0001539497-13-000268.txt : 20130410 0001539497-13-000268.hdr.sgml : 20130410 20130410165141 ACCESSION NUMBER: 0001539497-13-000268 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 23 FILED AS OF DATE: 20130410 DATE AS OF CHANGE: 20130410 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: Citigroup Commercial Mortgage Trust 2013-GCJ11 CENTRAL INDEX KEY: 0001573946 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-166711-03 FILM NUMBER: 13754158 BUSINESS ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 2128166000 MAIL ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP COMMERCIAL MORTGAGE SECURITIES INC CENTRAL INDEX KEY: 0001258361 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 861073506 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 2128166000 MAIL ADDRESS: STREET 1: 388 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 FWP 1 n208_fwpx3.htm FREE WRITING PROSPECTUS' Unassociated Document
 
   
FREE WRITING PROSPECTUS
   
FILED PURSUANT TO RULE 433
   
REGISTRATION FILE NO.: 333-166711-03
     
 
 
 
April 10, 2013

 
Free Writing Prospectus
 
Structural and Collateral Term Sheet
 
$1,206,761,945
(Approximate Mortgage Pool Balance)
 
$1,066,475,000
(Offered Certificates)
 
Citigroup Commercial Mortgage Trust 2013-GCJ11
As Issuing Entity
 
Citigroup Commercial Mortgage Securities Inc.
As Depositor
 
Commercial Mortgage Pass-Through Certificates
Series 2013-GCJ11
 
Citigroup Global Markets Realty Corp.
Jefferies LoanCore LLC
Archetype Mortgage Funding I LLC
Goldman Sachs Mortgage Company
As Sponsors
 
IMPORTANT NOTICE REGARDING THE CONDITIONS FOR THIS OFFERING OF ASSET-BACKED SECURITIES
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
STATEMENT REGARDING THIS FREE WRITING PROSPECTUS
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
IMPORTANT NOTICE RELATING TO AUTOMATICALLY GENERATED EMAIL DISCLAIMERS
 
Any legends, disclaimers or other notices that may appear at the bottom of the email communication to which this free writing prospectus is attached relating to (1) these materials not constituting an offer (or a solicitation of an offer), (2) no representation being made that these materials are accurate or complete and may not be updated or (3) these materials possibly being confidential, are not applicable to these materials and should be disregarded.  Such legends, disclaimers or other notices have been automatically generated as a result of these materials having been sent via Bloomberg or another system.
 
Citigroup
Goldman, Sachs & Co.
Jefferies
Co-Lead Managers and Joint Bookrunners
 
RBS
Co-Manager
 
 
 

 
 
The securities offered by this structural and collateral term sheet (this “Term Sheet”) are described in greater detail in the prospectus included as part of our registration statement (SEC File No. 333-166711) (the “Base Prospectus”) and a separate free writing prospectus, each to be dated April 10, 2013 (the “Free Writing Prospectus”).  The Base Prospectus and the Free Writing Prospectus contain material information that is not contained in this Term Sheet (including without limitation a detailed discussion of risks associated with an investment in the offered securities under the heading “Risk Factors” in each of the Base Prospectus and the Free Writing Prospectus).  The Base Prospectus and the Free Writing Prospectus are available upon request from Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co. or RBS Securities Inc. Capitalized terms used but not otherwise defined in this Term Sheet have the respective meanings assigned to those terms in the Free Writing Prospectus or, if not defined in the Free Writing Prospectus, in the Base Prospectus.  This Term Sheet is subject to change.
 
The Securities May Not Be a Suitable Investment for You
 
The securities offered by this Term Sheet are not suitable investments for all investors. In particular, you should not purchase any class of securities unless you understand and are able to bear the prepayment, credit, liquidity and market risks associated with that class of securities. For those reasons and for the reasons set forth under the heading “Risk Factors” in each of the Base Prospectus and the Free Writing Prospectus, the yield to maturity and the aggregate amount and timing of distributions on the offered securities are subject to material variability from period to period and give rise to the potential for significant loss over the life of those securities. The interaction of these factors and their effects are impossible to predict and are likely to change from time to time. As a result, an investment in the offered securities involves substantial risks and uncertainties and should be considered only by sophisticated institutional investors with substantial investment experience with similar types of securities and who have conducted appropriate due diligence on the mortgage loans and the securities. Potential investors are advised and encouraged to review the Base Prospectus and the Free Writing Prospectus in full and to consult with their legal, tax, accounting and other advisors prior to making any investment in the offered securities described in this Term Sheet.
 
This Term Sheet is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal.  The information contained in this Term Sheet may not pertain to any securities that will actually be sold.  The information contained in this Term Sheet may be based on assumptions regarding market conditions and other matters as reflected in this Term Sheet.  We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this Term Sheet should not be relied upon for such purposes.  We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this Term Sheet may, from time to time, have long or short positions in, and buy or sell, the securities mentioned in this Term Sheet or derivatives of those securities (including options).  Information contained in this Term Sheet is current as of the date appearing on this Term Sheet only.  Information in this Term Sheet regarding the securities and the mortgage loans backing any securities discussed in this Term Sheet supersedes all prior information regarding such securities and mortgage loans. None of Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co. or RBS Securities Inc. provides accounting, tax or legal advice.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
2

 
 
NOTICE TO NEW HAMPSHIRE RESIDENTS
 
NEITHER THE FACT THAT A REGISTRATION STATEMENT OR AN APPLICATION FOR A LICENSE HAS BEEN FILED WITH THE STATE OF NEW HAMPSHIRE UNDER CHAPTER 421-B OF THE NEW HAMPSHIRE REVISED STATUTES (“RSA 421-B”), NOR THE FACT THAT A SECURITY IS EFFECTIVELY REGISTERED OR A PERSON IS LICENSED IN THE STATE OF NEW HAMPSHIRE CONSTITUTES A FINDING BY THE SECRETARY OF STATE OF NEW HAMPSHIRE THAT ANY DOCUMENT FILED UNDER RSA 421-B IS TRUE, COMPLETE, AND NOT MISLEADING.  NEITHER ANY SUCH FACT NOR THE FACT THAT ANY EXEMPTION OR EXCEPTION IS AVAILABLE FOR A SECURITY OR A TRANSACTION MEANS THAT THE SECRETARY OF STATE HAS PASSED IN ANY WAY UPON THE MERITS OR QUALIFICATIONS OF, OR RECOMMENDED OR GIVEN APPROVAL TO, ANY PERSON, SECURITY, OR TRANSACTION.  IT IS UNLAWFUL TO MAKE, OR CAUSE TO BE MADE, TO ANY PROSPECTIVE PURCHASER, CUSTOMER, OR CLIENT ANY REPRESENTATION INCONSISTENT WITH THE PROVISIONS OF THIS PARAGRAPH.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
3

 
 
CERTIFICATE SUMMARY
 
OFFERED CERTIFICATES
Offered
Class
 
Expected Ratings
(Moody’s/Fitch/KBRA)(1)
 
Initial Certificate Principal
or Notional Amount(2)
 
Approximate
Initial Credit
Support
 
Initial
Pass-
Through
Rate(3)
 
