0.0% 0.000% - - 0.0% 0.0%
9.501% - 10.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
ORIGINAL TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1 - 60 1 55,000,000 27.9% 8.595% 56 2.31 45.8% 45.8%
61 - 120 21 142,388,236 72.1% 7.521% 115 1.72 54.5% 47.3%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
REMAINING TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1 - 60 1 55,000,000 27.9% 8.595% 56 2.31 45.8% 45.8%
61 - 120 21 142,388,236 72.1% 7.521% 115 1.72 54.5% 47.3%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
ORIGINAL AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Balloon Loans
Interest Only 4 75,500,000 38.2% 8.233% 72 2.29 44.0% 44.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 2 11,743,783 5.9% 7.447% 118 1.49 65.8% 46.0%
241 - 300 4 31,071,072 15.7% 7.857% 108 1.57 54.2% 45.2%
301 - 361 12 79,073,382 40.1% 7.469% 118 1.68 56.9% 50.4%
-------------------------------------------------------------------------------------------------------------------------------
22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
Self Liquidating
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
0 0.0% #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
-------------------------------------------------------------------------------------------------------------------------------
Totals: 22 197,388,236 100.0% #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
REMAINING AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Interest Only 4 75,500,000 38.2% 8.233% 72 2.29 44.0% 44.0%
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 2 11,743,783 5.9% 7.447% 118 1.49 65.8% 46.0%
241 - 300 4 31,071,072 15.7% 7.857% 108 1.57 54.2% 45.2%
301 - 360 12 79,073,382 40.1% 7.469% 118 1.68 56.9% 50.4%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
DSCR # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1.11 - 1.20 0 - 0.0% 0.000% - - 0.0% 0.0%
1.21 - 1.30 0 - 0.0% 0.000% - - 0.0% 0.0%
1.31 - 1.40 0 - 0.0% 0.000% - - 0.0% 0.0%
1.41 - 1.50 6 22,097,493 11.2% 7.908% 116 1.45 68.7% 58.4%
1.51 - 1.60 4 28,961,056 14.7% 7.413% 109 1.53 51.6% 41.5%
1.61 - 1.70 5 55,455,157 28.1% 7.575% 118 1.67 56.6% 49.2%
1.71 - 1.80 2 12,374,530 6.3% 7.402% 117 1.76 57.0% 50.4%
1.81 - 3.20 5 78,500,000 39.8% 8.186% 74 2.31 43.6% 43.4%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
20.1% - 30.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
30.1% - 40.0% 4 18,972,975 9.6% 7.298% 100 2.17 36.9% 32.9%
40.1% - 50.0% 3 93,481,756 47.4% 8.075% 82 2.10 45.7% 44.2%
50.1% - 60.0% 5 31,755,314 16.1% 7.481% 118 1.67 56.8% 48.7%
60.1% - 70.0% 8 44,418,585 22.5% 7.701% 117 1.56 64.7% 55.1%
70.1% - 80.0% 2 8,759,606 4.4% 8.080% 116 1.42 72.4% 57.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
MATURITY LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
00.0% - 30.0% 1 3,000,000 1.5% 7.015% 120 2.84 32.3% 28.2%
30.1% - 40.0% 3 15,972,975 8.1% 7.351% 96 2.05 37.7% 33.8%
40.1% - 50.0% 6 112,467,924 57.0% 7.969% 88 2.01 47.6% 44.1%
50.1% - 60.0% 9 56,274,238 28.5% 7.696% 117 1.62 63.1% 54.3%
60.1% - 70.0% 3 9,673,100 4.9% 7.839% 116 1.45 70.4% 62.9%
70.1% - 80.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 22 197,388,236 100.0% 7.821% 99 1.89 52.1% 46.9%
-------------------------------------------------------------------------------------------------------------------------------
▇▇▇▇▇▇ ▇▇▇▇▇▇▇ ▇▇▇▇ ▇▇▇▇▇▇ Mortgage Capital Inc.
