-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WjDhcisI4sb4s3ByeKJM3blTwoVQQaGN9OUUfUHJBsVXIFnwPM0pyFgPE23jC/o4 J3ic5W7oI6BRW0efy08hpA== 0000914121-06-000593.txt : 20060309 0000914121-06-000593.hdr.sgml : 20060309 20060309163455 ACCESSION NUMBER: 0000914121-06-000593 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20060309 DATE AS OF CHANGE: 20060309 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: CD 2006-CD2 CENTRAL INDEX KEY: 0001353622 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-130390-01 FILM NUMBER: 06676510 BUSINESS ADDRESS: STREET 1: ONE INTERNATIONAL PLACE STREET 2: ROOM 520 CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6179517690 MAIL ADDRESS: STREET 1: ONE INTERNATIONAL PLACE STREET 2: ROOM 608 CITY: BOSTON STATE: MA ZIP: 02110 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: DEUTSCHE MORTGAGE & ASSET RECEIVING CORP CENTRAL INDEX KEY: 0001013454 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 043310019 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: ONE INTERNATIONAL PLACE STREET 2: ROOM 520 CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6179517690 MAIL ADDRESS: STREET 1: ONE INTERNATIONAL PLACE STREET 2: ROOM 608 CITY: BOSTON STATE: MA ZIP: 02110 FWP 1 dm888399-fwp.txt FREE WRITING PROSPECTUS Filed Pursuant to Rule 433 File No. 333-130390-01 $2,810,773,000 (APPROXIMATE) CD 2006-CD2 Deutsche Mortgage & Asset Receiving Corporation (the "Depositor") has filed a registration statement (including a prospectus) (File no. 333-130390) with the SEC for the new offering to which this free writing prospectus relates. Before you invest, you should read the prospectus in that registration statement and other documents the Depositor has filed with the SEC for more complete information about the Depositor, the issuing entity, and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Depositor, any underwriter, or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling 1-800-503-4611 or by email to the following address: blake.catlett@db.com. This free writing prospectus does not contain all information that is required to be included in a prospectus required to be filed as part of a registration statement. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted. The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Certificates, supersedes any conflicting information contained in any prior similar materials relating to the Certificates. The information in this free writing prospectus may be amended or supplemented. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Certificates, when, as and if issued. Any such offer to purchase made by you will not constitute a contractual commitment by you to purchase or give rise to an obligation by the underwriters to sell any of the Certificates, until the underwriters have accepted your offer to purchase Certificates; any "indications of interest" expressed by you, and any "soft circles" generated by us, will not create binding contractual obligations for you or us. You are advised that the terms of the Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Certificates may be split, combined or eliminated), at any time prior to the time sales to purchasers of the Certificates will first be made. You are advised that Certificates may not be issued that have the characteristics described in these materials. The underwriter's obligation to sell such Certificates to you is conditioned on the mortgage loans and Certificates having the characteristics described in these materials. If for any reason the issuer does not deliver the Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Certificates which you have committed to purchase, and none of the issuer nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery. This free writing prospectus was prepared on the basis of certain assumptions (including, in certain cases, assumptions specified by the recipient hereof) regarding the pool assets and structure, including payments, interest rates, weighted average lives and weighted average loan age, loss, spreads, market availability and other matters. The actual amount, rate or timing of payments on any of the underlying assets may be different, and sometimes materially different than anticipated, and therefore the pricing, payment or yield information regarding the Certificates may be different from the information provided herein. There can be no assurance that actual pricing will be completed at the indicated value(s). In addition, pricing of the Certificates may vary significantly from the information contained in this free writing prospectus as a result of various factors, including, without limitation, prevailing credit spreads, market positioning, financing costs, hedging costs and risk and use of capital and profit. The pricing estimates contained herein may vary during the course of any particular day and from day to day. You should consult with your own accounting or other advisors as to the adequacy of the information in this free writing prospectus for your purposes. CD 2006-CD2 A4 Coupon WAC-Strip WAL 9.63 Window 110-117
440,756,961 839,906,000 -- 1,280,662,961 Balance Interest Principal Loss Total 0 839,906,000.00 1 839,906,000.00 3,903,877 -- -- 3,903,877 5.578% 2 839,906,000.00 3,776,229 -- -- 3,776,229 5.395% 3 839,906,000.00 3,903,877 -- -- 3,903,877 5.578% 4 839,906,000.00 3,776,229 -- -- 3,776,229 5.395% 5 839,906,000.00 3,903,876 -- -- 3,903,876 5.578% 6 839,906,000.00 3,903,877 -- -- 3,903,877 5.578% 7 839,906,000.00 3,776,229 -- -- 3,776,229 5.395% 8 839,906,000.00 3,903,876 -- -- 3,903,876 5.578% 9 839,906,000.00 3,776,231 -- -- 3,776,231 5.395% 10 839,906,000.00 3,776,233 -- -- 3,776,233 5.395% 11 839,906,000.00 3,776,235 -- -- 3,776,235 5.395% 12 839,906,000.00 3,776,331 -- -- 3,776,331 5.395% 13 839,906,000.00 3,903,885 -- -- 3,903,885 5.578% 14 839,906,000.00 3,776,239 -- -- 3,776,239 5.395% 15 839,906,000.00 3,903,888 -- -- 3,903,888 5.578% 16 839,906,000.00 3,776,242 -- -- 3,776,242 5.395% 17 839,906,000.00 3,903,892 -- -- 3,903,892 5.578% 18 839,906,000.00 3,903,893 -- -- 3,903,893 5.578% 19 839,906,000.00 3,776,248 -- -- 3,776,248 5.395% 20 839,906,000.00 3,903,899 -- -- 3,903,899 5.578% 21 839,906,000.00 3,776,256 -- -- 3,776,256 5.395% 22 839,906,000.00 3,903,916 -- -- 3,903,916 5.578% 23 839,906,000.00 3,776,276 -- -- 3,776,276 5.395% 24 839,906,000.00 3,776,325 -- -- 3,776,325 5.395% 25 839,906,000.00 3,903,935 -- -- 3,903,935 5.578% 26 839,906,000.00 3,776,291 -- -- 3,776,291 5.395% 27 839,906,000.00 3,903,944 -- -- 3,903,944 5.578% 28 839,906,000.00 3,776,299 -- -- 3,776,299 5.395% 29 839,906,000.00 3,903,953 -- -- 3,903,953 5.578% 30 839,906,000.00 3,903,958 -- -- 3,903,958 5.578% 31 839,906,000.00 3,776,313 -- -- 3,776,313 5.395% 32 839,906,000.00 3,903,969 -- -- 3,903,969 5.578% 33 839,906,000.00 3,776,329 -- -- 3,776,329 5.395% 34 839,906,000.00 3,776,348 -- -- 3,776,348 5.395% 35 839,906,000.00 3,776,366 -- -- 3,776,366 5.395% 36 839,906,000.00 3,776,565 -- -- 3,776,565 5.396% 37 839,906,000.00 3,904,061 -- -- 3,904,061 5.578% 38 839,906,000.00 3,776,425 -- -- 3,776,425 5.395% 39 839,906,000.00 3,904,099 -- -- 3,904,099 5.578% 40 839,906,000.00 3,776,462 -- -- 3,776,462 5.396% 41 839,906,000.00 3,904,137 -- -- 3,904,137 5.578% 42 839,906,000.00 3,904,156 -- -- 3,904,156 5.578% 43 839,906,000.00 3,776,518 -- -- 3,776,518 5.396% 44 839,906,000.00 3,904,195 -- -- 3,904,195 5.578% 45 839,906,000.00 3,776,560 -- -- 3,776,560 5.396% 46 839,906,000.00 3,776,584 -- -- 3,776,584 5.396% 47 839,906,000.00 3,776,608 -- -- 3,776,608 5.396% 48 839,906,000.00 3,776,862 -- -- 3,776,862 5.396% 49 839,906,000.00 3,904,320 -- -- 3,904,320 5.578% 50 839,906,000.00 3,776,681 -- -- 3,776,681 5.396% 51 839,906,000.00 3,904,369 -- -- 3,904,369 5.578% 52 839,906,000.00 3,776,728 -- -- 3,776,728 5.396% 53 839,906,000.00 3,904,418 -- -- 3,904,418 5.578% 54 839,906,000.00 3,904,442 -- -- 3,904,442 5.578% 55 839,906,000.00 3,776,799 -- -- 3,776,799 5.396% 56 839,906,000.00 3,892,716 -- -- 3,892,716 5.562% 57 839,906,000.00 3,765,453 -- -- 3,765,453 5.380% 58 839,906,000.00 3,751,308 -- -- 3,751,308 5.360% 59 839,906,000.00 3,740,837 -- -- 3,740,837 5.345% 60 839,906,000.00 3,748,708 -- -- 3,748,708 5.356% 61 839,906,000.00 3,864,889 -- -- 3,864,889 5.522% 62 839,906,000.00 3,738,510 -- -- 3,738,510 5.341% 63 839,906,000.00 3,864,911 -- -- 3,864,911 5.522% 64 839,906,000.00 3,738,532 -- -- 3,738,532 5.341% 65 839,906,000.00 3,864,934 -- -- 3,864,934 5.522% 66 839,906,000.00 3,864,945 -- -- 3,864,945 5.522% 67 839,906,000.00 3,738,565 -- -- 3,738,565 5.341% 68 839,906,000.00 3,864,968 -- -- 3,864,968 5.522% 69 839,906,000.00 3,738,587 -- -- 3,738,587 5.341% 70 839,906,000.00 3,864,991 -- -- 3,864,991 5.522% 71 839,906,000.00 3,738,609 -- -- 3,738,609 5.341% 72 839,906,000.00 3,738,757 -- -- 3,738,757 5.342% 73 839,906,000.00 3,865,026 -- -- 3,865,026 5.522% 74 839,906,000.00 3,738,643 -- -- 3,738,643 5.342% 75 839,906,000.00 3,865,049 -- -- 3,865,049 5.522% 76 839,906,000.00 3,738,665 -- -- 3,738,665 5.342% 77 839,906,000.00 3,865,072 -- -- 3,865,072 5.522% 78 839,906,000.00 3,865,084 -- -- 3,865,084 5.522% 79 839,906,000.00 3,739,132 -- -- 3,739,132 5.342% 80 839,906,000.00 3,865,554 -- -- 3,865,554 5.523% 81 839,906,000.00 3,739,154 -- -- 3,739,154 5.342% 82 839,906,000.00 3,739,166 -- -- 3,739,166 5.342% 83 839,906,000.00 3,735,024 -- -- 3,735,024 5.336% 84 839,906,000.00 3,737,780 -- -- 3,737,780 5.340% 85 839,906,000.00 3,861,307 -- -- 3,861,307 5.517% 86 839,906,000.00 3,735,039 -- -- 3,735,039 5.336% 87 839,906,000.00 3,861,319 -- -- 3,861,319 5.517% 88 839,906,000.00 3,735,050 -- -- 3,735,050 5.336% 89 839,906,000.00 3,861,331 -- -- 3,861,331 5.517% 90 839,906,000.00 3,861,337 -- -- 3,861,337 5.517% 91 839,906,000.00 3,735,068 -- -- 3,735,068 5.336% 92 839,906,000.00 3,861,348 -- -- 3,861,348 5.517% 93 839,906,000.00 3,735,079 -- -- 3,735,079 5.336% 94 839,906,000.00 3,735,084 -- -- 3,735,084 5.336% 95 839,906,000.00 3,735,090 -- -- 3,735,090 5.336% 96 839,906,000.00 3,735,585 -- -- 3,735,585 5.337% 97 839,906,000.00 3,861,375 -- -- 3,861,375 5.517% 98 839,906,000.00 3,735,437 -- -- 3,735,437 5.337% 99 839,906,000.00 3,861,730 -- -- 3,861,730 5.517% 100 839,906,000.00 3,735,448 -- -- 3,735,448 5.337% 101 839,906,000.00 3,861,741 -- -- 3,861,741 5.517% 102 839,906,000.00 3,861,747 -- -- 3,861,747 5.517% 103 839,906,000.00 3,735,465 -- -- 3,735,465 5.337% 104 839,906,000.00 3,862,177 -- -- 3,862,177 5.518% 105 839,906,000.00 3,735,881 -- -- 3,735,881 5.338% 106 839,906,000.00 3,735,885 -- -- 3,735,885 5.338% 107 839,906,000.00 3,735,891 -- -- 3,735,891 5.338% 108 839,906,000.00 3,736,424 -- -- 3,736,424 5.338% 109 839,906,000.00 3,862,202 -- -- 3,862,202 5.518% 110 839,196,769.94 3,735,905 709,230.06 -- 4,445,135 5.338% 111 826,223,688.19 3,858,951 12,973,081.75 -- 16,832,033 5.518% 112 823,512,319.89 3,675,676 2,711,368.30 -- 6,387,044 5.339% 113 794,994,614.67 3,788,022 28,517,705.22 -- 32,305,727 5.520% 114 727,830,195.57 3,659,120 67,164,419.10 -- 70,823,539 5.523% 115 457,624,642.31 3,242,824 270,205,553.27 -- 273,448,377 5.347% 116 220,092,477.02 2,123,261 237,532,165.29 -- 239,655,427 5.568% 117 -- 992,835 220,092,477.02 -- 221,085,312 5.413% 118 -- -- -- -- -- 0.000% 119
AJ Coupon WAC WAL 9.89 Window 118-119
119,057,890 217,979,000 -- 337,036,890 Balance Interest Principal Loss Total 217,979,000.00 0 217,979,000.00 1,026,970 -- -- 1,026,970.06 5.654% 1 217,979,000.00 993,842 -- -- 993,842.07 5.471% 2 217,979,000.00 1,026,970 -- -- 1,026,970.03 5.654% 3 217,979,000.00 993,842 -- -- 993,842.03 5.471% 4 217,979,000.00 1,026,970 -- -- 1,026,969.99 5.654% 5 217,979,000.00 1,026,970 -- -- 1,026,970.05 5.654% 6 217,979,000.00 993,842 -- -- 993,842.05 5.471% 7 217,979,000.00 1,026,970 -- -- 1,026,970.00 5.654% 8 217,979,000.00 993,842 -- -- 993,842.49 5.471% 9 217,979,000.00 993,843 -- -- 993,842.95 5.471% 10 217,979,000.00 993,844 -- -- 993,843.51 5.471% 11 217,979,000.00 993,868 -- -- 993,868.39 5.471% 12 217,979,000.00 1,026,972 -- -- 1,026,972.25 5.654% 13 217,979,000.00 993,845 -- -- 993,844.58 5.471% 14 217,979,000.00 1,026,973 -- -- 1,026,973.10 5.654% 15 217,979,000.00 993,845 -- -- 993,845.41 5.471% 16 217,979,000.00 1,026,974 -- -- 1,026,973.95 5.654% 17 217,979,000.00 1,026,974 -- -- 1,026,974.43 5.654% 18 217,979,000.00 993,847 -- -- 993,846.94 5.471% 19 217,979,000.00 1,026,976 -- -- 1,026,975.92 5.654% 20 217,979,000.00 993,849 -- -- 993,849.04 5.471% 21 217,979,000.00 1,026,980 -- -- 1,026,980.15 5.654% 22 217,979,000.00 993,854 -- -- 993,854.11 5.471% 23 217,979,000.00 993,867 -- -- 993,866.88 5.471% 24 217,979,000.00 1,026,985 -- -- 1,026,985.31 5.654% 25 217,979,000.00 993,858 -- -- 993,857.94 5.471% 26 217,979,000.00 1,026,988 -- -- 1,026,987.63 5.654% 27 217,979,000.00 993,860 -- -- 993,860.19 5.471% 28 217,979,000.00 1,026,990 -- -- 1,026,989.95 5.654% 29 217,979,000.00 1,026,991 -- -- 1,026,991.18 5.654% 30 217,979,000.00 993,864 -- -- 993,863.76 5.471% 31 217,979,000.00 1,026,994 -- -- 1,026,994.12 5.654% 32 217,979,000.00 993,868 -- -- 993,867.98 5.471% 33 217,979,000.00 993,873 -- -- 993,872.79 5.471% 34 217,979,000.00 993,877 -- -- 993,877.40 5.471% 35 217,979,000.00 993,929 -- -- 993,929.26 5.472% 36 217,979,000.00 1,027,018 -- -- 1,027,017.79 5.654% 37 217,979,000.00 993,893 -- -- 993,892.82 5.471% 38 217,979,000.00 1,027,028 -- -- 1,027,027.70 5.654% 39 217,979,000.00 993,902 -- -- 993,902.45 5.472% 40 217,979,000.00 1,027,038 -- -- 1,027,037.70 5.654% 41 217,979,000.00 1,027,043 -- -- 1,027,042.57 5.654% 42 217,979,000.00 993,917 -- -- 993,916.91 5.472% 43 217,979,000.00 1,027,053 -- -- 1,027,052.65 5.654% 44 217,979,000.00 993,928 -- -- 993,927.75 5.472% 45 217,979,000.00 993,934 -- -- 993,934.07 5.472% 46 217,979,000.00 993,940 -- -- 993,940.23 5.472% 47 217,979,000.00 994,006 -- -- 994,006.28 5.472% 48 217,979,000.00 1,027,085 -- -- 1,027,085.17 5.654% 49 217,979,000.00 993,959 -- -- 993,959.27 5.472% 50 217,979,000.00 1,027,098 -- -- 1,027,097.79 5.654% 51 217,979,000.00 993,972 -- -- 993,971.54 5.472% 52 217,979,000.00 1,027,111 -- -- 1,027,110.53 5.654% 53 217,979,000.00 1,027,117 -- -- 1,027,116.72 5.654% 54 217,979,000.00 993,990 -- -- 993,989.95 5.472% 55 217,979,000.00 1,024,074 -- -- 1,024,073.67 5.638% 56 217,979,000.00 991,045 -- -- 991,045.17 5.456% 57 217,979,000.00 987,374 -- -- 987,374.24 5.436% 58 217,979,000.00 984,657 -- -- 984,656.78 5.421% 59 217,979,000.00 986,700 -- -- 986,699.56 5.432% 60 217,979,000.00 1,016,852 -- -- 1,016,851.62 5.598% 61 217,979,000.00 984,053 -- -- 984,052.83 5.417% 62 217,979,000.00 1,016,857 -- -- 1,016,857.45 5.598% 63 217,979,000.00 984,058 -- -- 984,058.49 5.417% 64 217,979,000.00 1,016,863 -- -- 1,016,863.32 5.598% 65 217,979,000.00 1,016,866 -- -- 1,016,866.32 5.598% 66 217,979,000.00 984,067 -- -- 984,067.09 5.417% 67 217,979,000.00 1,016,872 -- -- 1,016,872.23 5.598% 68 217,979,000.00 984,073 -- -- 984,072.83 5.417% 69 217,979,000.00 1,016,878 -- -- 1,016,878.18 5.598% 70 217,979,000.00 984,079 -- -- 984,078.60 5.417% 71 217,979,000.00 984,117 -- -- 984,116.85 5.418% 72 217,979,000.00 1,016,887 -- -- 1,016,887.11 5.598% 73 217,979,000.00 984,087 -- -- 984,087.26 5.418% 74 217,979,000.00 1,016,893 -- -- 1,016,893.14 5.598% 75 217,979,000.00 984,093 -- -- 984,093.12 5.418% 76 217,979,000.00 1,016,899 -- -- 1,016,899.20 5.598% 77 217,979,000.00 1,016,902 -- -- 1,016,902.30 5.598% 78 217,979,000.00 984,214 -- -- 984,214.16 5.418% 79 217,979,000.00 1,017,024 -- -- 1,017,024.28 5.599% 80 217,979,000.00 984,220 -- -- 984,220.05 5.418% 81 217,979,000.00 984,223 -- -- 984,222.95 5.418% 82 217,979,000.00 983,148 -- -- 983,148.03 5.412% 83 217,979,000.00 983,863 -- -- 983,863.29 5.416% 84 217,979,000.00 1,015,922 -- -- 1,015,922.10 5.593% 85 217,979,000.00 983,152 -- -- 983,152.03 5.412% 86 217,979,000.00 1,015,925 -- -- 1,015,925.13 5.593% 87 217,979,000.00 983,155 -- -- 983,154.95 5.412% 88 217,979,000.00 1,015,928 -- -- 1,015,928.15 5.593% 89 217,979,000.00 1,015,930 -- -- 1,015,929.80 5.593% 90 217,979,000.00 983,159 -- -- 983,159.46 5.412% 91 217,979,000.00 1,015,933 -- -- 1,015,932.80 5.593% 92 217,979,000.00 983,162 -- -- 983,162.36 5.412% 93 217,979,000.00 983,164 -- -- 983,163.67 5.412% 94 217,979,000.00 983,165 -- -- 983,165.25 5.412% 95 217,979,000.00 983,294 -- -- 983,293.65 5.413% 96 217,979,000.00 1,015,940 -- -- 1,015,939.82 5.593% 97 217,979,000.00 983,255 -- -- 983,255.31 5.413% 98 217,979,000.00 1,016,032 -- -- 1,016,031.80 5.593% 99 217,979,000.00 983,258 -- -- 983,258.13 5.413% 100 217,979,000.00 1,016,035 -- -- 1,016,034.71 5.593% 101 217,979,000.00 1,016,036 -- -- 1,016,036.31 5.593% 102 217,979,000.00 983,262 -- -- 983,262.48 5.413% 103 217,979,000.00 1,016,148 -- -- 1,016,147.90 5.594% 104 217,979,000.00 983,370 -- -- 983,370.43 5.414% 105 217,979,000.00 983,372 -- -- 983,371.64 5.414% 106 217,979,000.00 983,373 -- -- 983,373.12 5.414% 107 217,979,000.00 983,511 -- -- 983,511.32 5.414% 108 217,979,000.00 1,016,154 -- -- 1,016,154.40 5.594% 109 217,979,000.00 983,377 -- -- 983,376.69 5.414% 110 217,979,000.00 1,016,157 -- -- 1,016,157.13 5.594% 111 217,979,000.00 983,543 -- -- 983,542.97 5.415% 112 217,979,000.00 1,016,473 -- -- 1,016,473.03 5.596% 113 217,979,000.00 1,017,097 -- -- 1,017,096.73 5.599% 114 217,979,000.00 985,004 -- -- 985,003.66 5.423% 115 217,979,000.00 1,025,172 -- -- 1,025,172.12 5.644% 116 217,979,000.00 997,106 -- -- 997,105.98 5.489% 117 131,740,201.41 1,032,775 86,238,798.59 -- 87,271,573.54 5.686% 118 -- 615,772 131,740,201.41 -- 132,355,973.29 5.609% 119 -- -- -- -- -- 0.000%
CD 2006-CD2 A4 Coupon WAC-Strip WAL 9.39 Window 107-114 429,221,863 839,906,000 - 1,269,127,863 Balance Interest Principal Loss Total 0 839,906,000.00 1 839,906,000.00 3,903,877 -- -- 3,903,877 2 839,906,000.00 3,776,229 -- -- 3,776,229 3 839,906,000.00 3,903,877 -- -- 3,903,877 4 839,906,000.00 3,776,229 -- -- 3,776,229 5 839,906,000.00 3,903,876 -- -- 3,903,876 6 839,906,000.00 3,903,877 -- -- 3,903,877 7 839,906,000.00 3,776,229 -- -- 3,776,229 8 839,906,000.00 3,903,876 -- -- 3,903,876 9 839,906,000.00 3,776,231 -- -- 3,776,231 10 839,906,000.00 3,776,233 -- -- 3,776,233 11 839,906,000.00 3,776,235 -- -- 3,776,235 12 839,906,000.00 3,776,331 -- -- 3,776,331 13 839,906,000.00 3,903,885 -- -- 3,903,885 14 839,906,000.00 3,776,239 -- -- 3,776,239 15 839,906,000.00 3,903,888 -- -- 3,903,888 16 839,906,000.00 3,776,242 -- -- 3,776,242 17 839,906,000.00 3,903,892 -- -- 3,903,892 18 839,906,000.00 3,903,893 -- -- 3,903,893 19 839,906,000.00 3,776,248 -- -- 3,776,248 20 839,906,000.00 3,903,899 -- -- 3,903,899 21 839,906,000.00 3,776,256 -- -- 3,776,256 22 839,906,000.00 3,903,916 -- -- 3,903,916 23 839,906,000.00 3,776,276 -- -- 3,776,276 24 839,906,000.00 3,776,325 -- -- 3,776,325 25 839,906,000.00 3,903,935 -- -- 3,903,935 26 839,906,000.00 3,776,291 -- -- 3,776,291 27 839,906,000.00 3,903,944 -- -- 3,903,944 28 839,906,000.00 3,776,299 -- -- 3,776,299 29 839,906,000.00 3,903,953 -- -- 3,903,953 30 839,906,000.00 3,903,958 -- -- 3,903,958 31 839,906,000.00 3,776,313 -- -- 3,776,313 32 839,906,000.00 3,903,969 -- -- 3,903,969 33 839,906,000.00 3,776,329 -- -- 3,776,329 34 839,906,000.00 3,776,348 -- -- 3,776,348 35 839,906,000.00 3,776,366 -- -- 3,776,366 36 839,906,000.00 3,776,565 -- -- 3,776,565 37 839,906,000.00 3,904,061 -- -- 3,904,061 38 839,906,000.00 3,776,425 -- -- 3,776,425 39 839,906,000.00 3,904,099 -- -- 3,904,099 40 839,906,000.00 3,776,462 -- -- 3,776,462 41 839,906,000.00 3,904,137 -- -- 3,904,137 42 839,906,000.00 3,904,156 -- -- 3,904,156 43 839,906,000.00 3,776,518 -- -- 3,776,518 44 839,906,000.00 3,904,195 -- -- 3,904,195 45 839,906,000.00 3,776,560 -- -- 3,776,560 46 839,906,000.00 3,776,584 -- -- 3,776,584 47 839,906,000.00 3,776,608 -- -- 3,776,608 48 839,906,000.00 3,776,862 -- -- 3,776,862 49 839,906,000.00 3,904,320 -- -- 3,904,320 50 839,906,000.00 3,776,681 -- -- 3,776,681 51 839,906,000.00 3,904,369 -- -- 3,904,369 52 839,906,000.00 3,776,728 -- -- 3,776,728 53 839,906,000.00 3,892,659 -- -- 3,892,659 54 839,906,000.00 3,892,677 -- -- 3,892,677 55 839,906,000.00 3,743,687 -- -- 3,743,687 56 839,906,000.00 3,867,283 -- -- 3,867,283 57 839,906,000.00 3,739,475 -- -- 3,739,475 58 839,906,000.00 3,738,464 -- -- 3,738,464 59 839,906,000.00 3,738,470 -- -- 3,738,470 60 839,906,000.00 3,738,837 -- -- 3,738,837 61 839,906,000.00 3,864,889 -- -- 3,864,889 62 839,906,000.00 3,738,510 -- -- 3,738,510 63 839,906,000.00 3,864,911 -- -- 3,864,911 64 839,906,000.00 3,738,532 -- -- 3,738,532 65 839,906,000.00 3,864,934 -- -- 3,864,934 66 839,906,000.00 3,864,945 -- -- 3,864,945 67 839,906,000.00 3,738,565 -- -- 3,738,565 68 839,906,000.00 3,864,968 -- -- 3,864,968 69 839,906,000.00 3,738,587 -- -- 3,738,587 70 839,906,000.00 3,864,991 -- -- 3,864,991 71 839,906,000.00 3,738,609 -- -- 3,738,609 72 839,906,000.00 3,738,757 -- -- 3,738,757 73 839,906,000.00 3,865,026 -- -- 3,865,026 74 839,906,000.00 3,738,643 -- -- 3,738,643 75 839,906,000.00 3,865,049 -- -- 3,865,049 76 839,906,000.00 3,738,665 -- -- 3,738,665 77 839,906,000.00 3,865,519 -- -- 3,865,519 78 839,906,000.00 3,865,531 -- -- 3,865,531 79 839,906,000.00 3,739,132 -- -- 3,739,132 80 839,906,000.00 3,861,277 -- -- 3,861,277 81 839,906,000.00 3,735,011 -- -- 3,735,011 82 839,906,000.00 3,735,017 -- -- 3,735,017 83 839,906,000.00 3,735,024 -- -- 3,735,024 84 839,906,000.00 3,735,481 -- -- 3,735,481 85 839,906,000.00 3,861,307 -- -- 3,861,307 86 839,906,000.00 3,735,039 -- -- 3,735,039 87 839,906,000.00 3,861,319 -- -- 3,861,319 88 839,906,000.00 3,735,050 -- -- 3,735,050 89 839,906,000.00 3,861,331 -- -- 3,861,331 90 839,906,000.00 3,861,337 -- -- 3,861,337 91 839,906,000.00 3,735,068 -- -- 3,735,068 92 839,906,000.00 3,861,348 -- -- 3,861,348 93 839,906,000.00 3,735,079 -- -- 3,735,079 94 839,906,000.00 3,735,084 -- -- 3,735,084 95 839,906,000.00 3,734,854 -- -- 3,734,854 96 839,906,000.00 3,736,105 -- -- 3,736,105 97 839,906,000.00 3,861,129 -- -- 3,861,129 98 839,906,000.00 3,734,866 -- -- 3,734,866 99 839,906,000.00 3,861,139 -- -- 3,861,139 100 839,906,000.00 3,734,876 -- -- 3,734,876 101 839,906,000.00 3,861,149 -- -- 3,861,149 102 839,906,000.00 3,861,572 -- -- 3,861,572 103 839,906,000.00 3,735,295 -- -- 3,735,295 104 839,906,000.00 3,861,581 -- -- 3,861,581 105 839,906,000.00 3,735,303 -- -- 3,735,303 106 839,906,000.00 3,735,307 -- -- 3,735,307 107 771,937,220.99 3,735,312 67,968,779.01 -- 71,704,091 108 768,848,784.77 3,437,255 3,088,436.22 -- 6,525,692 109 766,383,328.59 3,530,902 2,465,456.18 -- 5,996,358 110 749,769,493.77 3,404,478 16,613,834.82 -- 20,018,313 111 706,818,204.70 3,444,403 42,951,289.08 -- 46,395,692 112 590,109,984.60 3,143,010 116,708,220.10 -- 119,851,230 113 348,163,767.75 2,719,228 241,946,216.85 -- 244,665,445 114 -- 1,612,913 348,163,767.75 -- 349,776,681 115 -- -- -- -- -- 116 -- -- -- -- -- 117 -- -- -- -- -- 118 -- -- -- -- -- 119 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 AJ Coupon WAC WAL 9.62 Window 115-116 115,791,477 217,979,000 -- 333,770,477 Balance Interest Principal Loss Total 0 217,979,000.00 1 217,979,000.00 1,026,970 -- -- 1,026,970.06 2 217,979,000.00 993,842 -- -- 993,842.07 3 217,979,000.00 1,026,970 -- -- 1,026,970.03 4 217,979,000.00 993,842 -- -- 993,842.03 5 217,979,000.00 1,026,970 -- -- 1,026,969.99 6 217,979,000.00 1,026,970 -- -- 1,026,970.05 7 217,979,000.00 993,842 -- -- 993,842.05 8 217,979,000.00 1,026,970 -- -- 1,026,970.00 9 217,979,000.00 993,842 -- -- 993,842.49 10 217,979,000.00 993,843 -- -- 993,842.95 11 217,979,000.00 993,844 -- -- 993,843.51 12 217,979,000.00 993,868 -- -- 993,868.39 13 217,979,000.00 1,026,972 -- -- 1,026,972.25 14 217,979,000.00 993,845 -- -- 993,844.58 15 217,979,000.00 1,026,973 -- -- 1,026,973.10 16 217,979,000.00 993,845 -- -- 993,845.41 17 217,979,000.00 1,026,974 -- -- 1,026,973.95 18 217,979,000.00 1,026,974 -- -- 1,026,974.43 19 217,979,000.00 993,847 -- -- 993,846.94 20 217,979,000.00 1,026,976 -- -- 1,026,975.92 21 217,979,000.00 993,849 -- -- 993,849.04 22 217,979,000.00 1,026,980 -- -- 1,026,980.15 23 217,979,000.00 993,854 -- -- 993,854.11 24 217,979,000.00 993,867 -- -- 993,866.88 25 217,979,000.00 1,026,985 -- -- 1,026,985.31 26 217,979,000.00 993,858 -- -- 993,857.94 27 217,979,000.00 1,026,988 -- -- 1,026,987.63 28 217,979,000.00 993,860 -- -- 993,860.19 29 217,979,000.00 1,026,990 -- -- 1,026,989.95 30 217,979,000.00 1,026,991 -- -- 1,026,991.18 31 217,979,000.00 993,864 -- -- 993,863.76 32 217,979,000.00 1,026,994 -- -- 1,026,994.12 33 217,979,000.00 993,868 -- -- 993,867.98 34 217,979,000.00 993,873 -- -- 993,872.79 35 217,979,000.00 993,877 -- -- 993,877.40 36 217,979,000.00 993,929 -- -- 993,929.26 37 217,979,000.00 1,027,018 -- -- 1,027,017.79 38 217,979,000.00 993,893 -- -- 993,892.82 39 217,979,000.00 1,027,028 -- -- 1,027,027.70 40 217,979,000.00 993,902 -- -- 993,902.45 41 217,979,000.00 1,027,038 -- -- 1,027,037.70 42 217,979,000.00 1,027,043 -- -- 1,027,042.57 43 217,979,000.00 993,917 -- -- 993,916.91 44 217,979,000.00 1,027,053 -- -- 1,027,052.65 45 217,979,000.00 993,928 -- -- 993,927.75 46 217,979,000.00 993,934 -- -- 993,934.07 47 217,979,000.00 993,940 -- -- 993,940.23 48 217,979,000.00 994,006 -- -- 994,006.28 49 217,979,000.00 1,027,085 -- -- 1,027,085.17 50 217,979,000.00 993,959 -- -- 993,959.27 51 217,979,000.00 1,027,098 -- -- 1,027,097.79 52 217,979,000.00 993,972 -- -- 993,971.54 53 217,979,000.00 1,024,059 -- -- 1,024,058.85 54 217,979,000.00 1,024,064 -- -- 1,024,063.57 55 217,979,000.00 985,396 -- -- 985,396.37 56 217,979,000.00 1,017,473 -- -- 1,017,472.92 57 217,979,000.00 984,303 -- -- 984,303.31 58 217,979,000.00 984,041 -- -- 984,040.98 59 217,979,000.00 984,042 -- -- 984,042.45 60 217,979,000.00 984,138 -- -- 984,137.76 61 217,979,000.00 1,016,852 -- -- 1,016,851.62 62 217,979,000.00 984,053 -- -- 984,052.83 63 217,979,000.00 1,016,857 -- -- 1,016,857.45 64 217,979,000.00 984,058 -- -- 984,058.49 65 217,979,000.00 1,016,863 -- -- 1,016,863.32 66 217,979,000.00 1,016,866 -- -- 1,016,866.32 67 217,979,000.00 984,067 -- -- 984,067.09 68 217,979,000.00 1,016,872 -- -- 1,016,872.23 69 217,979,000.00 984,073 -- -- 984,072.83 70 217,979,000.00 1,016,878 -- -- 1,016,878.18 71 217,979,000.00 984,079 -- -- 984,078.60 72 217,979,000.00 984,117 -- -- 984,116.85 73 217,979,000.00 1,016,887 -- -- 1,016,887.11 74 217,979,000.00 984,087 -- -- 984,087.26 75 217,979,000.00 1,016,893 -- -- 1,016,893.14 76 217,979,000.00 984,093 -- -- 984,093.12 77 217,979,000.00 1,017,015 -- -- 1,017,015.14 78 217,979,000.00 1,017,018 -- -- 1,017,018.22 79 217,979,000.00 984,214 -- -- 984,214.16 80 217,979,000.00 1,015,914 -- -- 1,015,914.28 81 217,979,000.00 983,145 -- -- 983,144.66 82 217,979,000.00 983,146 -- -- 983,146.22 83 217,979,000.00 983,148 -- -- 983,148.03 84 217,979,000.00 983,267 -- -- 983,266.59 85 217,979,000.00 1,015,922 -- -- 1,015,922.10 86 217,979,000.00 983,152 -- -- 983,152.03 87 217,979,000.00 1,015,925 -- -- 1,015,925.13 88 217,979,000.00 983,155 -- -- 983,154.95 89 217,979,000.00 1,015,928 -- -- 1,015,928.15 90 217,979,000.00 1,015,930 -- -- 1,015,929.80 91 217,979,000.00 983,159 -- -- 983,159.46 92 217,979,000.00 1,015,933 -- -- 1,015,932.80 93 217,979,000.00 983,162 -- -- 983,162.36 94 217,979,000.00 983,164 -- -- 983,163.67 95 217,979,000.00 983,104 -- -- 983,103.91 96 217,979,000.00 983,429 -- -- 983,428.63 97 217,979,000.00 1,015,876 -- -- 1,015,875.97 98 217,979,000.00 983,107 -- -- 983,107.14 99 217,979,000.00 1,015,878 -- -- 1,015,878.48 100 217,979,000.00 983,110 -- -- 983,109.57 101 217,979,000.00 1,015,881 -- -- 1,015,880.97 102 217,979,000.00 1,015,991 -- -- 1,015,990.89 103 217,979,000.00 983,218 -- -- 983,218.30 104 217,979,000.00 1,015,993 -- -- 1,015,993.27 105 217,979,000.00 983,221 -- -- 983,220.58 106 217,979,000.00 983,222 -- -- 983,221.57 107 217,979,000.00 983,223 -- -- 983,222.85 108 217,979,000.00 984,415 -- -- 984,414.68 109 217,979,000.00 1,014,864 -- -- 1,014,863.58 110 217,979,000.00 982,126 -- -- 982,125.94 111 217,979,000.00 1,015,190 -- -- 1,015,189.84 112 217,979,000.00 983,093 -- -- 983,092.88 113 217,979,000.00 1,018,253 -- -- 1,018,252.96 114 217,979,000.00 1,023,621 -- -- 1,023,620.90 115 88,214,520.74 