Pass-
Through
Rate
Description
 
Expected
Wtd. Avg.
Life
 (Yrs)(4)
 
Expected
Principal
Window(4)
Class A-1
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
75,176,000
     
30.000
% (5)
   
[     
]%
 
(6)
   
 2.45
   
05/13 – 12/17
Class A-2
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
290,426,000
     
30.000
% (5)
   
[     
]%
 
(6)
   
4.85
   
12/17 – 04/18
Class A-3
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
150,000,000
     
30.000
% (5)
   
[     
]%
 
(6)
   
9.67
   
12/22 – 01/23
Class A-4
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
236,220,000
     
30.000
% (5)
   
[     
]%
 
(6)
   
9.84
   
01/23 – 03/23
Class A-AB
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
92,911,000
     
30.000
% (5)
   
[     
]%
 
(6)
   
7.31
   
04/18 – 12/22
Class X-A
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
948,816,000
(7)
   
N/A
     
[     
]%
 
Variable IO(8)
   
N/A
   
N/A
Class A-S
 
Aaa(sf) / AAA(sf) / AAA(sf)
 
$
104,083,000
     
21.375
%
   
[     
]%
 
(6)
   
 9.88
   
03/23 – 04/23
Class B
 
Aa3(sf) / AA-(sf) / AA-(sf)
 
$
75,423,000
     
15.125
%
   
[     
]%
 
(6)
   
9.94
   
04/23 – 04/23
Class C
 
A3(sf) / A-(sf) / A-(sf)
 
$
42,236,000
     
11.625
%
   
[     
]%
 
(6)
   
9.94
   
04/23 – 04/23
                                             
NON-OFFERED CERTIFICATES
Non-Offered
Class
 
Expected Ratings
(Moody’s/Fitch/KBRA)(1)
 
Initial Certificate Principal
or Notional Amount(2)
 
Approximate
Initial Credit
Support
 
Initial
Pass-
Through
Rate(3)
 
Pass-
Through
Rate
Description
 
Expected
Wtd. Avg.
Life
(Yrs)(4)
 
Expected
Principal
Window(4)
Class X-B
 
A2(sf) / A-(sf) / AAA(sf)
 
$
117,659,000
(7)
   
N/A
     
[     
]%
 
Variable IO(8)
   
N/A
   
N/A
Class D
 
NR / BBB-(sf) / BBB-(sf)
 
$
 58,830,000
     
6.750
%
   
[     
]%
 
(6)
   
9.94
   
04/23 – 04/23
Class E
 
NR / BB(sf) / BB(sf)
 
$
 21,118,000
     
5.000
%
   
[     
]%
 
(6)
   
9.94
   
04/23 – 04/23
Class F
 
NR / B(sf) / B(sf)
 
$
 18,102,000
     
3.500
%
   
[     
]%
 
(6)
   
9.94
   
04/23 – 04/23
Class G
 
NR / NR / NR
 
$
 42,236,945
     
0.000
%
   
[     
]%
 
(6)
   
9.94
   
04/23 – 04/23
Class R(9)
 
NR / NR / NR
   
N/A
     
N/A
     
N/A
   
N/A
   
N/A
   
N/A
 

(1)
It is a condition of issuance that the offered certificates receive the ratings set forth above.  The anticipated ratings shown are those of Moody’s Investors Service, Inc., Fitch, Inc. and Kroll Bond Rating Agency, Inc.  Subject to the discussion under “Ratings” in the Free Writing Prospectus, the ratings on the certificates address the likelihood of the timely receipt by holders of all payments of interest to which they are entitled on each distribution date and the ultimate receipt by holders of all payments of principal to which they are entitled on or before the applicable rated final distribution date.  Certain nationally recognized statistical rating organizations, as defined in Section 3(a)(62) of the Securities Exchange Act of 1934, as amended, that were not hired by the depositor may use information they receive pursuant to Rule 17g-5 under the Securities Exchange Act of 1934, as amended, to rate the offered certificates. We cannot assure you as to what ratings a non-hired nationally recognized statistical rating organization would assign. See “Risk Factors—Nationally Recognized Statistical Rating Organizations May Assign Different Ratings to the Certificates; Ratings of the Certificates Reflect Only the Views of the Applicable Rating Agencies as of the Dates Such Ratings Were Issued; Ratings May Affect ERISA Eligibility; Ratings May Be Downgraded” in the Free Writing Prospectus.  Moody’s Investors Service, Inc., Fitch, Inc. and Kroll Bond Rating Agency, Inc. have informed us that the “sf” designation in the ratings represents an identifier of structured finance product ratings.  For additional information about this identifier, prospective investors can go to the related rating agency’s website.
 
(2)
Approximate, subject to a variance of plus or minus 5%.
 
(3)
Approximate per annum rate as of the closing date.
 
(4)
Assuming no prepayments and based on the Modeling Assumptions set forth under “Yield, Prepayment and Maturity Considerations” in the Free Writing Prospectus.
 
(5)
The credit support percentages set forth for the Class A-1, Class A-2, Class A-3, Class A-4 and Class A-AB certificates are represented in the aggregate.
 
(6)
For any distribution date, the pass-through rates on the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class A-S, Class B, Class C, Class D, Class E, Class F and Class G certificates will each be a per annum rate equal to one of (i) a fixed per annum rate, (ii) the weighted average of the net interest rates on the mortgage loans (in each case, adjusted, if necessary, to accrue on the basis of a 360-day year consisting of twelve 30-day months) as of their respective due dates in the month preceding the month in which the related distribution date occurs, (iii) a rate equal to the lesser of a specified pass-through rate and the rate specified in clause (ii), or (iv) the rate specified in clause (ii) less a specified percentage.
 
(7)
The Class X-A and Class X-B certificates will not have certificate principal amounts and will not be entitled to receive distributions of principal.  Interest will accrue on the Class X-A and Class X-B certificates at their respective pass-through rates based upon their respective notional amounts.  The notional amount of the Class X-A certificates will be equal to the aggregate principal amounts of the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB and Class A-S certificates from time to time.  The notional amount of the Class X-B certificates will be equal to the aggregate principal amounts of the Class B and Class C certificates from time to time.
 
(8)
The pass-through rate on the Class X-A certificates will generally be a per annum rate equal to the excess, if any, of (i) the weighted average of the net interest rates on the mortgage loans (in each case adjusted, if necessary, to accrue on the basis of a 360-day year consisting of twelve 30-day months), over (ii) the weighted average of the pass-through rates of the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB and Class A-S certificates, as described in the Free Writing Prospectus. The pass-through rate on the Class X-B certificates will generally be a per annum rate equal to the excess, if any, of (i) the weighted average of the net interest rates on the mortgage loans (in each case adjusted, if necessary, to accrue on the basis of a 360-day year consisting of twelve 30-day months), over (ii) the weighted average of the pass-through rates of the Class B and Class C certificates, as described in the Free Writing Prospectus.
 