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
STATE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
NJ 1 41,964,888 21.3% 6.900% 119 1.75 58.3% 50.8%
MI 7 41,722,501 21.2% 7.910% 116 1.26 75.1% 67.3%
NY 2 36,385,605 18.5% 8.461% 85 1.54 53.0% 47.3%
CA 5 27,550,756 14.0% 8.528% 105 1.52 65.6% 58.1%
MA 2 25,121,687 12.8% 7.737% 136 1.33 67.7% 43.9%
TX 2 8,373,288 4.3% 8.152% 124 1.35 70.9% 62.9%
LA 1 5,413,724 2.7% 8.150% 116 1.29 79.7% 71.8%
IL 1 4,786,179 2.4% 7.700% 116 1.62 64.7% 57.7%
MO 1 3,797,356 1.9% 7.820% 81 1.60 61.2% 57.4%
MD 1 1,898,621 1.0% 7.610% 59 1.77 60.3% 57.6%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
PROPERTY TYPE* # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Office
Suburban 3 45,107,292 22.9% 8.407% 100 1.33 60.6% 45.0%
Urban 2 58,364,888 29.6% 7.069% 119 1.76 57.3% 50.1%
Medical 1 5,224,497 2.7% 7.390% 93 1.46 66.9% 58.9%
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6 108,696,676 55.2% 7.640% 110 1.57 59.1% 48.4%
-------------------------------------------------------------------------------------------------------------------------------
Warehouse/Industrial
Flex Industrial 1 9,380,748 4.8% 7.910% 116 1.26 75.1% 67.3%
Warehouse 8 40,925,288 20.8% 7.877% 113 1.34 72.6% 65.3%
-------------------------------------------------------------------------------------------------------------------------------
9 50,306,035 25.5% 7.883% 113 1.32 73.1% 65.6%
-------------------------------------------------------------------------------------------------------------------------------
Retail
Anchored 2 10,391,154 5.3% 8.302% 114 1.30 74.4% 67.3%
Unanchored 4 14,846,457 7.5% 7.923% 117 1.44 68.2% 60.7%
Shadow/Weak Anchored 1 1,898,621 1.0% 7.610% 59 1.77 60.3% 57.6%
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7 27,136,231 13.8% 8.046% 112 1.41 70.0% 63.0%
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Hospitality
Extended Stay 1 10,875,661 5.5% 9.640% 105 1.62 64.0% 55.8%
1 10,875,661 5.5% 9.640% 105 1.62 64.0% 55.8%
-------------------------------------------------------------------------------------------------------------------------------
Totals: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
* Property level strats
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
UPB # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1 - 1,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
1,000,001 - 2,000,000 1 1,898,621 1.0% 7.610% 59 1.77 60.3% 57.6%
2,000,001 - 3,000,000 2 5,833,284 3.0% 7.744% 116 1.53 60.1% 53.7%
3,000,001 - 4,000,000 2 7,193,213 3.7% 7.759% 110 1.51 67.4% 60.3%
4,000,001 - 5,000,000 6 28,049,968 14.2% 7.973% 115 1.33 72.2% 64.8%
5,000,001 - 6,000,000 4 21,683,862 11.0% 7.933% 107 1.34 73.7% 66.2%
6,000,001 - 7,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
7,000,001 - 8,000,000 1 7,234,629 3.7% 8.000% 177 1.30 65.8% 2.1%
8,000,001 - 9,000,000 1 8,627,068 4.4% 7.910% 116 1.26 75.1% 67.3%
9,000,001 - 10,000,000 1 9,380,748 4.8% 7.910% 116 1.26 75.1% 67.3%
10,000,001 - 15,000,000 1 10,875,661 5.5% 9.640% 105 1.62 64.0% 55.8%
15,000,001 - 20,000,000 3 54,272,662 27.5% 8.187% 96 1.48 58.1% 51.7%
20,000,001 - 25,000,000 0 - 0.0% 0.000% - - 0.0% 0.0%
25,000,001 - 55,000,000 1 41,964,888 21.3% 6.900% 119 1.75 58.3% 50.8%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
MORTGAGE RATE # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
6.501% - 7.000% 1 41,964,888 21.3% 6.900% 119 1.75 58.3% 50.8%
7.001% - 7.500% 3 24,615,507 12.5% 7.477% 114 1.73 57.1% 50.4%
7.501% - 8.000% 14 83,564,474 42.4% 7.829% 120 1.34 71.1% 58.7%
8.001% - 8.500% 3 16,008,469 8.1% 8.284% 111 1.32 73.9% 67.0%
8.501% - 9.000% 0 - 0.0% 0.000% - - 0.0% 0.0%
9.001% - 9.500% 1 19,985,605 10.1% 9.250% 56 1.33 51.6% 46.4%
9.501% - 10.000% 1 10,875,661 5.5% 9.640% 105 1.62 64.0% 55.8%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
ORIGINAL TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1 - 60 1 1,898,621 1.0% 7.610% 59 1.77 60.3% 57.6%