998,967 129,764,479 -- 130,763,446.12 116 -- 424,666 88,214,521 -- 88,639,186.79 117 -- -- -- -- -- 118 -- -- -- -- -- 119 -- -- -- -- -- 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 CD 2006-CD2 A4 AJ Coupon WAC-Strip Coupon WAC WAL 8.04 WAL 9.61 Window 54-114 Window 115-116 839,906,000 217,979,000 Balance Principal Balance Principal 0 839,906,000.00 217,979,000.00 1 839,906,000.00 -- 217,979,000.00 -- 2 839,906,000.00 -- 217,979,000.00 -- 3 839,906,000.00 -- 217,979,000.00 -- 4 839,906,000.00 -- 217,979,000.00 -- 5 839,906,000.00 -- 217,979,000.00 -- 6 839,906,000.00 -- 217,979,000.00 -- 7 839,906,000.00 -- 217,979,000.00 -- 8 839,906,000.00 -- 217,979,000.00 -- 9 839,906,000.00 -- 217,979,000.00 -- 10 839,906,000.00 -- 217,979,000.00 -- 11 839,906,000.00 -- 217,979,000.00 -- 12 839,906,000.00 -- 217,979,000.00 -- 13 839,906,000.00 -- 217,979,000.00 -- 14 839,906,000.00 -- 217,979,000.00 -- 15 839,906,000.00 -- 217,979,000.00 -- 16 839,906,000.00 -- 217,979,000.00 -- 17 839,906,000.00 -- 217,979,000.00 -- 18 839,906,000.00 -- 217,979,000.00 -- 19 839,906,000.00 -- 217,979,000.00 -- 20 839,906,000.00 -- 217,979,000.00 -- 21 839,906,000.00 -- 217,979,000.00 -- 22 839,906,000.00 -- 217,979,000.00 -- 23 839,906,000.00 -- 217,979,000.00 -- 24 839,906,000.00 -- 217,979,000.00 -- 25 839,906,000.00 -- 217,979,000.00 -- 26 839,906,000.00 -- 217,979,000.00 -- 27 839,906,000.00 -- 217,979,000.00 -- 28 839,906,000.00 -- 217,979,000.00 -- 29 839,906,000.00 -- 217,979,000.00 -- 30 839,906,000.00 -- 217,979,000.00 -- 31 839,906,000.00 -- 217,979,000.00 -- 32 839,906,000.00 -- 217,979,000.00 -- 33 839,906,000.00 -- 217,979,000.00 -- 34 839,906,000.00 -- 217,979,000.00 -- 35 839,906,000.00 -- 217,979,000.00 -- 36 839,906,000.00 -- 217,979,000.00 -- 37 839,906,000.00 -- 217,979,000.00 -- 38 839,906,000.00 -- 217,979,000.00 -- 39 839,906,000.00 -- 217,979,000.00 -- 40 839,906,000.00 -- 217,979,000.00 -- 41 839,906,000.00 -- 217,979,000.00 -- 42 839,906,000.00 -- 217,979,000.00 -- 43 839,906,000.00 -- 217,979,000.00 -- 44 839,906,000.00 -- 217,979,000.00 -- 45 839,906,000.00 -- 217,979,000.00 -- 46 839,906,000.00 -- 217,979,000.00 -- 47 839,906,000.00 -- 217,979,000.00 -- 48 839,906,000.00 -- 217,979,000.00 -- 49 839,906,000.00 -- 217,979,000.00 -- 50 839,906,000.00 -- 217,979,000.00 -- 51 839,906,000.00 -- 217,979,000.00 -- 52 839,906,000.00 -- 217,979,000.00 -- 53 839,906,000.00 -- 217,979,000.00 -- 54 734,893,247.33 105,012,752.67 217,979,000.00 -- 55 708,789,593.46 26,103,653.87 217,979,000.00 -- 56 697,647,706.08 11,141,887.38 217,979,000.00 -- 57 689,009,856.91 8,637,849.17 217,979,000.00 -- 58 683,034,139.72 5,975,717.19 217,979,000.00 -- 59 681,366,329.61 1,667,810.11 217,979,000.00 -- 60 679,014,825.60 2,351,504.01 217,979,000.00 -- 61 677,245,828.24 1,768,997.36 217,979,000.00 -- 62 675,264,329.17 1,981,499.08 217,979,000.00 -- 63 673,477,823.43 1,786,505.74 217,979,000.00 -- 64 671,479,301.50 1,998,521.93 217,979,000.00 -- 65 669,675,125.86 1,804,175.64 217,979,000.00 -- 66 667,862,528.43 1,812,597.43 217,979,000.00 -- 67 665,838,638.38 2,023,890.05 217,979,000.00 -- 68 664,008,130.34 1,830,508.04 217,979,000.00 -- 69 661,966,826.36 2,041,303.98 217,979,000.00 -- 70 660,118,242.47 1,848,583.89 217,979,000.00 -- 71 658,261,029.07 1,857,213.40 217,979,000.00 -- 72 655,992,374.80 2,268,654.27 217,979,000.00 -- 73 654,115,897.23 1,876,477.56 217,979,000.00 -- 74 652,029,898.50 2,085,998.73 217,979,000.00 -- 75 650,134,920.95 1,894,977.55 217,979,000.00 -- 76 639,765,256.95 10,369,664.00 217,979,000.00 -- 77 637,863,355.48 1,901,901.48 217,979,000.00 -- 78 635,952,573.42 1,910,782.06 217,979,000.00 -- 79 594,209,808.81 41,742,764.60 217,979,000.00 -- 80 592,280,214.20 1,929,594.61 217,979,000.00 -- 81 590,144,158.71 2,136,055.49 217,979,000.00 -- 82 588,195,577.93 1,948,580.78 217,979,000.00 -- 83 586,205,995.19 1,989,582.74 217,979,000.00 -- 84 583,602,006.85 2,603,988.33 217,979,000.00 -- 85 581,590,963.83 2,011,043.02 217,979,000.00 -- 86 579,369,518.94 2,221,444.89 217,979,000.00 -- 87 577,338,705.25 2,030,813.69 217,979,000.00 -- 88 575,098,037.90 2,240,667.35 217,979,000.00 -- 89 573,047,271.04 2,050,766.86 217,979,000.00 -- 90 570,986,925.21 2,060,345.83 217,979,000.00 -- 91 568,717,544.61 2,269,380.60 217,979,000.00 -- 92 566,636,973.01 2,080,571.61 217,979,000.00 -- 93 564,347,927.46 2,289,045.55 217,979,000.00 -- 94 562,246,943.35 2,100,984.10 217,979,000.00 -- 95 560,136,145.24 2,110,798.12 217,979,000.00 -- 96 557,422,159.60 2,713,985.64 217,979,000.00 -- 97 555,288,818.99 2,133,340.61 217,979,000.00 -- 98 552,948,467.62 2,340,351.37 217,979,000.00 -- 99 550,794,227.35 2,154,240.27 217,979,000.00 -- 100 548,433,555.83 2,360,671.52 217,979,000.00 -- 101 546,258,222.94 2,175,332.88 217,979,000.00 -- 102 544,072,728.02 2,185,494.93 217,979,000.00 -- 103 541,681,668.48 2,391,059.54 217,979,000.00 -- 104 539,474,792.40 2,206,876.08 217,979,000.00 -- 105 537,062,944.56 2,411,847.84 217,979,000.00 -- 106 534,834,489.92 2,228,454.64 217,979,000.00 -- 107 516,522,608.70 18,311,881.22 217,979,000.00 -- 108 513,720,062.55 2,802,546.15 217,979,000.00 -- 109 511,477,848.41 2,242,214.15 217,979,000.00 -- 110 505,594,816.20 5,883,032.20 217,979,000.00 -- 111 472,873,645.91 32,721,170.29 217,979,000.00 -- 112 359,859,448.88 113,014,197.03 217,979,000.00 -- 113 213,703,264.09 146,156,184.79 217,979,000.00 -- 114 -- 213,703,264.09 217,979,000.00 -- 115 -- -- 56,601,480.23 161,377,520 116 -- -- -- 56,601,480 117 -- -- -- -- 118 -- -- -- -- 119 -- -- -- -- 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 $2,810,773,000 (APPROXIMATE) CD 2006-CD2 Deutsche Mortgage & Asset Receiving Corporation (the "Depositor") has filed a registration statement (including a prospectus) (File no. 333-130390) with the SEC for the new offering to which this free writing prospectus relates. Before you invest, you should read the prospectus in that registration statement and other documents the Depositor has filed with the SEC for more complete information about the Depositor, the issuing entity, and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Depositor, any underwriter, or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling 1-800-503-4611 or by email to the following address: blake.catlett@db.com. This free writing prospectus does not contain all information that is required to be included in a prospectus required to be filed as part of a registration statement. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted. The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Certificates, supersedes any conflicting information contained in any prior similar materials relating to the Certificates. The information in this free writing prospectus may be amended or supplemented. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Certificates, when, as and if issued. Any such offer to purchase made by you will not constitute a contractual commitment by you to purchase or give rise to an obligation by the underwriters to sell any of the Certificates, until the underwriters have accepted your offer to purchase Certificates; any "indications of interest" expressed by you, and any "soft circles" generated by us, will not create binding contractual obligations for you or us. You are advised that the terms of the Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Certificates may be split, combined or eliminated), at any time prior to the time sales to purchasers of the Certificates will first be made. You are advised that Certificates may not be issued that have the characteristics described in these materials. The underwriter's obligation to sell such Certificates to you is conditioned on the mortgage loans and Certificates having the characteristics described in these materials. If for any reason the issuer does not deliver the Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Certificates which you have committed to purchase, and none of the issuer nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery. This free writing prospectus was prepared on the basis of certain assumptions (including, in certain cases, assumptions specified by the recipient hereof) regarding the pool assets and structure, including payments, interest rates, weighted average lives and weighted average loan age, loss, spreads, market availability and other matters. The actual amount, rate or timing of payments on any of the underlying assets may be different, and sometimes materially different than anticipated, and therefore the pricing, payment or yield information regarding the Certificates may be different from the information provided herein. There can be no assurance that actual pricing will be completed at the indicated value(s). In addition, pricing of the Certificates may vary significantly from the information contained in this free writing prospectus as a result of various factors, including, without limitation, prevailing credit spreads, market positioning, financing costs, hedging costs and risk and use of capital and profit. The pricing estimates contained herein may vary during the course of any particular day and from day to day. You should consult with your own accounting or other advisors as to the adequacy of the information in this free writing prospectus for your purposes. Range of Cut-off Date Balances - Loan Group 2 ---------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 2 Mortgage Term LTV at Range of Cut-off Date Balances Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 2,465,462 - 2,999,999 4 $10,781,202 2.08% 5.768% 140 1.69x 66.91% 55.08% 3,000,000 - 3,999,999 3 10,258,973 1.98% 5.405% 117 1.97 52.80% 44.18% 4,000,000 - 6,999,999 8 40,582,567 7.82% 5.429% 113 1.35 77.25% 70.80% 7,000,000 - 9,999,999 3 22,423,857 4.32% 5.513% 118 1.30 72.54% 63.04% 10,000,000 - 14,999,999 9 108,700,000 20.96% 5.274% 115 1.26 75.99% 68.30% 15,000,000 - 29,999,999 10 223,590,000 43.11% 5.559% 117 1.24 73.92% 67.71% 30,000,000 - 38,500,000 3 102,300,000 19.72% 5.422% 117 1.25 76.98% 70.52% ---------------------------------------------------------------------------------------- Total/Weighted Average 40 518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Type of Mortgaged Properties - Loan Group 2 -------------------------------------------
Cut-off Date Number Aggregate % of Number Balance of Cut-off Loan of Units per Mortgaged Date Group 2 or # of Units Property Type Properties Balance Balance NRA or NRA - ------------------------------------------------------------------------------------------- Multifamily 42 $518,636,598 100.00% 9,745 $53,220.79 ----------------------------------------- Total/Weighted Average 42 $518,636,598 100.00% 9,745 ----------------------------------------- Weighted Averages -------------------------------------------------------------- Stated Cut-off LTV Remaining Date Ratio Mortgage Term LTV at Property Type Rate (Mos.) Occupancy DSCR Ratio Maturity - --------------------------------------------------------------------------------------- Multifamily 5.461% 117 95.36% 1.28x 74.60% 67.70% -------------------------------------------------------------- Total/Weighted Average 5.461% 117 95.36% 1.28x 74.60% 67.70% --------------------------------------------------------------
Mortgaged Properties by State and/or Location - Loan Group 2 ------------------------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 2 Mortgage Term LTV at State/Location Properties Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ Texas 6 $98,975,000 19.08% 5.257% 116 1.24x 78.83% 70.99% Tennessee 4 67,740,000 13.06% 5.755% 118 1.23x 74.11% 68.83% Georgia 2 40,750,000 7.86% 5.404% 117 1.20x 70.70% 64.94% Arizona 1 38,500,000 7.42% 5.768% 117 1.25x 78.96% 73.63% North Carolina 3 34,200,000 6.59% 5.483% 118 1.21x 74.73% 70.30% New Mexico 1 30,700,000 5.92% 5.184% 118 1.28x 71.31% 65.95% Indiana 1 28,600,000 5.51% 5.690% 119 1.32x 71.14% 63.88% Virginia 2 28,400,000 5.48% 5.546% 113 1.21x 73.23% 66.76% South Carolina 6 26,920,000 5.19% 5.437% 117 1.42x 80.25% 74.82% Florida 1 21,000,000 4.05% 5.330% 114 1.31 73.68% 65.68% Pennsylvania 2 20,400,000 3.93% 5.224% 109 1.25 79.16% 68.89% Iowa 1 13,755,000 2.65% 5.270% 116 1.33 70.72% 61.60% Mississippi 1 12,720,000 2.45% 5.485% 118 1.24 76.17% 68.11% Wisconsin 1 12,500,000 2.41% 5.130% 116 1.21 78.86% 72.87% New Jersey 1 7,789,485 1.50% 5.860% 119 1.28 70.81% 59.87% Nevada 1 7,384,371 1.42% 5.190% 116 1.41 70.66% 58.72% New York 2 6,586,956 1.27% 5.310% 118 2.77 35.24% 29.31% Delaware 1 5,082,567 0.98% 5.770% 118 1.20 71.18% 60.08% Washington 1 4,650,000 0.90% 5.290% 116 1.22 70.88% 61.78% California 1 3,425,087 0.66% 5.240% 116 1.45 53.73% 44.71% North Dakota 1 3,242,670 0.63% 5.740% 118 1.30 72.06% 60.76% Ohio 1 2,850,000 0.55% 5.330% 117 1.46 75.00% 66.85% Maryland 1 2,465,462 0.48% 7.000% 214 1.56 83.86% 57.09% ---------------------------------------------------------------------------------------- 42 $518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Range of Debt Service Coverage Ratios as of the Cut-off Date - Loan Group 2 ---------------------------------------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 2 Mortgage Term LTV at Range of Debt Service Coverage Ratios Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 1.20x - 1.29x 27 $407,832,052 78.64% 5.475% 117 1.23x 75.62% 69.04% 1.30x - 1.39x 4 66,597,670 12.84% 5.492% 117 1.32 71.90% 63.82% 1.40x - 1.49x 4 26,034,458 5.02% 5.129% 116 1.45 70.97% 61.42% 1.50x - 1.99x 3 11,585,462 2.23% 5.630% 134 1.73 84.41% 78.71% 2.00x - 3.08x 2 6,586,956 1.27% 5.310% 118 2.77 35.24% 29.31% ---------------------------------------------------------------------------------------- Total/Weighted Average 40 $518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Range of LTV Ratios as of the Cut-off Date - Loan Group 2 ---------------------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Range of LTV Mortgage Date Group 2 Mortgage Term LTV at Ratios as of the Cut-off Date Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 34.53% - 60.00% 3 $10,012,043 1.93% 5.286% 118 2.32x 41.57% 34.58% 60.01% - 70.00% 2 37,000,000 7.13% 5.674% 118 1.22 67.23% 62.12% 70.01% - 75.00% 15 200,529,093 38.66% 5.400% 117 1.28 72.19% 64.87% 75.01% - 77.50% 4 61,570,000 11.87% 5.595% 119 1.21 75.97% 70.13% 77.51% - 87.55% 16 209,525,462 40.40% 5.452% 117 1.26 79.37% 72.26% ---------------------------------------------------------------------------------------- 40 $518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Range of LTV Ratios as of Maturity Dates - Loan Group 2 -------------------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Range of LTV Mortgage Date Group 2 Mortgage Term LTV at Ratios as of the Maturity Date Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 28.69% - 40.00% 2 $6,586,956 1.27% 5.310% 118 2.77x 35.24% 29.31% 40.01% - 50.00% 1 3,425,087 0.66% 5.240% 116 1.45 53.73% 44.71% 50.01% - 60.00% 3 17,639,319 3.40% 5.739% 131 1.37 72.57% 59.00% 60.01% - 70.00% 23 283,275,236 54.62% 5.415% 116 1.26 72.90% 65.68% 70.01% - 75.00% 9 198,590,000 38.29% 5.521% 117 1.22 78.40% 72.26% 75.01% - 87.55% 2 9,120,000 1.76% 5.260% 112 1.77 84.55% 84.55% ---------------------------------------------------------------------------------------- 40 $518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Range of Mortgage Rates as of the Cut-off Date - Loan Group 2 -------------------------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Range of Mortgage Mortgage Date Group 2 Mortgage Term LTV at Rates as of the Cut-off Date Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 5.015% - 5.249% 10 $157,084,458 30.29% 5.176% 116 1.26x 75.56% 67.75% 5.250% - 5.449% 10 74,761,956 14.42% 5.299% 112 1.49 71.79% 64.56% 5.450% - 5.749% 14 193,812,670 37.37% 5.588% 118 1.23 74.40% 68.30% 5.750% - 7.000% 6 92,977,514 17.93% 5.811% 120 1.26 75.62% 68.90% ---------------------------------------------------------------------------------------- 40 $518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Range of Remaining Terms to Maturity in Months - Loan Group 2 -------------------------------------------------------------
Weighted Averages --------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 2 Mortgage Term LTV at Range of Remaining Terms to Maturity Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 97 - 115 9 $96,145,000 18.54% 5.205% 112 1.33x 77.44% 69.65% 116 - 119 30 $420,026,136 80.99% 5.511% 118 1.27x 73.89% 67.32% 120 - 214 1 2,465,462 0.48% 7.000% 214 1.56 83.86% 57.09% ---------------------------------------------------------------------------------------- 40 $518,636,598 100.00% 5.461% 117 1.28x 74.60% 67.70% ----------------------------------------------------------------------------------------
Range of Cut-off Date Balances - Loan Group 3 ---------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 3 Mortgage Term LTV at Range of Cut-off Date Balances Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 8,000,000 - 8,000,000 1 $8,000,000 2.60% 5.695% 58 1.31x 75.47% 71.46% 300,000,000 - 300,000,000 1 300,000,000 97.40% 5.648% 55 2.38 42.43% 42.43% ------------------------------------------------------------------------------------------ Total/Weighted Average 2 308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
Type of Mortgaged Properties - Loan Group 3 -------------------------------------------
Cut-off Date Number Aggregate % of Number Balance of Cut-off Loan of Units per Mortgaged Date Group 3 or # of Units Property Type Properties Balance Balance NRA or NRA - -------------------------------------------------------------------------------------------- Multifamily 2 $308,000,000 100.00% 3,415 $90,190.34 ----------------------------------------- Total/Weighted Average 2 $308,000,000 100.00% 3,415 ----------------------------------------- Weighted Averages ------------------------------------------------------------------- Stated Cut-off LTV Remaining Date Ratio Mortgage Term LTV at Property Type Rate (Mos.) Occupancy DSCR Ratio Maturity - -------------------------------------------------------------------------------------------- Multifamily 5.649% 55 96.33% 2.35x 43.29% 43.18% ------------------------------------------------------------------- Total/Weighted Average 5.649% 55 96.33% 2.35x 43.29% 43.18% -------------------------------------------------------------------
Mortgaged Properties by State and/or Location - Loan Group 3 ------------------------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 3 Mortgage Term LTV at State/Location Properties Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ California 1 $300,000,000 97.40% 5.648% 55 2.38x 42.43% 42.43% Ohio 1 8,000,000 2.60% 5.695% 58 1.31 75.47% 71.46% ------------------------------------------------------------------------------------------ 2 $308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
Range of Debt Service Coverage Ratios as of the Cut-off Date - Loan Group 3 ---------------------------------------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 3 Mortgage Term LTV at Range of Debt Service Coverage Ratios Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 1.31x - 1.31x 1 $8,000,000 2.60% 5.695% 58 1.31x 75.47% 71.46% 2.38x - 2.38x 1 300,000,000 97.40% 5.648% 55 2.38 42.43% 42.43% ------------------------------------------------------------------------------------------ Total/Weighted Average 2 $308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
Range of LTV Ratios as of the Cut-off Date - Loan Group 3 ---------------------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Range of LTV Ratios Mortgage Date Group 3 Mortgage Term LTV at as of the Cut-off Date Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 42.43% - 42.43% 1 $300,000,000 97.40% 5.648% 55 2.38x 42.43% 42.43% 75.47% - 75.47% 1 8,000,000 2.60% 5.695% 58 1.31 75.47% 71.46% ------------------------------------------------------------------------------------------ 2 $308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
Range of LTV Ratios as of Maturity Dates - Loan Group 3 -------------------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Range of LTV Mortgage Date Group 3 Mortgage Term LTV at Ratios as of the Maturity Date Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 42.43% - 42.43% 1 $300,000,000 97.40% 5.648% 55 2.38x 42.43% 42.43% 71.46% - 71.46% 1 8,000,000 2.60% 5.695% 58 1.31 75.47% 71.46% ------------------------------------------------------------------------------------------ 2 $308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
Range of Mortgage Rates as of the Cut-off Date - Loan Group 3 -------------------------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Range of Mortgage Mortgage Date Group 3 Mortgage Term LTV at Rates as of the Cut-off Date Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 5.648% - 5.648% 1 $300,000,000 97.40% 5.648% 55 2.38x 42.43% 42.43% 5.695% - 5.695% 1 8,000,000 2.60% 5.695% 58 1.31 75.47% 71.46% ------------------------------------------------------------------------------------------ 2 $308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
Range of Remaining Terms to Maturity in Months - Loan Group 3 -------------------------------------------------------------
Weighted Averages ---------------------------------------------------- Number Aggregate % of Stated Cut-off LTV of Cut-off Loan Remaining Date Ratio Mortgage Date Group 3 Mortgage Term LTV at Range of Remaining Terms to Maturity Loans Balance Balance Rate (Mos.) DSCR Ratio Maturity - ------------------------------------------------------------------------------------------------------------------------------------ 55 - 55 1 $300,000,000 97.40% 5.648% 55 2.38x 42.43% 42.43% 58 - 58 1 8,000,000 2.60% 5.695% 58 1.31 75.47% 71.46% ------------------------------------------------------------------------------------------ 2 $308,000,000 100.00% 5.649% 55 2.35x 43.29% 43.18% ------------------------------------------------------------------------------------------
$2,810,773,000 (APPROXIMATE) CD 2006-CD2 Deutsche Mortgage & Asset Receiving Corporation (the "Depositor") has filed a registration statement (including a prospectus) (File no. 333-130390) with the SEC for the new offering to which this free writing prospectus relates. Before you invest, you should read the prospectus in that registration statement and other documents the Depositor has filed with the SEC for more complete information about the Depositor, the issuing entity, and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Depositor, any underwriter, or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling 1-800-503-4611 or by email to the following address: blake.catlett@db.com. This free writing prospectus does not contain all information that is required to be included in a prospectus required to be filed as part of a registration statement. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted. The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Certificates, supersedes any conflicting information contained in any prior similar materials relating to the Certificates. The information in this free writing prospectus may be amended or supplemented. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Certificates, when, as and if issued. Any such offer to purchase made by you will not constitute a contractual commitment by you to purchase or give rise to an obligation by the underwriters to sell any of the Certificates, until the underwriters have accepted your offer to purchase Certificates; any "indications of interest" expressed by you, and any "soft circles" generated by us, will not create binding contractual obligations for you or us. You are advised that the terms of the Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Certificates may be split, combined or eliminated), at any time prior to the time sales to purchasers of the Certificates will first be made. You are advised that Certificates may not be issued that have the characteristics described in these materials. The underwriter's obligation to sell such Certificates to you is conditioned on the mortgage loans and Certificates having the characteristics described in these materials. If for any reason the issuer does not deliver the Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Certificates which you have committed to purchase, and none of the issuer nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery. This free writing prospectus was prepared on the basis of certain assumptions (including, in certain cases, assumptions specified by the recipient hereof) regarding the pool assets and structure, including payments, interest rates, weighted average lives and weighted average loan age, loss, spreads, market availability and other matters. The actual amount, rate or timing of payments on any of the underlying assets may be different, and sometimes materially different than anticipated, and therefore the pricing, payment or yield information regarding the Certificates may be different from the information provided herein. There can be no assurance that actual pricing will be completed at the indicated value(s). In addition, pricing of the Certificates may vary significantly from the information contained in this free writing prospectus as a result of various factors, including, without limitation, prevailing credit spreads, market positioning, financing costs, hedging costs and risk and use of capital and profit. The pricing estimates contained herein may vary during the course of any particular day and from day to day. You should consult with your own accounting or other advisors as to the adequacy of the information in this free writing prospectus for your purposes. CD 2006 CD2 Class A3 B Size of the Back Piece 25,000,000.00
------------------- 1 2 3 4 5 6 B/E CDR B/E CDR - ------------------------------------------------------------------------------------------------------------------ CDR 0.00% 3.00% 3.00% 4.00% 4.00% 4.00% 4.00% 0.75% CPR 0% 5% 5% 5% 5% 10% 10% 5% 10% CPY 0% 100% 100% 100% 100% 100% 100% 100% 100% CDR Months Delay 0 12 24 12 24 12 24 12 12 Recovery Delay 0 12 12 12 12 12 12 12 12 Loss Severity 0% 35% 35% 35% 35% 35% 35% 35% 35% Ext Mths 0 0 0 0 0 0 0 0 0 Ext % 0% 0% 0% 0% 0% 0% 0% 0% 0% - ------------------------------------------------------------------------------------------------------------------
WAL 6.84 4.57 4.71 4.50 4.61 4.50 4.61 6.23 6.23 Window in Months 82 - 82 54 - 55 56 - 57 54 - 54 55 - 56 54 - 54 55 - 56 64 - 79 64 - 79 Prin Start Jan-13 Sep-10 Nov-10 Sep-10 Oct-10 Sep-10 Oct-10 Jul-11 Jul-11 Prin End Jan-13 Oct-10 Dec-10 Sep-10 Nov-10 Sep-10 Nov-10 Oct-12 Oct-12