(9)
The Class R certificates will not have a certificate principal amount, notional amount, pass-through rate, rating or rated final distribution date.  The Class R certificates represent the residual interest in each of two separate REMICs, as further described in the Free Writing Prospectus.  The Class R certificates will not be entitled to distributions of principal or interest.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
4

 
 
MORTGAGE POOL CHARACTERISTICS
 
Mortgage Pool Characteristics(1)
 
Initial Pool Balance
    $1,206,761,945  
Number of Mortgage Loans
    72  
Number of Mortgaged Properties
    137  
Average Cut-off Date Mortgage Loan Balance
    $16,760,583  
Weighted Average Mortgage Interest Rate
    4.4896%  
Weighted Average Remaining Term to Maturity (months)
    104  
Weighted Average Remaining Amortization Term (months)(2)
    348  
Weighted Average Cut-off Date LTV Ratio(3)(4)
    66.0%  
Weighted Average Maturity Date LTV Ratio(4)(5)
    54.3%  
Weighted Average Underwritten Debt Service Coverage Ratio(4)(6)
    1.73x  
Weighted Average Debt Yield on Underwritten NOI(4)(7)
    11.2%  
% of Mortgage Loans with Additional Debt
    8.3%  
% of Mortgaged Properties with Single Tenants
    7.4%  
 

(1)
Each of the Empire Hotel & Retail mortgage loan and the National Harbor mortgage loan (referred to herein as the “outside serviced mortgage loans”) has a related pari passu companion loan, and loan-to-value ratio, debt service coverage ratio and debt yield calculations presented in this Term Sheet for each of these loans includes the related pari passu companion loan unless otherwise indicated. These loans will be serviced pursuant to the pooling and servicing agreement for the GSMS 2013-GC10 securitization transaction. Other than as specifically noted, the loan-to-value ratio, debt service coverage ratio, debt yield and mortgage loan rate information for each mortgage loan is presented in this Term Sheet without regard to any other indebtedness (whether or not secured by the related mortgaged property, ownership interests in the related borrower or otherwise) that currently exists or that may be incurred by the related borrower or its owners in the future, in order to present statistics solely for the related mortgage loan without combination with the other indebtedness.
 
(2)
Excludes mortgage loans that are interest only for the entire term.
 
(3)
Unless otherwise indicated, the Cut-off Date LTV Ratio is calculated utilizing the “as-is” appraised value. With respect to the Aramingo Crossings mortgaged property, the Cut-off Date LTV Ratio for the related mortgage loan is calculated based on the “as stabilized” appraised value. The Cut-off Date LTV Ratio for the Aramingo Crossings mortgage loan calculated based on the “as-is” appraised value of the related mortgaged property is 76.1% and the Weighted Average Cut-off Date LTV Ratio for the mortgage pool calculated based on the “as-is” appraised value for the Aramingo Crossings mortgaged property remains unchanged at 66.0%. See “Aramingo Crossings” in this Term Sheet and “Description of the Mortgage Pool – Certain Calculations and Definitions” in the Free Writing Prospectus for a description of Cut-off Date LTV Ratio and additional information.
 
(4)
Unless otherwise indicated, with respect to the Hyatt House Houston and Staybridge Denver mortgage loans, which are cross-collateralized and cross-defaulted with each other, the Cut-off Date LTV Ratio, the Maturity Date LTV Ratio, the Underwritten Debt Service Coverage Ratio, the Debt Yield on Underwritten NOI and the Debt Yield on Underwritten NCF of the mortgage loans are presented in the aggregate.
 
(5)
Unless otherwise indicated, the Maturity Date LTV Ratio is calculated utilizing the “as-is” appraised value.  With respect to 19 mortgage loans representing approximately 32.7% of the initial pool balance, the respective Maturity Date LTV Ratios were each calculated using the related “as stabilized” appraised value. See “Description of the Mortgage Pool – Certain Calculations and Definitions” in the Free Writing Prospectus for a description of Maturity Date LTV Ratio and the identity of the above-referenced 19 mortgage loans.
 
(6)
Unless otherwise indicated, the Underwritten Debt Service Coverage Ratio is calculated by taking the Underwritten Net Cash Flow from the related mortgaged property or mortgaged properties and dividing by the annual debt service for such mortgage loan, as adjusted in the case of mortgage loans with a partial interest only period by using the first 12 amortizing payments due instead of the actual interest only payment. See “Description of the Mortgage Pool – Certain Calculations and Definitions” in the Free Writing Prospectus for a description of Underwritten Debt Service Coverage Ratio.
 
(7)
Unless otherwise indicated, the Debt Yield on Underwritten NOI is the related mortgaged property’s Underwritten NOI divided by the Cut-off Date Balance of the mortgage loan, and the Debt Yield on Underwritten NCF is the related mortgaged property’s Underwritten NCF divided by the Cut-off Date Balance of the mortgage loan.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
5

 
 
KEY FEATURES OF THE CERTIFICATES
 
Co-Lead Managers and
Joint Bookrunners:
Citigroup Global Markets Inc.
Jefferies LLC
Goldman, Sachs & Co.
 
Depositor:
Citigroup Commercial Mortgage Securities Inc.
 
Initial Pool Balance:
$1,206,761,945
 
Master Servicer:
Wells Fargo Bank, National Association
 
Special Servicer:
LNR Partners, LLC
 
Certificate Administrator:
Citibank, N.A.
 
Trustee:
U.S. Bank National Association
 
Operating Advisor:
Pentalpha Surveillance LLC
 
Pricing:
Week of April 15, 2013
 
Closing Date:
April 30, 2013
 
Cut-off Date:
For each mortgage loan, the related due date for such mortgage loan in April 2013 (or, in the case of any mortgage loan that has its first due date in May 2013, the date that would have been its due date in April 2013 under the terms of that mortgage loan if a monthly payment were scheduled to be due in that month)
 
Determination Date:
The 6th day of each month or next business day
 
Distribution Date:
The 4th business day after the Determination Date, commencing in May 2013
 
Interest Accrual:
Preceding calendar month
 
ERISA Eligible:
The offered certificates are expected to be ERISA eligible
 
SMMEA Eligible:
No
 
Payment Structure:
Sequential Pay
 
Day Count:
30/360
 
Tax Structure:
REMIC
 
Rated Final Distribution Date:
April 2046
 
Cleanup Call:
1.0%
 
Minimum Denominations:
$10,000 minimum for the offered certificates (except with respect to Class X-A: $1,000,000 minimum); $1 thereafter for all the offered certificates
 
Delivery:
Book-entry through DTC
 
Bond Information:
Cash flows are expected to be modeled by TREPP, INTEX and BLOOMBERG
 
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
6

 
 
TRANSACTION HIGHLIGHTS
 
$1,206,761,945 (Approximate) New-Issue Multi-Borrower CMBS:
   
 
Overview: The mortgage pool consists of 72 fixed-rate commercial mortgage loans that have an aggregate Cut-off Date Balance of $1,206,761,945 (the “Initial Pool Balance”), an average mortgage loan Cut-off Date Balance of $16,760,583 and are secured by 137 mortgaged properties located throughout 29 states
     
