Exhibit 99.1
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Range of Cut-off Date Balances - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
Range of Cut-off Date Balances Loans Balance Balance Rate (Mos.) DSCR Ratio at Maturity
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897,021 - 1,999,999 29 41,880,409 3.01% 6.200% 140 1.40x 62.39% 33.84%
2,000,000 - 2,999,999 17 39,275,764 2.82% 6.030% 139 1.41 65.38% 35.96%
3,000,000 - 3,999,999 12 42,629,068 3.06% 5.415% 119 1.49 72.12% 60.34%
4,000,000 - 5,999,999 20 98,337,469 7.06% 5.409% 112 1.41 74.02% 62.20%
6,000,000 - 6,999,999 6 38,584,073 2.77% 5.537% 129 3.33 67.21% 53.51%
7,000,000 - 9,999,999 16 138,345,741 9.94% 5.613% 114 1.44 72.76% 62.52%
10,000,000 - 14,999,999 12 154,808,241 11.12% 5.505% 112 1.30 73.80% 58.80%
15,000,000 - 29,999,999 12 227,090,215 16.31% 5.184% 97 1.60 71.08% 64.55%
30,000,000 - 69,999,999 8 319,095,418 22.92% 5.425% 105 1.42 74.05% 64.61%
70,000,000 - 105,000,000 3 291,974,425 20.97% 4.870% 76 1.64 70.55% 68.79%
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Total/Weighted Average 135 1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
===================================================================================================
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Type of Mortgaged Properties - All Mortgage Loans
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Cut-Off
Date
% of Balance
Number of Aggregate Outstanding Number of per # of
Mortgaged Cut-off Date Initial Pool Units or Units
Property Type Properties Balance Balance NRA or NRA
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Office 25 618,696,659 44.45% 4,607,785 134.27
Retail 53 340,555,649 24.46% 2,351,362 144.83
Anchored 17 242,942,569 17.45% 1,627,197 149.30
Single Tenant 23 52,802,286 3.79% 289,241 182.55
Unanchored 13 44,810,794 3.22% 434,924 103.03
Multifamily 37 259,873,094 18.67% 5,937 43,771.79
Multifamily 32 249,911,531 17.95% 5,116 48,849.01
Manufactured Housing 5 9,961,563 0.72% 821 12,133.45
Industrial 10 66,727,535 4.79% 919,831 72.54
Mixed Use 4 48,088,331 3.45% 192,225 250.17
Self Storage 8 34,579,554 2.48% 5,940 5,821.47
Hotel 3 23,500,000 1.69% 373 63,002.68
---------------------------------------------
Total/Weighted Average 140 1,392,020,823 100.00%
=============================================
Weighted Averages
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Stated
Remaining Cut-off
Mortgage Term Date LTV LTV Ratio
Property Type Rate (Mos.) Occupancy DSCR Ratio at Maturity
---------------------------------------------------------------------------------------------------------------
Office 5.364% 98 92.59% 1.45x 73.55% 66.73%
Retail 5.152% 101 96.01% 1.65 66.90% 54.49%
Anchored 4.863% 88 94.75% 1.77 66.32% 59.13%
Single Tenant 6.144% 147 100.00% 1.34 63.19% 26.52%
Unanchored 5.553% 119 98.12% 1.40 74.42% 62.30%
Multifamily 5.335% 105 91.77% 1.65 74.28% 65.94%
Multifamily 5.318% 104 91.60% 1.66 74.39% 66.21%
Manufactured Housing 5.780% 112 96.06% 1.45 71.52% 59.26%
Industrial 5.557% 124 100.00% 1.41 70.00% 46.69%
Mixed Use 5.640% 120 96.99% 1.28 74.66% 66.56%
Self Storage 5.494% 119 85.23% 1.51 74.43% 61.94%
Hotel 5.974% 120 82.98% 1.82 66.63% 53.65%
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Total/Weighted Average 5.339% 103 93.43% 1.54x 71.83% 62.28%
===========================================================================
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Mortgaged Properties by State and/or Location - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
State/Location Properties Balance Balance Rate (Mos.) DSCR Ratio at Maturity
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California 24 278,920,555 20.04% 5.443% 123 1.46x 70.19% 55.29%