$2,810,773,000 (APPROXIMATE) CD 2006-CD2 Deutsche Mortgage & Asset Receiving Corporation (the "Depositor") has filed a registration statement (including a prospectus) (File no. 333-130390) with the SEC for the new offering to which this free writing prospectus relates. Before you invest, you should read the prospectus in that registration statement and other documents the Depositor has filed with the SEC for more complete information about the Depositor, the issuing entity, and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Depositor, any underwriter, or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling 1-800-503-4611 or by email to the following address: blake.catlett@db.com. This free writing prospectus does not contain all information that is required to be included in a prospectus required to be filed as part of a registration statement. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted. The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Certificates, supersedes any conflicting information contained in any prior similar materials relating to the Certificates. The information in this free writing prospectus may be amended or supplemented. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Certificates, when, as and if issued. Any such offer to purchase made by you will not constitute a contractual commitment by you to purchase or give rise to an obligation by the underwriters to sell any of the Certificates, until the underwriters have accepted your offer to purchase Certificates; any "indications of interest" expressed by you, and any "soft circles" generated by us, will not create binding contractual obligations for you or us. You are advised that the terms of the Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Certificates may be split, combined or eliminated), at any time prior to the time sales to purchasers of the Certificates will first be made. You are advised that Certificates may not be issued that have the characteristics described in these materials. The underwriter's obligation to sell such Certificates to you is conditioned on the mortgage loans and Certificates having the characteristics described in these materials. If for any reason the issuer does not deliver the Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Certificates which you have committed to purchase, and none of the issuer nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery. This free writing prospectus was prepared on the basis of certain assumptions (including, in certain cases, assumptions specified by the recipient hereof) regarding the pool assets and structure, including payments, interest rates, weighted average lives and weighted average loan age, loss, spreads, market availability and other matters. The actual amount, rate or timing of payments on any of the underlying assets may be different, and sometimes materially different than anticipated, and therefore the pricing, payment or yield information regarding the Certificates may be different from the information provided herein. There can be no assurance that actual pricing will be completed at the indicated value(s). In addition, pricing of the Certificates may vary significantly from the information contained in this free writing prospectus as a result of various factors, including, without limitation, prevailing credit spreads, market positioning, financing costs, hedging costs and risk and use of capital and profit. The pricing estimates contained herein may vary during the course of any particular day and from day to day. You should consult with your own accounting or other advisors as to the adequacy of the information in this free writing prospectus for your purposes. CD 2006-CD2 ANNEX A-1 - CERTAIN CHARACTERISTICS OF THE MORTGAGE LOANS AND MORTGAGED PROPERTIES
% of Initial Pool Loan Group Bond Paydown Rem term ID Property Name Balance One or Two - ------------ -------- -- ------------------------------------------ ------------ ---------- A-1/A-2 57 4 Westin Philadelphia Hotel 2.35% 1 A-1/A-2 57 68 Verizon Call Center 0.51% 1 A-2 58 2 Valley View Center 4.09% 1 A-2 58 99 4100 MacArthur Boulevard 0.33% 1 A-2 59 91 Bethany and ATI Buildings 0.35% 1 A-2/A-AB 60 131 Crowne Plaza Phoenix 0.24% 1 A-3/A-AB 78 110 Civic Plaza Shopping Center 0.29% 1 A-3/A-AB 82 15 Shorenstein Brisbane 1.30% 1 A-4 111 135 Circuit City - Poughkeepsie, NY 0.22% 1 A-4 111 144 Circuit City - Manassas, VA 0.19% 1 A-4 113 86 El Clair Medical Building 0.38% 1 A-4 113 137 Best Buy - Menomonee Falls, WI 0.21% 1 A-4 113 172 Hillside Terrace Shopping Center 0.14% 1 A-4 113 178 Battenkill Plaza 0.13% 1 A-4 113 179 Satellite Shoppes 0.13% 1 A-4 114 77 5 Omni 0.43% 1 A-4 114 104 1815-1819 East Jericho Turnpike 0.33% 1 A-4 114 107 Village Plaza 0.30% 1 A-4 114 112 Brookfield Commons 0.28% 1 A-4 114 118 Lewisville Commons 0.26% 1 A-4 114 154 Best Western - Radford, VA 0.17% 1 A-4 114 162 Best Western - Leesburg, VA 0.16% 1 A-4 114 164 Comfort Inn - Staunton, VA 0.16% 1 A-4 114 173 Super Walmart - Tell City, IN 0.14% 1 A-4 114 181 215 West Lake Street 0.13% 1 A-4 114 185 Summit Trading Company - Puyallup, WA 0.12% 1 A-4 114 197 Comfort Inn - Charlottesville, VA 0.07% 1 A-4 115 7 The Harrisburg Portfolio 1.99% 1 A-4 115 13 Riverview Square 1.44% 1 A-4 115 31 Eastfield Mall 0.97% 1 A-4 115 32 University Club Tower 0.94% 1 A-4 115 35 Johnson Control Building 0.88% 1 A-4 115 53 One Town Center 0.58% 1 A-4 115 70 Deerfield Plaza 0.47% 1 A-4 115 74 21 Astor Place 0.45% 1 A-4 115 87 Sunwest Medical Center 0.37% 1 A-4 115 89 Cortez Plaza East 0.36% 1 A-4 115 95 Maryland Place 0.34% 1 A-4 115 111 1033 Third Street 0.29% 1 A-4 115 139 Hunterdon Hills Plaza 0.21% 1 A-4 115 141 West Park Retail 0.20% 1 A-4 115 155 Walgreens - Philadelphia, PA 0.17% 1 A-4 116 19 Canyon Corporate Plaza 1.04% 1 A-4 116 27 Top Food & Drug - Auburn, WA 0.29% 1 A-4 116 28 Safeway - Vancouver, WA 0.26% 1 A-4 116 29 Larry's Market - Tukwila, WA 0.23% 1 A-4 116 30 Sherm's Thunderbird Market - Roseburg, OR 0.20% 1 A-4 116 43 Robinson Crossroads 0.69% 1 A-4 116 50 Lake Creek Festival Center 0.64% 1 A-4 116 64 Rexford Park 0.53% 1 A-4 116 69 Supertel Hotel Portfolio 0.48% 1 A-4 116 75 Colonial Square 0.43% 1 A-4 116 76 Aston Township Giant Food 0.43% 1 A-4 116 79 College Square Shopping Center 0.42% 1 A-4 116 113 Wabash Valley Plaza 0.27% 1 A-4 116 114 Garand Lane 0.27% 1 A-4 116 119 Aku Tiki Inn 0.26% 1 A-4 116 120 Fairfield Inn by Marriott - Chesapeake, VA 0.26% 1 A-4 116 126 Shaw's Supermarket - Littleton, NH 0.24% 1 A-4 116 127 44 Bromfield Street 0.24% 1 A-4 116 128 Jillians Boston 0.24% 1 A-4 116 143 Heritage Square - St. Charles, IL 0.20% 1 A-4 116 147 Thorn Run Crossing 0.18% 1 A-4 116 149 Barnes & Noble Retail Center 0.18% 1 A-4 116 150 Metro Center Diamond Bar 0.18% 1 A-4 116 153 Hoke Plaza 0.17% 1 A-4 116 160 Best Western - Grasonville, MD 0.16% 1 A-4 116 161 Bahama House 0.16% 1 A-4 116 163 Bentley Retail 0.16% 1 A-4 116 184 Pacific Willow Center 0.12% 1 A-4/A-2B 117 5 Rock Pointe Corporate Center 2.30% 1 A-4/A-2B 117 14 Research Boulevard Center 1.41% 1 A-4/A-2B 117 17 The Ansonia 1.24% 1 A-4/A-2B 117 46 Trafalgar Plaza Portfolio 0.67% 1 A-4/A-2B 117 52 Wellpointe Medical Building 0.62% 1 A-4/A-2B 117 65 Buena Park Promenade 0.51% 1 A-4/A-2B 117 71 Chrysler Retail 0.46% 1 A-4/A-2B 117 81 Best Buy - Sunnyvale, CA 0.41% 1 A-4/A-2B 117 108 Siempre Viva 0.30% 1 A-4/A-2B 117 115 Shaw's Supermarket - Windham, NH 0.27% 1 A-4/A-2B 117 123 Spectrum Fitness 0.25% 1 A-4/A-2B 117 133 Main Street Village 0.22% 1 A-4/A-2B 117 134 Hillcrest Shopping Center 0.22% 1 A-4/A-2B 117 136 Peapod Distribution Warehouse 0.21% 1 A-4/A-2B 117 146 Cypress Corporate Park 0.19% 1 A-4/A-2B 117 169 The Gaylord Building 0.15% 1 A-4/A-2B 117 180 Grove Street Plaza 0.13% 1 A-2B/A-M/A-J 118 3 SunTrust Center 2.52% 1 A-2B/A-M/A-J 118 6 Woodbury Lakes 2.12% 1 A-2B/A-M/A-J 118 10 Sunset Media Tower 1.80% 1 A-2B/A-M/A-J 118 12 Woodcrest Corporate Center 1.65% 1 A-2B/A-M/A-J 118 38 Alpine Commons Shopping Center 0.78% 1 A-2B/A-M/A-J 118 39 Abbington Place 0.77% 1 A-2B/A-M/A-J 118 42 Story and King Plaza 0.71% 1 A-2B/A-M/A-J 118 90 Courtyard by Marriot - Erlanger 0.36% 1 A-2B/A-M/A-J 118 92 Residence Inn - Cincinnati Airport 0.34% 1 A-2B/A-M/A-J 118 93 Centrelake Corporate Center 0.34% 1 A-2B/A-M/A-J 118 96 Staybridge Suites-Lincolnshire 0.34% 1 A-2B/A-M/A-J 118 97 Savannah Place 0.33% 1 A-2B/A-M/A-J 118 98 Staybridge Suites-Glenview 0.33% 1 A-2B/A-M/A-J 118 100 Village Oaks Shopping Center 0.33% 1 A-2B/A-M/A-J 118 103 Auburn Ridge Office Center 0.33% 1 A-2B/A-M/A-J 118 106 Hampton Inn Dulles Airport 0.31% 1 A-2B/A-M/A-J 118 109 Hilton Garden Inn - Newport News, VA 0.29% 1 A-2B/A-M/A-J 118 122 5209 Concord Pike 0.25% 1 A-2B/A-M/A-J 118 124 300 Billerica Road 0.25% 1 A-2B/A-M/A-J 118 129 Lackland Self Storage - Belleville 0.24% 1 A-2B/A-M/A-J 118 142 Trafalgar Square Apartments 0.20% 1 A-2B/A-M/A-J 118 145 5002-5012 Church Avenue 0.19% 1 A-2B/A-M/A-J 118 148 425 Fifth Avenue 0.18% 1 A-2B/A-M/A-J 118 151 Lackland Self Storage - N. Brunswick 0.17% 1 A-2B/A-M/A-J 118 156 Fairfield Inn & Suites - Lake Oswego 0.17% 1 A-2B/A-M/A-J 118 157 Whittier Plaza 0.17% 1 A-2B/A-M/A-J 118 165 Fairfield Inn - Tucson Airport 0.15% 1 A-2B/A-M/A-J 118 176 Lackland Self Storage - Mountainside 0.14% 1 A-2B/A-M/A-J 118 177 Century Square 0.14% 1 A-2B/A-M/A-J 118 188 Lincoln Gardens Apartments 0.11% 1 A-2B/A-M/A-J 118 194 Lackland Self Storage - Dover #2 0.09% 1 A-J/B-H 119 11 Stadium Gateway 1.70% 1 A-J/B-H 119 16 Stratford Plaza 1.27% 1 A-J/B-H 119 20 1620, 1640, 1680 Century Center Parkway 0.48% 1 A-J/B-H 119 21 1610 Century Center Parkway 0.16% 1 A-J/B-H 119 22 1670 Century Center Parkway 0.14% 1 A-J/B-H 119 23 1600 Century Center Parkway 0.12% 1 A-J/B-H 119 24 1590 Century Center Parkway 0.11% 1 A-J/B-H 119 40 Heritage at Lakeside Apartment Homes 0.73% 1 A-J/B-H 119 48 Old Alabama 0.65% 1 A-J/B-H 119 51 Elwood Shopping Center 0.62% 1 A-J/B-H 119 58 Hawthorne Exchange 0.57% 1 A-J/B-H 119 59 928 Broadway 0.56% 1 A-J/B-H 119 62 IBM Call Center 0.54% 1 A-J/B-H 119 84 Centennial Village 0.39% 1 A-J/B-H 119 85 Wynwood Office Buildings 0.39% 1 A-J/B-H 119 88 Colony Crossings 0.37% 1 A-J/B-H 119 105 New Albany Medical Office Building 0.31% 1 A-J/B-H 119 152 Lake City Mini-Storage 0.17% 1 A-J/B-H 119 158 Heritage Square - Fresno, CA 0.17% 1 A-J/B-H 119 168 Best Buy Beaver Creek 0.15% 1 A-J/B-H 119 182 Arrowhead Shopping Center 0.12% 1 A-J/B-H 119 183 1705 West Garvey 0.12% 1 A-J/B-H 119 187 Red Mountain Shopping Center 0.11% 1 A-J/B-H 119 195 National Road Marketplace 0.09% 1 H-M 120 37 Canyon Plaza Shopping Center 0.81% 1 H-M 120 63 Alhambra Center International 0.54% 1 H-M 120 67 Galleria Pavilion 0.51% 1 H-M 120 132 Pitt Street Center 0.23% 1 H-M 120 140 Habersham Village 0.21% 1 H-M 120 171 Woods Cross Center 0.14% 1 H-M 120 175 Pueblo Place 0.14% 1 H-M 120 191 Memorial Plaza 0.10% 1 M-P 135 25 Conexant Building 1.01% 1 P-Q 142 116 Eastgate Business Center 0.26% 1 Q 155 49 Pricewaterhouse Coopers Office 0.65% 1 Q 174 66 Shelton Pointe 0.51% 1 Q 175 174 Walgreens - Durham, NC 0.14% 1 % of Applicable Mortgage Cut-off General Detailed Loan Group # of Loan Original Date Property Property Bond Paydown Balance Properties Seller (1) Balance Balance Type Type - ------------ --------------- ---------- ---------- ----------- ----------- ------------ ---------------------- A-1/A-2 3.22% 1 GACC 72,000,000 72,000,000 Hotel Full Service A-1/A-2 0.69% 1 CGM 15,500,000 15,451,536 Office Call Center A-2 5.60% 1 GACC 125,000,000 125,000,000 Retail Anchored A-2 0.45% 1 GACC 10,000,000 10,000,000 Office Suburban A-2 0.47% 2 GACC 10,600,000 10,581,064 Office Suburban A-2/A-AB 0.32% 1 GACC 7,200,000 7,200,000 Hotel Full Service A-3/A-AB 0.40% 1 CGM 8,900,000 8,900,000 Mixed Use Office/Retail A-3/A-AB 1.77% 2 GACC 39,625,000 39,625,000 Office Suburban A-4 0.30% 1 CGM 6,823,000 6,754,436 Retail Anchored A-4 0.26% 1 CGM 5,800,000 5,741,724 Retail Anchored A-4 0.52% 1 CGM 11,500,000 11,500,000 Office Medical Office A-4 0.29% 1 CGM 6,500,000 6,446,382 Retail Anchored A-4 0.20% 1 CGM 4,400,000 4,400,000 Retail Unanchored A-4 0.18% 1 CGM 4,100,000 4,069,071 Retail Unanchored A-4 0.18% 1 CGM 4,025,000 3,994,880 Retail Unanchored A-4 0.59% 1 CGM 13,250,000 13,164,324 Office Suburban A-4 0.45% 1 CGM 10,050,000 9,981,454 Retail Anchored A-4 0.42% 1 CGM 9,300,000 9,300,000 Retail Anchored A-4 0.38% 1 CGM 8,550,000 8,550,000 Office CBD A-4 0.36% 1 CGM 7,950,000 7,950,000 Retail Anchored A-4 0.24% 1 CGM 5,300,000 5,250,200 Hotel Limited Service A-4 0.22% 1 CGM 5,000,000 4,953,018 Hotel Limited Service A-4 0.21% 1 CGM 4,800,000 4,754,898 Hotel Limited Service A-4 0.20% 1 CGM 4,400,000 4,369,436 Retail Anchored A-4 0.17% 1 CGM 3,900,000 3,900,000 Other Parking Garage A-4 0.17% 1 CGM 3,800,000 3,715,134 Retail Anchored A-4 0.10% 1 CGM 2,300,000 2,278,389 Hotel Limited Service A-4 2.73% 4 CGM 61,000,000 61,000,000 Office Suburban A-4 1.97% 1 CGM 44,000,000 44,000,000 Office Suburban A-4 1.33% 1 GACC 29,760,000 29,760,000 Retail Anchored A-4 1.29% 1 CGM 28,700,000 28,700,000 Office Suburban A-4 1.20% 1 PNC 27,000,000 26,845,171 Industrial Industrial A-4 0.80% 1 CGM 17,825,000 17,825,000 Office Suburban A-4 0.64% 1 CGM 14,400,000 14,400,000 Retail Anchored A-4 0.61% 1 CGM 13,670,000 13,670,000 Retail Anchored A-4 0.51% 1 CGM 11,400,000 11,400,000 Office Medical Office A-4 0.49% 1 CGM 11,000,000 11,000,000 Retail Anchored A-4 0.46% 1 CGM 10,300,000 10,300,000 Office Suburban A-4 0.39% 1 CGM 8,750,000 8,750,000 Office Medical Office A-4 0.29% 1 CGM 6,440,000 6,387,464 Mixed Use Office/Retail A-4 0.28% 1 CGM 6,250,000 6,250,000 Retail Unanchored A-4 0.23% 1 CGM 5,240,000 5,210,818 Retail Anchored A-4 1.42% 1 CGM 31,750,000 31,750,000 Office Suburban A-4 0.39% 1 CGM 8,800,000 8,800,000 Retail Anchored A-4 0.36% 1 CGM 8,000,000 8,000,000 Retail Anchored A-4 0.31% 1 CGM 7,000,000 7,000,000 Retail Anchored A-4 0.27% 1 CGM 6,000,000 6,000,000 Retail Anchored A-4 0.94% 1 CGM 21,000,000 21,000,000 Retail Anchored A-4 0.87% 1 CGM 19,500,000 19,500,000 Retail Anchored A-4 0.73% 1 CGM 16,200,000 16,200,000 Office Suburban A-4 0.66% 5 CGM 14,830,000 14,743,407 Hotel Limited Service A-4 0.59% 1 CGM 13,215,000 13,215,000 Retail Anchored A-4 0.59% 1 CGM 13,250,000 13,195,758 Retail Anchored A-4 0.58% 1 CGM 13,000,000 12,937,156 Retail Anchored A-4 0.37% 1 CGM 8,280,000 8,280,000 Retail Anchored A-4 0.37% 2 CGM 8,250,000 8,250,000 Industrial Various A-4 0.36% 1 CGM 8,000,000 7,949,950 Hotel Full Service A-4 0.36% 1 CGM 8,025,000 7,949,358 Hotel Limited Service A-4 0.33% 1 CGM 7,400,000 7,367,457 Retail Anchored A-4 0.33% 1 CGM 7,350,000 7,350,000 Mixed Use Office/Retail A-4 0.33% 1 CGM 7,350,000 7,318,545 Retail Unanchored A-4 0.28% 1 CGM 6,200,000 6,171,434 Mixed Use Multifamily/Office A-4 0.25% 1 CGM 5,650,000 5,650,000 Retail Unanchored A-4 0.25% 1 CGM 5,500,000 5,473,128 Retail Unanchored A-4 0.24% 1 CGM 5,400,000 5,400,000 Office Suburban A-4 0.24% 1 CGM 5,300,000 5,300,000 Retail Unanchored A-4 0.22% 1 CGM 5,000,000 4,970,849 Hotel Limited Service A-4 0.22% 1 CGM 5,000,000 4,968,719 Hotel Limited Service A-4 0.21% 1 CGM 4,800,000 4,779,206 Retail Unanchored A-4 0.17% 1 CGM 3,760,000 3,743,833 Retail Unanchored A-4/A-2B 3.15% 1 CGM 70,630,000 70,384,463 Office CBD A-4/A-2B 1.93% 1 CGM 43,000,000 43,000,000 Office Suburban A-4/A-2B 1.70% 1 CGM 38,000,000 38,000,000 Mixed Use Retail/Office A-4/A-2B 0.92% 2 CGM 20,440,000 20,440,000 Office Suburban A-4/A-2B 0.85% 1 CGM 19,000,000 19,000,000 Office Medical Office A-4/A-2B 0.71% 1 CGM 15,750,000 15,750,000 Retail Anchored A-4/A-2B 0.63% 1 GACC 14,000,000 14,000,000 Retail Unanchored A-4/A-2B 0.56% 1 CGM 12,529,000 12,529,000 Retail Anchored A-4/A-2B 0.41% 1 CGM 9,230,000 9,230,000 Industrial Industrial A-4/A-2B 0.37% 1 CGM 8,250,000 8,222,344 Land Retail A-4/A-2B 0.35% 1 CGM 7,738,000 7,713,714 Other Health Club A-4/A-2B 0.30% 1 CGM 6,800,000 6,800,000 Retail Unanchored A-4/A-2B 0.30% 1 CGM 6,800,000 6,777,290 Retail Anchored A-4/A-2B 0.29% 1 CGM 6,595,000 6,573,866 Industrial Warehouse A-4/A-2B 0.25% 1 PNC 5,700,000 5,682,446 Industrial Flex A-4/A-2B 0.21% 1 CGM 4,600,000 4,585,699 Industrial Flex A-4/A-2B 0.18% 1 CGM 4,000,000 3,980,748 Mixed Use Multifamily/Retail A-2B/A-M/A-J 3.45% 1 GACC 77,000,000 77,000,000 Office CBD A-2B/A-M/A-J 2.91% 1 GACC 65,000,000 65,000,000 Retail Anchored A-2B/A-M/A-J 2.46% 1 PNC 55,000,000 55,000,000 Office Suburban A-2B/A-M/A-J 2.26% 1 CGM 50,400,000 50,400,000 Office Suburban A-2B/A-M/A-J 1.07% 1 CGM 24,000,000 24,000,000 Retail Anchored A-2B/A-M/A-J 1.06% 1 GACC 23,700,000 23,700,000 Multifamily Conventional A-2B/A-M/A-J 0.97% 1 CGM 21,630,000 21,630,000 Retail Anchored A-2B/A-M/A-J 0.49% 1 PNC 11,000,000 11,000,000 Hotel Full Service A-2B/A-M/A-J 0.47% 1 PNC 10,500,000 10,500,000 Hotel Extended Stay A-2B/A-M/A-J 0.47% 1 PNC 10,500,000 10,476,162 Office Suburban A-2B/A-M/A-J 0.46% 1 PNC 10,300,000 10,277,953 Hotel Extended Stay A-2B/A-M/A-J 0.45% 1 GACC 10,150,000 10,150,000 Multifamily Conventional A-2B/A-M/A-J 0.45% 1 PNC 10,050,000 10,028,489 Hotel Extended Stay A-2B/A-M/A-J 0.45% 1 CGM 10,000,000 10,000,000 Retail Anchored A-2B/A-M/A-J 0.45% 1 PNC 10,000,000 10,000,000 Mixed Use Office/Industrial A-2B/A-M/A-J 0.42% 1 PNC 9,500,000 9,470,625 Hotel Limited Service A-2B/A-M/A-J 0.40% 1 CGM 9,000,000 8,971,674 Hotel Limited Service A-2B/A-M/A-J 0.35% 1 GACC 7,800,000 7,781,899 Retail Unanchored A-2B/A-M/A-J 0.34% 1 GACC 7,500,000 7,500,000 Office Flex A-2B/A-M/A-J 0.32% 1 PNC 7,290,000 7,255,499 Self Storage Self Storage A-2B/A-M/A-J 0.28% 1 GACC 6,200,000 6,185,574 Multifamily Conventional A-2B/A-M/A-J 0.26% 1 GACC 5,750,000 5,736,939 Retail Anchored A-2B/A-M/A-J 0.25% 1 GACC 5,600,000 5,600,000 Retail Single Tenant A-2B/A-M/A-J 0.24% 1 PNC 5,350,000 5,324,680 Self Storage Self Storage A-2B/A-M/A-J 0.23% 1 PNC 5,200,000 5,184,095 Hotel Limited Service A-2B/A-M/A-J 0.23% 1 CGM 5,140,000 5,128,464 Retail Anchored A-2B/A-M/A-J 0.21% 1 PNC 4,750,000 4,739,948 Hotel Limited Service A-2B/A-M/A-J 0.19% 1 PNC 4,200,000 4,180,123 Self Storage Self Storage A-2B/A-M/A-J 0.19% 1 GACC 4,175,000 4,175,000 Retail Unanchored A-2B/A-M/A-J 0.16% 1 GACC 3,500,000 3,491,735 Multifamily Conventional A-2B/A-M/A-J 0.12% 1 PNC 2,750,000 2,715,098 Self Storage Self Storage A-J/B-H 2.33% 1 GACC 52,000,000 52,000,000 Office CBD A-J/B-H 1.75% 1 PNC 39,000,000 39,000,000 Retail Anchored A-J/B-H 0.65% 1 GACC 14,600,000 14,600,000 Industrial Flex A-J/B-H 0.22% 1 GACC 4,900,000 4,900,000 Office Suburban A-J/B-H 0.20% 1 GACC 4,400,000 4,400,000 Office Suburban A-J/B-H 0.16% 1 GACC 3,600,000 3,600,000 Industrial Flex A-J/B-H 0.16% 1 GACC 3,500,000 3,500,000 Industrial Warehouse A-J/B-H 1.01% 1 PNC 22,475,000 22,475,000 Multifamily Conventional A-J/B-H 0.90% 2 GACC 20,000,000 20,000,000 Retail Various A-J/B-H 0.85% 1 GACC 19,000,000 19,000,000 Retail Unanchored A-J/B-H 0.77% 1 GACC 17,300,000 17,300,000 Retail Anchored A-J/B-H 0.76% 1 GACC 17,000,000 17,000,000 Office CBD A-J/B-H 0.74% 1 GACC 16,600,000 16,600,000 Office Suburban A-J/B-H 0.54% 1 GACC 12,000,000 12,000,000 Retail Anchored A-J/B-H 0.53% 1 GACC 11,800,000 11,800,000 Office Suburban A-J/B-H 0.51% 1 PNC 11,400,000 11,400,000 Retail Anchored A-J/B-H 0.43% 1 CGM 9,600,000 9,600,000 Office Medical Office A-J/B-H 0.24% 1 GACC 5,300,000 5,300,000 Self Storage Self Storage A-J/B-H 0.23% 1 CGM 5,088,000 5,088,000 Retail Anchored A-J/B-H 0.21% 1 GACC 4,600,000 4,593,582 Retail Single Tenant A-J/B-H 0.17% 1 PNC 3,800,000 3,794,786 Retail Anchored A-J/B-H 0.17% 1 GACC 3,750,000 3,744,805 Mixed Use Industrial / Warehouse A-J/B-H 0.16% 1 PNC 3,500,000 3,495,203 Retail Anchored A-J/B-H 0.12% 1 PNC 2,640,000 2,636,506 Retail Unanchored H-M 1.11% 1 PNC 24,850,000 24,850,000 Retail Anchored H-M 0.74% 1 GACC 16,500,000 16,500,000 Office Suburban H-M 0.69% 1 GACC 15,500,000 15,500,000 Retail Anchored H-M 0.32% 1 PNC 7,049,000 7,049,000 Office Suburban H-M 0.28% 1 PNC 6,307,000 6,307,000 Retail Unanchored H-M 0.20% 1 GACC 4,400,000 4,400,000 Retail Anchored H-M 0.19% 1 GACC 4,200,000 4,200,000 Retail Unanchored H-M 0.14% 1 GACC 3,200,000 3,200,000 Retail Anchored M-P 1.39% 1 CGM 31,000,000 31,000,000 Office Suburban P-Q 0.36% 1 PNC 8,100,000 8,100,000 Industrial Flex Q 0.89% 1 PNC 20,000,000 19,962,738 Office CBD Q 0.70% 1 CGM 15,800,000 15,684,327 Office Suburban Q 0.19% 1 CGM 4,261,500 4,261,500 Retail Anchored Interest Original Stated Remaining Original Remaining First Interest Administrative Accrual Term to Maturity Term to Maturity Amortization Amortization Payment Bond Paydown Rate Fee Rate (2) Basis or ARD (mos.) or ARD (mos.) Term (mos.) Term (mos.) Date - ------------ -------- -------------- ---------- ---------------- ---------------- ------------ ------------ ---------- A-1/A-2 6.1570% 0.0301% Actual/360 60 57 0 0 1/1/2006 A-1/A-2 5.7800% 0.0301% Actual/360 60 57 360 357 1/11/2006 A-2 5.7180% 0.0301% Actual/360 60 58 0 0 2/1/2006 A-2 5.8100% 0.0301% Actual/360 60 58 0 0 2/1/2006 A-2 5.9400% 0.0301% Actual/360 60 59 300 299 3/1/2006 A-2/A-AB 5.9600% 0.0301% Actual/360 60 60 360 360 4/1/2006 A-3/A-AB 5.2700% 0.0301% Actual/360 84 78 360 360 10/11/2005 A-3/A-AB 5.7960% 0.0301% Actual/360 84 82 0 0 2/1/2006 A-4 5.2536% 0.0301% Actual/360 120 111 360 351 7/11/2005 A-4 5.2543% 0.0301% Actual/360 120 111 360 351 7/11/2005 A-4 5.1500% 0.0301% Actual/360 120 113 360 360 9/11/2005 A-4 4.9890% 0.0301% Actual/360 120 113 360 353 9/11/2005 A-4 5.0250% 0.0301% Actual/360 120 113 360 360 9/11/2005 A-4 5.4400% 0.0801% Actual/360 120 113 360 353 9/11/2005 A-4 5.4800% 0.0501% Actual/360 120 113 360 353 9/11/2005 A-4 5.5150% 0.0301% Actual/360 120 114 360 354 10/11/2005 A-4 5.2400% 0.0501% Actual/360 120 114 360 354 10/11/2005 A-4 5.0050% 0.0401% Actual/360 120 114 360 360 10/11/2005 A-4 5.5800% 0.0301% Actual/360 120 114 360 360 10/11/2005 A-4 5.5900% 0.0301% Actual/360 120 114 360 360 10/11/2005 A-4 5.4300% 0.0301% Actual/360 120 114 300 294 10/11/2005 A-4 5.4300% 0.0301% Actual/360 120 114 300 294 10/11/2005 A-4 5.4300% 0.0301% Actual/360 120 114 300 294 10/11/2005 A-4 5.1450% 0.0901% Actual/360 120 114 360 354 10/11/2005 A-4 5.3600% 0.0301% Actual/360 120 114 360 360 10/11/2005 A-4 5.1100% 0.0901% Actual/360 120 114 180 174 10/11/2005 A-4 5.4300% 0.0301% Actual/360 120 114 300 294 10/11/2005 A-4 5.3000% 0.0301% Actual/360 120 115 360 360 11/11/2005 A-4 5.2900% 0.0301% Actual/360 120 115 360 360 11/11/2005 A-4 5.2800% 0.0301% Actual/360 120 115 360 360 11/1/2005 A-4 5.3250% 0.0301% Actual/360 120 115 0 0 11/11/2005 A-4 5.1600% 0.0501% Actual/360 120 115 360 355 11/1/2005 A-4 5.1000% 0.0301% Actual/360 120 115 360 360 11/11/2005 A-4 5.0700% 0.0301% Actual/360 120 115 360 360 11/11/2005 A-4 5.3500% 0.0301% Actual/360 120 115 360 360 11/11/2005 A-4 5.1700% 0.0601% Actual/360 120 115 360 360 11/11/2005 A-4 5.2000% 0.0901% Actual/360 120 115 360 360 11/11/2005 A-4 5.2830% 0.0301% Actual/360 120 115 0 0 11/11/2005 A-4 5.6000% 0.0901% Actual/360 120 115 360 360 11/11/2005 A-4 5.1300% 0.0301% Actual/360 120 115 300 295 11/11/2005 A-4 5.3000% 0.0601% Actual/360 120 115 360 360 11/11/2005 A-4 5.3100% 0.0901% Actual/360 120 115 360 355 11/11/2005 A-4 5.6700% 0.0501% Actual/360 120 116 360 360 12/11/2005 A-4 5.3000% 0.0701% Actual/360 120 116 360 360 12/11/2005 A-4 5.3000% 0.0701% Actual/360 120 116 360 360 12/11/2005 A-4 5.3000% 0.0701% Actual/360 120 116 360 360 12/11/2005 A-4 5.3000% 0.0701% Actual/360 120 116 360 360 12/11/2005 A-4 4.9900% 0.0301% Actual/360 120 116 360 360 12/11/2005 A-4 5.0000% 0.0301% Actual/360 120 116 360 360 12/11/2005 A-4 5.4950% 0.0301% Actual/360 120 116 0 0 12/11/2005 A-4 5.9700% 0.0501% Actual/360 120 116 300 296 12/11/2005 A-4 5.6800% 0.0501% Actual/360 120 116 360 360 12/11/2005 A-4 5.8900% 0.0301% Actual/360 120 116 360 356 12/11/2005 A-4 5.0000% 0.0501% Actual/360 120 116 360 356 12/11/2005 A-4 5.1000% 0.0301% Actual/360 120 116 360 360 12/11/2005 A-4 5.2350% 0.0301% Actual/360 120 116 360 360 12/11/2005 A-4 5.5150% 0.0501% Actual/360 120 116 300 296 12/11/2005 A-4 5.3300% 0.0301% Actual/360 120 116 240 236 12/11/2005 A-4 5.5100% 0.0301% Actual/360 120 116 360 356 12/11/2005 A-4 5.4100% 0.0301% Actual/360 120 116 360 360 12/11/2005 A-4 5.6550% 0.0301% Actual/360 120 116 360 356 12/11/2005 A-4 5.2600% 0.0301% Actual/360 120 116 360 356 12/11/2005 A-4 5.2700% 0.0901% Actual/360 120 116 360 360 12/11/2005 A-4 5.3050% 0.0301% Actual/360 120 116 348 344 12/11/2005 A-4 5.1700% 0.0901% Actual/360 120 116 360 360 12/11/2005 A-4 5.4600% 0.0301% Actual/360 120 116 360 360 12/11/2005 A-4 5.9800% 0.0301% Actual/360 120 116 300 296 12/11/2005 A-4 5.5150% 0.0801% Actual/360 120 116 300 296 12/11/2005 A-4 5.5900% 0.1101% Actual/360 120 116 360 356 12/11/2005 A-4 5.6300% 0.0901% Actual/360 120 116 360 356 12/11/2005 A-4/A-2B 5.2150% 0.0251% Actual/360 120 117 360 357 1/11/2006 A-4/A-2B 5.7800% 0.0301% Actual/360 120 117 420 420 1/11/2006 A-4/A-2B 5.2000% 0.0301% Actual/360 120 117 0 0 1/11/2006 A-4/A-2B 5.5350% 0.0401% Actual/360 120 117 360 360 1/11/2006 A-4/A-2B 5.5450% 0.0301% Actual/360 120 117 360 360 1/11/2006 A-4/A-2B 5.2950% 0.0401% Actual/360 120 117 360 360 1/11/2006 A-4/A-2B 5.4070% 0.0301% Actual/360 120 117 0 0 1/1/2006 A-4/A-2B 5.6200% 0.0301% Actual/360 120 117 360 360 1/11/2006 A-4/A-2B 5.4000% 0.0301% Actual/360 120 117 360 360 1/11/2006 A-4/A-2B 5.4100% 0.0301% Actual/360 120 117 360 357 1/11/2006 A-4/A-2B 5.7600% 0.0401% Actual/360 120 117 360 357 1/11/2006 A-4/A-2B 5.3100% 0.0301% Actual/360 120 117 360 360 1/11/2006 A-4/A-2B 5.4300% 0.0301% Actual/360 120 117 360 357 1/11/2006 A-4/A-2B 5.6500% 0.0301% Actual/360 120 117 360 357 1/11/2006 A-4/A-2B 5.8600% 0.0401% Actual/360 120 117 360 357 1/1/2006 A-4/A-2B 5.8100% 0.0901% Actual/360 120 117 360 357 1/11/2006 A-4/A-2B 5.3300% 0.0301% Actual/360 120 117 300 297 1/11/2006 A-2B/A-M/A-J 5.3360% 0.0301% Actual/360 120 118 0 0 2/1/2006 A-2B/A-M/A-J 5.4500% 0.0301% Actual/360 120 118 0 0 2/1/2006 A-2B/A-M/A-J 5.2300% 0.0401% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.0859% 0.0301% Actual/360 120 118 360 360 2/11/2006 A-2B/A-M/A-J 5.4000% 0.0301% Actual/360 120 118 360 360 2/11/2006 A-2B/A-M/A-J 5.4970% 0.0301% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.1880% 0.0701% Actual/360 120 118 360 360 2/11/2006 A-2B/A-M/A-J 5.7300% 0.0401% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.7300% 0.0401% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.7000% 0.0701% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 6.0600% 0.0901% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.4970% 0.0301% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 6.0600% 0.0901% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.2200% 0.0401% Actual/360 120 118 360 360 2/11/2006 A-2B/A-M/A-J 5.4600% 0.0401% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.9200% 0.0401% Actual/360 120 118 300 298 2/1/2006 A-2B/A-M/A-J 5.7900% 0.0601% Actual/360 120 118 300 298 2/11/2006 A-2B/A-M/A-J 5.5660% 0.0301% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.6890% 0.0301% Actual/360 120 118 0 0 2/1/2006 A-2B/A-M/A-J 5.5400% 0.0401% Actual/360 120 118 240 238 2/1/2006 A-2B/A-M/A-J 5.5500% 0.0301% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.6970% 0.0301% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.5700% 0.0301% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.5400% 0.0401% Actual/360 120 118 240 238 2/1/2006 A-2B/A-M/A-J 6.0000% 0.0901% Actual/360 120 118 300 298 2/1/2006 A-2B/A-M/A-J 5.7700% 0.0601% Actual/360 120 118 360 358 2/11/2006 A-2B/A-M/A-J 6.1300% 0.0401% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.5400% 0.0401% Actual/360 120 118 240 238 2/1/2006 A-2B/A-M/A-J 5.6760% 0.0301% Actual/360 120 118 360 360 2/1/2006 A-2B/A-M/A-J 5.4600% 0.0301% Actual/360 120 118 360 358 2/1/2006 A-2B/A-M/A-J 5.5400% 0.0401% Actual/360 120 118 120 118 2/1/2006 A-J/B-H 5.6560% 0.0301% Actual/360 120 119 0 0 3/1/2006 A-J/B-H 5.6100% 0.0401% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5310% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5310% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5310% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5310% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5310% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5300% 0.0601% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.7450% 0.0301% Actual/360 120 119 0 0 3/1/2006 A-J/B-H 5.5900% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.6300% 0.0601% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5620% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.7540% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.7440% 0.0301% Actual/360 120 119 0 0 3/1/2006 A-J/B-H 5.6150% 0.0301% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5900% 0.0601% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.5050% 0.0301% Actual/360 120 119 360 360 3/11/2006 A-J/B-H 5.5500% 0.0901% Actual/360 120 119 360 360 3/1/2006 A-J/B-H 5.2690% 0.0301% Actual/360 120 119 360 360 3/11/2006 A-J/B-H 5.5320% 0.0301% Actual/360 120 119 360 359 3/1/2006 A-J/B-H 5.6900% 0.0901% Actual/360 120 119 360 359 3/1/2006 A-J/B-H 5.6000% 0.0301% Actual/360 120 119 360 359 3/1/2006 A-J/B-H 5.7000% 0.0901% Actual/360 120 119 360 359 3/1/2006 A-J/B-H 6.0400% 0.0401% Actual/360 120 119 360 359 3/1/2006 H-M 5.5000% 0.0601% Actual/360 120 120 360 360 4/1/2006 H-M 5.7170% 0.0301% Actual/360 120 120 360 360 4/1/2006 H-M 5.7600% 0.0301% Actual/360 120 120 360 360 4/1/2006 H-M 5.6500% 0.0601% Actual/360 120 120 360 360 4/1/2006 H-M 5.5700% 0.0401% Actual/360 120 120 360 360 4/1/2006 H-M 5.8970% 0.0601% Actual/360 120 120 360 360 4/1/2006 H-M 5.6400% 0.0301% Actual/360 120 120 0 0 4/1/2006 H-M 5.7700% 0.0301% Actual/360 120 120 