 
LTV:  66.0% weighted average Cut-off Date LTV Ratio
     
 
DSCR:  1.73x weighted average Underwritten Debt Service Coverage Ratio
     
 
Debt Yield:  11.2% weighted average Debt Yield on Underwritten NOI
     
 
Credit Support: 30.000% credit support to Class A-1 / A-2 / A-3 / A-4 / A-AB
     
Loan Structural Features:
   
 
Amortization: 95.4% of the mortgage loans by Initial Pool Balance have scheduled amortization:
     
   
65.3% of the mortgage loans by Initial Pool Balance have amortization for the entire term with a balloon payment due at maturity
       
   
30.2% of the mortgage loans by Initial Pool Balance have scheduled amortization following a partial interest only period with a balloon payment due at maturity
       
 
Hard Lockboxes: 70.3% of the mortgage loans by Initial Pool Balance have a Hard Lockbox in place
     
 
Cash Traps: 93.2% of the mortgage loans by Initial Pool Balance have cash traps triggered by certain declines in cash flow, all at levels equal to or greater than a 1.00x coverage, that fund an excess cash flow reserve
     
 
Reserves: The mortgage loans require amounts to be escrowed for reserves as follows:
     
   
Real Estate Taxes: 66 mortgage loans representing 90.0% of the Initial Pool Balance
       
   
Insurance: 61 mortgage loans representing 81.3% of the Initial Pool Balance
       
   
Replacement Reserves (Including FF&E Reserves): 67 mortgage loans representing 90.4% of Initial Pool Balance
       
   
Tenant Improvements / Leasing Commissions: 26 mortgage loans representing 77.6% of the allocated Initial Pool Balance of office, retail, industrial and mixed use properties only
       
 
Predominantly Defeasance: 81.4% of the mortgage loans by Initial Pool Balance permit defeasance after an initial lockout period
     
   
12.5% of the mortgage loans by Initial Pool Balance permit either defeasance or yield maintenance after an initial lockout period
       
       
Multiple-Asset Types > 5.0% of the Total Pool:
   
 
Office:  23.2% of the mortgaged properties by allocated Initial Pool Balance are office properties
     
 
Retail:  21.8% of the mortgaged properties by allocated Initial Pool Balance are retail properties (13.5% are anchored retail properties, 5.5% are regional mall properties)
     
 
Hospitality: 21.4% of the mortgaged properties by allocated Initial Pool Balance are hospitality properties
     
 
Mixed Use: 13.8% of the mortgaged properties by allocated Initial Pool Balance are mixed use properties
     
 
Self Storage: 7.3% of the mortgaged properties by allocated Initial Pool Balance are self storage properties
     
 
Manufactured Housing: 6.0% of the mortgaged properties by allocated Initial Pool Balance are manufactured housing  properties
     
 
Multifamily:  5.3% of the mortgaged properties by allocated Initial Pool Balance are multifamily properties
     
     
Geographic Diversity:  The 137 mortgaged properties are located throughout 29 states, with only two states having mortgaged properties representing greater than 10.0% of the allocated Initial Pool Balance: New York (19.6%) and California (12.5%)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.   
 
 
7

 
 
 
COLLATERAL OVERVIEW

Mortgage Loans by Loan Seller
 
 
Mortgage Loan Seller
 
 
Mortgage Loans
 
 
Mortgaged Properties
 
 
Aggregate Cut-off Date
Balance
 
 
% of Initial Pool Balance
Citigroup Global Markets Realty Corp.
 
34
   
73
   
$499,543,973
   
41.4
Jefferies LoanCore LLC
 
14
   
18
   
331,795,667
   
27.5
 
Archetype Mortgage Funding I LLC
 
15
   
36
   
215,102,467
   
17.8
 
Goldman Sachs Mortgage Company
 
9
   
10
   
160,319,838
   
13.3
 
Total
 
72
   
137
   
$1,206,761,945
   
100.0
 
Ten Largest Mortgage Loans  
 
Mortgage Loan Name
 
Cut-off Date Balance
 
% of Initial
Pool
Balance
 
Property Type
 
Property
Size
SF / Rooms
/ Pads
 
Cut-off Date
Balance Per
SF / Room /
Pads
 
UW NCF
DSCR
 
UW
NOI
Debt
Yield
 
Cut-off Date LTV Ratio
 
 
39 Broadway
 
$85,500,000
   
7.1
 
Office
 
448,349
   
$191
   
1.68x 
 
10.2
 
59.0
 
Empire Hotel & Retail
 
70,000,000
   
5.8
   
Mixed Use
 
423
   
$425,532
   
1.55x 
  
10.4
 
45.8
 
Christown Spectrum
 
66,500,000
   
5.5
   
Retail
 
850,638
   
$78
   
1.34x 
 
9.7
 
70.7
 
Ascentia MHC Portfolio
 
59,329,994
   
4.9
   
Manufactured Housing
 
3,719
   
$15,953
   
1.89x 
 
11.9
 
65.2
 
Blue Diamond Crossing
 
59,000,000
   
4.9
   
Retail
 
505,072
   
$117
   
1.32x 
 
9.7
 
68.9
 
127 West 25th Street
 
47,947,785
   
4.0
   
Office
 
104,000
   
$461
   
1.35x 
 
8.6
 
68.5
 
Radisson Bloomington
 
44,946,246
   
3.7
   
Hospitality
 
403
   
$111,529
   
2.01x 
 
14.3
 
69.1
 
Residence Inn Boston Harbor
 
43,500,000
   
3.6
   
Hospitality
 
168
   
$258,929
   
1.84x 
 
12.0
 
65.7
 
677 Ala Moana Boulevard
 
41,440,000
   
3.4
   
Office
 
293,013
   
$141
   
1.70x 
 
10.6
 
68.8
 
Pin Oak Portfolio – North Parcel
 
38,750,000
   
3.2
   
Office
 
351,527
   
$110
   
2.93x 
 
12.4
 
63.8
 
Top 10 Total / Wtd. Avg.
 
$556,914,025
   
46.1
%                  
1.71x 
 
10.8
 
63.7
 
Remaining Total / Wtd. Avg.
 
649,847,920
   
53.9
                   
1.75x 
  
11.6
 
68.0
 
Total / Wtd. Avg.
 