61 - 120 19 179,260,999 91.0% 7.883% 109 1.49 64.2% 57.1%
121 - 180 3 15,854,983 8.0% 7.733% 142 1.37 68.0% 34.0%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
REMAINING TERM # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1 - 60 2 21,884,226 11.1% 9.108% 56 1.37 52.4% 47.3%
61 - 120 19 164,499,891 83.5% 7.701% 115 1.51 65.8% 58.5%
121 - 180 2 10,630,487 5.4% 7.901% 166 1.33 68.5% 21.7%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
ORIGINAL AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Balloon Loans
Interest Only 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 0 - 0.0% 0.000% - - 0.0% 0.0%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
241 - 300 2 30,861,266 15.7% 9.387% 73 1.43 56.0% 49.7%
301 - 361 20 158,918,709 80.7% 7.567% 115 1.51 66.0% 58.7%
------------------------------------------------------------------------------------------------------------------------------
22 189,779,974 96.3% 7.863% 108 1.49 64.4% 57.3%
------------------------------------------------------------------------------------------------------------------------------
Self Liquidating
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 1 7,234,629 3.7% 8.000% 177 1.30 65.8% 2.1%
181 - 240 0 - 0.0% 0.000% - - 0.0% 0.0%
------------------------------------------------------------------------------------------------------------------------------
1 7,234,629 3.7% 8.000% 177 1.30 65.8% 2.1%
------------------------------------------------------------------------------------------------------------------------------
Totals: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
REMAINING AMORT # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
Interest Only 0 - 0.0% 0.000% - - 0.0% 0.0%
61 - 120 0 - 0.0% 0.000% - - 0.0% 0.0%
121 - 180 1 7,234,629 3.7% 8.000% 177 1.30 65.8% 2.1%
181 - 240 1 19,985,605 10.1% 9.250% 56 1.33 51.6% 46.4%
241 - 300 1 10,875,661 5.5% 9.640% 105 1.62 64.0% 55.8%
301 - 360 20 158,918,709 80.7% 7.567% 115 1.51 66.0% 58.7%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
DSCR # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
1.11 - 1.20 0 - 0.0% 0.000% - - 0.0% 0.0%
1.21 - 1.30 10 57,213,128 29.0% 7.949% 124 1.27 74.0% 59.2%
1.31 - 1.40 5 51,863,265 26.3% 8.406% 94 1.34 62.9% 56.2%
1.41 - 1.50 1 5,224,497 2.7% 7.390% 93 1.46 66.9% 58.9%
1.51 - 1.60 1 3,797,356 1.9% 7.820% 81 1.60 61.2% 57.4%
1.61 - 1.70 2 15,661,839 7.9% 9.047% 108 1.62 64.2% 56.4%
1.71 - 1.80 3 46,854,519 23.8% 6.967% 116 1.75 58.0% 50.8%
1.81 - 3.20 1 16,400,000 8.3% 7.500% 120 1.81 54.7% 48.4%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
20.1% - 30.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
30.1% - 40.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
40.1% - 50.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
50.1% - 60.0% 4 81,341,503 41.3% 7.620% 104 1.66 55.7% 49.1%
60.1% - 70.0% 9 59,523,702 30.2% 8.126% 116 1.45 66.2% 52.2%
70.1% - 80.0% 10 56,149,398 28.5% 7.954% 116 1.28 75.3% 67.4%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Weighted Average
---------------------------------------------------------
MATURITY LTV # UPB % COUPON REM TERM DSCR LTV MAT. LTV
-------------------------------------------------------------------------------------------------------------------------------
00.0% - 30.0% 1 7,234,629 3.7% 8.000% 177 1.30 65.8% 2.1%
30.1% - 40.0% 0 - 0.0% 0.000% - - 0.0% 0.0%
40.1% - 50.0% 3 39,376,615 20.0% 8.388% 87 1.56 53.0% 47.2%
50.1% - 60.0% 6 68,547,200 34.8% 7.499% 111 1.69 60.5% 53.3%
60.1% - 70.0% 12 76,442,435 38.8% 7.899% 117 1.30 72.7% 65.0%
70.1% - 80.0% 1 5,413,724 2.7% 8.150% 116 1.29 79.7% 71.8%
-------------------------------------------------------------------------------------------------------------------------------
TOTALS: 23 197,014,603 100.0% 7.868% 111 1.49 64.5% 55.2%
-------------------------------------------------------------------------------------------------------------------------------