New York 12 264,471,220 19.00% 5.372% 84 1.66 74.68% 70.32%
Florida 13 149,191,128 10.72% 5.416% 120 1.46 73.78% 68.75%
Michigan 7 133,605,240 9.60% 4.580% 74 1.78 64.40% 54.64%
Texas 10 121,531,596 8.73% 5.317% 101 1.29 76.67% 69.23%
Illinois 5 89,984,460 6.46% 5.132% 73 1.91 66.94% 62.63%
Georgia 7 46,283,888 3.32% 5.580% 115 1.46 72.64% 63.69%
New Jersey 8 41,920,007 3.01% 5.458% 98 1.35 72.11% 63.53%
Virginia 10 38,118,722 2.74% 5.821% 124 1.33 76.56% 55.14%
Arizona 4 35,539,377 2.55% 4.667% 96 1.76 73.27% 68.67%
Nevada 3 25,382,374 1.82% 5.429% 119 1.46 72.33% 60.24%
Ohio 8 22,852,271 1.64% 5.810% 134 1.26 73.08% 45.71%
Maryland 4 21,790,637 1.57% 5.710% 119 1.72 73.91% 63.59%
Washington 3 21,657,025 1.56% 5.669% 121 1.42 66.05% 52.49%
Oregon 2 16,379,520 1.18% 5.428% 74 1.19 77.64% 66.60%
Massachusetts 1 14,000,000 1.01% 5.620% 120 1.26 74.87% 62.77%
North Carolina 2 11,472,947 0.82% 5.433% 117 1.31 68.28% 59.15%
Iowa 1 9,600,000 0.69% 5.884% 84 1.20 78.37% 70.66%
Colorado 1 9,111,000 0.65% 5.620% 120 1.40 74.68% 62.61%
Tennessee 2 7,770,091 0.56% 5.503% 95 1.55 70.49% 61.90%
Kansas 1 7,500,000 0.54% 5.740% 120 1.92 63.56% 48.78%
Minnesota 2 5,594,291 0.40% 5.176% 119 1.61 63.20% 52.34%
Mississippi 1 3,994,444 0.29% 5.560% 119 1.37 79.89% 61.03%
Maine 1 2,347,529 0.17% 6.670% 170 1.08 62.19% 0.00%
Rhode Island 1 2,343,750 0.17% 5.850% 120 1.24 73.24% 61.84%
Alabama 1 1,963,177 0.14% 5.460% 119 1.34 68.64% 52.25%
West Virginia 1 1,723,406 0.12% 7.470% 172 1.19 61.55% 0.00%
Utah 1 1,623,218 0.12% 6.750% 119 1.30 73.78% 58.63%
Pennsylvania 1 1,411,472 0.10% 7.280% 154 1.10 58.93% 0.00%
Idaho 1 1,340,000 0.10% 5.680% 120 1.40 63.81% 48.88%
Indiana 1 1,325,000 0.10% 5.690% 120 1.25 73.61% 61.85%
Connecticut 1 1,272,476 0.09% 6.682% 117 1.20 60.59% 40.41%
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Total/Weighted Average 140 1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
=====================================================================================================
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Range of Debt Service Coverage Ratios as of the Cut-off Date - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Range of Debt Service Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
Coverage Ratio Loans Balance Balance Rate (Mos.) DSCR Ratio at Maturity
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1.05x - 1.19x 14 $ 24,351,487 1.75% 7.022% 168 1.09x 62.90% 2.47%
1.20x - 1.29x 33 401,606,588 28.85% 5.503% 107 1.24 75.96% 64.71%
1.30x - 1.39x 33 235,760,508 16.94% 5.462% 111 1.34 74.48% 64.00%
1.40x - 1.49x 25 373,189,655 26.81% 5.268% 89 1.47 74.37% 69.90%
1.50x - 1.59x 6 52,554,792 3.78% 5.314% 118 1.56 70.54% 59.53%
1.60x - 1.74x 8 109,376,001 7.86% 5.558% 138 1.68 66.36% 50.74%
1.75x - 1.99x 7 141,792,976 10.19% 4.513% 71 1.93 64.76% 58.84%
2.00x - 2.49x 6 14,888,815 1.07% 5.129% 98 2.34 52.64% 50.06%
2.50x - 14.19x 3 38,500,000 2.77% 5.027% 99 4.51 44.30% 44.30%
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Total/Weighted Average 135 1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
=====================================================================================================
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Range of LTV Ratios as of the Cut-off Date - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Range of LTV Ratios as Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
of the Cut-off Date Loans Balance Balance Rate (Mos.) DSCR Ratio at Maturity
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7.43% - 49.99% 7 $ 15,389,710 1.11% 5.605% 162 6.74x 28.14% 18.35%
50.00% - 59.99% 10 107,421,888 7.72% 5.265% 108 2.03 55.98% 49.63%