360 360 4/1/2006 M-P 5.9000% 0.0301% Actual/360 137 135 360 360 2/11/2006 P-Q 5.6100% 0.0701% Actual/360 144 142 360 360 2/1/2006 Q 5.5000% 0.0401% Actual/360 156 155 300 299 3/1/2006 Q 5.6100% 0.0701% Actual/360 180 174 336 330 10/11/2005 Q 5.2800% 0.0301% Actual/360 180 175 360 360 11/11/2005 Maturity Annual Monthly Remaining Crossed Date Debt Debt Interest Only ARD With Bond Paydown or ARD Service (3) Service (3) Period (mos.) Lockbox (4) (Yes/No) Other Loans - ------------ ---------- ----------- ----------- ------------- ------------------------------- -------- ------------- A-1/A-2 12/1/2010 4,494,610 374,551 57 Hard No No A-1/A-2 12/11/2010 1,088,993 90,749 Hard No No A-2 1/1/2011 7,246,771 603,898 58 Hard No No A-2 1/1/2011 589,069 49,089 58 None at Closing, Springing Hard No No A-2 2/1/2011 814,892 67,908 None No No A-2/A-AB 3/1/2011 515,792 42,983 24 None No No A-3/A-AB 9/11/2012 591,082 49,257 18 None at Closing, Springing Hard No No A-3/A-AB 1/1/2013 2,328,563 194,047 82 Hard No No A-4 6/11/2015 452,305 37,692 None at Closing, Springing Hard Yes No A-4 6/11/2015 384,519 32,043 None at Closing, Springing Hard Yes No A-4 8/11/2015 753,516 62,793 17 None at Closing, Springing Hard No No A-4 8/11/2015 418,197 34,850 None at Closing, Springing Hard No No A-4 8/11/2015 284,249 23,687 29 None No No A-4 8/11/2015 277,503 23,125 None No No A-4 8/11/2015 273,636 22,803 None No No A-4 9/11/2015 904,281 75,357 Hard No No A-4 9/11/2015 665,211 55,434 None at Closing, Springing Hard No No A-4 9/11/2015 599,434 49,953 54 None No No A-4 9/11/2015 587,712 48,976 18 Hard No No A-4 9/11/2015 547,070 45,589 42 None at Closing, Springing Hard No No A-4 9/11/2015 387,905 32,325 None No No A-4 9/11/2015 365,949 30,496 None No No A-4 9/11/2015 351,311 29,276 None at Closing, Springing Hard No No A-4 9/11/2015 288,139 24,012 None No No A-4 9/11/2015 261,629 21,802 30 None No No A-4 9/11/2015 363,220 30,268 None at Closing, Springing Hard No No A-4 9/11/2015 168,336 14,028 None at Closing, Springing Hard No No A-4 10/11/2015 4,064,830 338,736 43 Hard No No A-4 10/11/2015 2,928,731 244,061 55 None at Closing, Springing Hard Yes No A-4 10/1/2015 1,978,671 164,889 31 Hard No No A-4 10/11/2015 1,549,501 129,125 115 None No No A-4 10/1/2015 1,771,122 147,593 Hard No No A-4 10/11/2015 1,161,370 96,781 55 Hard No No A-4 10/11/2015 935,034 77,920 7 None at Closing, Springing Hard No No A-4 10/11/2015 916,022 76,335 55 None No No A-4 10/11/2015 748,650 62,388 31 None at Closing, Springing Hard No No A-4 10/11/2015 724,826 60,402 31 None at Closing, Springing Hard No No A-4 10/11/2015 551,707 45,976 115 None No No A-4 10/11/2015 602,783 50,232 19 None at Closing, Springing Hard No No A-4 10/11/2015 457,644 38,137 None No No A-4 10/11/2015 416,478 34,707 31 None No No A-4 10/11/2015 349,566 29,131 None No No A-4 11/11/2015 2,204,088 183,674 31 None No No A-4 11/11/2015 586,402 48,867 32 None at Closing, Springing Hard No Yes - AG A-4 11/11/2015 533,092 44,424 32 None at Closing, Springing Hard No Yes - AG A-4 11/11/2015 466,456 38,871 32 None at Closing, Springing Hard No Yes - AG A-4 11/11/2015 399,819 33,318 32 None at Closing, Springing Hard No Yes - AG A-4 11/11/2015 1,351,251 112,604 32 None No No A-4 11/11/2015 1,256,163 104,680 20 None No No A-4 11/11/2015 902,554 75,213 116 None No No A-4 11/11/2015 1,143,337 95,278 None No No A-4 11/11/2015 918,390 76,533 32 None No No A-4 11/11/2015 942,070 78,506 None No No A-4 11/11/2015 837,442 69,787 None No No A-4 11/11/2015 539,475 44,956 32 None at Closing, Springing Hard No No A-4 11/11/2015 545,762 45,480 56 None No No A-4 11/11/2015 590,384 49,199 None No No A-4 11/11/2015 653,223 54,435 None No No A-4 11/11/2015 504,754 42,063 Hard No No A-4 11/11/2015 495,821 41,318 20 None at Closing, Springing Hard No No A-4 11/11/2015 509,401 42,450 None at Closing, Springing Hard No No A-4 11/11/2015 411,300 34,275 None No No A-4 11/11/2015 375,234 31,270 20 None No No A-4 11/11/2015 371,898 30,991 None at Closing, Springing Hard No No A-4 11/11/2015 354,624 29,552 20 None No No A-4 11/11/2015 359,519 29,960 20 None at Closing, Springing Hard No No A-4 11/11/2015 385,848 32,154 None at Closing, Springing Soft No No A-4 11/11/2015 368,990 30,749 None No No A-4 11/11/2015 330,306 27,526 None at Closing, Springing Hard No No A-4 11/11/2015 259,879 21,657 None No No A-4/A-2B 12/11/2015 4,661,901 388,492 Hard No No A-4/A-2B 12/11/2015 2,866,343 238,862 21 Hard No No A-4/A-2B 12/11/2015 2,003,444 166,954 117 Hard No No A-4/A-2B 12/11/2015 1,398,064 116,505 45 Hard No No A-4/A-2B 12/11/2015 1,301,004 108,417 57 None No No A-4/A-2B 12/11/2015 1,048,939 87,412 21 None at Closing, Springing Hard No No A-4/A-2B 12/1/2015 767,494 63,958 117 None No No A-4/A-2B 12/11/2015 865,013 72,084 21 None at Closing, Springing Hard No No A-4/A-2B 12/11/2015 621,952 51,829 33 None at Closing, Springing Soft No No A-4/A-2B 12/11/2015 556,534 46,378 None No No A-4/A-2B 12/11/2015 542,472 45,206 None No No A-4/A-2B 12/11/2015 453,635 37,803 21 None at Closing, Springing Hard No No A-4/A-2B 12/11/2015 459,738 38,312 None at Closing, Springing Hard No No A-4/A-2B 12/11/2015 456,824 38,069 None at Closing, Springing Hard Yes No A-4/A-2B 12/1/2015 403,956 33,663 Hard No No A-4/A-2B 12/11/2015 324,239 27,020 None No No A-4/A-2B 12/11/2015 289,909 24,159 None No No A-2B/A-M/A-J 1/1/2016 4,165,786 347,149 118 Hard No No A-2B/A-M/A-J 1/1/2016 3,591,701 299,308 118 Hard No No A-2B/A-M/A-J 1/1/2016 3,636,373 303,031 58 Hard No No A-2B/A-M/A-J 1/11/2016 3,278,504 273,209 58 Hard No No A-2B/A-M/A-J 1/11/2016 1,617,209 134,767 58 None at Closing, Springing Soft No No A-2B/A-M/A-J 1/1/2016 1,614,257 134,521 82 None No No A-2B/A-M/A-J 1/11/2016 1,423,349 118,612 34 None at Closing, Springing Hard No No A-2B/A-M/A-J 1/1/2016 768,640 64,053 22 None No No A-2B/A-M/A-J 1/1/2016 733,702 61,142 22 None No No A-2B/A-M/A-J 1/1/2016 731,304 60,942 None at Closing, Springing Hard No No A-2B/A-M/A-J 1/1/2016 745,819 62,152 None No No A-2B/A-M/A-J 1/1/2016 691,338 57,611 82 None No No A-2B/A-M/A-J 1/1/2016 727,717 60,643 None No No A-2B/A-M/A-J 1/11/2016 660,416 55,035 58 None No No A-2B/A-M/A-J 1/1/2016 678,338 56,528 34 Hard No No A-2B/A-M/A-J 1/1/2016 728,939 60,745 None No No A-2B/A-M/A-J 1/11/2016 682,048 56,837 None No No A-2B/A-M/A-J 1/1/2016 535,333 44,611 None No No A-2B/A-M/A-J 1/1/2016 432,601 36,050 118 Hard No No A-2B/A-M/A-J 1/1/2016 603,742 50,312 None No No A-2B/A-M/A-J 1/1/2016 424,772 35,398 None No No A-2B/A-M/A-J 1/1/2016 400,345 33,362 None No No A-2B/A-M/A-J 1/1/2016 384,511 32,043 34 Hard No No A-2B/A-M/A-J 1/1/2016 443,075 36,923 None No No A-2B/A-M/A-J 1/1/2016 402,044 33,504 None No No A-2B/A-M/A-J 1/11/2016 360,732 30,061 None at Closing, Springing Hard No No A-2B/A-M/A-J 1/1/2016 346,522 28,877 None No No A-2B/A-M/A-J 1/1/2016 347,835 28,986 None No No A-2B/A-M/A-J 1/1/2016 290,019 24,168 45 None No No A-2B/A-M/A-J 1/1/2016 237,418 19,785 None No No A-2B/A-M/A-J 1/1/2016 358,791 29,899 None No No A-J/B-H 2/1/2016 2,981,969 248,497 119 None No No A-J/B-H 2/1/2016 2,689,641 224,137 35 None at Closing, Springing Hard No No A-J/B-H 2/1/2016 998,177 83,181 35 Hard No Yes - Century A-J/B-H 2/1/2016 335,004 27,917 35 Hard No Yes - Century A-J/B-H 2/1/2016 300,820 25,068 35 Hard No Yes - Century A-J/B-H 2/1/2016 246,126 20,510 35 Hard No Yes - Century A-J/B-H 2/1/2016 239,289 19,941 35 Hard No Yes - Century A-J/B-H 2/1/2016 1,536,407 128,034 35 None No No A-J/B-H 2/1/2016 1,164,958 97,080 119 None No No A-J/B-H 2/1/2016 1,307,463 108,955 59 None No No A-J/B-H 2/1/2016 1,195,718 99,643 59 None No No A-J/B-H 2/1/2016 1,166,238 97,186 59 None No No A-J/B-H 2/1/2016 1,162,983 96,915 59 Hard No No A-J/B-H 2/1/2016 698,853 58,238 119 None No No A-J/B-H 2/1/2016 814,236 67,853 23 Hard No No A-J/B-H 2/1/2016 784,478 65,373 23 None at Closing, Springing Hard No No A-J/B-H 2/11/2016 654,454 54,538 11 None at Closing, Springing Hard No No A-J/B-H 2/1/2016 363,111 30,259 23 None No No A-J/B-H 2/11/2016 337,872 28,156 59 None No No A-J/B-H 2/1/2016 314,529 26,211 None No No A-J/B-H 2/1/2016 264,374 22,031 None at Closing, Springing Hard No No A-J/B-H 2/1/2016 258,336 21,528 None No No A-J/B-H 2/1/2016 243,768 20,314 None No No A-J/B-H 2/1/2016 190,753 15,896 None at Closing, Springing Hard No No H-M 3/1/2016 1,693,147 141,096 None at Closing, Springing Hard No No H-M 3/1/2016 1,151,327 95,944 None No No H-M 3/1/2016 1,086,627 90,552 60 None No No H-M 3/1/2016 488,272 40,689 36 None at Closing, Springing Hard No No H-M 3/1/2016 433,055 36,088 24 None No No H-M 3/1/2016 313,075 26,090 Soft at Closing, Springing Hard No No H-M 3/1/2016 240,170 20,014 120 None at Closing, Springing Hard No No H-M 3/1/2016 224,580 18,715 Soft No No M-P 6/11/2017 2,206,468 183,872 22 None at Closing, Springing Hard No No P-Q 1/1/2018 558,618 46,551 34 None No No Q 2/1/2019 1,473,810 122,818 None at Closing, Springing Hard No No Q 9/11/2020 1,120,073 93,339 None No No Q 10/11/2020 283,337 23,611 19 None No No Related DSCR(3)(5) Grace Payment Appraised Appraisal Bond Paydown Borrower (7)(8) Period Date Value(9) As-of Date(9) - ------------ -------- ---------- -------------------- ------- ----------- ------------- A-1/A-2 1.60 5 1 91,000,000 9/1/2005 A-1/A-2 1.51 0 11 22,260,000 10/1/2005 A-2 1.66 5 1 169,000,000 12/9/2005 A-2 1.37 5 1 13,000,000 11/2/2005 A-2 1.28 5 1 15,500,000 12/2/2005 A-2/A-AB 1.54 5 1 14,800,000 12/14/2005 A-3/A-AB 1.44 0 11 13,000,000 7/20/2005 A-3/A-AB 3.50 5 1 80,000,000 11/10/2005 A-4 Yes - 22 1.25 0 11 9,100,000 3/21/2005 A-4 Yes - 22 1.28 0 11 7,250,000 3/14/2005 A-4 1.26 0 11 14,900,000 1/1/2006 A-4 Yes - 23 1.26 0 11 8,350,000 9/1/2005 A-4 Yes - 21 1.23 0 11 5,600,000 6/21/2005 A-4 Yes - 8 1.25 0 11 5,500,000 4/26/2005 A-4 1.26 0 11 5,200,000 5/1/2005 A-4 Yes - 15 1.20 0 11 19,000,000 6/30/2005 A-4 1.21 0 11 13,100,000 7/18/2005 A-4 1.89 0 11 16,300,000 2/1/2006 A-4 Yes - 15 1.34 0 11 10,800,000 7/23/2005 A-4 1.21 0 11 10,600,000 7/14/2005 A-4 Yes - 14 1.50 0 11 7,100,000 8/12/2005 A-4 Yes - 14 1.67 0 11 9,150,000 8/9/2005 A-4 Yes - 14 1.44 0 11 6,600,000 8/15/2005 A-4 1.24 0 11 5,900,000 7/27/2005 A-4 1.26 0 11 5,150,000 6/10/2005 A-4 1.37 0 11 7,250,000 6/26/2005 A-4 Yes - 14 1.42 0 11 3,300,000 8/12/2005 A-4 1.26 0 11 76,700,000 9/1/2005 A-4 1.23 0 11 58,000,000 8/23/2005 A-4 1.31 5 1 37,200,000 6/7/2005 A-4 Yes - 5 1.58 0 11 41,400,000 8/18/2005 A-4 1.31 5 1 34,000,000 9/8/2005 A-4 1.36 0 11 24,300,000 7/18/2005 A-4 1.23 0 11 18,000,000 8/11/2005 A-4 1.20 0 11 18,800,000 8/15/2005 A-4 1.42 0 11 16,200,000 8/15/2005 A-4 1.44 0 11 15,000,000 7/27/2005 A-4 Yes - 5 1.53 0 11 14,960,000 8/18/2005 A-4 1.22 0 11 12,070,000 8/25/2005 A-4 1.30 0 11 9,200,000 8/16/2005 A-4 1.41 0 11 9,270,000 8/11/2005 A-4 1.25 0 11 6,650,000 8/11/2005 A-4 1.20 0 11 43,000,000 9/22/2005 A-4 Yes - 13 1.35 0 11 11,600,000 8/25/2005 A-4 Yes - 13 1.35 0 11 10,900,000 8/22/2005 A-4 Yes - 13 1.35 0 11 11,950,000 8/25/2005 A-4 Yes - 13 1.35 0 11 8,140,000 8/22/2005 A-4 1.22 0 11 26,325,000 9/1/2005 A-4 1.41 0 11 32,000,000 8/22/2005 A-4 Yes - 5 1.55 0 11 21,600,000 9/14/2005 A-4 1.60 0 11 20,350,000 Various A-4 1.22 0 11 17,100,000 9/26/2005 A-4 1.23 0 11 17,000,000 9/30/2005 A-4 1.26 0 11 16,250,000 8/11/2005 A-4 Yes - 21 1.26 0 11 10,350,000 9/22/2005 A-4 1.24 0 11 11,550,000 6/22/2005 A-4 Yes - 20 1.52 0 11 12,200,000 10/1/2005 A-4 1.31 0 11 10,700,000 8/18/2005 A-4 1.28 0 11 9,225,000 9/16/2005 A-4 1.21 0 11 10,100,000 9/7/2005 A-4 1.38 0 11 13,300,000 9/26/2005 A-4 1.24 0 11 8,100,000 7/22/2005 A-4 1.38 0 11 7,100,000 8/16/2005 A-4 Yes - 23 1.20 0 11 7,000,000 9/15/2005 A-4 1.33 0 11 7,200,000 9/12/2005 A-4 1.20 0 11 6,650,000 12/1/2005 A-4 Yes - 14 1.57 0 11 7,400,000 8/10/2005 A-4 Yes - 20 1.68 0 11 9,400,000 10/1/2005 A-4 1.22 0 11 6,700,000 5/3/2005 A-4 1.23 0 11 5,300,000 10/12/2005 A-4/A-2B 1.29 0 11 90,500,000 10/12/2005 A-4/A-2B 1.20 0 11 56,500,000 10/13/2005 A-4/A-2B Yes - 8 2.14 5 11 71,600,000 7/1/2005 A-4/A-2B 1.22 0 11 26,700,000 9/13/2005 A-4/A-2B 1.25 0 11 24,800,000 6/7/2005 A-4/A-2B 1.22 0 11 21,700,000 9/1/2005 A-4/A-2B 1.45 5 1 18,400,000 11/9/2005 A-4/A-2B 1.20 0 11 17,922,000 9/28/2005 A-4/A-2B 1.18 0 11 12,000,000 10/5/2005 A-4/A-2B 1.22 0 11 10,700,000 10/21/2005 A-4/A-2B 1.23 0 11 11,200,000 10/24/2005 A-4/A-2B 1.28 0 11 10,500,000 8/13/2005 A-4/A-2B 1.29 0 11 8,500,000 10/21/2005 A-4/A-2B 1.31 0 11 9,000,000 8/23/2005 A-4/A-2B 1.35 5 1 7,410,000 10/5/2005 A-4/A-2B 1.30 0 11 5,750,000 9/13/2005 A-4/A-2B 1.34 0 11 6,200,000 10/1/2005 A-2B/A-M/A-J Yes - 1 2.45 5 1 153,000,000 11/14/2005 A-2B/A-M/A-J 1.68 5 1 92,500,000 12/19/2005 A-2B/A-M/A-J Yes - 2 1.30 5 1 82,500,000 9/30/2005 A-2B/A-M/A-J 1.32 0 (5 days for 11 70,000,000 11/30/2005 the first 2 missed payments) A-2B/A-M/A-J 1.21 0 11 31,000,000 10/21/2005 A-2B/A-M/A-J Yes - 6 1.22 5 1 32,800,000 10/11/2005 A-2B/A-M/A-J 1.20 0 11 28,000,000 1/1/2006 A-2B/A-M/A-J Yes - 16 1.51 5 1 14,700,000 11/29/2005 A-2B/A-M/A-J Yes - 16 1.50 5 1 14,400,000 11/29/2005 A-2B/A-M/A-J 1.23 5 1 13,420,000 12/21/2005 A-2B/A-M/A-J Yes - 17 1.46 5 1 13,900,000 11/1/2005 A-2B/A-M/A-J Yes - 6 1.22 5 1 13,800,000 10/10/2005 A-2B/A-M/A-J Yes - 17 1.46 5 1 14,000,000 11/1/2005 A-2B/A-M/A-J 1.45 0 11 16,500,000 10/11/2005 A-2B/A-M/A-J Yes - 12 1.29 5 1 13,100,000 12/1/2005 A-2B/A-M/A-J 1.57 5 1 13,900,000 10/10/2005 A-2B/A-M/A-J 1.45 0 11 12,400,000 11/22/2005 A-2B/A-M/A-J 1.26 5 1 10,500,000 10/28/2005 A-2B/A-M/A-J 1.45 5 1 10,100,000 11/28/2005 A-2B/A-M/A-J Yes - 18 1.22 5 1 11,100,000 11/4/2005 A-2B/A-M/A-J 1.20 5 1 7,800,000 12/15/2005 A-2B/A-M/A-J 1.22 5 1 7,600,000 11/1/2005 A-2B/A-M/A-J 1.24 5 1 7,200,000 12/1/2005 A-2B/A-M/A-J Yes - 18 1.28 5 1 7,650,000 11/4/2005 A-2B/A-M/A-J 1.94 5 1 9,700,000 11/1/2005 A-2B/A-M/A-J 1.24 0 11 7,600,000 10/26/2005 A-2B/A-M/A-J 1.65 5 1 7,300,000 10/7/2005 A-2B/A-M/A-J Yes - 18 1.32 5 1 7,900,000 11/4/2005 A-2B/A-M/A-J 1.20 5 1 6,750,000 11/7/2005 A-2B/A-M/A-J 1.28 5 1 5,700,000 9/30/2005 A-2B/A-M/A-J Yes - 18 1.15 5 1 10,280,000 11/4/2005 A-J/B-H Yes - 1 1.50 5 1 81,000,000 11/18/2005 A-J/B-H 1.23 5 1 51,900,000 11/4/2005 A-J/B-H Yes - 11 1.24 5 1 19,400,000 11/10/2005 A-J/B-H Yes - 11 1.24 5 1 6,200,000 11/10/2005 A-J/B-H Yes - 11 1.24 5 1 5,500,000 11/10/2005 A-J/B-H Yes - 11 1.24 5 1 4,500,000 11/10/2005 A-J/B-H Yes - 11 1.24 5 1 4,400,000 11/10/2005 A-J/B-H Yes - 2 1.26 5 1 29,000,000 10/20/2005 A-J/B-H Yes - 10 1.50 5 1 29,800,000 12/4/2005 A-J/B-H 1.21 5 1 24,500,000 11/23/2005 A-J/B-H 1.18 5 1 22,000,000 1/1/2006 A-J/B-H 1.20 5 1 22,200,000 12/1/2005 A-J/B-H 1.20 5 1 22,500,000 12/15/2005 A-J/B-H Yes - 10 1.61 5 1 20,400,000 12/4/2005 A-J/B-H 1.25 5 1 15,000,000 11/14/2005 A-J/B-H 1.21 5 1 15,750,000 12/5/2005 A-J/B-H 1.12 0 11 10,200,000 9/28/2005 A-J/B-H 1.27 5 1 7,110,000 11/18/2005 A-J/B-H 1.24 0 11 6,360,000 4/10/2005 A-J/B-H 1.21 5 1 6,900,000 12/20/2005 A-J/B-H 1.27 5 1 4,750,000 11/5/2005 A-J/B-H 1.29 5 1 5,680,000 10/3/2005 A-J/B-H 1.25 5 1 5,520,000 10/21/2005 A-J/B-H 1.28 5 1 3,300,000 1/1/2006 H-M 1.23 5 1 33,500,000 8/15/2005 H-M 1.20 5 1 21,000,000 12/21/2005 H-M 1.17 5 1 21,000,000 11/1/2005 H-M 1.26 5 1 9,600,000 11/30/2005 H-M 1.25 5 1 8,400,000 11/11/2005 H-M 1.46 5 1 6,880,000 11/1/2006 H-M 2.00 5 1 7,240,000 12/5/2005 H-M 1.36 5 1 4,200,000 10/21/2005 M-P 1.20 0 11 44,000,000 11/16/2005 P-Q 1.34 5 1 11,100,000 9/27/2005 Q Yes - 12 1.25 5 1 26,500,000 12/1/2005 Q 1.24 0 11 20,000,000 6/1/2006 Q 1.28 0 11 5,775,000 8/5/2005 Cut-Off Date LTV LTV Ratio at Bond Paydown Ratio(6)(7)(8) Maturity/ARD(6)(8) Address City - ------------ -------------- ------------------ ------------------------------------------ ---------------- A-1/A-2 79.12% 79.12% 99 South 17th Street at Liberty Place Philadelphia A-1/A-2 69.41% 64.94% 3400 Forest Drive Columbia A-2 73.96% 73.96% 13331 Preston Road Dallas A-2 76.92% 76.92% 4100 MacArthur Boulevard Newport Beach A-2 68.26% 61.77% Various Various A-2/A-AB 48.65% 46.86% 2532 West Peoria Avenue Phoenix A-3/A-AB 68.46% 63.40% 501-571 South San Jacinto Street Hemet A-3/A-AB 49.53% 49.53% Various Brisbane A-4 74.22% 62.15% 837 South Road Poughkeepsie A-4 79.20% 66.31% 10640 Davidson Place Manassas A-4 77.18% 67.04% 6056-6080 Boynton Beach Boulevard Boynton Beach A-4 77.20% 63.97% N94 West 16855 Richfield Way Menomonee Falls A-4 78.57% 69.58% 2726-2736 Hillside Drive Delafield A-4 73.98% 62.15% 4757 Main Street Manchester A-4 76.82% 64.61% 3502-3522 Satellite Boulevard Duluth A-4 69.29% 58.27% 5 Omni Way Chelmsford A-4 76.19% 63.55% 1815-1819 East Jericho Turnpike Huntington A-4 57.06% 52.62% 4212-4314 Highway 98 North Lakeland A-4 79.17% 69.48% 6600 West Broad Street Richmond A-4 75.00% 68.52% 104-189 Lowes Foods Drive Lewisville A-4 73.95% 56.67% 1501 Tyler Avenue Radford A-4 54.13% 41.48% 726 East Market Street Leesburg A-4 72.04% 55.21% 1302 Richmond Avenue Staunton A-4 74.06% 61.59% 730 US Highway 66 East Tell City A-4 75.73% 67.54% 215 West Lake Street Chicago A-4 51.24% 22.45% 10409 Canyon Road East Puyallup A-4 69.04% 52.91% 1807 Emmet Street Charlottesville A-4 79.53% 72.30% Various Various A-4 75.86% 70.27% 99-101 East River Drive East Hartford A-4 80.00% 71.24% 1655 Boston Road (US Route 20) Springfield A-4 69.32% 69.32% 1034 South Brentwood Boulevard Saint Louis A-4 78.96% 65.62% 7500 Tank Avenue Warren A-4 73.35% 67.75% 4201 Northview Drive Bowie A-4 80.00% 67.68% 12700 South Orange Blossom Trail Orlando A-4 72.71% 67.41% 21 Astor Place New York A-4 70.37% 62.52% 5757 West Thunderbird Road Glendale A-4 73.33% 65.19% 613-900 Cortez Road West Bradenton A-4 68.85% 68.85% 8112 Maryland Avenue Clayton A-4 72.49% 63.66% 1033 Third Street San Rafael A-4 69.43% 52.58% 1392 US Highway 22 Lebanon A-4 67.42% 60.06% 12601-12653 Olive Boulevard Creve Coeur A-4 78.36% 65.43% 2014-24 South Broad Street Philadelphia A-4 73.84% 66.18% 2510-2512 West Dunlap Avenue Phoenix A-4 69.97% 62.33% 1702 Auburn Way North Auburn A-4 69.97% 62.33% 13719 Southeast Mill Plain Boulevard Vancouver A-4 69.97% 62.33% 3725 South 144th Street Tukwila A-4 69.97% 62.33% 2553 Northwest Stewart Parkway Roseburg A-4 79.77% 70.59% 6511-6541 Steubenville Pike Pittsburgh A-4 60.94% 52.73% 13729 Research Boulevard Austin A-4 75.00% 75.00% 2100 & 2115 Rexford Road Charlotte A-4 72.45% 56.36% Various Various A-4 77.28% 69.38% 3107 Boulevard Colonial Heights A-4 77.62% 65.87% 3400 Concord Road Aston Township A-4 79.61% 65.76% 444 WMC Drive Westminster A-4 80.00% 70.96% 4650-4700 South US Highway 41 Terre Haute A-4 71.43% 66.10% Various Various A-4 65.16% 49.93% 2225 South Atlantic Avenue Daytona Beach A-4 74.29% 47.89% 1560 Crossways Boulevard Chesapeake A-4 79.86% 67.02% 625 Meadow Street Littleton A-4 72.77% 63.61% 44 Bromfield Street Boston A-4 55.03% 46.38% 1-9 Lansdowne Street, 145 Ipswich Street Boston A-4 76.19% 63.45% 215 5th Avenue St. Charles A-4 79.58% 69.32% 1132-1136 Thorn Run Road Moon Township A-4 78.19% 64.24% 3300-3400 Rib Mountain Drive Wausau A-4 75.00% 65.17% 3333 South Brea Canyon Road Diamond Bar A-4 79.70% 69.75% 7700-7734 Hoke Road Englewood A-4 67.17% 52.28% 3101 Main Street Grasonville A-4 52.86% 40.50% 2001 South Atlantic Avenue Daytona Beach A-4 71.33% 60.00% 510 South Ocean Drive Miami Beach A-4 70.64% 59.49% 4716 Pacific Highway East Fife A-4/A-2B 77.77% 64.60% 1330 North Washington Street Spokane A-4/A-2B 76.11% 69.90% 1801 & 1803 Research Boulevard Rockville A-4/A-2B 53.07% 53.07% 2109 Broadway New York A-4/A-2B 76.55% 69.88% Various Fort Lauderdale A-4/A-2B 76.61% 71.22% 1701 East South Boulevard Rochester Hills A-4/A-2B 72.58% 63.27% 5825 & 5955 Lincoln Avenue Buena Park A-4/A-2B 76.09% 76.09% 145-157 East 42nd Street New York A-4/A-2B 69.91% 61.42% 760 East El Camino Real Sunnyvale A-4/A-2B 76.92% 68.66% 8851 Kerns Street San Diego A-4/A-2B 76.84% 64.22% Route 111- Indian Rock Road Windham A-4/A-2B 68.87% 58.17% 22235 Sherman Way Canoga Park A-4/A-2B 64.76% 56.47% 135, 175, & 265 East Ontario Avenue Corona A-4/A-2B 79.73% 66.67% 100 Green Springs Highway Birmingham A-4/A-2B 73.04% 61.49% 1325 Ensell Road Lake Zurich A-4/A-2B 76.69% 64.96% 10741 Walker Street Cypress A-4/A-2B 79.75% 67.46% 7282 William Barry Boulevard Syracuse A-4/A-2B 64.21% 48.81% 14-20 Grove Street Darien A-2B/A-M/A-J 50.33% 50.33% 200 South Orange Avenue Orlando A-2B/A-M/A-J 70.27% 70.27% 9000 Hudson Road Woodbury A-2B/A-M/A-J 66.67% 61.69% 6255 Sunset Boulevard Hollywood A-2B/A-M/A-J 72.00% 66.48% 101 Woodcrest Road Cherry Hill A-2B/A-M/A-J 77.42% 71.82% 1357 Route 9 Wappingers Falls A-2B/A-M/A-J 72.26% 69.34% 1521 Bridford Parkway Greensboro A-2B/A-M/A-J 77.25% 68.65% 1824 Story Road San Jose A-2B/A-M/A-J 74.83% 65.91% 3990 Olympic Boulevard Erlanger A-2B/A-M/A-J 72.92% 64.22% 2811 Circleport Drive Erlanger A-2B/A-M/A-J 78.06% 65.75% 3300 E. Guasti Road Ontario A-2B/A-M/A-J 73.94% 62.94% 100 Barclay Blvd Lincolnshire A-2B/A-M/A-J 73.55% 70.58% 400 Magnolia Branch Drive Winston-Salem A-2B/A-M/A-J 71.63% 60.97% 2600 Lehigh Ave Glenview A-2B/A-M/A-J 60.61% 56.08% 1125-1175 Arnold Drive Martinez A-2B/A-M/A-J 76.34% 68.22% 3850 Hamlin Rd Auburn Hills A-2B/A-M/A-J 68.13% 52.77% 4050 Westfax Drive Chantilly A-2B/A-M/A-J 72.35% 55.79% 180 Regal Way Newport News A-2B/A-M/A-J 74.11% 62.17% 5209 Concord Pike Wilmington A-2B/A-M/A-J 74.26% 74.26% 300 Billerica Road Chelmsford A-2B/A-M/A-J 65.36% 42.28% 125 Franklin St Belleville A-2B/A-M/A-J 79.30% 66.49% 2419-2473 County Home Road Greenville A-2B/A-M/A-J 75.49% 63.57% 5002-5012 Church Avenue Brooklyn A-2B/A-M/A-J 77.78% 69.67% 425 Fifth Avenue New York A-2B/A-M/A-J 69.60% 45.02% 1555 Livingston Avenue North Brunswick A-2B/A-M/A-J 53.44% 41.50% 6100 Southwest Meadows Road Lake Oswego A-2B/A-M/A-J 67.48% 56.95% 15214 Whittier Boulevard Whittier A-2B/A-M/A-J 64.93% 55.38% 6955 S. Tucson Blvd Tucson A-2B/A-M/A-J 52.91% 34.23% 1229 Route 22 East Mountainside A-2B/A-M/A-J 61.85% 56.51% 10000-10048 Hawthorne Boulevard Inglewood A-2B/A-M/A-J 61.26% 51.22% 1802 F Street Napa A-2B/A-M/A-J 26.41% 0.17% 1929 Rt. 37 East Toms River A-J/B-H 64.20% 64.20% 1900 South State College Boulevard Anaheim A-J/B-H 75.14% 67.36% 140-166 S. Gary Avenue Bloomingdale A-J/B-H 77.50% 69.36% 1620, 1640, 1680 Century Center Parkway Memphis A-J/B-H 77.50% 69.36% 1610 Century Center Parkway Memphis A-J/B-H 77.50% 69.36% 1670 Century Center Parkway Memphis A-J/B-H 77.50% 69.36% 1600 Century Center Parkway Memphis A-J/B-H 77.50% 69.36% 1590 Century Center Parkway Memphis A-J/B-H 77.50% 69.36% 5900 Baywater Drive Plano A-J/B-H 67.11% 67.11% 3005 Old Alabama Road Alpharetta A-J/B-H 77.55% 72.13% 1914-1968 Jericho Turnpike Dix Hills A-J/B-H 62.95% 57.50% 2831-2851-2909 West 120th Street Hawthorne A-J/B-H 76.58% 71.20% 928 Broadway New York A-J/B-H 73.78% 68.78% 1177 Beltline Road Coppell A-J/B-H 58.82% 58.82% 2300 Holcomb Bridge Road Roswell A-J/B-H 78.67% 69.09% 5160 & 5180 Parkstone Drive Chantilly A-J/B-H 72.38% 63.53% 10005 West Hillsborough Avenue Tampa A-J/B-H 73.63% 60.09% 7277 Smith's Mill Road New Albany A-J/B-H 74.54% 65.37% 3116 NE 130th Street Seattle A-J/B-H 80.00% 74.07% 3136-3300 East Tulare Avenue Fresno A-J/B-H 66.57% 55.73% 2907 Centre Drive Beaver Creek A-J/B-H 79.89% 67.20% 17911-18011 E. 24 Highway Independence A-J/B-H 65.93% 55.30% 1705 West Garvey Avenue North West Covina A-J/B-H 63.32% 53.28% 2723-2733 N. Power Rd Mesa A-J/B-H 79.89% 67.90% 1455 N. National Rd Columbus H-M 74.18% 61.98% 503-599 Telegraph Canyon Road Chula Vista H-M 78.57% 66.09% 150 Alhambra Circle Coral Gables H-M 63.57% 58.60% 601-617 Mall Ring Circle Henderson H-M 73.43% 65.90% 1240 & 1250 N. Pitt Street Alexandria H-M 75.08% 65.89% 5400 Habersham Road Savannah H-M 63.95% 54.09% 750 South 500 West Woods Cross H-M 58.01% 58.01% 2100, 2110, & 2120 North Rampart Boulevard Las Vegas H-M 76.19% 64.19% 1150 Mineral Wells Avenue Paris M-P 70.45% 60.40% 9808 and 9868 Scranton Road San Diego P-Q 72.97% 62.66% 13040 & 13100 W. Lisbon Brookfield Q 75.33% 49.75% 1900 St. Antonie St Detroit Q 78.42% 52.93% 2 Trap Falls Road Shelton Q 73.79% 55.95% 6405 Fayetteville Road Durham Net Units Year Year Rentable Area of Bond Paydown County State Zip Code Built Renovated SF/Units Measure - ------------ ------------------------- ------- -------- --------------------- ------------- ------------- ------------ A-1/A-2 Philadelphia PA 19103 1989 1999 290 Rooms A-1/A-2 Richland SC 29204 1990 1996 231,477 Sq. Ft. A-2 Dallas TX 75240 1965 2004 733,459 Sq. Ft. A-2 Orange CA 92660 1976 45,890 Sq. Ft. A-2 Various TX Various Various 120,318 Sq. Ft. A-2/A-AB Maricopa AZ 85029 1981 1998, 2004 250 Rooms A-3/A-AB Riverside CA 92543 1971 2004 128,388 Sq. Ft. A-3/A-AB San Mateo CA 94005 Various 167,177 Sq. Ft. A-4 Dutchess NY 12601 1996 42,000 Sq. Ft. A-4 Prince William VA 20109 1996 2002 33,879 Sq. Ft. A-4 Palm Beach FL 33437 2004 56,077 Sq. Ft. A-4 Waukesha WI 53051 2005 30,519 Sq. Ft. A-4 Waukesha WI 53018 2003 17,120 Sq. Ft. A-4 Bennington VT 05254 1850 2005 18,054 Sq. Ft. A-4 Gwinnett GA 30096 1987 2005 31,315 Sq. Ft. A-4 Middlesex MA 01824 1985 2003 131,252 Sq. Ft. A-4 Suffolk NY 11743 1996 51,800 Sq. Ft. A-4 Polk FL 33809 1989 2003 134,548 Sq. Ft. A-4 Henrico VA 23230 1976 1993 91,875 Sq. Ft. A-4 Forsyth NC 27023 1999 75,824 Sq. Ft. A-4 Radford VA 24141 1983 & 1984 2004 104 Rooms A-4 Loudoun VA 20176 1986 2004 99 Rooms A-4 Shenandoah VA 24401 1987 2004 98 Rooms A-4 Perry IN 47586 1992 2004 72,113 Sq. Ft. A-4 Cook IL 60606 1929 1990 72,000 Sq. Ft. A-4 Pierce WA 98373 1995 45,859 Sq. Ft. A-4 Charlottesville City VA 22901 1988 2005 64 Rooms A-4 Various PA Various Various 2004 671,759 Sq. Ft. A-4 Hartford CT 06108 1982 & 1983 321,205 Sq. Ft. A-4 Hampden MA 01129 1968 1986, 1999 274,300 Sq. Ft. A-4 Saint Louis MO 63117 1973 272,942 Sq. Ft. A-4 Macomb MI 48092 2000 2003 268,000 Sq. Ft. A-4 Prince George's MD 20716 1986 2004 101,837 Sq. Ft. A-4 Orange FL 32837 2004 88,103 Sq. Ft. A-4 New York NY 10003 1904 2003 11,121 Sq. Ft. A-4 Maricopa AZ 85306 1984 2003 86,492 Sq. Ft. A-4 Manatee FL 34207 1968 2004 169,330 Sq. Ft. A-4 Saint Louis MO 63105 1987 80,120 Sq. Ft. A-4 Marin CA 94901 1999 34,025 Sq. Ft. A-4 Hunterdon NJ 08833 1985-2004 2002 54,025 Sq. Ft. A-4 Saint Louis MO 63141 1987-1990 39,528 Sq. Ft. A-4 Philadelphia PA 19145 1996 13,396 Sq. Ft. A-4 Maricopa AZ 85021 1989 & 1999 301,696 Sq. Ft. A-4 King WA 98002 1993 71,983 Sq. Ft. A-4 Clark WA 98684 1993 68,164 Sq. Ft. A-4 King WA 98168 1993 57,084 Sq. Ft. A-4 Douglas OR 97470 1993 68,228 Sq. Ft. A-4 Allegheny PA 15205 1997 120,344 Sq. Ft. A-4 Williamson TX 78750 1990 263,055 Sq. Ft. A-4 Mecklenburg NC 28211 1979 & 1980 1995 & 2000 136,299 Sq. Ft. A-4 Various Various Various Various 2005 443 Rooms A-4 Colonial Heights City VA 23834 1967 1996 & 1997 169,026 Sq. Ft. A-4 Delaware PA 19014 2005 55,000 Sq. Ft. A-4 Carroll MD 21158 1999 81,332 Sq. Ft. A-4 Vigo IN 47802 1988 2005 129,631 Sq. Ft. A-4 Riverside CA Various Various 2002 91,142 Sq. Ft. A-4 Volusia FL 32118 1968 2005 132 Rooms A-4 Chesapeake City VA 23320 1995 2004 105 Rooms A-4 Grafton NH 03561 2001 54,985 Sq. Ft. A-4 Suffolk MA 02108 1913 2003 42,053 Sq. Ft. A-4 Suffolk MA 02215 1890 1985 97,007 Sq. Ft. A-4 Kane IL 60174 1900-1920 & 2002-2004 2004 50,640 Sq. Ft. A-4 Allegheny PA 15108 1989 1996 47,165 Sq. Ft. A-4 Marathon WI 54401 2002 54,688 Sq. Ft. A-4 Los Angeles CA 91765 1982 40,184 Sq. Ft. A-4 Montgomery OH 45315 2005 28,800 Sq. Ft. A-4 Queen Anne's MD 21638 1990 2004 92 Rooms A-4 Volusia FL 32118 1994 2005 95 Rooms A-4 Miami-Dade FL 33139 1920 1998 9,232 Sq. Ft. A-4 Pierce WA 98424 2005 12,502 Sq. Ft. A-4/A-2B Spokane WA 99201 1987-1998 2003 & 2004 565,746 Sq. Ft. A-4/A-2B Montgomery MD 20850 1980 & 1983 1995 257,280 Sq. Ft. A-4/A-2B New York NY 10023 1904 1982 103,928 Sq. Ft. A-4/A-2B Broward FL 33309 Various 167,824 Sq. Ft. A-4/A-2B Oakland MI 48307 2004 92,597 Sq. Ft. A-4/A-2B Orange CA 90620 1966 2005 103,973 Sq. Ft. A-4/A-2B New York NY 10017 1925, 1935 2003, 2005 28,593 Sq. Ft. A-4/A-2B Santa Clara CA 94087 2005 30,071 Sq. Ft. A-4/A-2B San Diego CA 92154 2003 115,290 Sq. Ft. A-4/A-2B Rockingham NH 03087 2005 63,500 Sq. Ft. A-4/A-2B Los Angeles CA 91303 1980-1981 1999 101,000 Sq. Ft. A-4/A-2B Riverside CA 92879 2005 20,000 Sq. Ft. A-4/A-2B Jefferson AL 35209 1971 1989 114,198 Sq. Ft. A-4/A-2B Lake IL 60047 1999 94,000 