$1,206,761,945
   
100.0
%                  
1.73x 
 
11.2
 
66.0
 
Pari Passu Companion Loan Summary  
 
 
Mortgage Loan Name
 
 
Mortgage Loan
Cut-off Date
Balance
   
 
Pari Passu
Companion Loan
Cut-off Date
Balance
   
 
Whole Loan Cut-
off Date Balance
   
 
Controlling Pooling &
Servicing Agreement
 
UW NCF
DSCR
 
UW
NOI Debt
Yield
 
Cut-off Date
LTV Ratio
 
Empire Hotel & Retail
 
$70,000,000
   
$110,000,000
   
$180,000,000
   
GSMS 2013-GC10
 
1.55x
 
10.4%
 
45.8
 
National Harbor
 
$19,889,529
   
$109,392,411
   
$129,281,941
   
GSMS 2013-GC10
 
1.73x
 
10.5%
 
67.0
 
Mortgage Loans with Existing Mezzanine Debt
 
 
Mortgage Loan Name
 
 
Cut-off Date Balance
 
 
Mezzanine
Debt Cut-off Date
Balance
 
 
Other Debt
Cut-off Date
Balance
 
 
Cut-off Date
Total Debt Balance
 
 
Mezzanine /
Other Debt
Interest Rate
 
 
Total
Debt
Interest
Rate(1)
 
 
Cut-off
Date
Mortgage Loan LTV
 
 
Cut-off
Date
Total
Debt
LTV
 
 
Mortgage
Loan DSCR
 
 
Total Debt DSCR
 
Christown Spectrum
 
$66,500,000
   
$7,700,000 
 
NA
 
$74,200,000 
 
15.3000%
   
5.8896%
 
70.7%
 
78.9%
 
1.34x 
 
1.04x
 
1540 2nd Street
 
$34,000,000
   
$4,200,000 
 
NA
 
$38,200,000 
 
4.6860%
   
4.6860%
 
66.7%
 
74.9%
 
1.37x 
 
1.22x
 

 
(1)
The Total Debt Interest Rate is the weighted average of the non-default interest rates on the mortgage loan and the related mezzanine loan as of the Cut-off Date.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
8

 

COLLATERAL OVERVIEW (continued)

Previously Securitized Mortgage Loans(1)
             
 
Property Name
 
Mortgage Loan Seller
 
 
City
 
 
State
 
 
Property Type
 
 
Cut-off Date
Balance /
Allocated Cut-
off Date
Balance
 
 
% of
Initial
Pool
Balance
 
 
  Previous Securitization(s)
39 Broadway
 
CGMRC
 
New York
 
NY
 
Office
 
$85,500,000
   
7.1%
 
LBUBS 2003-C5
Empire Hotel & Retail
 
CGMRC
 
New York
 
NY
 
Mixed Use
 
$70,000,000
   
5.8%
 
GSMS 2013-GC10
Christown Spectrum
 
JLC
 
Phoenix
 
AZ
 
Retail
 
$66,500,000
   
5.5%
 
JPMCC 2003-FL2
River Valley
 
CGMRC
 
Longmont
 
CO
 
Manufactured Housing
 
$7,045,687
   
0.6%
 
MSC 2007-T25, PSSF 2000-C1
Skyline Village
 
CGMRC
 
Rock Springs
 
WY
 
Manufactured Housing
 
$6,381,470
   
0.5%
 
MCFI 1998-MC3
West Winds
 
CGMRC
 
Cheyenne
 
WY
 
Manufactured Housing
 
$5,761,202
   
0.5%
 
CSMC 2006-C3, PSSF 1999-C2
Gaslight
 
CGMRC
 
Lincoln
 
NE
 
Manufactured Housing
 
$4,172,077
   
0.3%
 
COMM 2004-LB2A
Aloha Vegas
 
CGMRC
 
North Las Vegas
 
NV
 
Manufactured Housing
 
$4,108,153
   
0.3%
 
MSC 2007-T27
Dream Island
 
CGMRC
 
Steamboat Springs
 
CO
 
Manufactured Housing
 
$3,189,237
   
0.3%
 
GECMC 2001-3
Kingswood
 
CGMRC
 
Grand Island
 
NE
 
Manufactured Housing
 
$2,780,719
   
0.2%
 
MCFI 1998-MC1
Buckingham
 
CGMRC
 
Universal City
 
TX
 
Manufactured Housing
 
$2,024,611
   
0.2%
 
MCFI 1997-MC1
Woodview
 
CGMRC
 
Austin
 
TX
 
Manufactured Housing
 
$1,748,936
   
0.1%
 
MCFI 1997-MC1
Cedar Village
 
CGMRC
 
Aurora
 
CO
 
Manufactured Housing
 
$1,148,645
   
0.1%
 
CSMC 2008-C1
Country Oaks
 
CGMRC
 
San Antonio
 
TX
 
Manufactured Housing
 
$1,087,717
   
0.1%
 
CSFB 2003-C4
Windgate
 
CGMRC
 
New Braunfels
 
TX
 
Manufactured Housing
 
$615,274
   
0.1%
 
CASC 1998-D7
Golden Eagle
 
CGMRC
 
Rawlins
 
WY
 
Manufactured Housing
 
$557,342
   
0.0%
 
CASC 1998-D7
6750 West Loop South
 
CGMRC
 
Bellaire
 
TX
 
Office
 
$23,116,200
   
1.9%
 
GCCFC 2003-C2
6700 West Loop South
 
CGMRC
 
Bellaire
 
TX
 
Office
 
$10,277,800
   
0.9%
 
GCCFC 2003-C2
4710 Bellaire Boulevard
 
CGMRC
 
Bellaire
 
TX
 
Office
 
$5,356,000
   
0.4%
 
GCCFC 2003-C2
National Harbor
 
GSMC
 
National Harbor
 
MD
 
Mixed Use
 
$19,889,529
   
1.6%
 
GSMS 2013-GC10
6800 West Loop South
 
CGMRC
 
Bellaire
 
TX
 
Office
 
$6,598,667
   
0.5%
 
GCCFC 2003-C2
4747 Bellaire Boulevard
 
CGMRC
 
Bellaire
 
TX
 
Office
 
$5,773,833
   
0.5%
 
GCCFC 2003-C2
Moore Self Storage
 
CGMRC
 
Neptune
 
NJ
 
Self Storage
 
$3,851,450
   
0.3%
 
CSFB 2003-C3
Preserve at Cedar River
 
AMF I
 
Jacksonville
 
FL
 
Multifamily
 
$10,786,838
   
0.9%
 
CGCMT 2004-FL1; LBFRC 2005-LLFA
Stor-All Tchoupitoulas
 
CGMRC
 
New Orleans
 
LA
 
Self Storage
 
$8,734,857
   
0.7%
 
BACM 2004-5, BANC1 2000-C1A
Comfort Inn Riverview (Charleston, SC)
 
CGMRC
 
Charleston
 
SC
 
Hospitality
 
$8,685,910
   
0.7%
 
DLJCM 1999-CG
Grand Oaks Apartments
 
CGMRC
 
Riverview
 
FL
 
Multifamily
 
$8,569,069
   
0.7%
 
CSFB 1998-C2
Westside Urban Market
 
JLC
 
Atlanta
 
GA
 
Retail
 
$8,215,963
   
0.7%
 
GCCFC 2005-GG3
221-223 East Broadway
 
CGMRC
 
New York
 
NY
 
Mixed Use
 
$7,525,000
   
0.6%
 
JPMCC 2005-CB12
Fayette Square
 
GSMC
 
Oak Hill
 
WV
 
Retail
 
$6,100,000
   
0.5%
 
LBUBS 2003-C1
Residence Inn Little Rock
 
CGMRC
 
Little Rock
 
AR
 
Hospitality
 
$5,194,251
   
0.4%
 
MLMT 2005-CKI1
Barnegat Mini Storage
 
CGMRC
 
Barnegat
 
NJ
 
Self Storage
 
$5,093,562
   
0.4%
 
BSCMS 1999-WF2
Storage Pros Fall River
 
CGMRC
 
Fall River
 
MA
 
Self Storage
 
$3,693,890
   
0.3%
 
WBCMT 2005-C21
290 West Self Storage
 
CGMRC
 
Austin
 
TX
 
Self Storage
 
$3,685,920
   
0.3%
 
LBUBS 2003-C8
SST Morgan Hill Self Storage
 
CGMRC
 
Morgan Hill
 
CA
 
Self Storage
 
$3,000,000
   
0.2%
 
MSC 2003-T11
CVS – Pleasant Grove, AL
 
CGMRC
 
Pleasant Grove
 
AL
 
Retail
 
$2,733,850
   
0.2%
 
WBCMT 2003-C4
 

 
(1)
The table above includes mortgaged properties as to which a related mortgage loan (secured by all or a significant portion of such mortgaged property) was securitized in the indicated transaction.  Information under “Previous Securitization(s)” represents one or more recent securitizations with respect to those mortgaged properties.  The information in the above table is based solely on information provided by the related borrower or obtained through searches of a third-party database, and has not otherwise been confirmed by the mortgage loan sellers.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
9

