Subject: CMBS Pricing (PRICE)

November 19, 2001 Class Amount Sub. Rate (%) Rating S&P Rating Fitch Avg. Life Price Talk Priced Benchmark A1 270.5 22.25 AAA AAA 5.7 +55-57 +55 Swaps A2 478.8 22.25 AAA AAA 9.7 +59-61 +59 Swaps B 42.1 17.88 AA ...

November 15, 2001 Banc of America Securities, credit lease-backed notes. Class/Rating (S&P) Amount Sub. Rate (%) Maturity Price Talk Benchmark AA- 190 NA Dec., 2016 +170-175 Treas.

November 14, 2001 NOTE: Credit support in parentheses indicate levels when excluding the unpooled G and H classes. Class Amount Sub. Rate (%) Rating S&P Rating Moody's Avg. Life Price Talk Benchmark A1 250 27.3 (21.2) AAA Aaa 1.57 +50 ...

November 13, 2001 The current $2.55 billion General Growth Properties CMBS deal, underwritten by Lehman Brothers and Goldman Sachs, is due to print by noon today, traders say.The deal's bonds are backed by collateral consisting of GGP malls. Collectively they ...

November 13, 2001 Click here for revised price guidance from Nov. 7. Class sizes have changed, along with some parts of the deal's structure. Class Amount Rating S&P Rating Moody's Rating Fitch Avg. Life(or Lives) Priced (w/benchmarks) A1 743.2 AAA ...

November 13, 2001 Class Amount Sub. Rate (%) Rating S&P Rating Fitch Avg. Life Price Talk Benchmark A1 270.5 22.25 AAA AAA 5.7 +55-57 Swaps A2 478.8 22.25 AAA AAA 9.7 +59-61 Swaps B 42.1 17.88 AA AA 9.9 +77-79 ...

November 9, 2001 Class Amount Sub. Rate (%) Rating S&P Rating Fitch Avg. Life Price Talk Priced Benchmark A1 222.7 22.38 AAA AAA 5.75 +57-59 +57 Swaps A2 659.6 22.38 AAA AAA 9.45 +60-62 +61 Swaps A2F TBD 22.38 AAA ...

November 7, 2001 Original price talk for this securitization for General Growth Properties was not available. In the revised guidance below, classes within subgroups A, B, C, D and E, as outlined in private-placement memos and rating agency presale reports, ...

November 6, 2001 Class Amount Sub. Rate (%) Rating S&P Rating Fitch Avg. Life Price Talk Benchmark A1 222.7 22.38 AAA AAA 5.75 +57-59 Swaps A2 659.6 22.38 AAA AAA 9.46 +60-62 Swaps A2F TBD 22.38 AAA AAA 9.46 +42-44 ...

November 1, 2001 Class Amount Sub. Rate (%) Rating S&P Rating Moody's Avg. Life Priced Benchmark A-1 38.6 20.5 AAA Aaa 2.5 +44 Swaps A-2 25 20.5 AAA Aaa 5.1 +56 Swaps A-3 108 20.5 AAA Aaa 6.5 +56 Swaps ...