60.00% - 69.99% 41 285,989,385 20.54% 5.173% 99 1.58 65.22% 51.77%
70.00% - 74.99% 31 335,816,263 24.12% 5.362% 110 1.45 73.00% 66.50%
75.00% - 79.99% 38 594,143,575 42.68% 5.390% 96 1.36 77.58% 67.80%
80.00% - 82.79% 8 53,260,000 3.83% 5.586% 119 1.35 80.43% 68.69%
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Total/Weighted Average 135 $1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
=====================================================================================================
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Range of LTV Ratios as of Maturity Dates - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Range of LTV Ratios as Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
of the Maturity Date Loans Balance Balance Rate (Mos.) DSCR Ratio at Maturity
------------------------------------------------------------------------------------------------------------------------------------
0.00% - 29.99% 19 $ 47,035,166 3.38% 6.321% 172 2.91x 55.86% 2.46%
30.00% - 39.99% 4 16,044,222 1.15% 5.522% 127 1.44 56.13% 32.16%
40.00% - 49.99% 8 74,170,058 5.33% 5.786% 147 1.56 71.50% 46.13%
50.00% - 59.99% 38 338,057,711 24.29% 5.001% 96 1.76 64.03% 56.39%
60.00% - 69.99% 49 428,492,329 30.78% 5.513% 113 1.34 75.27% 64.93%
70.00% - 78.75% 17 488,221,336 35.07% 5.252% 84 1.42 76.32% 73.24%
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Total/Weighted Average 135 $1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
=====================================================================================================
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Range of Mortgage Rates as of the Cut-off Date - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Range of Mortgage Rates Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
of the Cut-off Date Loans Balance Balance Rate (Mos.) DSCR Ratio at Maturity
------------------------------------------------------------------------------------------------------------------------------------
4.280% - 4.999% 6 $ 173,903,640 12.49% 4.478% 71 2.07x 62.46% 58.57%
5.000% - 5.249% 9 230,142,616 16.53% 5.119% 64 1.44 75.16% 72.33%
5.250% - 5.449% 35 402,799,309 28.94% 5.316% 114 1.42 71.59% 63.59%
5.450% - 5.749% 54 462,173,252 33.20% 5.571% 113 1.51 73.81% 62.42%
5.750% - 5.999% 10 74,496,772 5.35% 5.843% 141 1.47 77.39% 56.06%
6.000% - 6.449% 5 19,758,375 1.42% 6.113% 126 1.66 67.67% 48.51%
6.450% - 7.780% 16 28,746,859 2.07% 7.060% 171 1.16 61.90% 9.21%
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Total/Weighted Average 135 $1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
=====================================================================================================
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Range of Remaining Terms to Maturity in Months - All Mortgage Loans
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Weighted Averages
---------------------------------------------------------
% of Stated
Number of Aggregate Outstanding Remaining Cut-off
Range of Remaining Mortgage Cut-off Date Initial Pool Mortgage Term Date LTV LTV Ratio
Terms to Maturity Loans Balance Balance Rate (Mos.) DSCR Ratio at Maturity
------------------------------------------------------------------------------------------------------------------------------------
56 - 84 19 $ 516,635,852 37.11% 4.999% 66 1.60x 71.51% 68.41%
85 - 119 59 358,812,508 25.78% 5.428% 118 1.38 73.81% 62.07%
120 - 227 57 516,572,463 37.11% 5.617% 129 1.58 70.78% 56.30%
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135 $1,392,020,823 100.00% 5.339% 103 1.54x 71.83% 62.28%
=====================================================================================================