 

COLLATERAL OVERVIEW (continued)
 
Property Types(1)                        
 
Property Type / Detail
 
 
Number of
Mortgaged
Properties
 
 
Aggregate Cut-off
Date Balance(2)
 
 
% of Initial Pool Balance
 
 
Wtd. Avg. Underwritten
NCF DSCR(3)
 
 
Wtd. Avg.
Cut-off Date
LTV Ratio(3)
 
 
Wtd. Avg.
Debt Yield on
Underwritten NOI(3)
Office
  12     $280,529,210     23.2 %   1.87 x   65.5 %   10.6 %
CBD
  4     193,387,785     16.0     1.60 x   64.7 %   10.0 %
Medical
  5     51,122,500     4.2     3.04 x   61.7 %   12.9 %
General Suburban
  3     36,018,925     3.0     1.68 x   75.0 %   10.9 %
Retail
  19     $263,515,857     21.8 %   1.52 x   69.1 %   10.2 %
Anchored
  9     163,112,815     13.5     1.59 x   68.5 %   10.6 %
Regional Mall
  1     66,500,000     5.5     1.34 x   70.7 %   9.7 %
Unanchored
  6     25,992,518     2.2     1.61 x   67.7 %   9.9 %
Single Tenant Retail
  3     7,910,524     0.7     1.41 x   72.6 %   8.8 %
Hospitality
  16     $257,956,467     21.4 %   1.89 x   66.4 %   13.5 %
Full Service
  3     110,904,673     9.2     1.99 x   65.7 %   14.0 %
Limited Service
  9     82,864,523     6.9     1.77 x   67.7 %   13.5 %
Extended Stay
  4     64,187,272     5.3     1.86 x   65.8 %   12.6 %
Mixed Use
  7     $166,139,529     13.8 %   1.62 x   56.9 %   10.3 %
Hotel / Retail
  1     70,000,000     5.8     1.55 x   45.8 %   10.4 %
Retail / Office
  3     64,650,000     5.4     1.70 x   64.1 %   10.6 %
Office / Retail / Garage
  1     19,889,529     1.6     1.73 x   67.0 %   10.5 %
Multifamily / Retail
  2     11,600,000     1.0     1.37 x   66.1 %   8.2 %
Self Storage
  21     $88,029,867     7.3 %   1.57 x   70.4 %   10.7 %
Manufactured Housing
  33     $71,835,176     6.0 %   1.83 x   66.8 %   11.7 %
Multifamily
  26     $63,754,880     5.3 %   1.73 x   70.1 %   11.8 %
Garden
  22     58,536,784     4.9     1.73 x   70.6 %   11.9 %
Student Housing
  1     2,871,725     0.2     1.47 x   71.8 %   9.3 %
Mid Rise
  3     2,346,371     0.2     2.00 x   57.2 %   13.1 %
Industrial
  2     $11,000,959     0.9 %   1.54 x   72.9 %   10.6 %
Warehouse
  1     8,900,959     0.7     1.56 x   74.8 %   10.8 %
Flex
  1     2,100,000     0.2     1.43 x   64.6 %   9.9 %
Ground Leased Land
  1     $4,000,000     0.3 %   1.99 x   51.3 %   8.6 %
Total / Wtd. Avg.
  137     $1,206,761,945     100.0 %   1.73 x   66.0 %   11.2 %
 

 
(1)
The Empire Hotel & Retail mortgage loan, representing approximately 5.8% of the Initial Pool Balance, is characterized as Mixed Use – Hotel / Retail in the table above. For informational purposes, if the Empire Hotel & Retail mortgage loan in the trust was divided into two separate mortgage loans (that are not cross-collateralized or cross-defaulted with each other), one secured by the hotel-related portions of the property and one secured by the retail-related portions of the property, the aggregate percentages of the Initial Pool Balance attributable to retail, hospitality and mixed use properties would be 24.3%, 24.8% and 8.0%, respectively.
 
(2)
Calculated based on the mortgaged property’s allocated loan amount for mortgage loans secured by more than one mortgaged property.
 
(3)
Weighted average based on the mortgaged property’s allocated loan amount for mortgage loans secured by more than one mortgaged property.
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
10

 
 
COLLATERAL OVERVIEW (continued)
 
                                             
Geographic Distribution
Property Location
 
Number of
Mortgaged
Properties
 
Aggregate Cut-off
Date Balance(1)
 
% of Initial Pool Balance
 
Aggregate
Appraised Value(2)
 
% of Total
Appraised
Value
 
Underwritten
NOI(2)
 