Sq. Ft. A-4/A-2B Orange CA 90630 2001 67,000 Sq. Ft. A-4/A-2B Onondaga NY 13212 2005 71,880 Sq. Ft. A-4/A-2B Fairfield CT 06820 2005 15,415 Sq. Ft. A-2B/A-M/A-J Orange FL 32801 1988 Ongoing 646,281 Sq. Ft. A-2B/A-M/A-J Washington MN 55125 2005 304,445 Sq. Ft. A-2B/A-M/A-J Los Angeles CA 90028 1972 1990 314,435 Sq. Ft. A-2B/A-M/A-J Camden NJ 08003 1960-1975 2004 333,275 Sq. Ft. A-2B/A-M/A-J Dutchess NY 12590 1992-1997 209,200 Sq. Ft. A-2B/A-M/A-J Guilford NC 27407 1995 360 Units A-2B/A-M/A-J Santa Clara CA 95122 2005 61,819 Sq. Ft. A-2B/A-M/A-J Boone KY 41018 2000 120 Rooms A-2B/A-M/A-J Boone KY 41018 1997 2005 150 Rooms A-2B/A-M/A-J San Bernardino CA 91761 2005 61,298 Sq. Ft. A-2B/A-M/A-J Lake IL 60069 2003 118 Rooms A-2B/A-M/A-J Forsyth NC 27104 1990 172 Units A-2B/A-M/A-J Cook IL 60026 2003 120 Rooms A-2B/A-M/A-J Contra Costa CA 94553 1984 2001 79,863 Sq. Ft. A-2B/A-M/A-J Oakland MI 48326 2004 64,633 Sq. Ft. A-2B/A-M/A-J Fairfax VA 20151 1989 2005 137 Rooms A-2B/A-M/A-J Newport News City VA 23602 2004 122 Rooms A-2B/A-M/A-J New Castle DE 19803 1972, 1985 34,495 Sq. Ft. A-2B/A-M/A-J Middlesex MA 01824 1984 2005 110,882 Sq. Ft. A-2B/A-M/A-J Essex NJ 07109 2001 2004 1,151 Units A-2B/A-M/A-J Pitt NC 27858 2003-2005 136 Units A-2B/A-M/A-J Kings NY 11203 1952 18,500 Sq. Ft. A-2B/A-M/A-J New York NY 10016 2002 2004 10,195 Sq. Ft. A-2B/A-M/A-J Middlesex NJ 08982 1984 891 Units A-2B/A-M/A-J Clackamus OR 97035 1999 2001 124 Rooms A-2B/A-M/A-J Los Angeles CA 90603 1960 2005 33,160 Sq. Ft. A-2B/A-M/A-J Pima AZ 85706 1998 2002 86 Rooms A-2B/A-M/A-J Union NJ 07092 2001 640 Units A-2B/A-M/A-J Los Angeles CA 90304 1986 16,103 Sq. Ft. A-2B/A-M/A-J Napa CA 94559 2004 30 Units A-2B/A-M/A-J Ocean NJ 08753 2002 2005 756 Units A-J/B-H Orange CA 92806 2001 272,827 Sq. Ft. A-J/B-H Dupage IL 60108 1992 358,385 Sq. Ft. A-J/B-H Shelby TN 38134 1990, 1995 225,869 Sq. Ft. A-J/B-H Shelby TN 38134 2001 48,495 Sq. Ft. A-J/B-H Shelby TN 38134 2004 33,688 Sq. Ft. A-J/B-H Shelby TN 38134 1995 94,000 Sq. Ft. A-J/B-H Shelby TN 38134 1995 118,000 Sq. Ft. A-J/B-H Collin TX 75093 2001 181 Units A-J/B-H Fulton GA 30022 Various 103,168 Sq. Ft. A-J/B-H Suffolk NY 11731 1960 1997 85,929 Sq. Ft. A-J/B-H Los Angeles CA 90250 2005 60,304 Sq. Ft. A-J/B-H New York NY 10010 1909 2004-2005 76,625 Sq. Ft. A-J/B-H Dallas TX 75019 1998 150,000 Sq. Ft. A-J/B-H Fulton GA 30076 1999 95,876 Sq. Ft. A-J/B-H Fairfax VA 20151 1991 88,183 Sq. Ft. A-J/B-H Hillsborough FL 33615 1989 2002 117,176 Sq. Ft. A-J/B-H Franklin OH 43054 2004-2005 59,044 Sq. Ft. A-J/B-H Kings WA 98125 1988 2004 821 Units A-J/B-H Fresno CA 93702 1984 41,870 Sq. Ft. A-J/B-H Greene OH 45324 1994 45,000 Sq. Ft. A-J/B-H Jackson MO 64056 1987 2005 70,849 Sq. Ft. A-J/B-H Los Angeles CA 91790 1984 29,096 Sq. Ft. A-J/B-H Maricopa AZ 85207 2000 17,671 Sq. Ft. A-J/B-H Bartholomew IN 47201 2005 18,000 Sq. Ft. H-M San Diego CA 91910 1979 2004 117,594 Sq. Ft. H-M Miami-Dade FL 33134 1984 105,580 Sq. Ft. H-M Clark NV 89014 2003 64,211 Sq. Ft. H-M Alexandria VA 22314 1986 40,355 Sq. Ft. H-M Chatham GA 31405 1953 1977 63,432 Sq. Ft. H-M Davis UT 84047 1997 55,279 Sq. Ft. H-M Clark NV 89128 2005 16,991 Sq. Ft. H-M Henry TN 38242 1997 53,219 Sq. Ft. M-P San Diego CA 92121 1986 & 1993 199,458 Sq. Ft. P-Q Waukesha WI 53005 2000 118,871 Sq. Ft. Q Wayne MI 48226 2005 105,980 Sq. Ft. Q Fairfield CT 06484 1985 1992 158,462 Sq. Ft. Q Durham NC 27713 2004 13,650 Sq. Ft. Loan per Net Fourth Fourth Rentable Area Prepayment Provisions Most Recent Recent NOI Bond Paydown SF/Units(8) (# of payments)(10) ID Property Name NOI Date - ------------ ------------- --------------------- -- ------------------------------------------ ----------- ---------- A-1/A-2 248,275.86 L(27);D(29);O(4) 4 Westin Philadelphia Hotel 4,521,000 12/31/2002 A-1/A-2 66.75 L(27);D(30);O(3) 68 Verizon Call Center A-2 170.43 L(26);D(29);O(5) 2 Valley View Center A-2 217.91 L(26);D(30);O(4) 99 4100 MacArthur Boulevard 939,739 12/31/2002 A-2 87.94 L(25);D(31);O(4) 91 Bethany and ATI Buildings A-2/A-AB 28,800.00 L(24);D(32);O(4) 131 Crowne Plaza Phoenix A-3/A-AB 69.32 L(30);D(51);O(3) 110 Civic Plaza Shopping Center A-3/A-AB 237.02 L(26);D(54);O(4) 15 Shorenstein Brisbane A-4 160.82 L(33);YM1(85);O(2) 135 Circuit City - Poughkeepsie, NY A-4 169.48 L(33);YM1(85);O(2) 144 Circuit City - Manassas, VA A-4 205.08 L(31);YM2(86);O(3) 86 El Clair Medical Building A-4 211.23 L(31);D(86);O(3) 137 Best Buy - Menomonee Falls, WI A-4 257.01 L(31);D(86);O(3) 172 Hillside Terrace Shopping Center A-4 225.38 L(31);D(85);O(4) 178 Battenkill Plaza A-4 127.57 L(31);D(86);O(3) 179 Satellite Shoppes A-4 100.30 L(30);D(87);O(3) 77 5 Omni A-4 192.69 L(30);D(87);O(3) 104 1815-1819 East Jericho Turnpike A-4 69.12 L(30);D(87);O(3) 107 Village Plaza A-4 93.06 L(30);D(87);O(3) 112 Brookfield Commons A-4 104.85 L(30);D(87);O(3) 118 Lewisville Commons A-4 50,482.69 L(30);D(87);O(3) 154 Best Western - Radford, VA A-4 50,030.49 L(30);D(87);O(3) 162 Best Western - Leesburg, VA A-4 48,519.36 L(30);D(87);O(3) 164 Comfort Inn - Staunton, VA A-4 60.59 L(30);D(87);O(3) 173 Super Walmart - Tell City, IN A-4 54.17 L(30);YM1(87);O(3) 181 215 West Lake Street A-4 81.01 L(30);D(87);O(3) 185 Summit Trading Company - Puyallup, WA A-4 35,599.82 L(30);D(87);O(3) 197 Comfort Inn - Charlottesville, VA A-4 90.81 L(29);D(89);O(2) 7 The Harrisburg Portfolio A-4 136.98 L(29);D(88);O(3) 13 Riverview Square A-4 108.49 L(29);D(87);O(4) 31 Eastfield Mall 3,125,219 12/31/2002 A-4 105.15 L(29);YM+2(88);O(3) 32 University Club Tower A-4 100.17 L(36);D(80);O(4) 35 Johnson Control Building A-4 175.03 L(29);D(88);O(3) 53 One Town Center A-4 163.45 L(29);D(88);O(3) 70 Deerfield Plaza A-4 1,229.21 L(29);D(88);O(3) 74 21 Astor Place A-4 131.80 L(29);D(88);O(3) 87 Sunwest Medical Center A-4 64.96 L(29);D(88);O(3) 89 Cortez Plaza East A-4 128.56 L(29);YM+2(88);O(3) 95 Maryland Place A-4 257.16 L(29);D(88);O(3) 111 1033 Third Street A-4 118.23 L(29);D(88);O(3) 139 Hunterdon Hills Plaza A-4 158.12 L(29);D(88);O(3) 141 West Park Retail A-4 388.98 L(29);D(88);O(3) 155 Walgreens - Philadelphia, PA A-4 105.24 L(12);YM1(104);O(4) 19 Canyon Corporate Plaza A-4 122.25 L(28);D(89);O(3) 27 Top Food & Drug - Auburn, WA A-4 117.36 L(28);D(89);O(3) 28 Safeway - Vancouver, WA A-4 122.63 L(28);D(89);O(3) 29 Larry's Market - Tukwila, WA A-4 87.94 L(28);D(89);O(3) 30 Sherm's Thunderbird Market - Roseburg, OR A-4 174.50 L(28);D(89);O(3) 43 Robinson Crossroads A-4 74.13 L(28);D(89);O(3) 50 Lake Creek Festival Center A-4 118.86 L(28);YM+2(89);O(3) 64 Rexford Park A-4 33,280.83 L(28);D(89);O(3) 69 Supertel Hotel Portfolio A-4 78.18 L(28);D(89);O(3) 75 Colonial Square A-4 239.92 L(28);D(89);O(3) 76 Aston Township Giant Food A-4 159.07 L(28);D(88);O(4) 79 College Square Shopping Center A-4 63.87 L(28);D(89);O(3) 113 Wabash Valley Plaza A-4 90.52 L(28);D(89);O(3) 114 Garand Lane A-4 60,226.89 L(28);D(89);O(3) 119 Aku Tiki Inn A-4 75,708.17 L(28);D(89);O(3) 120 Fairfield Inn by Marriott - Chesapeake, VA A-4 133.99 L(28);D(89);O(3) 126 Shaw's Supermarket - Littleton, NH A-4 174.78 L(28);D(89);O(3) 127 44 Bromfield Street A-4 75.44 L(28);D(89);O(3) 128 Jillians Boston A-4 121.87 L(28);D(89);O(3) 143 Heritage Square - St. Charles, IL A-4 119.79 L(28);D(89);O(3) 147 Thorn Run Crossing A-4 100.08 L(28);D(89);O(3) 149 Barnes & Noble Retail Center A-4 134.38 L(28);D(88);O(4) 150 Metro Center Diamond Bar A-4 184.03 L(28);D(89);O(3) 153 Hoke Plaza A-4 54,030.97 L(28);D(89);O(3) 160 Best Western - Grasonville, MD A-4 52,302.30 L(28);D(89);O(3) 161 Bahama House A-4 517.68 L(28);D(89);O(3) 163 Bentley Retail A-4 299.46 L(28);D(89);O(3) 184 Pacific Willow Center A-4/A-2B 124.41 L(27);D(89);O(4) 5 Rock Pointe Corporate Center A-4/A-2B 167.13 L(27);D(90);O(3) 14 Research Boulevard Center A-4/A-2B 365.64 L(27);D(90);O(3) 17 The Ansonia A-4/A-2B 121.79 L(27);D(90);O(3) 46 Trafalgar Plaza Portfolio A-4/A-2B 205.19 L(27);D(86);O(7) 52 Wellpointe Medical Building A-4/A-2B 151.48 L(27);D(90);O(3) 65 Buena Park Promenade A-4/A-2B 489.63 L(27);D(89);O(4) 71 Chrysler Retail A-4/A-2B 416.65 L(27);D(90);O(3) 81 Best Buy - Sunnyvale, CA A-4/A-2B 80.06 L(27);D(90);O(3) 108 Siempre Viva A-4/A-2B 129.49 L(27);D(89);O(4) 115 Shaw's Supermarket - Windham, NH A-4/A-2B 76.37 L(27);D(90);O(3) 123 Spectrum Fitness A-4/A-2B 340.00 L(27);D(90);O(3) 133 Main Street Village A-4/A-2B 59.35 L(27);D(90);O(3) 134 Hillcrest Shopping Center A-4/A-2B 69.93 L(27);D(90);O(3) 136 Peapod Distribution Warehouse A-4/A-2B 84.81 L(36);D(80);O(4) 146 Cypress Corporate Park A-4/A-2B 63.80 L(27);D(90);O(3) 169 The Gaylord Building A-4/A-2B 258.24 L(27);D(89);O(4) 180 Grove Street Plaza A-2B/A-M/A-J 119.14 L(26);D(89);O(5) 3 SunTrust Center 12,137,000 12/31/2002 A-2B/A-M/A-J 213.50 L(23);YM1(93);O(4) 6 Woodbury Lakes A-2B/A-M/A-J 174.92 L(36);D(80);O(4) 10 Sunset Media Tower A-2B/A-M/A-J 151.23 L(26);D(90);O(4) 12 Woodcrest Corporate Center A-2B/A-M/A-J 114.72 L(26);D(90);O(4) 38 Alpine Commons Shopping Center A-2B/A-M/A-J 65,833.33 L(26);D(90);O(4) 39 Abbington Place A-2B/A-M/A-J 349.89 L(26);D(91);O(3) 42 Story and King Plaza A-2B/A-M/A-J 91,666.67 L(36);D(80);O(4) 90 Courtyard by Marriot - Erlanger 992,588 12/31/2002 A-2B/A-M/A-J 70,000.00 L(36);D(80);O(4) 92 Residence Inn - Cincinnati Airport 1,111,796 12/31/2002 A-2B/A-M/A-J 170.91 L(36);D(80);O(4) 93 Centrelake Corporate Center A-2B/A-M/A-J 87,101.30 L(35);YM(81);O(4) 96 Staybridge Suites-Lincolnshire A-2B/A-M/A-J 59,011.63 L(26);D(90);O(4) 97 Savannah Place A-2B/A-M/A-J 83,570.74 L(35);YM(81);O(4) 98 Staybridge Suites-Glenview A-2B/A-M/A-J 125.21 L(26);D(91);O(3) 100 Village Oaks Shopping Center A-2B/A-M/A-J 154.72 L(36);D(80);O(4) 103 Auburn Ridge Office Center A-2B/A-M/A-J 69,128.65 L(36);D(81);O(3) 106 Hampton Inn Dulles Airport A-2B/A-M/A-J 73,538.31 L(26);D(91);O(3) 109 Hilton Garden Inn - Newport News, VA A-2B/A-M/A-J 225.59 L(26);D(90);O(4) 122 5209 Concord Pike A-2B/A-M/A-J 67.64 L(26);YM1(69);O(25) 124 300 Billerica Road A-2B/A-M/A-J 6,303.65 L(36);D(80);O(4) 129 Lackland Self Storage - Belleville A-2B/A-M/A-J 45,482.16 L(26);D(90);O(4) 142 Trafalgar Square Apartments A-2B/A-M/A-J 310.10 L(26);D(90);O(4) 145 5002-5012 Church Avenue A-2B/A-M/A-J 549.29 L(26);D(90);O(4) 148 425 Fifth Avenue A-2B/A-M/A-J 5,976.07 L(36);D(80);O(4) 151 Lackland Self Storage - N. Brunswick A-2B/A-M/A-J 41,807.22 L(35);YM1(81);O(4) 156 Fairfield Inn & Suites - Lake Oswego 613,850 12/31/2002 A-2B/A-M/A-J 154.66 L(26);D(91);O(3) 157 Whittier Plaza A-2B/A-M/A-J 55,115.68 L(59);YM1(58);O(3) 165 Fairfield Inn - Tucson Airport A-2B/A-M/A-J 6,531.44 L(36);D(80);O(4) 176 Lackland Self Storage - Mountainside A-2B/A-M/A-J 259.27 L(26);D(88);O(6) 177 Century Square 366,522 12/31/2002 A-2B/A-M/A-J 116,391.18 L(26);D(90);O(4) 188 Lincoln Gardens Apartments A-2B/A-M/A-J 3,591.40 L(36);D(80);O(4) 194 Lackland Self Storage - Dover #2 A-J/B-H 190.60 L(18);YM1(89);O(13) 11 Stadium Gateway A-J/B-H 108.82 L(25);D(91);O(4) 16 Stratford Plaza A-J/B-H 64.64 L(25);YM1(88);O(7) 20 1620, 1640, 1680 Century Center Parkway A-J/B-H 101.04 L(25);YM1(88);O(7) 21 1610 Century Center Parkway A-J/B-H 130.61 L(25);YM1(88);O(7) 22 1670 Century Center Parkway A-J/B-H 38.30 L(25);YM1(88);O(7) 23 1600 Century Center Parkway A-J/B-H 29.66 L(25);YM1(88);O(7) 24 1590 Century Center Parkway A-J/B-H 124,171.27 L(36);D(80);O(4) 40 Heritage at Lakeside Apartment Homes A-J/B-H 193.86 L(25);D(91);O(4) 48 Old Alabama A-J/B-H 221.11 L(25);D(91);O(4) 51 Elwood Shopping Center 1,343,502 12/31/2002 A-J/B-H 229.67 L(25);D(91);O(4) 58 Hawthorne Exchange A-J/B-H 221.86 L(25);D(82);O(13) 59 928 Broadway A-J/B-H 110.67 L(25);D(89);O(6) 62 IBM Call Center A-J/B-H 125.16 L(25);D(91);O(4) 84 Centennial Village A-J/B-H 133.81 L(25);D(91);O(4) 85 Wynwood Office Buildings A-J/B-H 97.29 L(36);D(80);O(4) 88 Colony Crossings A-J/B-H 162.59 L(25);D(92);O(3) 105 New Albany Medical Office Building A-J/B-H 6,455.54 L(25);D(91);O(4) 152 Lake City Mini-Storage A-J/B-H 121.52 L(25);D(92);O(3) 158 Heritage Square - Fresno, CA A-J/B-H 102.08 L(25);D(91);O(4) 168 Best Buy Beaver Creek A-J/B-H 53.56 L(36);D(80);O(4) 182 Arrowhead Shopping Center A-J/B-H 128.71 L(25);D(91);O(4) 183 1705 West Garvey A-J/B-H 197.79 L(36);D(81);O(3) 187 Red Mountain Shopping Center A-J/B-H 146.47 L(36);D(81);O(3) 195 National Road Marketplace H-M 211.32 L(36);D(80);O(4) 37 Canyon Plaza Shopping Center H-M 156.28 L(24);D(92);O(4) 63 Alhambra Center International H-M 207.91 L(24);D(92);O(4) 67 Galleria Pavilion H-M 174.67 L(36);D(81);O(3) 132 Pitt Street Center H-M 99.43 L(36);D(80);O(4) 140 Habersham Village H-M 79.60 L(24);D(92);O(4) 171 Woods Cross Center 481,441 12/31/2002 H-M 247.19 L(24);D(92);O(4) 175 Pueblo Place H-M 60.13 L(24);D(92);O(4) 191 Memorial Plaza M-P 155.42 L(11);YM1(122);O(4) 25 Conexant Building P-Q 68.14 L(26);D(114);O(4) 116 Eastgate Business Center Q 188.36 L(36);D(116);O(4) 49 Pricewaterhouse Coopers Office Q 98.98 L(30);D(147);O(3) 66 Shelton Pointe Q 312.20 L(29);D(146);O(5) 174 Walgreens - Durham, NC Third Third Most Second Second Most Most Recent Most Recent Recent NOI Most Recent Recent NOI Most Recent NOI Bond Paydown NOI Date NOI Date NOI Date - ------------ ------------- ------------------------ ----------- ------------------------- ----------- --------------- A-1/A-2 4,312,000 12/31/2003 5,409,000 12/31/2004 7,281,000 T-12 10/31/2005 A-1/A-2 A-2 10,141,450 12/31/2004 11,581,748 Ann. 9/30/2005 A-2 939,324 12/31/2003 904,194 12/31/2004 873,854 T-12 11/30/2005 A-2 1,082,413 12/31/2003 1,177,576 12/31/2004 1,249,237 Ann. 11/30/2005 A-2/A-AB 758,817 12/31/2004 1,124,220 T-12 11/30/2005 A-3/A-AB 824,730 12/31/2003 720,955 12/31/2004 1,176,483 Ann. 4/30/2005 A-3/A-AB 8,834,696 12/31/2003 8,753,171 12/31/2004 8,935,086 Ann. 6/30/2005 A-4 646,935 12/31/2004 646,934 Ann. 5/31/2005 A-4 561,680 12/31/2004 561,679 Ann. 5/31/2005 A-4 A-4 A-4 291,741 12/31/2004 339,363 Ann. 6/30/2005 A-4 310,744 12/31/2003 82,757 12/31/2004 217,595 Ann. 11/30/2005 A-4 284,032 12/31/2003 415,721 12/31/2004 470,770 Ann. 5/31/2005 A-4 A-4 908,442 12/31/2003 879,002 12/31/2004 893,126 Ann. 3/31/2005 A-4 1,148,855 12/31/2003 1,104,219 12/31/2004 1,147,479 Ann. 6/30/2005 A-4 A-4 671,417 12/31/2003 700,208 12/31/2004 769,533 Ann. 7/31/2005 A-4 680,273 12/31/2003 710,155 12/31/2004 703,767 T-12 5/31/2005 A-4 491,688 12/31/2003 781,339 12/31/2004 857,511 T-12 5/31/2005 A-4 605,240 12/31/2003 593,126 12/31/2004 604,653 T-12 5/31/2005 A-4 A-4 342,555 Ann. 7/31/2005 A-4 583,036 12/31/2003 586,881 12/31/2004 574,954 Ann. 7/31/2005 A-4 350,345 12/31/2003 269,652 12/31/2004 300,455 T-12 5/31/2005 A-4 7,135,550 12/31/2003 6,048,954 12/31/2004 5,916,378 Ann. 7/31/2005 A-4 4,755,977 12/31/2003 4,959,716 12/31/2004 4,953,742 Ann. 6/30/2005 A-4 3,527,169 12/31/2003 3,247,085 12/31/2004 3,390,743 T-12 7/31/2005 A-4 2,970,796 12/31/2003 3,055,611 12/31/2004 3,056,382 Ann. 7/31/2005 A-4 A-4 1,185,448 12/31/2003 1,717,478 12/31/2004 1,607,428 T-12 6/30/2005 A-4 1,179,880 12/31/2004 1,281,712 Ann. 7/31/2005 A-4 1,078,143 Ann. 6/30/2005 A-4 1,003,491 12/31/2003 1,141,384 12/31/2004 1,041,405 T-12 6/30/2005 A-4 835,897 12/31/2003 975,223 12/31/2004 1,297,883 Ann. 7/31/2005 A-4 827,817 12/31/2003 854,512 12/31/2004 1,168,039 Ann. 7/31/2005 A-4 825,307 12/31/2003 928,918 12/31/2004 875,667 Ann. 8/31/2005 A-4 764,305 12/31/2003 630,853 12/31/2004 786,067 Ann. 8/31/2005 A-4 476,991 12/31/2003 543,423 12/31/2004 704,269 T-12 8/30/2005 A-4 A-4 3,655,012 12/31/2003 2,087,544 12/31/2004 2,114,305 T-12 6/30/2005 A-4 792,087 12/31/2003 826,361 12/31/2004 826,361 Ann. 10/31/2005 A-4 741,088 12/31/2003 773,356 12/31/2004 773,356 Ann. 10/31/2005 A-4 818,145 12/31/2003 847,188 12/31/2004 847,188 Ann. 10/31/2005 A-4 551,846 12/31/2003 575,876 12/31/2004 575,876 Ann. 10/31/2005 A-4 1,827,322 12/31/2003 1,846,773 12/31/2004 1,845,775 T-12 8/31/2005 A-4 2,169,154 12/31/2003 1,974,231 12/31/2004 2,404,384 Ann. 5/31/2005 A-4 1,541,919 Ann. 8/31/2005 A-4 1,953,177 12/31/2003 2,288,896 12/31/2004 2,165,807 T-12 8/31/2005 A-4 1,125,856 12/31/2003 1,167,809 12/31/2004 1,253,110 Ann. 7/31/2005 A-4 A-4 1,085,379 12/31/2003 1,138,434 12/31/2004 1,134,679 T-12 6/30/2005 A-4 790,686 12/31/2004 853,134 Ann. 7/31/2005 A-4 721,968 Ann. 12/31/2004 (9 mos) 713,518 T-12 8/31/2005 A-4 586,410 12/31/2004 743,564 T-12 7/31/2005 A-4 1,063,038 12/31/2003 827,780 12/31/2004 1,000,552 T-12 7/31/2005 A-4 648,975 12/31/2003 643,746 12/31/2004 621,222 T-12 7/31/2005 A-4 910,066 12/31/2003 839,300 12/31/2004 709,243 Ann. 6/30/2005 A-4 715,756 12/31/2003 748,954 12/31/2004 829,043 Ann. 9/30/2005 A-4 496,772 Ann. 6/30/2005 A-4 596,296 12/31/2003 610,881 12/31/2004 629,824 T-12 6/30/2005 A-4 322,954 12/31/2003 427,146 12/31/2004 443,079 T-12 8/31/2005 A-4 521,363 12/31/2003 543,227 12/31/2004 516,361 T-12 9/30/2005 A-4 A-4 631,393 12/31/2003 820,170 12/31/2004 875,487 T-12 5/31/2005 A-4 705,505 12/31/2003 584,983 12/31/2004 836,784 T-12 7/31/2005 A-4 364,410 Ann. 9/30/2005 362,618 Ann. 11/30/2005 A-4 220,008 Ann. 9/30/2005 A-4/A-2B 7,086,396 12/31/2003 7,049,946 12/31/2004 6,758,271 T-12 8/31/2005 A-4/A-2B 2,929,194 12/31/2003 3,465,936 12/31/2004 3,785,139 Ann. 8/31/2005 A-4/A-2B 4,835,179 12/31/2003 5,546,907 12/31/2004 4,526,964 Ann. 6/30/2005 A-4/A-2B 1,957,898 12/31/2003 1,985,598 12/31/2004 1,999,241 Ann. 10/31/2005 A-4/A-2B 1,538,720 Ann. 9/30/2005 A-4/A-2B A-4/A-2B 422,281 Ann. 9/30/2005 A-4/A-2B A-4/A-2B 586,043 Ann. 9/30/2005 A-4/A-2B A-4/A-2B 674,932 Ann. 12/31/2003 (6 mos) 794,972 12/31/2004 797,641 T-12 9/30/2005 A-4/A-2B A-4/A-2B 571,265 12/31/2003 714,913 12/31/2004 786,345 Ann. 9/30/2005 A-4/A-2B 638,925 12/31/2003 638,925 12/31/2004 694,606 Ann. 9/30/2005 A-4/A-2B A-4/A-2B 553,041 Ann. 9/30/2005 A-4/A-2B A-2B/A-M/A-J 11,188,400 12/31/2003 10,762,400 12/31/2004 10,901,821 Ann. 11/30/2005 A-2B/A-M/A-J A-2B/A-M/A-J 2,728,172 12/31/2004 4,432,422 Ann. 9/30/2005 A-2B/A-M/A-J A-2B/A-M/A-J 2,122,049 12/31/2003 2,176,838 12/31/2004 2,388,537 T-12 9/30/2005 A-2B/A-M/A-J 1,929,943 12/31/2003 2,030,117 12/31/2004 2,133,526 T-12 11/30/2005 A-2B/A-M/A-J A-2B/A-M/A-J 950,613 12/31/2003 1,171,349 12/31/2004 1,314,718 T-12 10/31/2005 A-2B/A-M/A-J 1,218,560 12/31/2003 1,231,255 12/31/2004 1,215,675 T-12 10/31/2005 A-2B/A-M/A-J A-2B/A-M/A-J 1,141,389 12/31/2004 1,270,597 T-12 9/30/2005 A-2B/A-M/A-J 852,542 12/31/2003 879,277 12/31/2004 905,581 T-12 11/30/2005 A-2B/A-M/A-J 1,061,407 12/31/2004 1,229,607 T-12 9/30/2005 A-2B/A-M/A-J 990,076 12/31/2003 994,416 12/31/2004 1,076,102 Ann. 9/30/2005 A-2B/A-M/A-J 441,784 Ann. 9/30/2005 A-2B/A-M/A-J 427,383 12/31/2003 886,193 12/31/2004 1,242,869 T-12 10/31/2005 A-2B/A-M/A-J 792,028 Ann. 12/31/2004 (6 mos) 1,480,407 T-12 9/30/2005 A-2B/A-M/A-J 595,532 12/31/2003 710,254 12/31/2004 773,649 Ann. 8/31/2005 A-2B/A-M/A-J 581,499 12/31/2003 578,936 12/31/2004 567,141 Ann. 9/30/2005 A-2B/A-M/A-J 366,878 12/31/2003 631,265 12/31/2004 788,031 Ann. 9/30/2005 A-2B/A-M/A-J 404,872 T-12 11/30/2005 A-2B/A-M/A-J 478,700 12/31/2003 486,500 12/31/2004 509,097 Ann. 11/30/2005 A-2B/A-M/A-J 315,742 Ann. 11/30/2005 A-2B/A-M/A-J 752,755 12/31/2003 667,650 12/31/2004 593,665 T-12 9/30/2005 A-2B/A-M/A-J 596,252 12/31/2003 734,486 12/31/2004 877,591 T-12 11/30/2005 A-2B/A-M/A-J 356,893 12/31/2003 216,352 12/31/2004 278,187 Ann. 9/30/2005 A-2B/A-M/A-J -10,741 12/31/2003 393,371 12/31/2004 648,571 T-12 10/31/2005 A-2B/A-M/A-J 257,800 12/31/2003 345,423 12/31/2004 431,947 T-12 9/30/2005 A-2B/A-M/A-J 369,058 12/31/2003 371,160 12/31/2004 375,903 T-12 10/31/2005 A-2B/A-M/A-J A-2B/A-M/A-J 145,134 12/31/2003 251,039 12/31/2004 418,492 T-12 9/30/2005 A-J/B-H 5,055,068 12/31/2004 5,388,132 Ann. 11/30/2005 A-J/B-H 3,506,347 12/31/2004 3,438,369 Ann. 11/30/2005 A-J/B-H 1,288,685 12/31/2003 1,484,413 12/31/2004 1,356,572 T-12 11/30/2005 A-J/B-H 343,813 12/31/2003 626,437 12/31/2004 597,650 T-12 11/30/2005 A-J/B-H 84,340 12/31/2004 519,222 T-12 11/30/2005 A-J/B-H 286,158 12/31/2003 415,933 12/31/2004 463,664 T-12 11/30/2005 A-J/B-H 240,651 12/31/2003 273,080 12/31/2004 367,915 T-12 11/30/2005 A-J/B-H 1,144,950 12/31/2004 A-J/B-H 1,861,990 12/31/2003 1,822,601 12/31/2004 1,819,533 12/31/2005 A-J/B-H 1,545,191 12/31/2003 1,649,102 12/31/2004 1,704,743 12/31/2005 A-J/B-H A-J/B-H 984,089 12/31/2003 1,133,236 12/31/2004 1,445,500 T-12 11/30/2005 A-J/B-H 2,127,808 12/31/2003 2,223,685 12/31/2004 2,222,951 Ann. 11/30/2005 A-J/B-H 1,230,322 12/31/2003 1,152,861 12/31/2004 1,133,313 12/31/2005 A-J/B-H 1,169,742 12/31/2003 1,056,879 12/31/2004 1,031,800 12/31/2005 A-J/B-H 718,988 12/31/2003 928,746 12/31/2004 978,215 Ann. 10/31/2005 A-J/B-H A-J/B-H 506,974 12/31/2003 591,942 12/31/2004 513,609 Ann. 7/31/2005 A-J/B-H 427,045 12/31/2003 405,128 12/31/2004 388,815 T-12 6/30/2005 A-J/B-H A-J/B-H 282,354 12/31/2003 353,702 Ann. 12/31/2005 A-J/B-H 292,812 12/31/2004 255,232 Ann. 9/30/2005 A-J/B-H 325,750 12/31/2003 338,546 12/31/2004 338,633 Ann. 10/31/2005 A-J/B-H 103,596 Ann. 10/31/2005 H-M 1,643,742 12/31/2003 1,912,434 12/31/2004 2,096,226 Ann. 11/30/2005 H-M 1,079,121 12/31/2005 H-M 447,335 12/31/2003 836,885 12/31/2004 554,669 Ann. 9/30/2005 H-M 681,065 Ann. 11/30/2005 H-M 555,243 12/31/2003 537,533 12/31/2004 585,516 Ann. 8/31/2005 H-M 560,941 12/31/2003 544,477 12/31/2004 524,862 12/31/2005 H-M H-M 322,961 12/31/2003 343,303 12/31/2004 349,574 Ann. 11/1/2005 M-P 3,127,290 12/31/2003 3,147,267 12/31/2004 3,218,417 Ann. 7/31/2005 P-Q 255,303 12/31/2003 446,608 12/31/2004 643,259 Ann. 10/31/2005 Q Q Q 389,556 Ann. 7/31/2005 Underwritten Underwritten Underwritten Underwritten Underwritten Underwritten Underwritten Net Bond Paydown NOI Revenue EGI Expenses Reserves TI/LC Cash Flow - ------------ ------------ ------------ ------------ ------------ ------------ ------------ ---------------- A-1/A-2 7,935,686 15,989,720 25,447,180 17,511,494 763,415 7,172,271 A-1/A-2 1,781,870 2,428,221 2,428,221 646,351 57,869 76,538 1,647,463 A-2 12,458,705 10,168,430 20,888,009 8,429,304 117,868 335,459 12,005,378 A-2 855,499 1,375,588 1,432,683 577,184 9,178 37,511 808,810 A-2 1,156,357 1,197,332 1,613,729 457,372 24,064 90,239 1,042,055 A-2/A-AB 1,055,598 4,447,184 6,526,109 5,470,511 261,044 794,554 A-3/A-AB 959,643 1,382,537 1,385,833 426,190 23,110 86,944 849,589 A-3/A-AB 8,375,781 8,372,781 9,926,607 1,550,826 33,435 183,004 8,159,342 A-4 593,026 614,588 614,588 21,562 4,623 22,838 565,565 A-4 515,728 533,596 533,596 17,868 6,098 15,534 494,097 A-4 1,017,568 1,478,898 1,478,898 461,330 11,215 60,086 946,266 A-4 530,867 592,925 592,925 62,059 4,578 526,289 A-4 368,539 559,643 559,643 191,104 2,566 16,920 349,053 A-4 362,534 495,413 500,054 137,520 2,708 13,379 346,447 A-4 382,635 502,161 502,161 119,526 4,697 32,940 344,998 A-4 1,200,965 1,553,174 1,553,174 352,210 13,125 105,670 1,082,170 A-4 843,757 1,196,314 1,196,314 352,558 7,762 31,208 804,786 A-4 1,231,298 1,651,474 1,651,474 420,176 20,182 75,630 1,135,486 A-4 930,284 1,565,727 1,565,727 635,443 16,538 125,968 787,778 A-4 692,825 924,268 924,268 231,444 11,374 17,621 663,830 A-4 649,644 1,636,043 1,681,358 1,031,714 67,254 582,390 A-4 693,140 2,072,972 2,089,747 1,396,608 83,590 609,550 A-4 569,520 1,505,198 1,573,773 1,004,253 62,951 506,569 A-4 357,631 368,692 368,692 11,061 357,631 A-4 379,527 538,277 538,277 158,749 36,353 14,584 328,591 A-4 516,785 703,950 703,950 187,165 6,879 13,787 496,119 A-4 281,797 1,080,424 1,087,534 805,737 43,501 238,296 A-4 5,668,608 8,689,229 8,689,229 3,020,620 100,764 431,758 5,136,087 A-4 4,038,001 7,063,387 7,073,867 3,035,866 51,393 383,228 3,603,380 A-4 2,788,109 4,072,143 7,874,280 5,086,171 54,860 137,619 2,595,631 A-4 2,958,509 4,665,054 5,430,549 2,472,040 52,640 453,991 2,451,877 A-4 2,428,373 2,404,630 2,503,477 75,104 26,800 87,533 2,314,040 A-4 1,781,039 2,652,459 2,652,459 871,420 20,367 182,438 1,578,233 A-4 1,219,281 1,616,556 1,723,122 503,841 8,810 58,080 1,152,390 A-4 1,098,010 1,284,420 1,284,420 186,410 1,668 1,096,342 A-4 1,212,662 1,946,070 1,983,345 770,683 17,298 128,857 1,066,507 A-4 1,137,057 1,662,143 1,662,143 525,086 25,400 65,988 1,045,670 A-4 968,791 1,848,960 2,034,300 1,065,509 14,422 112,469 841,900 A-4 790,476 966,409 966,409 175,933 6,805 45,365 738,307 A-4 677,326 967,319 967,319 289,993 10,805 69,985 596,536 A-4 634,102 953,162 953,162 319,060 15,021 33,301 585,781 A-4 439,313 452,900 452,900 13,587 2,143 437,170 A-4 2,924,985 5,658,366 5,746,662 2,821,677 60,138 226,692 2,638,156 A-4 761,492 785,043 785,043 23,551 10,797 19,722 730,973 A-4 712,647 734,688 734,688 22,041 10,225 18,523 683,899 A-4 781,261 805,424 805,424 24,163 8,563 18,840 753,858 A-4 530,669 547,082 547,082 16,412 10,234 15,245 505,190 A-4 1,696,514 2,573,479 2,573,479 876,965 18,052 28,427 1,650,036 A-4 2,098,816 3,060,146 3,060,146 961,330 139,966 192,313 1,766,537 A-4 1,597,320 2,525,806 2,525,806 928,485 27,260 166,680 1,403,380 A-4 2,138,274 7,385,549 7,622,695 5,484,421 304,908 1,833,366 A-4 1,197,226 1,551,274 1,559,774 362,547 25,354 53,909 1,117,964 A-4 1,206,469 1,491,412 1,491,412 284,942 8,250 39,287 1,158,933 A-4 1,088,225 1,751,408 1,761,464 673,239 13,013 23,020 1,052,191 A-4 755,694 1,027,254 1,027,254 271,560 19,445 59,106 677,143 A-4 717,941 922,486 922,486 204,545 14,583 27,711 675,647 A-4 1,053,604 3,517,249 3,938,107 2,884,504 157,524 896,080 A-4 956,524 2,531,088 2,565,060 1,608,537 102,602 853,921 A-4 650,207 673,566 673,566 23,359 6,598 643,609 A-4 651,740 1,025,684 1,025,684 373,944 7,570 42,583 601,587 A-4 765,776 1,383,085 1,383,085 617,309 14,551 48,478 702,747 A-4 547,940 747,486 747,486 199,545 10,298 28,251 509,391 A-4 555,097 839,389 844,141 289,044 7,075 30,101 517,921 A-4 476,885 622,706 622,706 145,821 8,203 21,275 447,407 A-4 512,771 732,803 732,803 220,032 8,037 34,622 470,112 A-4 446,146 654,283 654,283 208,137 2,880 11,561 431,706 A-4 680,669 1,800,479 1,835,795 1,115,126 73,432 607,237 A-4 740,403 2,957,079 2,979,215 2,238,813 119,169 621,234 A-4 422,689 607,348 607,348 184,658 1,385 17,846 403,458 A-4 335,127 457,192 457,192 122,066 1,875 13,468 319,783 A-4/A-2B 6,550,821 9,830,456 9,879,038 3,328,216 84,862 471,170 5,994,789 A-4/A-2B 3,700,129 5,878,635 5,931,808 2,231,679 38,592 229,777 3,431,760 A-4/A-2B 4,527,646 6,691,467 6,691,467 2,163,822 19,886 213,839 4,293,921 A-4/A-2B 1,760,920 2,962,438 2,967,306 1,206,386 2,841 46,162 1,711,917 A-4/A-2B 1,781,235 2,924,695 2,924,695 1,143,461 9,260 147,227 1,624,748 A-4/A-2B 1,346,138 1,745,598 1,745,598 399,460 15,596 53,477 1,277,065 A-4/A-2B 1,147,043 1,751,580 1,810,770 663,727 4,289 28,593 1,114,161 A-4/A-2B 1,060,088 1,092,874 1,092,874 32,786 3,007 21,783 1,035,297 A-4/A-2B 780,569 1,094,596 1,094,596 314,027 11,529 34,252 734,788 A-4/A-2B 677,545 698,500 698,500 20,955 677,545 A-4/A-2B 731,700 760,000 760,000 28,300 15,150 50,904 665,646 A-4/A-2B 603,700 800,098 800,098 196,398 3,000 21,219 579,481 A-4/A-2B 644,232 853,762 853,762 209,529 17,130 32,027 595,075 A-4/A-2B 631,763 859,903 859,903 228,140 9,400 23,490 598,873 A-4/A-2B 569,133 572,850 707,124 137,991 6,700 18,330 544,103 A-4/A-2B 445,136 460,707 460,707 15,571 7,188 17,759 420,188 A-4/A-2B 400,851 545,184 545,184 144,333 5,879 7,745 387,226 A-2B/A-M/A-J 10,692,516 15,001,970 17,587,803 6,895,287 174,496 294,527 10,223,493 A-2B/A-M/A-J 6,300,800 4,924,703 9,570,424 3,269,624 60,889 209,097 6,030,814 A-2B/A-M/A-J 5,142,405 7,316,683 8,428,932 3,286,527 62,996 353,778 4,725,631 A-2B/A-M/A-J 4,970,625 7,264,486 7,264,486 2,293,861 66,655 579,621 4,324,349 A-2B/A-M/A-J 2,029,868 3,148,622 3,148,622 1,118,754 31,380 49,062 1,949,427 A-2B/A-M/A-J 2,046,664 2,898,411 3,190,553 1,143,890 81,000 1,965,664 A-2B/A-M/A-J 1,568,570 2,439,635 2,439,635 871,065 9,273 36,240 1,523,056 A-2B/A-M/A-J 1,287,664 2,935,445 3,236,134 1,948,470 129,445 1,158,219 A-2B/A-M/A-J 1,232,648 3,203,351 3,320,208 2,087,560 132,808 1,099,840 A-2B/A-M/A-J 995,673 1,455,949 1,455,949 460,276 12,260 82,038 901,375 A-2B/A-M/A-J 1,209,998 3,025,362 3,084,850 1,874,852 123,394 1,086,604 A-2B/A-M/A-J 880,874 1,286,760 1,413,593 532,719 38,700 842,174 A-2B/A-M/A-J 1,187,429 3,126,461 3,188,916 2,001,487 127,557 1,059,872 A-2B/A-M/A-J 989,416 1,299,042 1,301,462 312,045 7,986 21,951 959,479 A-2B/A-M/A-J 890,929 910,190 1,221,591 330,662 12,933 877,996 A-2B/A-M/A-J 1,304,884 3,873,797 4,074,974 