% of Total
Underwritten
NOI
 
New York
 
10
   
$236,686,122
   
19.6
%
 
$657,400,000
   
29.1
%
 
$34,913,484
   
22.0
%
 
California
 
8
   
150,558,426
   
12.5
   
237,650,000
   
10.5
   
18,091,287
   
11.4
   
Texas
 
19
   
98,594,756
   
8.2
   
152,435,000
   
6.7
   
11,826,080
   
7.5
   
Nevada
 
3
   
77,758,153
   
6.4
   
112,900,000
   
5.0
   
7,594,121
   
4.8
   
Arizona
 
1
   
66,500,000
   
5.5
   
94,000,000
   
4.2
   
6,432,195
   
4.1
   
Florida
 
6
   
53,909,655
   
4.5
   
75,450,000
   
3.3
   
6,570,502
   
4.1
   
Massachusetts
 
3
   
51,193,890
   
4.2
   
79,030,000
   
3.5
   
5,938,926
   
3.7
   
Minnesota
 
1
   
44,946,246
   
3.7
   
65,000,000
   
2.9
   
6,415,248
   
4.0
   
North Carolina
 
4
   
41,656,008
   
3.5
   
66,675,000
   
2.9
   
5,430,700
   
3.4
   
Hawaii
 
1
   
41,440,000
   
3.4
   
60,200,000
   
2.7
   
4,395,768
   
2.8
   
Georgia
 
6
   
39,444,275
   
3.3
   
55,200,000
   
2.4
   
3,915,718
   
2.5
   
Colorado
 
9
   
37,110,894
   
3.1
   
52,000,000
   
2.3
   
4,524,999
   
2.9
   
New Jersey
 
6
   
37,026,231
   
3.1
   
53,100,000
   
2.3
   
3,696,419
   
2.3
   
Tennessee
 
1
   
34,000,000
   
2.8
   
49,600,000
   
2.2
   
4,090,106
   
2.6
   
Pennsylvania
 
3
   
23,808,572
   
2.0
   
32,250,000
   
1.4
   
2,193,308
   
1.4
   
Louisiana
 
4
   
22,711,409
   
1.9
   
34,400,000
   
1.5
   
2,832,591
   
1.8
   
Wyoming
 
12
   
21,182,006
   
1.8
   
31,945,000
   
1.4
   
2,627,863
   
1.7
   
Illinois
 
20
   
20,881,890
   
1.7
   
33,450,000
   
1.5
   
2,640,945
   
1.7
   
Maryland
 
1
   
19,889,529
   
1.6
   
193,000,000
   
8.5
   
13,584,517
   
8.6
   
Michigan
 
4
   
17,200,361
   
1.4
   
23,125,000
   
1.0
   
2,179,053
   
1.4
   
Missouri
 
3
   
16,087,586
   
1.3
   
20,600,000
   
0.9
   
1,694,395
   
1.1
   
Nebraska
 
5
   
12,391,379
   
1.0
   
18,350,000
   
0.8
   
1,419,283
   
0.9
   
Alaska
 
1
   
10,622,529
   
0.9
   
16,440,000
   
0.7
   
1,618,900
   
1.0
   
South Carolina
 
1
   
8,685,910
   
0.7
   
13,600,000
   
0.6
   
1,262,748
   
0.8
   
Washington
 
1
   
6,631,160
   
0.5
   
10,000,000
   
0.4
   
764,910
   
0.5
   
West Virginia
 
1
   
6,100,000
   
0.5
   
8,550,000
   
0.4
   
702,591
   
0.4
   
Arkansas
 
1
   
5,194,251
   
0.4
   
8,200,000
   
0.4
   
727,245
   
0.5
   
Alabama
 
1
   
2,733,850
   
0.2
   
3,700,000
   
0.2
   
237,440
   
0.1
   
New Mexico
 
1
   
1,816,856
   
0.2
   
2,480,000
   
0.1
   
185,966
   
0.1
   
Total
 
137
   
$1,206,761,945
   
100.0
%
 
$2,260,730,000
   
100.0
%
 
$158,507,308
   
100.0
%
 
 

 
(1)
Calculated based on the mortgaged property’s allocated loan amount for mortgage loans secured by more than one mortgaged property.
 
(2)
Appraised Values and Underwritten NOI reflect the aggregate values with respect to pari passu companion loans.
 
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
11

 
 
                                                     
 
Distribution of Cut-off Date Balances
                 
Distribution of Cut-off Date LTV Ratios(1)
           
      Number      
% of
         
 
     
% of
 
     
of
     
Initial
         
Number of
     
Initial
 
 
Range of Cut-off Date
 
Mortgage
 
Cut-off Date
 
Pool
     
Range of Cut-off
 
Mortgage
 
Cut-off Date
 
Pool
 
 
Balances ($)
 
Loans
 
Balance
 
Balance
     
Date LTV (%)
 
Loans
 
Balance
 
Balance
 
 
1,743,518 – 4,999,999
 
15
   
$49,282,202
   
4.1
%
     
37.7 – 44.9
 
1
   
$3,000,000
   
0.2
%
 
 
5,000,000 – 9,999,999
 
23
   
165,454,406
   
13.7
       
45.0 – 49.9
 
1
   
70,000,000
   
5.8
   
 
10,000,000 – 14,999,999
 
13
   
155,503,644
   
12.9
       
50.0 – 54.9
 
3
   
21,743,518
   
1.8
   
 
15,000,000 – 19,999,999
 
4
   
70,439,529
   
5.8
       
55.0 – 59.9
 
5
   
176,618,511
   
14.6
   
 
20,000,000 – 29,999,999
 
3
   
73,209,712
   
6.1
       
60.0 – 64.9
 
9
   
99,823,525
   
8.3
   
 
30,000,000 – 49,999,999
 
9
   
352,542,457
   
29.2
       
65.0 – 69.9
 
20
   
467,927,430
   
38.8
   
 
50,000,000 – 69,999,999
 
3
   
184,829,994
   
15.3
       
70.0 – 74.9
 
28
   
312,813,795
   
25.9
   
 
70,000,000 – 85,500,000
 
2
   
155,500,000
   
12.9
       
75.0 – 76.1
 
5
   
54,835,166
   
4.5
   
 
Total
 
72
   
$1,206,761,945
   
100.0
%
     
Total
 
72
   
$1,206,761,945
   
100.0
%
 
                           
(1)
Cut-off Date LTV Ratio is calculated on the basis of the “as stabilized” appraised value for 1 of the mortgage loans. See footnotes (1), (3) and (4) to the table entitled “Mortgage Pool Characteristics” above.
 
 
Distribution of Underwritten DSCRs(1)
                   
               
% of
         
     
Number of
       
Initial
                           
     
Mortgage
 
Cut-off Date
 
Pool
     
Distribution of Maturity Date LTV Ratios(1)
         
 
Range of UW DSCR (x)
 
Loans
 
Balance
 
Balance
                   
% of
 
 
1.32 – 1.39
 
10
   
$257,078,580
   
21.3
%
         
Number of
       
Initial
 
 
1.40 – 1.49
 
8
   
84,319,003
   
7.0
       
Range of Maturity
 
Mortgage
 
Cut-off Date
 
Pool
 
 
1.50 – 1.59
 
13
   
149,067,850
   
12.4
       
Date LTV (%)
 
Loans
 
Balance
 
Balance
 
 
1.60 – 1.69
 
11
   
210,180,350
   
17.4
       
34.3 – 39.9
 
2
   
$73,000,000
   
6.0
%
 
 
1.70 – 1.79
 
13
   
162,937,284
   
13.5
       
40.0 – 44.9
 
7
   
81,963,206
   
6.8
   
 
1.80 – 1.89
 
3
   
108,024,245
   
9.0
       
45.0 – 49.9
 
6
   
84,267,150
   
7.0
   
 
1.90 – 1.99
 
2
   
12,685,910
   
1.1
       
50.0 – 54.9
 
23
   
434,673,293
   
36.0
   
 
2.00 – 2.09
 
4
   
68,099,878
   
5.6
       
55.0 – 59.9
 
17
   
232,844,746
   
19.3
   
 
2.10 – 3.38
 
8
   
154,368,844
   
12.8
       
60.0 – 64.9
 
12
   
193,142,936
   
16.0
   
 
Total
 
72
   
$1,206,761,945
   
100.0
%
     
65.0 – 70.4
 
5
   
106,870,614
   
8.9
   
 
(1)
See footnotes (1), (4) and (6) to the table entitled “Mortgage Pool Characteristics” above.
     
Total
 
72
   
$1,206,761,945
   
100.0
%
 
         
(1)
Maturity Date LTV Ratio is calculated on the basis of the “as stabilized” appraised value for 19 of the mortgage loans. See footnotes (1), (4) and (5) to the table entitled “Mortgage Pool Characteristics” above.
 