2,770,090 162,999 1,141,885 A-2B/A-M/A-J 1,113,954 2,845,467 3,077,634 1,963,680 123,105 990,849 A-2B/A-M/A-J 701,689 689,170 913,355 211,666 6,899 21,598 673,191 A-2B/A-M/A-J 683,968 683,968 856,747 172,779 22,176 34,921 626,870 A-2B/A-M/A-J 751,092 1,237,467 1,310,910 559,818 11,894 739,198 A-2B/A-M/A-J 506,892 757,269 768,393 261,501 27,200 479,692 A-2B/A-M/A-J 505,879 522,502 621,392 115,513 4,500 14,252 487,127 A-2B/A-M/A-J 487,580 617,111 625,519 137,939 1,529 10,484 475,567 A-2B/A-M/A-J 581,060 941,259 1,002,006 420,946 12,867 568,193 A-2B/A-M/A-J 869,695 2,215,400 2,269,802 1,400,107 90,792 778,903 A-2B/A-M/A-J 480,488 617,738 617,738 137,250 4,974 26,639 448,875 A-2B/A-M/A-J 646,295 1,880,454 1,893,100 1,246,805 75,724 570,571 A-2B/A-M/A-J 467,168 847,731 847,731 380,563 9,058 458,110 A-2B/A-M/A-J 367,984 404,596 510,034 142,050 3,221 15,432 349,331 A-2B/A-M/A-J 312,243 460,055 460,055 147,811 7,500 304,743 A-2B/A-M/A-J 425,499 772,833 808,603 383,104 11,649 413,850 A-J/B-H 4,755,774 6,526,476 7,037,985 2,282,211 54,565 229,545 4,471,664 A-J/B-H 3,526,429 3,773,432 5,012,758 1,486,329 79,485 132,933 3,314,011 A-J/B-H 1,382,592 1,363,537 1,945,643 563,051 33,880 145,929 1,202,783 A-J/B-H 518,279 546,674 710,011 191,732 7,274 69,039 441,966 A-J/B-H 437,670 354,779 618,814 181,145 5,053 47,959 384,657 A-J/B-H 336,722 337,750 502,375 165,653 14,100 21,566 301,056 A-J/B-H 334,656 354,417 510,713 176,058 17,700 28,602 288,354 A-J/B-H 1,984,861 3,102,450 3,214,834 1,229,973 45,250 1,939,611 A-J/B-H 1,832,241 1,935,347 2,339,987 507,746 20,634 68,736 1,742,871 A-J/B-H 1,641,042 1,791,012 2,430,875 789,833 17,186 47,583 1,576,273 A-J/B-H 1,153,548 1,252,920 1,606,126 452,578 9,046 16,282 1,128,221 A-J/B-H 1,487,328 2,401,586 2,571,586 1,084,258 15,325 73,687 1,398,316 A-J/B-H 1,521,270 1,578,205 1,996,159 474,889 22,500 100,091 1,398,679 A-J/B-H 1,192,528 1,268,405 1,632,783 440,255 18,797 49,958 1,123,773 A-J/B-H 986,169 1,783,648 1,795,145 808,976 17,637 88,183 880,349 A-J/B-H 1,011,328 1,164,547 1,650,532 639,204 17,576 48,016 945,736 A-J/B-H 655,160 1,333,885 1,333,885 678,725 11,809 68,161 575,190 A-J/B-H 467,032 733,497 744,233 277,201 7,381 459,652 A-J/B-H 446,972 611,712 624,678 177,705 6,281 20,890 419,802 A-J/B-H 402,408 401,620 410,620 8,212 9,000 13,613 379,795 A-J/B-H 365,137 392,508 553,565 188,428 10,860 19,473 334,804 A-J/B-H 356,159 357,022 472,572 116,413 4,364 17,529 334,266 A-J/B-H 319,212 333,097 430,220 111,008 2,651 11,820 304,741 A-J/B-H 257,382 276,024 330,914 73,532 2,700 11,443 243,239 H-M 2,172,572 2,037,426 2,894,366 721,794 17,639 72,532 2,082,401 H-M 1,482,053 2,352,788 2,774,897 1,292,844 21,116 80,580 1,380,357 H-M 1,147,527 1,184,810 1,427,780 280,253 9,632 42,303 1,095,593 H-M 671,036 1,015,382 1,033,112 362,076 8,071 47,194 615,771 H-M 588,812 553,848 717,216 128,404 17,805 29,618 541,389 H-M 507,528 505,762 633,991 126,463 11,056 40,483 455,989 H-M 501,448 507,184 615,550 114,102 3,398 16,991 481,059 H-M 333,870 375,428 431,500 97,630 10,644 18,715 304,511 M-P 2,946,010 3,664,916 3,664,916 718,905 63,827 227,765 2,654,419 P-Q 813,450 844,466 1,113,751 300,301 17,831 47,407 748,212 Q 1,973,448 2,915,250 2,915,250 941,802 21,348 109,695 1,842,405 Q 1,571,532 2,451,949 2,639,160 1,067,628 31,692 148,711 1,391,129 Q 362,752 375,000 375,000 12,248 1,365 361,387 Bond Paydown Largest Tenant - ------------ ------------------------------------------------------------------------------------------------------------ A-1/A-2 A-1/A-2 Verizon Wireless A-2 J.C. Penny A-2 Makar Management, LLC A-2 A-2/A-AB A-3/A-AB County Riverside A-3/A-AB Wal-Mart.Com, Inc. A-4 Circuit City A-4 Circuit City A-4 JFK Hospital A-4 Best Buy A-4 Pizza Hut A-4 The Gap, Inc. A-4 Enterprise A-4 Goodrich Corporation A-4 DSW Shoe Warehousing, Inc. A-4 Circuit City A-4 University of Phoenix A-4 Lowes Foods A-4 A-4 A-4 A-4 Wal-Mart A-4 Valet Parking Services, Inc. A-4 Associated Grocers, Inc. A-4 A-4 A-4 State of Connecticut A-4 National Amusements Inc. A-4 University Club St Louis A-4 Bridgewater Interiors A-4 R & R/Remax A-4 LA Fitness Sports Club A-4 Kinko's of Manhattan, Inc. A-4 The Children's Medical Group, Ltd., Agnes Lardizabal, M.D., Jeffrey Maxcy, M.D., and Madhura Bhuskute, M.C. A-4 Service Merchandise A-4 Fiduciary Asset Management A-4 Kaiser Foundation Health Plan A-4 Kiddie Academy A-4 Advanced Vision Institute, Inc. A-4 Walgreens A-4 American Express Travel Related A-4 Associated Grocers, Inc. A-4 Associated Grocers, Inc. A-4 Associated Grocers, Inc. A-4 Associated Grocers, Inc. A-4 Giant Eagle A-4 Burlington A-4 Nucor Corporation A-4 A-4 Ukrop's Super Markets A-4 Giant Food Stores, LLC A-4 Safeway A-4 Hobby Lobby A-4 A-4 A-4 A-4 Shaw's Supermarket A-4 Commonwealth of Mass. A-4 Jillian's Billiard Club, Inc. A-4 Midwest Community Bank A-4 Hunan Pavilion A-4 Jo-Ann Stores, Inc. A-4 Global Pronex, Inc. A-4 LaRosa's Pizza A-4 A-4 A-4 TGI Friday's A-4 Jiffy Lube A-4/A-2B State of Washington A-4/A-2B Adventist Healthcare, Inc. A-4/A-2B A&P (sub-Gristede's) A-4/A-2B A-4/A-2B Academic Cardiology Associates A-4/A-2B Marshall's A-4/A-2B Capital Grille Holdings A-4/A-2B Best Buy Company A-4/A-2B U.S Joiner A-4/A-2B Shaw's Supermarket, Inc. A-4/A-2B Spectrum Club Holding Company A-4/A-2B 24-Hour Fitness A-4/A-2B Office Depot A-4/A-2B Peapod, Inc. A-4/A-2B International Expo Service, Inc. A-4/A-2B Gaylord Bros., Inc. A-4/A-2B Melting Pot A-2B/A-M/A-J SunTrust Banks, Inc. A-2B/A-M/A-J Linens 'N Things A-2B/A-M/A-J VNU, Inc. A-2B/A-M/A-J EDS/Towers Perrin A-2B/A-M/A-J BJ's Wholesale Club A-2B/A-M/A-J A-2B/A-M/A-J FAMSA A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J IndyMac Bank, FSB A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Albertson's (Ground Lease) A-2B/A-M/A-J Borgwarner A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Wilmington Piano A-2B/A-M/A-J Kronros Incorporated A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J R.E.F Realty Corp, dba Planet Kids A-2B/A-M/A-J Sleepy's A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Smart & Final Stores Corp. A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Burger King A-2B/A-M/A-J A-2B/A-M/A-J A-J/B-H New Horizons Worlwide A-J/B-H KMART A-J/B-H Accredo Health A-J/B-H Advertising Checking A-J/B-H Accredo Health A-J/B-H Clear Channel A-J/B-H Caroline Records A-J/B-H A-J/B-H A-J/B-H Annie Sez A-J/B-H 24 Hr Fitness A-J/B-H Greg Centeno Design & Co. A-J/B-H IBM Corporation A-J/B-H Kroger A-J/B-H Integrity Applications A-J/B-H Publix Supermarket A-J/B-H New Albany Musculoskeletal and Neurologic, LLC A-J/B-H A-J/B-H Rite Aid Corp. A-J/B-H Best Buy A-J/B-H AWG-Sunfresh A-J/B-H Belle Marmick, Inc. A-J/B-H Blockbuster A-J/B-H Chuck E Cheese H-M Von's Grocery Co. H-M Great Florida Bank H-M Tower Records H-M Challenger Center H-M Jones Red & White H-M Office Max H-M Shepherd Eye Center H-M Peebles, Inc. M-P Conexant Systems, Inc. P-Q Initial Tropical Plants Q PricewaterhouseCoopers Q Nielson Media - Office Space Q Walgreens Lease Lease Bond Paydown SF Expiration 2nd Largest Tenant SF Expiration - ------------ ------- ---------- ------------------------------------------ ------ ---------- A-1/A-2 A-1/A-2 162,813 11/30/2010 Windsor Richland Mall, LP 68,664 9/9/2025 A-2 220,378 11/1/2016 AMC Theaters 72,991 5/31/2024 A-2 14,659 7/31/2014 CPH (Westside) 7,685 6/30/2010 A-2 A-2/A-AB A-3/A-AB 71,852 11/30/2014 Dollar Mart 3,600 3/31/2007 A-3/A-AB 167,177 1/31/2012 A-4 42,000 5/31/2018 A-4 33,879 5/31/2018 A-4 22,076 3/31/2015 DCA 13,566 10/31/2011 A-4 30,519 1/31/2016 A-4 3,460 1/31/2014 Verlo 2,409 11/30/2008 A-4 11,211 8/28/2012 Ellen Tracy 3,094 5/31/2007 A-4 8,000 5/31/2009 Dent 1st 4,725 1/31/2011 A-4 131,252 4/30/2011 A-4 27,746 3/31/2009 Office Max Inc. 24,054 1/31/2012 A-4 32,383 1/31/2010 Staples 32,121 12/31/2010 A-4 32,206 6/30/2012 State Lottery Department 18,202 12/31/2009 A-4 46,024 11/2/2019 Dollar General 6,000 8/31/2006 A-4 A-4 A-4 A-4 72,113 1/31/2024 A-4 71,541 9/30/2016 Dunkin Donuts 459 8/31/2015 A-4 45,859 6/30/2015 A-4 A-4 A-4 197,583 10/31/2010 Computer Sciences Corporation 63,900 10/31/2010 A-4 66,680 7/31/2019 Old Navy 27,990 2/28/2010 A-4 46,200 5/31/2010 Mueller, Prost et al 16,433 11/30/2010 A-4 268,000 10/31/2015 A-4 31,202 4/15/2007 Legg Mason Wood Walker, Inc. 8,570 5/23/2008 A-4 37,500 8/31/2019 AC Furniture Gallery 8,976 2/28/2009 A-4 6,751 3/20/2011 Starbucks Corporation 4,370 3/31/2020 A-4 8,066 2/28/2014 Valley Radiologists, Ltd. 6,715 1/31/2007 A-4 53,243 2/28/2019 Ross Dress For Less 28,800 1/31/2009 A-4 16,666 9/30/2008 AG Edwards & Sons Inc. 16,313 9/30/2007 A-4 34,025 3/31/2009 A-4 8,921 1/31/2008 State of NJ Workman Comp. Court 6,826 6/30/2009 A-4 8,400 4/30/2010 Buffalo Wild Wings 5,600 10/31/2014 A-4 13,396 3/31/2057 A-4 169,071 5/31/2014 Liberty Mutual 26,725 7/31/2007 A-4 71,983 12/20/2013 A-4 68,164 12/20/2013 A-4 57,084 10/6/2013 A-4 68,228 12/20/2013 A-4 87,519 8/31/2018 Staples, Inc. 23,925 11/30/2012 A-4 86,479 11/30/2015 Randall's 57,454 5/31/2012 A-4 32,391 9/14/2006 Southend Enterprises, LLC 15,433 11/30/2008 A-4 A-4 63,136 12/31/2016 Peebles Store 35,300 1/31/2007 A-4 55,000 11/30/2025 A-4 55,164 7/31/2029 Celebree Learning Center 7,200 1/14/2015 A-4 50,711 1/31/2018 Big Lots 45,872 1/31/2010 A-4 A-4 A-4 A-4 54,985 2/28/2027 A-4 28,281 4/30/2010 The Rendon Group 5,908 7/31/2009 A-4 74,022 12/31/2008 Concorde Entertainment 16,135 7/31/2010 A-4 3,178 1/15/2008 GMAC Mortgage 1,583 5/31/2007 A-4 4,200 2/28/2010 Armstrongs Restaurant 4,000 3/31/2011 A-4 23,000 1/31/2014 Barnes & Noble 22,493 2/28/2013 A-4 2,640 8/31/2007 O.S.T.S. INC. 2,199 3/31/2008 A-4 6,000 11/30/2020 Hollywood Video 5,000 8/31/2015 A-4 A-4 A-4 6,582 11/30/2009 Roma Restaurants 1,850 8/31/2008 A-4 3,565 5/31/2025 Desert Sun 2,000 12/31/2015 A-4/A-2B 98,825 9/30/2008 Avista Advantage 73,611 4/30/2010 A-4/A-2B 77,867 4/30/2013 Z Tech Corporation 26,130 9/30/2010 A-4/A-2B 30,149 9/30/2017 Ansonia Parking 21,306 7/31/2008 A-4/A-2B A-4/A-2B 9,111 8/31/2020 Troy Gastroenterology, P.C. 7,695 8/31/2020 A-4/A-2B 39,201 10/31/2015 Joann's Fabric 35,872 1/31/2016 A-4/A-2B 16,968 7/31/2023 Citibank, N.A. 10,967 2/29/2016 A-4/A-2B 30,071 9/22/2015 A-4/A-2B 66,530 4/30/2012 Mattel 24,752 12/31/2009 A-4/A-2B 63,500 2/28/2026 A-4/A-2B 101,000 7/31/2018 A-4/A-2B 9,454 9/30/2015 Red Brick Pizza 1,500 7/31/2015 A-4/A-2B 30,000 4/30/2008 Big Lots 25,000 1/31/2010 A-4/A-2B 94,000 1/31/2020 A-4/A-2B 67,000 11/17/2020 A-4/A-2B 71,880 5/31/2020 A-4/A-2B 4,104 4/7/2015 JD's Cosmetic Essentials 939 12/31/2009 A-2B/A-M/A-J 267,214 7/10/2008 Holland & Knight LLP 52,417 11/30/2010 A-2B/A-M/A-J 28,000 1/31/2016 DSW 24,990 1/31/2016 A-2B/A-M/A-J 70,275 11/30/2013 HOB Entertainment, Inc. 47,607 2/28/2015 A-2B/A-M/A-J 200,000 8/31/2015 Equity One, Inc. 57,166 5/31/2011 A-2B/A-M/A-J 106,684 5/31/2013 Super Stop n Shop 64,898 8/31/2013 A-2B/A-M/A-J A-2B/A-M/A-J 20,000 9/30/2020 Walgreen's 14,560 12/7/2064 A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J 41,457 1/20/2012 RBF Consulting 19,841 3/14/2011 A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J 47,074 7/31/2026 McDonald's (Ground Lease) 4,092 9/1/2014 A-2B/A-M/A-J 53,060 3/31/2020 A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J 6,645 4/30/2012 Tally-Ho Liquors 5,100 1/31/2013 A-2B/A-M/A-J 110,882 10/31/2012 A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J 12,000 8/31/2015 Payless Shoe Source 2,700 5/31/2013 A-2B/A-M/A-J 10,195 11/30/2014 A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J 19,500 6/30/2020 Goodwill Industries 13,660 3/31/2015 A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J 3,400 4/30/2012 Launderland 2,549 10/29/2007 A-2B/A-M/A-J A-2B/A-M/A-J A-J/B-H 86,097 1/31/2012 Countrywide Home Loans, Inc. 52,622 1/31/2008 A-J/B-H 104,231 9/30/2017 Dominick's Finer Foods 69,246 8/31/2012 A-J/B-H 166,511 12/31/2009 Avaya 9,245 8/31/2009 A-J/B-H 24,284 7/31/2007 ACH Food Companies 24,211 4/30/2008 A-J/B-H 33,688 12/31/2009 A-J/B-H 28,250 8/31/2013 Baptist Memorial 28,250 4/30/2006 A-J/B-H 47,250 5/30/2008 Superior Pool Product 35,500 3/31/2008 A-J/B-H A-J/B-H A-J/B-H 14,903 1/31/2010 Eckerd 10,750 10/31/2012 A-J/B-H 37,000 7/22/2020 Wescom Credit Union 4,804 12/31/2015 A-J/B-H 4,175 12/31/2018 Broadway 21, Inc. 4,000 12/31/2018 A-J/B-H 150,000 12/31/2015 A-J/B-H 55,696 11/30/2019 Just a Buck 4,500 8/31/2009 A-J/B-H 30,441 5/31/2007 SAIC 27,175 1/31/2009 A-J/B-H 42,112 10/4/2009 Shapes Family Fitness 10,080 8/31/2009 A-J/B-H 13,115 8/31/2015 Orthopedic and Neurologic Consultants Inc. 11,647 12/28/2010 A-J/B-H A-J/B-H 20,000 5/31/2014 Family Fashions 4,160 8/31/2009 A-J/B-H 45,000 2/11/2018 A-J/B-H 37,466 3/1/2008 Family Dollar 8,000 12/31/2006 A-J/B-H 15,630 12/31/2007 Stereo 1 8,966 9/30/2013 A-J/B-H 4,200 6/30/2010 Perfect Teeth 1,980 8/31/2008 A-J/B-H 7,200 12/7/2014 Indiana Regional Blood 4,800 4/30/2011 H-M 30,000 4/30/2009 Rite Aid Corporation/Thrifty Payless 16,520 5/31/2014 H-M 15,502 2/29/2016 Consulate General of Barbados 12,776 1/31/2010 H-M 14,053 11/30/2015 China Star 6,466 8/31/2013 H-M 26,750 6/30/2014 Job Performance Centers 5,856 3/31/2007 H-M 15,974 12/31/2015 Eckerd Drug 8,000 5/31/2007 H-M 23,660 8/31/2012 Checker Auto 8,000 6/30/2012 H-M 7,000 10/15/2015 Starbucks 1,899 2/29/2016 H-M 21,049 1/31/2017 The Cato Corporation 4,800 1/31/2007 M-P 199,458 6/20/2017 P-Q 17,520 1/31/2011 Team Howmedica 12,635 8/31/2010 Q 84,500 12/31/2017 Q 37,335 12/31/2008 Butler Service Group 32,437 2/28/2008 Q 13,650 12/31/2079 Upfront Lease Occupancy Occupancy Replacement Bond Paydown 3rd Largest Tenant SF Expiration Rate As-of Date Reserves - ------------ ------------------------------------------------------ ------ ---------- --------- ---------- ----------- A-1/A-2 79.90% 10/31/2005 A-1/A-2 100.00% 10/31/2005 A-2 Valley View Sportsplex 60,800 7/31/2015 91.04% 11/30/2005 A-2 CPH (Eastside) 5,996 6/30/2010 92.65% 12/1/2005 A-2 100.00% 1/1/2006 A-2/A-AB 65.54% 11/30/2005 A-3/A-AB D.J.'s Restaurant 2,510 6/30/2007 80.09% 9/30/2005 A-3/A-AB 100.00% 9/20/2005 A-4 100.00% 4/3/2005 A-4 100.00% 4/3/2005 A-4 Medical Specialists 7,951 2/29/2012 97.61% 6/30/2005 A-4 100.00% 6/13/2005 A-4 EB Games 1,730 1/31/2009 90.39% 8/8/2005 A-4 Zales 2,249 4/30/2014 91.69% 11/30/2005 A-4 Spa's Atlanta 2,800 11/30/2008 95.53% 9/30/2005 A-4 100.00% 8/17/2005 A-4 100.00% 9/2/2005 A-4 Factory Card Outlet 12,000 1/31/2009 85.43% 8/30/2005 A-4 Met Life 11,391 5/30/2010 99.25% 11/23/2005 A-4 Blockbuster 5,162 5/31/2009 100.00% 12/1/2005 A-4 75.80% 5/31/2005 A-4 75.00% 5/31/2005 A-4 64.90% 5/31/2005 A-4 100.00% 9/1/2005 A-4 100.00% 8/31/2005 A-4 100.00% 8/5/2005 A-4 73.84% 5/31/2005 A-4 89.35% 12/8/2005 A-4 Verizon/Cellco 20,697 2/28/2008 100.00% 9/15/2005 A-4 The Gap/Gap Kids 9,485 1/31/2010 94.97% 9/28/2005 A-4 St. Louis University 12,941 8/31/2008 84.86% 2/10/2006 A-4 100.00% 8/31/2005 A-4 Universal Underwriters 7,630 11/30/2006 99.46% 1/1/2006 A-4 Meat Emporium 4,488 2/28/2010 97.59% 9/21/2005 A-4 100.00% 9/27/2005 A-4 Pulmonary Associates, PC 6,421 4/30/2011 92.20% 9/30/2005 A-4 Factory Card Outlet 12,752 1/31/2009 95.12% 10/1/2005 A-4 Psychological Associates Inc. 13,397 9/30/2009 98.44% 9/14/2005 A-4 100.00% 9/28/2005 A-4 Prudential Insurance Co. 4,585 4/30/2006 92.77% 10/6/2005 A-4 Studio Branca 5,578 9/6/2009 100.00% 8/30/2005 A-4 100.00% 9/27/2005 A-4 Suburban Mortgage 22,681 6/30/2009 92.21% 10/10/2005 A-4 100.00% 10/11/2005 A-4 100.00% 10/11/2005 A-4 100.00% 10/11/2005 A-4 100.00% 10/11/2005 A-4 The Pep Boys 18,600 10/31/2017 100.00% 9/30/2005 A-4 Stein Mart 34,000 10/31/2013 99.14% 10/1/2005 A-4 Agdata, Inc. 15,253 8/31/2012 90.81% 12/7/2005 A-4 68.44% 8/31/2005 A-4 Brooks/Eckerd Drug Store 11,850 6/30/2018 98.58% 8/30/2005 A-4 100.00% 12/31/2005 A-4 College Square Liquors 4,800 10/31/2012 100.00% 9/30/2005 A-4 Fashion Bug 6,843 3/31/2009 100.00% 10/27/2005 A-4 94.01% 9/20/2005 A-4 74.15% 7/31/2005 A-4 78.90% 7/31/2005 A-4 100.00% 9/2/2005 A-4 The Watch Hospital, Inc. 1,862 2/28/2012 88.88% 1/9/2006 A-4 Ipswich Entertainment 4,138 9/30/2006 100.00% 10/27/2005 A-4 Midwest Custom Homes & JRD Development 1,569 7/31/2009 97.88% 10/13/2005 A-4 Prudential Preferred Realty 4,000 9/30/2010 83.36% 8/23/2005 A-4 2nd Wind Exercise Equipment, Inc. 9,195 10/31/2010 100.00% 9/15/2005 A-4 Fitzgerald & Flamenbaum 2,108 10/31/2009 100.00% 10/13/2005 A-4 Complete Petmart 4,400 9/30/2015 100.00% 10/31/2005 A-4 67.10% 5/31/2005 A-4 78.36% 7/31/2005 A-4 South Beach Food Center 800 7/31/2012 100.00% 8/31/2005 A-4 Starbucks Coffee 1,710 6/30/2015 86.69% 10/25/2005 A-4/A-2B Pitney Bowes 57,964 8/30/2009 91.71% 11/1/2005 A-4/A-2B Skanska USA Building, Inc 11,788 6/30/2010 80.01% 11/16/2005 216,115 A-4/A-2B The North Face, Inc. 8,203 1/31/2013 93.63% 12/1/2005 A-4/A-2B 93.83% 12/31/2005 347,764 A-4/A-2B Oakland - McComb Ob/Gyn P.C. 7,513 8/31/2020 93.72% 11/2/2005 A-4/A-2B DD's (Ross) 28,900 2/28/2016 100.00% 11/17/2005 30,000 A-4/A-2B CG Painting 658 5/31/2007 100.00% 11/1/2005 8,578 A-4/A-2B 100.00% 10/1/2005 A-4/A-2B Murphy Development Company 5,650 10/31/2011 90.66% 9/12/2005 A-4/A-2B 100.00% 11/15/2005 A-4/A-2B 100.00% 10/11/2005 A-4/A-2B Tasteful Cakes 1,500 7/31/2010 100.00% 1/12/2006 A-4/A-2B Tuesday Morning 12,842 7/15/2006 100.00% 10/31/2005 A-4/A-2B 100.00% 10/20/2005 A-4/A-2B 100.00% 11/18/2005 A-4/A-2B 100.00% 11/10/2005 A-4/A-2B Birdies in the Nest LLC 836 12/31/2009 100.00% 10/1/2005 A-2B/A-M/A-J Baker & Hostetler LLP 52,368 3/31/2014 85.82% 12/9/2005 A-2B/A-M/A-J Michaels 23,644 1/31/2016 84.51% 1/1/2006 A-2B/A-M/A-J Frederick's of Hollywood 22,462 2/28/2015 93.50% 12/12/2005 A-2B/A-M/A-J American Water Works 54,587 2/28/2011 93.54% 12/28/2005 A-2B/A-M/A-J A.C. Moore Arts and Crafts 23,000 2/28/2007 100.00% 12/13/2005 A-2B/A-M/A-J 95.00% 12/9/2005 81,000 A-2B/A-M/A-J Wells Fargo 4,000 10/23/2010 89.34% 12/1/2005 A-2B/A-M/A-J 70.00% 10/31/2005 A-2B/A-M/A-J 69.10% 10/31/2005 A-2B/A-M/A-J 100.00% 11/1/2005 A-2B/A-M/A-J 83.43% 9/30/2005 A-2B/A-M/A-J 91.28% 12/1/2005 38,700 A-2B/A-M/A-J 78.67% 9/30/2005 A-2B/A-M/A-J Country Waffles 2,980 10/31/2010 95.77% 1/4/2006 A-2B/A-M/A-J 82.09% 9/30/2005 A-2B/A-M/A-J 79.42% 10/31/2005 634,503 A-2B/A-M/A-J 68.31% 12/31/2005 A-2B/A-M/A-J WAWA, Inc (Convenience Store). 3,200 10/31/2007 100.00% 11/30/2005 A-2B/A-M/A-J 100.00% 12/20/2005 A-2B/A-M/A-J 77.10% 10/26/2005 A-2B/A-M/A-J 91.00% 12/21/2005 A-2B/A-M/A-J Park, Suk Hui & Park Song dba B&H Fruit and Vegetables 2,000 4/30/2011 100.00% 12/2/2005 9,000 A-2B/A-M/A-J 100.00% 12/16/2005 A-2B/A-M/A-J 76.80% 10/26/2005 A-2B/A-M/A-J 68.80% 12/20/2005 A-2B/A-M/A-J 100.00% 12/28/2005 A-2B/A-M/A-J 77.70% 10/31/2005 151,284 A-2B/A-M/A-J 74.40% 10/25/2005 A-2B/A-M/A-J Lux Gift and Beauty 2,420 10/22/2006 92.55% 12/6/2005 A-2B/A-M/A-J 80.00% 10/13/2005 A-2B/A-M/A-J 67.70% 10/26/2005 A-J/B-H Alliance Imaging, Inc. 46,887 7/6/2008 100.00% 12/31/2005 A-J/B-H The Sports Authority, Inc. 43,012 11/30/2013 96.40% 12/6/2005 458,130 A-J/B-H Kindred Hospitals 7,722 1/31/2008 93.16% 12/1/2005 A-J/B-H 100.00% 12/1/2005 A-J/B-H 100.00% 12/1/2005 A-J/B-H Boston Brace 19,000 12/31/2006 100.00% 12/1/2005 A-J/B-H Ethan Allan 11,750 11/30/2008 100.00% 12/1/2005 A-J/B-H 97.24% 10/17/2005 A-J/B-H 93.86% 1/5/2006 A-J/B-H Pet Supplies Plus 10,300 11/30/2008 100.00% 11/22/2005 A-J/B-H Wendy's 3,245 6/24/2020 76.56% 1/1/2006 A-J/B-H Continental Lighting Systems, Inc. 3,700 12/31/2009 97.30% 1/11/2006 16,236 A-J/B-H 100.00% 1/20/2006 A-J/B-H Monterrey Mexican Restaurant 4,250 10/31/2010 100.00% 1/5/2006 A-J/B-H Advent Systems, Inc. 6,366 1/31/2007 100.00% 1/24/2006 A-J/B-H Pet Supermarket 9,520 1/4/2010 95.49% 10/1/2005 A-J/B-H General Medical Consultants, Inc. 7,723 5/31/2015 86.34% 1/18/2006 A-J/B-H 94.88% 1/4/2006 A-J/B-H Round Table Pizza 3,960 5/31/2007 100.00% 1/24/2006 A-J/B-H 100.00% 1/5/2006 A-J/B-H All City DJS's 4,262 5/31/2008 100.00% 12/19/2005 A-J/B-H Leo Ramirez Auto Care 4,500 12/31/2012 100.00% 8/31/2005 A-J/B-H Super Cleaners 1,800 8/31/2008 88.68% 9/16/2005 A-J/B-H Malibu Tan 3,200 2/28/2011 91.11% 10/28/2005 H-M Automobile Club of S. Cal. 9,252 12/31/2014 100.00% 12/1/2005 H-M Int'l Players Championship 8,971 1/31/2007 95.76% 1/31/2006 H-M Buffalo Wild Wing 5,759 5/4/2013 69.72% 9/16/2005 H-M Crossroads Media 2,921 6/30/2006 94.50% 11/30/2005 H-M Punch & Judy 7,112 9/30/2010 100.00% 1/10/2006 H-M Mac's Lock & Key 2,750 11/30/2006 78.97% 10/31/2005 H-M Cafe Caubo 1,866 10/15/2010 100.00% 1/31/2006 H-M Hibbett Sporting Goods, Inc. 4,570 2/28/2010 100.00% 11/29/2005 M-P 100.00% 8/1/2005 P-Q GTech 10,460 7/31/2011 93.90% 10/1/2005 Q 79.73% 12/31/2005 Q Baldwin Technology Co. 14,030 12/31/2014 89.69% 8/1/2005 Q 100.00% 9/7/2005 Monthly Upfront Monthly Upfront Monthly Upfront Monthly Upfront Replacement TI/LC TI/LC Tax Tax Insurance Insurance Engineering Other Bond Paydown Reserves Reserves Reserves Reserves Reserves Reserves Reserves Reserve Reserves - ------------ ---------------------------- -------- -------- -------- -------- --------- --------- ----------- --------- A-1/A-2 4% of Hotel Revenue 465,294 46,529 20,625 A-1/A-2 A-2 A-2 765 3,136 53,227 9,049 22,022 1,694 A-2 2,005 600,000 20,812 20,812 8,363 2,091 A-2/A-AB 21,754 18,399 18,399 70,829 5,314 44,650 A-3/A-AB 1,934 100,000 93,293 11,662 48,417 4,035 18,636 A-3/A-AB A-4 573 286 A-4 341 179 A-4 935 2,337 78,000 13,000 49,376 8,229 1,417,965 A-4 382 72,483 A-4 214 1,426 5,629 2,815 2,071 518 A-4 226 1,488 28,482 4,069 655 655 571,000 A-4 389 2,595 40,379 3,365 405 405 1,563 10,000 A-4 1,094 8,333 24,007 8,002 2,767 2,767 25,000 A-4 647 2,156 89,249 17,850 2,000 2,000 A-4 A-4 1,531 650,000 11,714 29,758 7,439 2,384 2,384 100,000 44,472 A-4 949 3,165 5,987 2,460 2,460 5,000 4,000 A-4 4% of monthly gross revenues 10,177 2,544 A-4 4% of monthly gross revenues 21,956 5,489 A-4 4% of monthly gross revenues 7,237 1,809 A-4 A-4 3,029 67,229 11,205 2,340 585 A-4 573 A-4 4% of monthly gross revenues 10,234 2,558 A-4 5,598 3,400,000 90,963 90,963 649,185 1,162,013 A-4 4,283 220,518 55,129 45,000 A-4 4,572 300,000 11,430 61,941 61,941 60,860 5,533 37,250 A-4 127,469 164,328 A-4 A-4 847 475,884 35,016 17,508 12,835 2,139 3,750 150,503 A-4 763 1,442 122,105 10,175 10,306 5,153 A-4 41,640 10,410 2,875 411 A-4 1,441 250,000 7,205 43,979 21,990 1,641 1,641 15,795 A-4 2,117 5,425 176,418 14,701 32,909 8,227 221,250 A-4 55,000 A-4 567 3,780 75,109 8,345 1,276 1,276 A-4 900 210,000 6,508 6,508 54,099 4,508 A-4 108,249 10,825 A-4 265 A-4 5,000 279,872 93,291 4,573 4,573 1,690,710 A-4 A-4 A-4 1,570 A-4 A-4 1,504 2,316 14,530 2,076 A-4 11,664 15,990 399,022 36,275 14,235 7,117 32,938 100,213 A-4 1,000,000 635,172 A-4 4% of monthly gross revenues 35,025 27,143.83 346,918 627,446 A-4 2,133 4,167 9,917 9,917 17,558 2,195 563 A-4 A-4 1,084 78,059 15,612 8,548 1,068 A-4 1,620 8,102 8,031 8,031 13,473 1,925 A-4 1,215 2,594 51,945 6,493 9,187 1,021 5,625 82,500 A-4 4% of monthly gross revenues 10,779 28,219 14,109 904,365 A-4 4% of monthly gross revenues 20,616 6,872 A-4 550 A-4 631 3,521 9,934 9,934 7,835 979 A-4 1,213 4,899 31,846 31,846 12,483 2,497 104,875 A-4 506 2,058 28,000 9,333 4,028 1,343 A-4 590 120,000 2,086 38,228 9,557 20,482 2,560 A-4 684 A-4 670 2,512 12,839 3,210 11,327 1,030 93,563 A-4 240 343,250 833 36,000 7,200 559 280 247,625 A-4 4% of monthly gross revenues 15,783 5,261 192,924 A-4 4% of monthly gross revenues 10,140 99,091 9,008 36,000 A-4 115 1,487 6,212 6,212 75,000 A-4 156 1,042 4,232 4,232 367 367 125,227 A-4/A-2B 7,072 646,900 117,214 58,607 23,811 7,937 A-4/A-2B 3,216 600,043 21,440 104,421 34,807 41,367 5,171 2,446,969 A-4/A-2B 1,732 A-4/A-2B 2,792 2,190,467 67,198.00 33,599 160,696.00 7,304.38 2,236 A-4/A-2B 772 2,778 164,839 27,473 3,982 1,991 A-4/A-2B 83,353 16,671 676,782 A-4/A-2B 37,735 37,735 A-4/A-2B 251 A-4/A-2B 961 2,882 40,963 13,654 2,868 1,434 865,000 A-4/A-2B 605,250 A-4/A-2B 5,510 14,063 A-4/A-2B 250 122,230 1,665 27,353 9,118 907 907 166,187 A-4/A-2B 1,428 2,083 5,304 5,304 3,183 1,592 37,650 A-4/A-2B A-4/A-2B 558 2,167 17,782 6,444 2,324 775 100,000 A-4/A-2B 599 1,780 A-4/A-2B 306 490 3,306 2,263 2,263 A-2B/A-M/A-J A-2B/A-M/A-J 2,500,000 9,605,470 A-2B/A-M/A-J 5,248 22,917 405,209 81,042 78,679 31,181 A-2B/A-M/A-J 87,470 29,157 84,398 7,033 686,623 A-2B/A-M/A-J 2,266 267,254 52,484 A-2B/A-M/A-J 22,323 22,323 38,966 3,542 A-2B/A-M/A-J 773 786,853 161,400 26,900 10,773 2,693 2,510,736 A-2B/A-M/A-J 5,394 47,813 8,044 A-2B/A-M/A-J 5,534 59,425 11,045 A-2B/A-M/A-J 1,022 4,167 41,403 10,705 3,872 968 20,000 A-2B/A-M/A-J 7,712 64,850 12,030 2,050 A-2B/A-M/A-J 9,159 9,159 23,005 2,092 A-2B/A-M/A-J 7,972 133,000 12,030 A-2B/A-M/A-J 72,861 7,286 14,852 2,122 A-2B/A-M/A-J 1,066 11,352 11,352 3,946 1,315 A-2B/A-M/A-J 13,470 37,900 12,633 15,200 500 A-2B/A-M/A-J 4% of monthly gross revenues 11,274 5,637 5,000 A-2B/A-M/A-J 575 1,811 15,065 3,013 2,981 1,491 21,056 133,313 A-2B/A-M/A-J A-2B/A-M/A-J 991 14,738 14,738 A-2B/A-M/A-J 2,267 6,148 6,148 1,488 1,488 A-2B/A-M/A-J 50,000 81,660 6,000 A-2B/A-M/A-J 170 850 4,289 4,289 4,650 664 25,000 A-2B/A-M/A-J 1,073 44,829 11,207 A-2B/A-M/A-J 7,377 33,417 8,354 A-2B/A-M/A-J 415 5,184 2,788 1,394 7,313 A-2B/A-M/A-J 3,021 35,437 8,859 18,242 4,561 A-2B/A-M/A-J 755 5,386 5,386 A-2B/A-M/A-J 269 1,289 2,552 11,060 1,005 3,750 A-2B/A-M/A-J 625 27,726 4,374 12,137 1,214 A-2B/A-M/A-J 971 31,583 7,896 A-J/B-H A-J/B-H 6,624 500,000 4,167 461,679 65,954 1,541,870 A-J/B-H 2,824 8,334 88,544 26,798 A-J/B-H 607 2,084 31,250 9,479 A-J/B-H 422 2,084 30,365 9,210 A-J/B-H 1,175 1,792 25,422 7,711 A-J/B-H 1,475 2,375 27,219 8,256 A-J/B-H 3,771 89,046 44,523 50,963 8,494 400,000 A-J/B-H 1,290 5,243 78,270 15,654 8,877 1,268 6,563 A-J/B-H 1,433 3,796 123,166 30,792 6,250 255,000 A-J/B-H 795 1,430 31,432 4,567 10,709 1,785 3,450,000 A-J/B-H 81,180 98,469 32,823 21,568 2,696 A-J/B-H 3,125 A-J/B-H 1,175 4,243 54,210 11,626 20,765 3,461 A-J/B-H 1,470 7,349 27,136 13,568 7,865 1,787 A-J/B-H 1,465 170,000 4,167 83,333 20,833 44,130 11,360 A-J/B-H 8,717 2,906 9,785 979 2,090,000 A-J/B-H 615 17,787 3,558 1,606 536 A-J/B-H 523 1,738 2,896 2,896 7,600 691 130,237 11,310 A-J/B-H 1,135 23,863 A-J/B-H 886 833 19,142 6,381 10,813 1,352 124,850 A-J/B-H 364 150,000 22,789 3,874 2,806 702 A-J/B-H 221 833 17,795 3,559 3,875 646 A-J/B-H 225 48,000 1,250 10,729 2,146 4,685 390 H-M 1,470 4,167 16,886 3,552 H-M 1,763 250,000 8,816 149,055 29,811 78,273 13,045 H-M 803 3,525 7,675 8,956 1,279 2,150,000 H-M 673 1,000 39,325 6,554 4,730 719 H-M 1,484 32,744 5,457 5,645 1,411 10,000 H-M 922 100,000 3,363 27,252 5,451 1,731 577 H-M 284 488,805 551 3,225 7,345 816 H-M 667 1,553 6,717 3,359 3,365 1,122 62,500 M-P 3,000,000 P-Q 1,484 22,500 10,000 9,449 9,449 15,680 1,206 136,500 Q 1,779 75,106 25,035 6,101 1,525 587,377 Q 2,641 600,000 64,374 21,458 278,804 Q 5,000 Other Reserves Bond Paydown Description - ------------ ------------------------------------------------------------------------------------------------------------------ A-1/A-2 A-1/A-2 A-2 A-2 A-2 A-2/A-AB Seasonal Reserve A-3/A-AB A-3/A-AB A-4 A-4 A-4 Post Closing TI Holdback Reserve ($1,350,648.75), Gap Rent Holdback Reserve ($65,982.63) and Debt Service Payment Holdback Reserve ($1,333.45) A-4 Best Buy Rent Reserve A-4 A-4 Ground Rent Reserve ($350,000), DSCR Holdback Reserve ($121,000), The Gap Unfunded TI Reserve ($100,000) A-4 Lease Escrow ($5,000), Post Closing Obligation Reserve ($5,000) A-4 Post Closing TI Holdback A-4 A-4 A-4 Gap Rent Holdback A-4 Wraps and Things TI Holdback Reserve A-4 A-4 A-4 A-4 A-4 A-4 A-4 A-4 New World Pasta LOC ($1,000,000), Tenant Holdback Funds ($162,012.98) A-4 CSC Rent Abatement Reserve A-4 A-4 Elevator Modernization Reserve A-4 A-4 TI Holdback Reserve A-4 A-4 A-4 A-4 A-4 Pretium TI Holdback Reserve A-4 A-4 A-4 A-4 A-4 Amex Lease Reserve A-4 A-4 A-4 A-4 A-4 A-4 Wonko's and Wells Fargo Prepaid Rent Reserve A-4 Holdback Reserve ($600,000), Wells Fargo and Banker's Bank TI/LC Holdback Reserve ($35,171.80) A-4 Upgrade Reserve A-4 A-4 A-4 A-4 A-4 Master Lease Reserve A-4 Renovation Reserve A-4 A-4 A-4 A-4 A-4 A-4 A-4 A-4 A-4 Dippin Dots/ Rick's Carpet Occupancy Reserve ($207,000); Gap Rent Holdback Reserve ($40,625.00) A-4 Seasonality Reserve A-4 Seasonality Reserve A-4 Roma Tenant Reserve A-4 Desert Sun Free Rent Holdback Reserve ($19,953.32) and Holdback Reserve ($105,273.56) A-4/A-2B A-4/A-2B Shire Space Releasing Reserve / Debt Service Holdback Reserve ($2,000,000), Rent Abatement Reserve ($446,969) A-4/A-2B A-4/A-2B A-4/A-2B A-4/A-2B Partial Release Parcel Reserve ($90,000), Ross Gap Rent Holdback Reserve ($120,416) and Jo-Ann's TI Holdback Reserve ($466,366) A-4/A-2B A-4/A-2B A-4/A-2B Murphy Lease Deposit ($355,000), Murphy & SVBP West TI Reserve ($510,000) A-4/A-2B Gap Rent Deposit ($262,000) and TI/LC Deposit ($343,250) A-4/A-2B A-4/A-2B Unopened Tenants Gap Rent Holdback Reserve ($111,201), Gap Rent Holdback Reserve ($54,986 ) A-4/A-2B A-4/A-2B A-4/A-2B Certificate of Occupancy A-4/A-2B A-4/A-2B A-2B/A-M/A-J A-2B/A-M/A-J Required Income TI/LC Reserve (6,665,470); Co-tenancy Reserve (2,940,000) A-2B/A-M/A-J Outstanding Issues Escrow A-2B/A-M/A-J Free Rent & TI Reserve A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J DSCR Reserve Holdback (2,336,035), Gap Rent Deposit (174,701) A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Outstanding Issue: Final C of O A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Environmental Remediation Reserve A-2B/A-M/A-J A-2B/A-M/A-J Wilmington Piano Reserve (100,000); TH Liquor Replacement Reserves (33,313). A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J Free Rent Reserve A-2B/A-M/A-J CO Reserve A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-2B/A-M/A-J A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H Annie Sez Termination Reserve A-J/B-H Holdback Reserve A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H DSCR Holdback Reserve (LOC) A-J/B-H A-J/B-H Payless Holdback Reserve A-J/B-H A-J/B-H A-J/B-H A-J/B-H A-J/B-H H-M H-M H-M Holdback Reserve H-M H-M Outstanding Issues Escrow H-M H-M H-M Occupancy Reserve M-P Conexant Security Deposit LOC P-Q Buildout of the ADI Suite Q Certificate of Occupancy & Tenant Allowance Q Tenant Holdback Reserve ($272,246), Gap Rent Holdback Reserve ($6,557.50) Q Walgreens Reserve Environmental Report Engineering Bond Paydown Date Report Date - ------------ ------------- ----------- A-1/A-2 10/25/2005 9/7/2005 A-1/A-2 6/28/2005 6/28/2005 A-2 12/15/2005 12/15/2005 A-2 12/22/2005 10/31/2005 A-2 12/8/2005 Various A-2/A-AB 12/9/2005 12/21/2005 A-3/A-AB 7/26/2005 7/25/2005 A-3/A-AB 9/19/2005 9/16/2005 A-4 3/25/2005 3/23/2005 A-4 3/25/2005 3/21/2005 A-4 4/15/2005 4/14/2005 A-4 7/26/2005 7/26/2005 A-4 7/1/2005 7/1/2005 A-4 4/29/2005 4/29/2005 A-4 4/20/2005 4/18/2005 A-4 6/13/2005 6/15/2005 A-4 7/20/2005 7/20/2005 A-4 9/9/2005 9/9/2005 A-4 7/7/2005 6/27/2005 A-4 7/18/2005 7/19/2005 A-4 8/23/2005 8/23/2005 A-4 8/23/2005 8/23/2005 A-4 8/22/2005 8/23/2005 A-4 7/27/2005 7/27/2005 A-4 6/14/2005 7/8/2005 A-4 7/25/2005 6/30/2005 A-4 8/23/2005 8/23/2005 A-4 Various 12/12/2005 A-4 8/31/2005 8/31/2005 A-4 9/28/2005 6/6/2005 A-4 8/29/2005 8/29/2005 A-4 9/22/2005 9/22/2005 A-4 7/28/2005 7/27/2005 A-4 8/9/2005 9/20/2005 A-4 8/30/2005 10/5/2005 A-4 8/15/2005 8/18/2005 A-4 7/18/2005 7/18/2005 A-4 8/25/2005 8/25/2005 A-4 9/1/2005 9/1/2005 A-4 9/8/2005 8/15/2005 A-4 8/25/2005 8/25/2005 A-4 8/19/2005 8/18/2005 A-4 9/21/2005 9/23/2005 A-4 8/26/2005 8/26/2005 A-4 8/26/2005 8/26/2005 A-4 8/26/2005 8/26/2005 A-4 8/26/2005 8/26/2005 A-4 9/21/2005 9/21/2005 A-4 8/19/2005 9/30/2005 A-4 9/14/2005 9/14/2005 A-4 10/12/2005 10/12/2005 A-4 10/28/2005 10/28/2005 A-4 9/13/2005 9/13/2005 A-4 8/15/2005 8/11/2005 A-4 10/4/2005 9/30/2005 A-4 7/12/2005 6/21/2005 A-4 9/29/2005 9/29/2005 A-4 8/23/2005 8/23/2005 A-4 9/15/2005 9/15/2005 A-4 3/30/2005 10/3/2005 A-4 9/20/2005 9/21/2005 A-4 7/29/2005 7/28/2005 A-4 8/22/2005 8/23/2005 A-4 9/19/2005 9/16/2005 A-4 10/3/2005 10/3/2005 A-4 9/6/2005 9/6/2005 A-4 8/24/2005 8/23/2005 A-4 9/29/2005 9/29/2005 A-4 4/8/2005 4/13/2005 A-4 10/11/2005 10/11/2005 A-4/A-2B 10/14/2005 10/5/2005 A-4/A-2B 10/13/2005 10/12/2005 A-4/A-2B 9/15/2005 9/15/2005 A-4/A-2B 9/19/2005 9/20/2005 A-4/A-2B 6/19/2005 6/20/2005 A-4/A-2B 9/9/2005 9/9/2005 A-4/A-2B 11/14/2005 11/14/2005 A-4/A-2B 10/5/2005 10/4/2005 A-4/A-2B 10/7/2005 10/7/2005 A-4/A-2B 10/25/2005 10/25/2005 A-4/A-2B 11/1/2005 11/1/2005 A-4/A-2B 8/30/2005 8/30/2005 A-4/A-2B 8/11/2005 10/26/2005 A-4/A-2B 8/19/2005 8/22/2005 A-4/A-2B 11/3/2005 11/11/2005 A-4/A-2B 9/27/2005 9/27/2005 A-4/A-2B 10/12/2005 10/10/2005 A-2B/A-M/A-J 11/16/2005 11/16/2005 A-2B/A-M/A-J 1/5/2006 1/5/2006 A-2B/A-M/A-J 10/24/2005 10/21/2005 A-2B/A-M/A-J 12/11/2005 12/12/2005 A-2B/A-M/A-J 10/26/2005 10/21/2005 A-2B/A-M/A-J 10/24/2005 10/25/2005 A-2B/A-M/A-J 7/6/2005 10/27/2005 A-2B/A-M/A-J 12/7/2005 12/5/2005 A-2B/A-M/A-J 12/7/2005 12/5/2005 A-2B/A-M/A-J 12/2/2005 12/8/2005 A-2B/A-M/A-J 11/15/2005 12/6/2005 A-2B/A-M/A-J 10/24/2005 10/25/2005 A-2B/A-M/A-J 11/18/2005 12/7/2005 A-2B/A-M/A-J 10/27/2005 10/27/2005 A-2B/A-M/A-J 12/6/2005 11/26/2005 A-2B/A-M/A-J 12/9/2005 12/14/2005 A-2B/A-M/A-J 11/30/2005 11/29/2005 A-2B/A-M/A-J 12/9/2005 12/9/2005 A-2B/A-M/A-J 11/9/2005 12/15/2005 A-2B/A-M/A-J 11/21/2005 11/11/2005 A-2B/A-M/A-J 10/12/2005 10/12/2005 A-2B/A-M/A-J 11/8/2005 11/10/2005 A-2B/A-M/A-J 12/7/2005 12/7/2005 A-2B/A-M/A-J 11/10/2005 11/11/2005 A-2B/A-M/A-J 11/3/2005 12/22/2005 A-2B/A-M/A-J 11/7/2005 11/7/2005 A-2B/A-M/A-J 10/22/2005 10/12/2005 A-2B/A-M/A-J 11/16/2005 11/11/2005 A-2B/A-M/A-J 11/15/2005 11/11/2005 A-2B/A-M/A-J 9/29/2005 9/29/2005 A-2B/A-M/A-J 11/17/2005 11/11/2005 A-J/B-H 12/1/2005 12/1/2005 A-J/B-H 11/1/2005 12/12/2005 A-J/B-H 12/6/2005 12/12/2005 A-J/B-H 12/6/2005 12/12/2005 A-J/B-H 12/6/2005 12/12/2005 A-J/B-H 12/6/2005 12/12/2005 A-J/B-H 12/6/2005 12/12/2005 A-J/B-H 11/11/2005 11/17/2005 A-J/B-H 12/13/2005 12/9/2005 A-J/B-H 12/5/2005 12/5/2005 A-J/B-H 8/2/2005 8/2/2005 A-J/B-H 12/12/2005 12/12/2005 A-J/B-H 12/16/2005 12/16/2005 A-J/B-H 12/12/2005 12/8/2005 A-J/B-H 7/18/2005 7/18/2005 A-J/B-H 12/16/2005 11/28/2005 A-J/B-H 9/14/2005 9/15/2005 A-J/B-H 11/18/2005 11/23/2005 A-J/B-H 4/11/2005 4/8/2005 A-J/B-H 10/25/2005 1/9/2006 A-J/B-H 11/18/2005 11/11/2005 A-J/B-H 10/10/2005 10/14/2005 A-J/B-H 11/10/2005 11/14/2005 A-J/B-H 12/6/2005 11/26/2005 H-M 8/22/2005 9/15/2005 H-M 11/28/2005 11/30/2005 H-M 11/14/2005 11/15/2005 H-M 12/5/2005 11/18/2005 H-M 12/2/2005 11/28/2005 H-M 11/14/2005 11/14/2005 H-M 11/30/2005 12/2/2005 H-M 12/2/2005 12/2/2005 M-P 9/13/2005 9/2/2005 P-Q 10/5/2005 10/5/2005 Q 11/3/2005 10/24/2005 Q 6/22/2005 6/21/2005 Q 8/22/2005 8/29/2005 Bond Paydown Sponsor - ------------ ------------------------------------------------------------------------------------------------------------------- A-1/A-2 HEI Hospitality Fund, L.P. A-1/A-2 Spirit Finance Corporation, a Maryland corporation A-2 The Macerich Company A-2 Paul Makarechian A-2 Gunther Lehmann A-2/A-AB C. Joseph Blackbourn A-3/A-AB Nathan Leanse A-3/A-AB Shorenstein Realty Investors Seven, LP A-4 Roger Saunders A-4 Roger Saunders A-4 Ronald Turner A-4 Larry L. Nifong A-4 David Israel A-4 Jesse Krasnow, Malka Shalit A-4 Gary Eplan, David Barr A-4 Direct Invest, L.L.C. A-4 Jeffery S. Novick A-4 RAMCO/LION VENTURE L.P., a Delaware limited partnership A-4 Direct Invest, L.L.C. A-4 Dante Massaro, Will Obeid, Christopher LaMack A-4 Keith D. Stephens A-4 Keith D. Stephens A-4 Keith D. Stephens A-4 Rubin Salant A-4 Andrew Hochberg, Mac Blum, Robert Caplin A-4 Roger Miller, Marilyn Miller, Owen Carlson A-4 Keith D. Stephens A-4 Corporate Office Properties, L.P. A-4 Jonathan Keller A-4 L. Robert Lieb, Michael Sleeve A-4 Lionstone Partners, Ltd. (*but not a guarantor) A-4 Wachovia Corporation A-4 Joseph A. Sutton, Jr., Robert I. Scheer A-4 Tom Delahanty, Jacob Blatt, Dan Shapira A-4 James Haddad, Jeffery Gindi, Raymond Gindi A-4 James M. Clark A-4 Samuel Feinerman, The Lembo Family Trust Dated April 19, 1990 A-4 Oregon Public Employees Retirement Fund, NAP, NAP A-4 Jonathan Parker, Thomas M. Monahan A-4 Patrick A. Baldoni A-4 Robert H. Johnson A-4 Steve Berzansky, David Peery A-4 Saturn Property Investments, Northridge Capital, LLC A-4 Ruben Poplawski A-4 Ruben Poplawski A-4 Ruben Poplawski A-4 Ruben Poplawski A-4 Alfonso A. Costa A-4 The William Benstein QTIP Trust, RBC Miller Brothers Trust A-4 Oregon Public Employees Retirement Fund, NAP, NAP A-4 Supertel Hospitality, Inc. A-4 Thomas G. Kappler, Jeffrey H. Berman A-4 Mark G. Caldwell A-4 R. Dixon H. Harvey Jr. A-4 David Israel A-4 Eri S. Kroh, Gregory A. Sackler, John B. Bertram A-4 Thomas W. Staed A-4 Haribhai K. Thakkar, Dilip R. Desai, NAP A-4 Dave Campbell A-4 Steven A. Cohen A-4 Peter Palandjian A-4 Robert T. Rasmussen, Philip Corcoran, Charles Wolande A-4 James A. Rudolph, William C. Rudolph, NAP A-4 Larry L. Nifong A-4 Rodney Freeman A-4 Patrick J. Kelly, Paul J. Howe A-4 Keith D. Stephens A-4 Thomas W. Staed A-4 Pierre Heafey and Gino Falsetto A-4 Joseph S. Mezistrano, Stanley L. Sidell A-4/A-2B Hyun J. Um, Rock Pointe Properties LLC A-4/A-2B Jerold E. Williamson, Frank W. Mondell, Jr. A-4/A-2B Herbert Krasnow, Harvey Schussler, Jesse Krasnow A-4/A-2B Carlton P. Cabot & Cabot Trafalgar/Avion Leasco LLC, a Delaware limited liability company & individual TIC sponsors for each TIC borrower A-4/A-2B Joel Buchanan A-4/A-2B Michael H. Mugel A-4/A-2B Trylons 42, L.L.C. c/o Tishman Speyer Properties, L.P. A-4/A-2B Sunil Bhojwani, Ramesh Bhojwani A-4/A-2B J. Patrick Davis, Richard E. Fitzpatrich, James T. Hay, James F. Quigley, Laura W. Nathanson, Gary Marx, Margaret Marx A-4/A-2B David Katz A-4/A-2B Naty Saidoff A-4/A-2B Dominic Guadagno, Severina Guadagno A-4/A-2B Francis Greenburger A-4/A-2B Anthony Mammon, Michael Mammon, Laurence Mammon A-4/A-2B Anthony DiGiorgio, Tracy DiGiorgio, Greg Chila, Rosanna Chila A-4/A-2B David C. Nutting A-4/A-2B Penelope M. Glassmeyer A-2B/A-M/A-J EOP Operating Limited Partnership and Macquarie Office Trust A-2B/A-M/A-J Cornerstone Real Estate Advisors LLC A-2B/A-M/A-J CB Richard Ellis Investors/U.S. Advisor, LLC A-2B/A-M/A-J Behringer Harvard REIT I, Inc. A-2B/A-M/A-J Adam Ifshin (is not individually a guarantor, but is a principal of Borrower) A-2B/A-M/A-J BNP Residential Properties, Inc. A-2B/A-M/A-J Carveouts to Bradley N. Blake, Carveouts to L. Gerald Hunt, NAP A-2B/A-M/A-J Corporex Realty & Investment, LLC A-2B/A-M/A-J William P. Butler A-2B/A-M/A-J Gregory L. Butcher, William B. Armstrong A-2B/A-M/A-J Douglas Artusio A-2B/A-M/A-J BNP Residential Properties, Inc. A-2B/A-M/A-J Douglas Artusio A-2B/A-M/A-J Charles R. Collier A-2B/A-M/A-J James A. Ketai, Douglas M. Etkin A-2B/A-M/A-J B.F. Saul Real Estate Investment Trust A-2B/A-M/A-J Ratnam V. Patel and Pranav V. Patel A-2B/A-M/A-J Andrew L. Miller A-2B/A-M/A-J Billerica Road, LLC A-2B/A-M/A-J Michael F. Lackland, Bruce W. Lackland, Linda Lackland Von Thaden A-2B/A-M/A-J Tucker Farms, Inc.; Ralph C Tucker, Jr. A-2B/A-M/A-J David Bawabeh A-2B/A-M/A-J Aby Rosen & Michael Fuchs A-2B/A-M/A-J Michael F. Lackland, Bruce W. Lackland, Linda Lackland Von Thaden A-2B/A-M/A-J Donald C. Slawson A-2B/A-M/A-J Louis Schainuck A-2B/A-M/A-J David Roberts A-2B/A-M/A-J Michael F. Lackland, Bruce W. Lackland, Linda Lackland Von Thaden A-2B/A-M/A-J Iraj Shamtoubi A-2B/A-M/A-J Robert M. Gibbs A-2B/A-M/A-J Michael F. Lackland, Bruce W. Lackland, Linda Lackland Von Thaden A-J/B-H Maguire Properties, Inc. and Macquarie Office Trust A-J/B-H John Shane, Sandy Sigal A-J/B-H Windsor Investment Company, Inc. A-J/B-H Windsor Investment Company, Inc. A-J/B-H Windsor Investment Company, Inc. A-J/B-H Windsor Investment Company, Inc. A-J/B-H Windsor Investment Company, Inc. A-J/B-H Michael B. Smuck A-J/B-H Kenneth L. Shimm A-J/B-H Nathan Shmalo; Frederick S. Fish A-J/B-H Mark Frost; Jess Frost A-J/B-H Michael Grunberg and Fanny Grunberg A-J/B-H Brandywine Operating Partnership, LP / International Business Machines Corporation A-J/B-H Kenneth L. Shimm A-J/B-H Bresler & Reiner, Inc. A-J/B-H Julius J. Szabo A-J/B-H Timothy P. Nagy, Adolph V. Lombardi, MD and Gerald M. Rosenberg, MD A-J/B-H David M. Dufenhorst A-J/B-H Moshen Sharif, Albert Minoofar and Mark Vakili A-J/B-H Elaine G. Milestone A-J/B-H David E. Noon, H. Richard Noon A-J/B-H Michael J. Sidley A-J/B-H Bruce Ash A-J/B-H Phuoc B. Vu, Hoan T. Le H-M Clint W. Roberts, Norman C. Roberts, Evelyn C. Roberts H-M Stephen A. Blumenthal; Carlos Lopez-Cantera H-M Leslie Dunn; Stephen Kollins H-M James R. Stokes H-M Marvin & Marlyn Lustbader, Howard M. Ruskin H-M Craig Burrows and Juliana Burrows H-M Philip H. Davis H-M D. Scott McLain; Naranjana Patel; Terrell A. Miller; Geraldine P. McLain M-P General Electric Capital Corporation P-Q Michele Nasatir, Andrea & Monroe Rosenthal, Victoria & David Rosenstein Q Douglas M. Etkin, James A. Ketai Q Robert D. Scinto Q Greg Manocherian
CD 2006-CD2 ANNEX A-2 - CERTAIN CHARACTERISTICS OF THE MULTIFAMILY AND MANUFACTURED HOUSING LOANS
% of Mortgage Initial Pool # of Loan Bond Paydown Rem term ID Property Name Loan Group Balance Properties Seller(1) - ------------ -------- -- ---------------------------------------- ---------- ------------ ---------- --------- 1 Villas Parkmerced 2 9.81% 1 GACC Beyman Multifamily Portfolio 2 1.98% 2 GACC 8 Empirian at Steele Park 2 1.26% 1 GACC 9 Colonnade at Germantown 2 0.72% 1 GACC 18 Lodge at Stone Oak Ranch Apartment Homes 2 1.08% 1 PNC 26 Vistas at Seven Bar Ranch 2 1.00% 1 GACC 33 Mission Madison Priest Lake Apartments 2 0.93% 2 GACC 33.1 Mission Madison Square Apartments 2 0.50% 1 GACC 33.2 Mission Priest Lake Apartments 2 0.43% 1 GACC 34 Willowbrook West Apartments 2 0.93% 1 CGM 36 Mission Rockwall and Fairways Apartments 2 0.87% 2 GACC 36 Mission Rockwall Apartments 2 0.46% 1 GACC 36 Mission Fairways Apartments 2 0.42% 1 GACC 39 Abbington Place 1 0.77% 1 GACC 40 Heritage at Lakeside Apartment Homes 1 0.73% 1 PNC 41 Indian Lakes Apartments 2 0.72% 1 GACC 44 The Exchange at Tallahassee Apts 2 0.69% 1 CGM 45 Tramore Village Apartments 2 0.68% 1 CGM 47 Mission Galleria Apartments 2 0.65% 1 GACC Wilkinson Portfolio 2 0.58% 4 GACC 54 Magnolia Run 2 0.20% 1 GACC 55 Breckenridge 2 0.15% 1 GACC 56 Country Club 2 0.14% 1 GACC 57 Willow Pointe 2 0.08% 1 GACC 60 Walnut Hills Apartments 2 0.56% 1 PNC 61 Maverick Creek Villas 2 0.55% 1 CGM 72 Woods Edge 2 0.46% 1 GACC 73 South Duff Community Park I & II 2 0.45% 1 CGM 78 Ashford Place Apartments 2 0.42% 1 GACC 80 The Links at North Creek 2 0.42% 1 CGM 82 Fountain Square Apartments 2 0.41% 1 CGM 83 Northwest Corners Apartments 2 0.40% 1 CGM 94 Birnam Wood Apartments 2 0.34% 1 CGM 97 Savannah Place 1 0.33% 1 GACC 101 Fossil Ridge Apartments 2 0.33% 1 CGM 102 Stonecreek Apartments-Phase I 2 0.33% 1 CGM 117 Woodstock 2 0.26% 1 GACC 121 Prospect Park Apartments 2 0.25% 1 PNC 125 Morrell Park Apartments 2 0.24% 1 CGM 130 Waterford Phase III 2 0.24% 1 GACC 138 Aquia Terrace Phase II 2 0.21% 1 GACC 142 Trafalgar Square Apartments 1 0.20% 1 GACC 159 Ivy Hall Apartments 2 0.17% 1 PNC 166 Oxford Apartments 2 0.15% 1 CGM 167 Charleston Arms Apartments 2 0.15% 1 CGM 170 Spanish Oaks Apartments 2 0.15% 1 CGM 186 Tara Close Apartments(2) 2 0.12% 1 GACC 188 Lincoln Gardens Apartments 1 0.11% 1 GACC 189 Berryhill Apartments 2 0.11% 1 CGM 190 Autumn Ridge Apartments 2 0.11% 1 PNC 192 3165 Nostrand Avenue(2) 2 0.10% 1 GACC 193 Timber Glen II 2 0.09% 1 PNC 196 Francis Murphy Senior Apartments 2 0.08% 1 PNC Cut-off General Detailed Date Property Property Bond Paydown Rem term ID Balance Type Type - ------------ -------- --- ------------ ----------- --------------- 1 $300,000,000 Multifamily Conventional $60,640,000 Multifamily Conventional 8 $38,500,000 Multifamily Conventional 9 $22,140,000 Multifamily Conventional 18 $33,100,000 Multifamily Conventional 26 $30,700,000 Multifamily Conventional 33 $28,600,000 Multifamily Conventional 33.1 $15,379,661 Multifamily Conventional 33.2 $13,220,339 Multifamily Conventional 34 $28,600,000 Multifamily Student Housing 36 $26,650,000 Multifamily Conventional 36 $13,921,642 Multifamily Conventional 36 $12,728,358 Multifamily Conventional 39 $23,700,000 Multifamily Conventional 40 $22,475,000 Multifamily Conventional 41 $22,000,000 Multifamily Conventional 44 $21,000,000 Multifamily Student Housing 45 $20,750,000 Multifamily Conventional 47 $20,000,000 Multifamily Conventional $17,800,000 Multifamily Conventional 54 $6,270,000 Multifamily Conventional 55 $4,660,000 Multifamily Conventional 56 $4,400,000 Multifamily Conventional 57 $2,470,000 Multifamily Conventional 60 $17,000,000 Multifamily Conventional 61 $16,850,000 Multifamily Student Housing 72 $13,950,000 Multifamily Conventional 73 $13,755,000 Multifamily Student Housing 78 $13,000,000 Multifamily Conventional 80 $12,720,000 Multifamily Conventional 82 $12,500,000 Multifamily Conventional 83 $12,375,000 Multifamily Conventional 94 $10,400,000 Multifamily Conventional 97 $10,150,000 Multifamily Conventional 101 $10,000,000 Multifamily Conventional 102 $10,000,000 Multifamily Conventional 117 $8,000,000 Multifamily Conventional 121 $7,789,485 Multifamily Retirement 125 $7,384,371 Multifamily Conventional 130 $7,250,000 Multifamily Conventional 138 $6,400,000 Multifamily Conventional 142 $6,185,574 Multifamily Conventional 159 $5,082,567 Multifamily Student Housing 166 $4,650,000 Multifamily Conventional 167 $4,640,000 Multifamily Conventional 170 $4,480,000 Multifamily Conventional 186 $3,591,216 Multifamily Co-Op 188 $3,491,735 Multifamily Conventional 189 $3,425,087 Multifamily Conventional 190 $3,242,670 Multifamily Conventional 192 $2,995,740 Multifamily Co-Op 193 $2,850,000 Multifamily Conventional 196 $2,465,462 Multifamily Section 42 Bond Paydown Rem term ID Address - ------------ -------- --- -------------------------------------------------------- 1 3711 19th Avenue Various 8 411 East Indian School Road 9 7491 Wyndhurst Place 18 5400 West Parmer Lane 26 10600 Cibola Loop NW 33 Various 33.1 510 Heritage Drive 33.2 3555 Bell Road 34 2053 Willowbrook Drive 36 Various 36 923 Yellow Jacket Lane 36 801 Interstate Highway 30 39 1521 Bridford Parkway 40 5900 Baywater Drive 41 1601 Hiawatha Drive 44 2915 Sharer Road 45 2222 East-West Connector 47 5000 South Lincoln Trace Avenue Various 54 151 Century Drive 55 230 Pelham Road 56 200 Country Club Lane 57 201 Miracle Mile Drive 60 8920 Walnut Grove Road 61 15651 Chase Hill Boulevard 72 4655 Hope Valley Road 73 416-616 Billy Sunday Road 78 905 Pineville Point Avenue 80 8786 North Creek Boulevard 82 3115 Fountain Square Boulevard 83 8520 Pitner Road 94 900 Macbeth Drive 97 400 Magnolia Branch Drive 101 5600 North Beach Street 102 One Clubhouse Circle 117 5877 Ross Road 121 545 Park Avenue 125 525 Harris Street 130 2798, 2800, 2804, 2808, 2812, and 2816 Stantonsburg Road 138 190 White Pine Circle 142 2419-2473 County Home Road 159 400 Wollaston Avenue 166 1918-1922 1st Avenue 167 1551 Sam Rittenberg Boulevard 170 1515 Ashley River Road 186 77 Carpenter Avenue 188 1802 F Street 189 126 West Berryhill Drive 190 2401 & 2451 36th Ave South 192 3165 Norstrand Avenue 193 4486 Timber Glen Drive 196 20014 Rosebank Way Net Loan per Net Rentable Rentable Area Occupancy Bond Paydown Rem term ID City County State Zip Code Units/Pads Units/Pads Rate - ------------ -------- --- ----------------------- ------------- ------- -------- ---------- ------------- --------- 1 San Francisco San Francisco CA 94132 3,221 93,138.78 96.62% Various Various Various Various 651 93,149.00 96.62% 8 Phoenix Maricopa AZ 85012 399 96,491.23 94.99% 9 Germantown Shelby TN 38138 252 87,857.14 99.20% 18 Austin Travis TX 78727 434 76,267.28 93.80% 26 Albuquerque Bernalillo NM 87114 572 53,671.33 96.85% 33 Various Davidson TN Various 649 44,067.80 97.86% 33.1 Madison Davidson TN 37115 349 98.60% 33.2 Nashville Davidson TN 37214 300 97.00% 34 West Lafayette Tippecanoe IN 47906 360 79,444.44 98.89% 36 Various Various TX Various 444 60,022.52 94.37% 36 Rockwall Rockwall TX 75087 224 94.20% 36 Mesquite Dallas TX 75150 220 94.55% 39 Greensboro Guilford NC 27407 360 65,833.33 95.00% 40 Plano Collin TX 75093 181 124,171.27 97.24% 41 Virginia Beach Princess Anne VA 23464 296 69,932.43 91.89% 44 Tallahassee Leon FL 32312 324 64,814.81 99.69% 45 Austell Cobb GA 30106 324 64,043.21 96.00% 47 Smyrna Cobb GA 30080 416 48,076.92 95.65% Various Various SC Various 764 23,298.43 89.66% 54 Greenville Greenville SC 29607 212 29,575.47 88.21% 55 Greenville Greenville SC 29615 236 19,745.76 89.41% 56 Anderson Anderson SC 29625 180 24,444.44 95.00% 57 Anderson Anderson SC 29621 136 18,161.76 85.29% 60 Memphis Shelby TN 38018 360 47,222.22 88.06% 61 San Antonio Bexar TX 78256 258 65,310.08 95.74% 72 Durham Durham NC 27707 264 52,840.91 96.59% 73 Ames Story IA 50010 209 65,813.40 100.00% 78 Charlotte Mecklenburg NC 28217 264 49,242.42 93.56% 80 Southaven Desoto MS 38671 250 50,880.00 99.20% 82 New Berlin Waukesha WI 53151 256 48,828.13 88.67% 83 Houston Harris TX 77080 466 26,555.79 92.70% 94 Monroeville Allegheny PA 15146 337 30,860.53 90.80% 97 Winston-Salem Forsyth NC 27104 172 59,011.63 91.28% 101 Haltom City Tarrant TX 76137 288 34,722.22 94.06% 102 South Strabane Township Washington PA 15301 130 76,923.08 97.67% 117 Fairfield Butler OH 45014 194 41,237.11 85.57% 121 East Orange Essex NJ 07017 130 59,919.12 92.31% 125 Henderson Clark NV 89015 160 46,152.32 98.13% 130 Greenville Pitt NC 27834 120 60,416.67 92.50% 138 Stafford Stafford VA 22554 64 100,000.00 92.00% 142 Greenville Pitt NC 27858 136 45,482.16 91.00% 159 Newark New Castle DE 19711 84 60,506.75 98.80% 166 Seattle King WA 98101 49 94,897.96 95.92% 167 Charleston Charleston SC 29407 138 33,623.19 92.65% 170 Charleston Charleston SC 29407 115 38,956.52 96.52% 186 Mount Kisco Westchester NY 10549 99 36,274.91 100.00% 188 Napa Napa CA 94559 30 116,391.18 80.00% 189 Grass Valley Nevada CA 95945 96 35,677.99 97.92% 190 Grand Forks Maricopa ND 58201 72 45,037.08 95.83% 192 Brooklyn Kings NY 11229 110 27,234.00 100.00% 193 Batavia Clermont OH 45103 72 39,583.33 95.83% 196 Hagerstown Washington MD 21742 120 20,545.52 100.00% Occupancy Elevator(s) Occupancy Elevator(s) Utilities Bond Paydown Rem term As-of Date (Yes/No) As-of Date ID (Yes/No) Paid by Tenant - ------------ -------- ---------- ----------- ---------- --- ----------- --------------------------- 10/31/2005 Yes 10/31/2005 1 Yes None Various No Various No Electric, Water 10/28/2005 No 10/28/2005 8 No Electric, Water 11/22/2005 No 11/22/2005 9 No Electric, Water 9/19/2005 No 9/19/2005 18 No Electric, Water, Sewer 10/24/2005 No 10/24/2005 26 No Electric, Gas, Water, Sewer 11/11/2005 No 11/11/2005 33 No Various 11/11/2005 No 11/11/2005 33.1 No Electric, Water 11/11/2005 No 11/11/2005 33.2 No Electric 11/10/2005 No 11/10/2005 34 No Electric 11/21/2005 No 11/21/2005 36 No Electric, Water 11/21/2005 No 11/21/2005 36 No Electric, Water 11/21/2005 No 11/21/2005 36 No Electric, Water 12/9/2005 No 12/9/2005 39 No Electric, Water, Sewer 10/17/2005 Yes 10/17/2005 40 Yes Electric, Water 11/30/2005 No 11/30/2005 41 No Electric 9/29/2005 No 9/29/2005 44 No Electric 9/30/2005 No 9/30/2005 45 No Electric, Water, Sewer 12/9/2005 No 12/9/2005 47 No Electric, Water Various No Various No Electric 12/12/2005 No 12/12/2005 54 No Electric 12/14/2005 No 12/14/2005 55 No Electric 12/14/2005 No 12/14/2005 56 No Electric 12/13/2005 No 12/13/2005 57 No Electric 11/7/2005 Yes 11/7/2005 60 Yes Electric, Gas 8/31/2005 No 8/31/2005 61 No Electric 12/9/2005 No 12/9/2005 72 No Electric 8/31/2005 No 8/31/2005 73 No Electric, Water, Sewer, Gas 12/21/2005 No 12/21/2005 78 No Electric, Water, Sewer 11/30/2005 No 11/30/2005 80 No Electric, Water 12/14/2005 No 12/14/2005 82 No Electric, Gas 5/11/2005 No 5/11/2005 83 No Electric, Water 11/1/2005 No 11/1/2005 94 No Electric, Gas 12/1/2005 No 12/1/2005 97 No Electric, Gas, Water, Sewer 9/23/2005 No 9/23/2005 101 No Electric, Gas, Water, Sewer 8/17/2005 No 8/17/2005 102 No Electric, Gas, Sewer, Water 2/1/2006 No 2/1/2006 117 No Electric, Water, Sewer 11/30/2005 Yes 11/30/2005 121 Yes None 9/25/2005 No 9/25/2005 125 No Electric, Water 1/26/2006 No 1/26/2006 130 No Electric, Water, Sewer 12/16/2005 No 12/16/2005 138 No Electric, Gas 12/21/2005 No 12/21/2005 142 No Electric 12/1/2005 No 12/1/2005 159 No Electric, Gas 10/11/2005 Yes 10/11/2005 166 Yes Electric, Water, Sewer 9/27/2005 Yes 9/27/2005 167 Yes Electric 9/26/2005 No 9/26/2005 170 No Electric, Water 10/31/2005 Yes 10/31/2005 186 Yes Electric 10/13/2005 No 10/13/2005 188 No Electric, Gas 9/25/2005 No 9/25/2005 189 No Electric 11/7/2005 No 11/7/2005 190 No Electric 11/9/2005 Yes 11/9/2005 192 Yes Electric, Gas, Water 11/17/2005 No 11/17/2005 193 No Electric, Water, Sewer 8/31/2005 Yes 8/31/2005 196 Yes Electric Studios 1 Bedroom 2 Bedroom # Avg Rent per Max # Avg Rent per Max # Avg Rent per Bond Paydown Rem term ID Units mo. ($) Rent ($) Units mo. ($) Rent ($) # Units mo. ($) - ------------ -------- --- ------- ------------ -------- --------- ------------ -------- --------- ------------ 1 11 1,194 1,400 1,116 1,377 2,256 1,859 1,528 306 287 8 222 771 900 159 1,048 9 84 762 870 128 876 18 246 696 969 172 949 26 20 459 550 234 533 915 246 635 33 273 551 669 285 670 33.1 117 502 640 183 639 33.2 156 588 669 102 724 34 102 745 36 44 729 745 200 691 830 156 910 36 96 718 890 96 950 36 44 729 745 104 665 700 60 848 39 96 630 770 216 721 40 49 899 990 36 1,403 41 148 795 795 148 950 44 24 749 790 132 916 45 122 715 820 186 871 47 60 754 754 252 921 314 404 510 416 513 54 72 428 510 132 555 55 176 396 480 60 535 56 34 398 447 128 498 57 32 405 435 96 464 60 84 735 740 228 876 61 36 615 666 74 841 72 66 631 802 198 711 73 4 522 576 73 455 705 41 765 78 132 539 600 66 703 80 63 648 655 161 752 82 144 782 925 112 911 83 16 358 380 212 436 495 232 537 94 18 485 580 172 544 735 147 654 97 44 595 699 128 708 101 168 531 655 120 682 102 48 659 725 44 998 117 98 590 830 96 699 121 48 1,025 1,025 75 1,053 1,066 7 1,272 125 48 627 660 64 720 130 42 673 675 60 771 138 12 980 1,020 38 1,077 142 92 483 525 44 634 159 20 679 679 64 958 166 19 716 850 30 812 995 167 62 549 595 76 612 170 40 550 635 63 645 186 69 1,200 1,200 30 1,500 188 30 1,343 189 24 637 645 56 708 190 2 420 420 6 610 610 64 684 192 18 800 800 62 1,050 1,050 30 1,300 193 60 566 196 110 448 525 10 630 3 Bedroom Max # Avg Rent per Max Bond Paydown Rem term ID Rent ($) # Units mo. ($) Rent ($) - ------------ -------- --- -------- --------- ------------ -------- 1 3,847 235 1,983 3,003 58 8 1,235 18 1,485 1,485 9 1,050 40 1,328 1,440 18 1,245 16 1,295 1,295 26 1,025 72 830 1,178 33 920 87 823 980 700 45 806 925 920 42 841 980 34 1,200 102 996 1,280 36 1,010 44 1,152 1,300 36 1,010 32 1,226 1,300 36 900 12 957 1,019 39 841 48 903 989 40 1,450 74 1,787 2,100 41 950 44 1,118 84 1,161 1,399 45 1,050 16 1,018 1,050 47 925 104 1,031 1,100 660 34 636 805 54 660 8 755 805 55 610 56 562 18 591 675 57 525 8 611 625 60 950 48 1,000 1,200 61 952 74 1,010 1,124 72 916 73 905 57 979 1,235 78 750 66 798 850 80 775 26 874 1,350 82 1,060 83 640 6 423 650 94 735 97 819 101 865 102 1,145 38 1,122 1,405 117 884 121 1,272 125 765 48 829 875 130 775 18 911 925 138 1,145 14 1,230 1,270 142 670 159 1,059 166 167 670 170 815 12 754 830 186 1,500 188 1,550 189 730 16 773 795 190 720 192 1,300 193 584 12 678 695 196 630 4 Bedroom 5 Bedroom # Avg Rent per Max # Avg Rent per Max Bond Paydown Rem term ID Units mo. ($) Rent ($) Units mo. ($) Rent ($) - ------------ -------- -- --------- ------------ -------- --------- ------------ -------- 1 8 9 18 26 33 4 992 992 33.1 4 992 992 33.2 34 156 1,152 2,000 36 36 36 39 40 22 2,125 2,150 41 44 84 1,398 1,723 45 47 54 55 56 57 60 61 74 1,385 1,473 72 73 24 1,107 1,379 10 1,411 1,570 78 80 82 83 94 97 101 102 117 121 125 130 138 142 159 166 167 170 186 188 189 190 192 193 196
DISCLAIMER - -------------------------------------------------------------------------------- The issuer has filed a registration statement (including a prospectus) with the SEC for the new offering to which this free writing prospectus relates. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling 1-800-503-4611. This free writing prospectus does not contain all information that is required to be included in the base prospectus and the prospectus supplement. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted. The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Certificates, supersedes any information contained in any prior similar materials relating to the Certificates. The information in this free writing prospectus is preliminary, and is subject to completion or change. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Certificates, when, as and if issued. Any such offer to purchase made by you will not be accepted and will not constitute a contractual commitment by you to purchase any of the Certificates, until we have accepted your offer to purchase Certificates. You are advised that the terms of the Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Certificates may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. You are advised that Certificates may not be issued that have the characteristics described in these materials. The underwriter's obligation to sell such Certificates to you is conditioned on the mortgage loans and Certificates having the characteristics described in these materials. If for any reason the issuer does not deliver such Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Certificates which you have committed to purchase, and none of the issuer nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery. This free writing prospectus was prepared on the basis of certain assumptions (including, in certain cases, assumptions specified by the recipient hereof) regarding the pool assets and structure, including payments, interest rates, weighted average lives and weighted average loan age, loss, spreads, market availability and other matters. The actual amount, rate or timing of payments on any of the underlying assets may be different, and sometimes materially different than anticipated, and therefore the pricing, payment or yield information regarding the certificates may be different from the information provided herein. There can be no assurance that actual pricing will be completed at the indicated value(s). In addition, pricing of the certificates may vary significantly from the information contained in this free writing prospectus as a result of various factors, including, without limitation, prevailing credit spreads, market positioning, financing costs, hedging costs and risk and use of capital and profit. The pricing estimates contained herein may vary during the course of any particular day and from day to day. You should consult with your own accounting or other advisors as to the adequacy of the information in this free writing prospectus for your purposes. - -------------------------------------------------------------------------------- CD 2006-CD2 Class _AM Total Size
Period Date Balance Interest Principal Total Coupon - ------ ---------- -------------- ------------ -------------- -------------- ------ 0 0 305,934,000.00 1 4/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 2 5/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 3 6/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 4 7/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 5 8/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 6 9/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 7 10/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 8 11/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 9 12/15/2006 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 10 1/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 11 2/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 12 3/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 13 4/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 14 5/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 15 6/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 16 7/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 17 8/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 18 9/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 19 10/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 20 11/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 21 12/15/2007 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 22 1/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 23 2/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 24 3/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 25 4/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 26 5/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 27 6/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 28 7/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 29 8/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 30 9/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 31 10/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 32 11/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 33 12/15/2008 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 34 1/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 35 2/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 36 3/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 37 4/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 38 5/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 39 6/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 40 7/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 41 8/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 42 9/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 43 10/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 44 11/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 45 12/15/2009 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 46 1/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 47 2/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 48 3/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 49 4/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 50 5/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 51 6/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 52 7/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 53 8/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 54 9/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 55 10/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 56 11/15/2010 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 57 12/15/2010 305,934,000.00 1,390,934.06 - 1,390,934.06 5.4558% 58 1/15/2011 305,934,000.00 1,385,781.89 - 1,385,781.89 5.4356% 59 2/15/2011 305,934,000.00 1,381,967.93 - 1,381,967.93 5.4207% 60 3/15/2011 305,934,000.00 1,384,834.97 - 1,384,834.97 5.4319% 61 4/15/2011 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 62 5/15/2011 305,934,000.00 1,381,120.28 - 1,381,120.28 5.4173% 63 6/15/2011 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 64 7/15/2011 305,934,000.00 1,381,128.22 - 1,381,128.22 5.4174% 65 8/15/2011 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 66 9/15/2011 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 67 10/15/2011 305,934,000.00 1,381,140.30 - 1,381,140.30 5.4174% 68 11/15/2011 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 69 12/15/2011 305,934,000.00 1,381,148.35 - 1,381,148.35 5.4174% 70 1/15/2012 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 71 2/15/2012 305,934,000.00 1,381,156.45 - 1,381,156.45 5.4175% 72 3/15/2012 305,934,000.00 1,381,210.14 - 1,381,210.14 5.4177% 73 4/15/2012 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 74 5/15/2012 305,934,000.00 1,381,168.61 - 1,381,168.61 5.4175% 75 6/15/2012 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 76 7/15/2012 305,934,000.00 1,381,176.83 - 1,381,176.83 5.4175% 77 8/15/2012 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 78 9/15/2012 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 79 10/15/2012 305,934,000.00 1,381,346.71 - 1,381,346.71 5.4182% 80 11/15/2012 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 81 12/15/2012 305,934,000.00 1,381,354.98 - 1,381,354.98 5.4182% 82 1/15/2013 305,934,000.00 1,381,359.05 - 1,381,359.05 5.4183% 83 2/15/2013 305,934,000.00 1,379,850.39 - 1,379,850.39 5.4123% 84 3/15/2013 305,934,000.00 1,380,854.26 - 1,380,854.26 5.4163% 85 4/15/2013 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 86 5/15/2013 305,934,000.00 1,379,856.01 - 1,379,856.01 5.4124% 87 6/15/2013 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 88 7/15/2013 305,934,000.00 1,379,860.11 - 1,379,860.11 5.4124% 89 8/15/2013 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 90 9/15/2013 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 91 10/15/2013 305,934,000.00 1,379,866.44 - 1,379,866.44 5.4124% 92 11/15/2013 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 93 12/15/2013 305,934,000.00 1,379,870.51 - 1,379,870.51 5.4124% 94 1/15/2014 305,934,000.00 1,379,872.34 - 1,379,872.34 5.4124% 95 2/15/2014 305,934,000.00 1,379,874.56 - 1,379,874.56 5.4124% 96 3/15/2014 305,934,000.00 1,380,054.77 - 1,380,054.77 5.4131% 97 4/15/2014 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 98 5/15/2014 305,934,000.00 1,380,000.96 - 1,380,000.96 5.4129% 99 6/15/2014 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 100 7/15/2014 305,934,000.00 1,380,004.92 - 1,380,004.92 5.4130% 101 8/15/2014 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 102 9/15/2014 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 103 10/15/2014 305,934,000.00 1,380,011.03 - 1,380,011.03 5.4130% 104 11/15/2014 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 105 12/15/2014 305,934,000.00 1,380,162.53 - 1,380,162.53 5.4136% 106 1/15/2015 305,934,000.00 1,380,164.23 - 1,380,164.23 5.4136% 107 2/15/2015 305,934,000.00 1,380,166.31 - 1,380,166.31 5.4136% 108 3/15/2015 305,934,000.00 1,380,360.28 - 1,380,360.28 5.4143% 109 4/15/2015 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 110 5/15/2015 305,934,000.00 1,380,171.32 - 1,380,171.32 5.4136% 111 6/15/2015 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 112 7/15/2015 305,934,000.00 1,380,404.69 - 1,380,404.69 5.4145% 113 8/15/2015 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 114 9/15/2015 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 115 10/15/2015 305,934,000.00 1,382,454.78 - 1,382,454.78 5.4226% 116 11/15/2015 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 117 12/15/2015 305,934,000.00 1,393,730.16 - 1,393,730.16 5.4668% 118 1/15/2016 - 1,393,730.16 305,934,000.00 307,327,730.16 5.4668% 119 2/15/2016 - - - - 0.0000% 120 3/15/2016 - - - - 0.0000% 121 4/15/2016 - - - - 0.0000% 122 5/15/2016 - - - - 0.0000% 123 6/15/2016 - - - - 0.0000% 124 7/15/2016 - - - - 0.0000% 125 8/15/2016 - - - - 0.0000% 126 9/15/2016 - - - - 0.0000% 127 10/15/2016 - - - - 0.0000% 128 11/15/2016 - - - - 0.0000% 129 12/15/2016 - - - - 0.0000% 130 1/15/2017 - - - - 0.0000% 131 2/15/2017 - - - - 0.0000% 132 3/15/2017 - - - - 0.0000% 133 4/15/2017 - - - - 0.0000% 134 5/15/2017 - - - - 0.0000% 135 6/15/2017 - - - - 0.0000% 136 7/15/2017 - - - - 0.0000% 137 8/15/2017 - - - - 0.0000% 138 9/15/2017 - - - - 0.0000% 139 10/15/2017 - - - - 0.0000% 140 11/15/2017 - - - - 0.0000% 141 12/15/2017 - - - - 0.0000% 142 1/15/2018 - - - - 0.0000% 143 2/15/2018 - - - - 0.0000% 144 3/15/2018 - - - - 0.0000% 145 4/15/2018 - - - - 0.0000% 146 5/15/2018 - - - - 0.0000% 147 6/15/2018 - - - - 0.0000% 148 7/15/2018 - - - - 0.0000% 149 8/15/2018 - - - - 0.0000% 150 9/15/2018 - - - - 0.0000% 151 10/15/2018 - - - - 0.0000% 152 11/15/2018 - - - - 0.0000% 153 12/15/2018 - - - - 0.0000% 154 1/15/2019 - - - - 0.0000% 155 2/15/2019 - - - - 0.0000% 156 3/15/2019 - - - - 0.0000% 157 4/15/2019 - - - - 0.0000% 158 5/15/2019 - - - - 0.0000% 159 6/15/2019 - - - - 0.0000% 160 7/15/2019 - - - - 0.0000% 161 8/15/2019 - - - - 0.0000% 162 9/15/2019 - - - - 0.0000% 163 10/15/2019 - - - - 0.0000% 164 11/15/2019 - - - - 0.0000% 165 12/15/2019 - - - - 0.0000% 166 1/15/2020 - - - - 0.0000% 167 2/15/2020 - - - - 0.0000% 168 3/15/2020 - - - - 0.0000% 169 4/15/2020 - - - - 0.0000% 170 5/15/2020 - - - - 0.0000% 171 6/15/2020 - - - - 0.0000% 172 7/15/2020 - - - - 0.0000% 173 8/15/2020 - - - - 0.0000% 174 9/15/2020 - - - - 0.0000% 175 10/15/2020 - - - - 0.0000% 176 11/15/2020 - - - - 0.0000% 177 12/15/2020 - - - - 0.0000% 178 1/15/2021 - - - - 0.0000% 179 2/15/2021 - - - - 0.0000% 180 3/15/2021 - - - - 0.0000% 181 4/15/2021 - - - - 0.0000% 182 5/15/2021 - - - - 0.0000% 183 6/15/2021 - - - - 0.0000% 184 7/15/2021 - - - - 0.0000% 185 8/15/2021 - - - - 0.0000% 186 9/15/2021 - - - - 0.0000% 187 10/15/2021 - - - - 0.0000% 188 11/15/2021 - - - - 0.0000% 189 12/15/2021 - - - - 0.0000% 190 1/15/2022 - - - - 0.0000% 191 2/15/2022 - - - - 0.0000% 192 3/15/2022 - - - - 0.0000% 193 4/15/2022 - - - - 0.0000% 194 5/15/2022 - - - - 0.0000% 195 6/15/2022 - - - - 0.0000% 196 7/15/2022 - - - - 0.0000% 197 8/15/2022 - - - - 0.0000% 198 9/15/2022 - - - - 0.0000% 199 10/15/2022 - - - - 0.0000% 200 11/15/2022 - - - - 0.0000% 201 12/15/2022 - - - - 0.0000% 202 1/15/2023 - - - - 0.0000% 203 2/15/2023 - - - - 0.0000% 204 3/15/2023 - - - - 0.0000% 205 4/15/2023 - - - - 0.0000% 206 5/15/2023 - - - - 0.0000% 207 6/15/2023 - - - - 0.0000% 208 7/15/2023 - - - - 0.0000% 209 8/15/2023 - - - - 0.0000% 210 9/15/2023 - - - - 0.0000% 211 10/15/2023 - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000%
Total 305,934,000.00 Amount Bought 100,000,000.00
Period Date Balance Interest Principal Total Coupon - ------ ---------- -------------- ------------ -------------- -------------- ------ 0 0 100,000,000.00 1 4/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 2 5/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 3 6/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 4 7/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 5 8/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 6 9/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 7 10/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 8 11/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 9 12/15/2006 100,000,000.00 455,565.63 - 455,565.63 5.4668% 10 1/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 11 2/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 12 3/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 13 4/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 14 5/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 15 6/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 16 7/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 17 8/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 18 9/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 19 10/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 20 11/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 21 12/15/2007 100,000,000.00 455,565.63 - 455,565.63 5.4668% 22 1/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 23 2/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 24 3/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 25 4/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 26 5/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 27 6/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 28 7/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 29 8/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 30 9/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 31 10/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 32 11/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 33 12/15/2008 100,000,000.00 455,565.63 - 455,565.63 5.4668% 34 1/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 35 2/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 36 3/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 37 4/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 38 5/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 39 6/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 40 7/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 41 8/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 42 9/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 43 10/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 44 11/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 45 12/15/2009 100,000,000.00 455,565.63 - 455,565.63 5.4668% 46 1/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 47 2/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 48 3/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 49 4/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 50 5/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 51 6/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 52 7/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 53 8/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 54 9/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 55 10/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 56 11/15/2010 100,000,000.00 455,565.63 - 455,565.63 5.4668% 57 12/15/2010 100,000,000.00 454,651.68 - 454,651.68 5.4558% 58 1/15/2011 100,000,000.00 452,967.60 - 452,967.60 5.4356% 59 2/15/2011 100,000,000.00 451,720.94 - 451,720.94 5.4207% 60 3/15/2011 100,000,000.00 452,658.08 - 452,658.08 5.4319% 61 4/15/2011 100,000,000.00 455,565.63 - 455,565.63 5.4668% 62 5/15/2011 100,000,000.00 451,443.87 - 451,443.87 5.4173% 63 6/15/2011 100,000,000.00 455,565.63 - 455,565.63 5.4668% 64 7/15/2011 100,000,000.00 451,446.46 - 451,446.46 5.4174% 65 8/15/2011 100,000,000.00 455,565.63 - 455,565.63 5.4668% 66 9/15/2011 100,000,000.00 455,565.63 - 455,565.63 5.4668% 67 10/15/2011 100,000,000.00 451,450.41 - 451,450.41 5.4174% 68 11/15/2011 100,000,000.00 455,565.63 - 455,565.63 5.4668% 69 12/15/2011 100,000,000.00 451,453.04 - 451,453.04 5.4174% 70 1/15/2012 100,000,000.00 455,565.63 - 455,565.63 5.4668% 71 2/15/2012 100,000,000.00 451,455.69 - 451,455.69 5.4175% 72 3/15/2012 100,000,000.00 451,473.24 - 451,473.24 5.4177% 73 4/15/2012 100,000,000.00 455,565.63 - 455,565.63 5.4668% 74 5/15/2012 100,000,000.00 451,459.67 - 451,459.67 5.4175% 75 6/15/2012 100,000,000.00 455,565.63 - 455,565.63 5.4668% 76 7/15/2012 100,000,000.00 451,462.35 - 451,462.35 5.4175% 77 8/15/2012 100,000,000.00 455,565.63 - 455,565.63 5.4668% 78 9/15/2012 100,000,000.00 455,565.63 - 455,565.63 5.4668% 79 10/15/2012 100,000,000.00 451,517.88 - 451,517.88 5.4182% 80 11/15/2012 100,000,000.00 455,565.63 - 455,565.63 5.4668% 81 12/15/2012 100,000,000.00 451,520.58 - 451,520.58 5.4182% 82 1/15/2013 100,000,000.00 451,521.91 - 451,521.91 5.4183% 83 2/15/2013 100,000,000.00 451,028.78 - 451,028.78 5.4123% 84 3/15/2013 100,000,000.00 451,356.91 - 451,356.91 5.4163% 85 4/15/2013 100,000,000.00 455,565.63 - 455,565.63 5.4668% 86 5/15/2013 100,000,000.00 451,030.62 - 451,030.62 5.4124% 87 6/15/2013 100,000,000.00 455,565.63 - 455,565.63 5.4668% 88 7/15/2013 100,000,000.00 451,031.96 - 451,031.96 5.4124% 89 8/15/2013 100,000,000.00 455,565.63 - 455,565.63 5.4668% 90 9/15/2013 100,000,000.00 455,565.63 - 455,565.63 5.4668% 91 10/15/2013 100,000,000.00 451,034.03 - 451,034.03 5.4124% 92 11/15/2013 100,000,000.00 455,565.63 - 455,565.63 5.4668% 93 12/15/2013 100,000,000.00 451,035.36 - 451,035.36 5.4124% 94 1/15/2014 100,000,000.00 451,035.96 - 451,035.96 5.4124% 95 2/15/2014 100,000,000.00 451,036.68 - 451,036.68 5.4124% 96 3/15/2014 100,000,000.00 451,095.59 - 451,095.59 5.4131% 97 4/15/2014 100,000,000.00 455,565.63 - 455,565.63 5.4668% 98 5/15/2014 100,000,000.00 451,078.00 - 451,078.00 5.4129% 99 6/15/2014 100,000,000.00 455,565.63 - 455,565.63 5.4668% 100 7/15/2014 100,000,000.00 451,079.29 - 451,079.29 5.4130% 101 8/15/2014 100,000,000.00 455,565.63 - 455,565.63 5.4668% 102 9/15/2014 100,000,000.00 455,565.63 - 455,565.63 5.4668% 103 10/15/2014 100,000,000.00 451,081.29 - 451,081.29 5.4130% 104 11/15/2014 100,000,000.00 455,565.63 - 455,565.63 5.4668% 105 12/15/2014 100,000,000.00 451,130.81 - 451,130.81 5.4136% 106 1/15/2015 100,000,000.00 451,131.36 - 451,131.36 5.4136% 107 2/15/2015 100,000,000.00 451,132.04 - 451,132.04 5.4136% 108 3/15/2015 100,000,000.00 451,195.45 - 451,195.45 5.4143% 109 4/15/2015 100,000,000.00 455,565.63 - 455,565.63 5.4668% 110 5/15/2015 100,000,000.00 451,133.68 - 451,133.68 5.4136% 111 6/15/2015 100,000,000.00 455,565.63 - 455,565.63 5.4668% 112 7/15/2015 100,000,000.00 451,209.96 - 451,209.96 5.4145% 113 8/15/2015 100,000,000.00 455,565.63 - 455,565.63 5.4668% 114 9/15/2015 100,000,000.00 455,565.63 - 455,565.63 5.4668% 115 10/15/2015 100,000,000.00 451,880.07 - 451,880.07 5.4226% 116 11/15/2015 100,000,000.00 455,565.63 - 455,565.63 5.4668% 117 12/15/2015 100,000,000.00 455,565.63 - 455,565.63 5.4668% 118 1/15/2016 - 455,565.63 100,000,000.00 100,455,565.63 5.4668% 119 2/15/2016 - - - - 0.0000% 120 3/15/2016 - - - - 0.0000% 121 4/15/2016 - - - - 0.0000% 122 5/15/2016 - - - - 0.0000% 123 6/15/2016 - - - - 0.0000% 124 7/15/2016 - - - - 0.0000% 125 8/15/2016 - - - - 0.0000% 126 9/15/2016 - - - - 0.0000% 127 10/15/2016 - - - - 0.0000% 128 11/15/2016 - - - - 0.0000% 129 12/15/2016 - - - - 0.0000% 130 1/15/2017 - - - - 0.0000% 131 2/15/2017 - - - - 0.0000% 132 3/15/2017 - - - - 0.0000% 133 4/15/2017 - - - - 0.0000% 134 5/15/2017 - - - - 0.0000% 135 6/15/2017 - - - - 0.0000% 136 7/15/2017 - - - - 0.0000% 137 8/15/2017 - - - - 0.0000% 138 9/15/2017 - - - - 0.0000% 139 10/15/2017 - - - - 0.0000% 140 11/15/2017 - - - - 0.0000% 141 12/15/2017 - - - - 0.0000% 142 1/15/2018 - - - - 0.0000% 143 2/15/2018 - - - - 0.0000% 144 3/15/2018 - - - - 0.0000% 145 4/15/2018 - - - - 0.0000% 146 5/15/2018 - - - - 0.0000% 147 6/15/2018 - - - - 0.0000% 148 7/15/2018 - - - - 0.0000% 149 8/15/2018 - - - - 0.0000% 150 9/15/2018 - - - - 0.0000% 151 10/15/2018 - - - - 0.0000% 152 11/15/2018 - - - - 0.0000% 153 12/15/2018 - - - - 0.0000% 154 1/15/2019 - - - - 0.0000% 155 2/15/2019 - - - - 0.0000% 156 3/15/2019 - - - - 0.0000% 157 4/15/2019 - - - - 0.0000% 158 5/15/2019 - - - - 0.0000% 159 6/15/2019 - - - - 0.0000% 160 7/15/2019 - - - - 0.0000% 161 8/15/2019 - - - - 0.0000% 162 9/15/2019 - - - - 0.0000% 163 10/15/2019 - - - - 0.0000% 164 11/15/2019 - - - - 0.0000% 165 12/15/2019 - - - - 0.0000% 166 1/15/2020 - - - - 0.0000% 167 2/15/2020 - - - - 0.0000% 168 3/15/2020 - - - - 0.0000% 169 4/15/2020 - - - - 0.0000% 170 5/15/2020 - - - - 0.0000% 171 6/15/2020 - - - - 0.0000% 172 7/15/2020 - - - - 0.0000% 173 8/15/2020 - - - - 0.0000% 174 9/15/2020 - - - - 0.0000% 175 10/15/2020 - - - - 0.0000% 176 11/15/2020 - - - - 0.0000% 177 12/15/2020 - - - - 0.0000% 178 1/15/2021 - - - - 0.0000% 179 2/15/2021 - - - - 0.0000% 180 3/15/2021 - - - - 0.0000% 181 4/15/2021 - - - - 0.0000% 182 5/15/2021 - - - - 0.0000% 183 6/15/2021 - - - - 0.0000% 184 7/15/2021 - - - - 0.0000% 185 8/15/2021 - - - - 0.0000% 186 9/15/2021 - - - - 0.0000% 187 10/15/2021 - - - - 0.0000% 188 11/15/2021 - - - - 0.0000% 189 12/15/2021 - - - - 0.0000% 190 1/15/2022 - - - - 0.0000% 191 2/15/2022 - - - - 0.0000% 192 3/15/2022 - - - - 0.0000% 193 4/15/2022 - - - - 0.0000% 194 5/15/2022 - - - - 0.0000% 195 6/15/2022 - - - - 0.0000% 196 7/15/2022 - - - - 0.0000% 197 8/15/2022 - - - - 0.0000% 198 9/15/2022 - - - - 0.0000% 199 10/15/2022 - - - - 0.0000% 200 11/15/2022 - - - - 0.0000% 201 12/15/2022 - - - - 0.0000% 202 1/15/2023 - - - - 0.0000% 203 2/15/2023 - - - - 0.0000% 204 3/15/2023 - - - - 0.0000% 205 4/15/2023 - - - - 0.0000% 206 5/15/2023 - - - - 0.0000% 207 6/15/2023 - - - - 0.0000% 208 7/15/2023 - - - - 0.0000% 209 8/15/2023 - - - - 0.0000% 210 9/15/2023 - - - - 0.0000% 211 10/15/2023 - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000% - - - - 0.0000%
DISCLAIMER $2,810,773,000 (APPROXIMATE) CD 2006-CD2 Deutsche Mortgage & Asset Receiving Corporation (the "Depositor") has filed a registration statement (including a prospectus) (File no. 333-130390) with the SEC for the new offering to which this free writing prospectus relates. Before you invest, you should read the prospectus in that registration statement and other documents the Depositor has filed with the SEC for more complete information about the Depositor, the issuing entity, and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Depositor, any underwriter, or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling 1-800-503-4611 or by email to the following address: blake.catlett@db.com. This free writing prospectus does not contain all information that is required to be included in a prospectus required to be filed as part of a registration statement. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted. The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Certificates, supersedes any conflicting information contained in any prior similar materials relating to the Certificates. The information in this free writing prospectus may be amended or supplemented. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Certificates, when, as and if issued. Any such offer to purchase made by you will not constitute a contractual commitment by you to purchase or give rise to an obligation by the underwriters to sell any of the Certificates, until the underwriters have accepted your offer to purchase Certificates; any "indications of interest" expressed by you, and any "soft circles" generated by us, will not create binding contractual obligations for you or us. You are advised that the terms of the Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Certificates may be split, combined or eliminated), at any time prior to the time sales to purchasers of the Certificates will first be made. You are advised that Certificates may not be issued that have the characteristics described in these materials. The underwriter's obligation to sell such Certificates to you is conditioned on the mortgage loans and Certificates having the characteristics described in these materials. If for any reason the issuer does not deliver the Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Certificates which you have committed to purchase, and none of the issuer nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery. This free writing prospectus was prepared on the basis of certain assumptions (including, in certain cases, assumptions specified by the recipient hereof) regarding the pool assets and structure, including payments, interest rates, weighted average lives and weighted average loan age, loss, spreads, market availability and other matters. The actual amount, rate or timing of payments on any of the underlying assets may be different, and sometimes materially different than anticipated, and therefore the pricing, payment or yield information regarding the Certificates may be different from the information provided herein. There can be no assurance that actual pricing will be completed at the indicated value(s). In addition, pricing of the Certificates may vary significantly from the information contained in this free writing prospectus as a result of various factors, including, without limitation, prevailing credit spreads, market positioning, financing costs, hedging costs and risk and use of capital and profit. The pricing estimates contained herein may vary during the course of any particular day and from day to day. You should consult with your own accounting or other advisors as to the adequacy of the information in this free writing prospectus for your purposes. CD 2006 CD2
Scenario 1 Scenario 2 Scenario 3 Scenario 4 Scenario 5 Scenario 6 Scenario 7 Scenario 8 - --------------------------------------------------------------------------------------------------------------------------------- CDR 0.00% 0.00% 0.00% 0.00% 1.00% 1.00% 2.50% 1.80% CPR 0% 50% 100% 0% 0% 0% 0% 50% CPY 0% 50% 100% 0% 0% 0% 0% 50% CDR Months Delay 0 0 0 0 0 0 0 0 Recovery Delay 0 0 0 0 12 12 12 12 Loss Severity 0% 0% 0% 0% 25% 50% 40% 40% Ext Mths 0 0 0 24 0 0 0 0 Ext % 0% 0% 0% 30%* 0% 0% 0% 0%
* 30% of Collateral in ascending order of coupon
Price Scenario 1 Scenario 2 Scenario 3 Scenario 4 Scenario 5 Scenario 6 Scenario 7 Scenario 8 - ----------------------------------------------------------------------------------------------------------------------------------- A2 100.50% Yield 5.31% 6.48% 7.47% 5.31% 5.30% 5.31% 5.29% 6.43% WAL 4.82 2.88 1.87 4.82 4.62 4.72 4.26 2.59 A3 100.50% Yield 5.44% 5.68% 6.51% 5.45% 5.41% 5.42% 5.41% 5.96% WAL 6.77 4.46 2.70 7.07 4.88 5.38 4.84 3.78 A4 100.50% Yield 5.42% 5.41% 5.39% 5.42% 5.42% 5.42% 5.41% 5.41% WAL 9.63 8.28 8.04 9.77 9.43 9.55 9.19 7.83 AM 100.50% Yield 5.48% 5.47% 5.46% 5.46% 5.48% 5.48% 5.48% 5.47% WAL 9.84 9.80 9.59 11.15 9.84 9.84 9.84 9.80 AJ 100.50% Yield 5.50% 5.49% 5.48% 5.48% 5.50% 5.50% 5.50% 5.48% WAL 9.89 9.84 9.61 11.62 9.89 9.91 9.92 9.85
Year Tsy 3 month 4.5640 6 month 4.6930 2 yr 4.6670 3 yr 4.6430 5 yr 4.5650 10 yr 4.5300 30 yr 4.4840 -----END PRIVACY-ENHANCED MESSAGE-----