                               
 
Distribution of Amortization Types(1)
                   
               
% of
                           
     
Number of
       
Initial
     
Distribution of Loan Purpose
             
     
Mortgage
 
Cut-off Date
 
Pool
                   
% of
 
 
Amortization Type
 
Loans
 
Balance
 
Balance
         
Number of
       
Initial
 
 
Amortizing (30 Years)
 
36
   
$578,365,226
   
47.9
%
         
Mortgage
 
Cut-off Date
 
Pool
 
 
Amortizing (25 Years)
 
19
   
201,366,797
   
16.7
       
Loan Purpose
 
Loans
 
Balance
 
Balance
 
 
Amortizing (20 Years)
 
1
   
7,758,572
   
0.6
       
Refinance
 
50
   
$974,083,007
   
80.7
%
 
 
Interest Only, Then
                       
Acquisition
 
19
   
187,911,827
   
15.6
   
 
Amortizing(2)
 
13
   
364,148,850
   
30.2
       
Recapitalization
 
3
   
44,767,111
   
3.7
   
 
Interest Only
 
3
   
55,122,500
   
4.6
       
Total
 
72
   
$1,206,761,945
   
100.0
%
 
 
Total
 
72
   
$1,206,761,945
   
100.0
%
                           
 
(1)
All of the mortgage loans will have balloon payments at maturity date.
     
Distribution of Mortgage Interest Rates
         
 
(2)
Original partial interest only periods range from 12 to 60 months.
                   
% of
 
 
 
 
         
Number of
       
Initial
 
 
Distribution of Lockboxes
         
Range of Mortgage
 
Mortgage
 
Cut-off Date
 
Pool
 
               
% of
     
Interest Rates (%)
 
Loans
 
Balance
 
Balance
 
 
 
 
Number of
       
Initial
     
3.490 – 3.999
 
7
   
$203,938,570
   
16.9
%
 
     
Mortgage
 
Cut-off Date
 
Pool
     
4.000 – 4.249
 
10
   
148,446,809
   
12.3
   
 
Lockbox Type
 
Loans
 
Balance
 
Balance
     
4.250 – 4.499
 
23
   
252,273,481
   
20.9
   
 
Hard
 
    34
  $848,864,932       
70.3% 
     
4.500 – 4.749
 
14
   
260,249,374
   
21.6
   
 
Springing
 
    26
 
187,673,608     
 
15.6    
     
4.750 – 4.999
 
12
   
240,649,693
   
19.9
   
 
Soft
 
3
   
92,274,563     
 
7.6
 
     
5.000 – 5.249
 
1
   
34,000,000
   
2.8
   
 
None
 
7
   
51,318,070     
 
4.3
       
5.250 – 5.499
 
3
   
40,500,000
   
3.4
   
 
Soft Springing
 
2
   
26,630,772     
 
2.2
       
5.500 – 5.749
 
1
   
2,494,305
   
0.2
   
 
Total
 
72
   
$1,206,761,945     
 
100.0
%
     
5.750 – 6.163
 
1
   
24,209,712
   
2.0
   
 
 
 
 
   
 
   
 
 
     
Total
 
72
   
$1,206,761,945
   
100.0
%
 
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
12

 
 
Distribution of Debt Yield on Underwritten NOI(1)
       
Distribution of Original Amortization Terms(1)
   
                   
% of
                       
% of
 
 
Range of
   
Number of
       
Initial
     
Range of Original
   
Number of
       
Initial
 
 
Debt Yields on
   
Mortgage
       
Pool
     
Amortization
   
Mortgage
     
Pool
 
 
Underwritten NOI (%)
   
Loans
 
Cut-off Date Balance
 
Balance
     
Terms (months)
   
Loans
 
Cut-off Date Balance
 
Balance
 
 
8.1 – 9.9
   
17
   
$321,375,759
   
26.6
     
Interest Only
   
3
   
$55,122,500
   
4.6
 
 
10.0 – 10.9
   
21
   
354,980,688
   
29.4
       
240 - 300
   
20
   
209,125,369
   
17.3
   
 
11.0 – 11.9
   
10
   
139,782,944
   
11.6
       
301 - 360
   
49
   
942,514,076
   
78.1
   
 
12.0 – 12.9
   
10
   
207,023,671
   
17.2
       
Total
   
72
   
$1,206,761,945
   
100.0
%  
 
13.0 – 13.9
   
3
   
32,787,584
   
2.7
       
(1)   All of the mortgage loans will have balloon payments at maturity.
 
 
14.0 – 14.9
   
6
   
81,742,426
   
6.8
                               
 
15.0 – 15.9
   
3
   
58,580,955
   
4.9
       
Distribution of Remaining Amortization Terms(1)
   
 
16.0 – 17.9
   
2
   
10,487,918
   
0.9
       
Range of
               
% of
 
 
Total
   
72
   
$1,206,761,945
   
100.0
%      
Remaining
   
Number of
       
Initial
 
 
(1) See footnotes (1), (4) and (7) to the table entitled “Mortgage Pool Characteristics” above.
   
Amortization
   
Mortgage
       
Pool
 
                             
Terms (months)
   
Loans
 
Cut-off Date Balance
 
Balance
 
 
Distribution of Debt Yield on Underwritten NCF(1)
       
Interest Only
   
3
   
$55,122,500
   
4.6
%  
                   
% of
     
238 - 300
   
20
   
209,125,369
   
17.3
   
 
Range of
   
Number of
       
Initial
     
301 - 360
   
49
   
942,514,076
   
78.1
   
 
Debt Yields on
   
Mortgage
       
Pool
     
Total
   
72
   
$1,206,761,945
   
100.0
%  
 
Underwritten NCF (%)
   
Loans
 
Cut-off Date Balance
 
Balance
     
(1)   All of the mortgage loans will have balloon payments at maturity.
 
 
8.0 – 8.9
   
9
   
$196,564,200
   
16.3
%                  
 
9.0 – 9.9
   
20
   
388,539,970
   
32.2
       
Distribution of Prepayment Provisions
 
 
10.0 – 10.9
   
21
   
263,124,430
   
21.8
                       
% of
 
 
11.0 – 11.9
   
9
   
151,728,712
   
12.6
             
Number of
     
Initial
 
 
12.0 – 12.9
   
6
   
116,677,349
   
9.7
       
Prepayment
   
Mortgage
     
Pool
 
 
13.0 – 13.9
   
4
   
63,639,365
   
5.3
       
Provision
   
Loans
 
Cut-off Date Balance
 
Balance
 
 
14.0 – 17.6
   
3
   
26,487,918
   
2.2
       
Defeasance
                     
 
Total
   
72
   
$1,206,761,945
   
100.0
%      
Defeasance or Yield
   
62
   
$981,907,654
   
81.4
%  
 
(1)   See footnotes (1), (4) and (7) to the table entitled “Mortgage Pool Characteristics” above.
     
Maintenance
   
7
   
201,674,291
   
16.7
   
                             
Yield Maintenance
   
3
   
23,180,000
   
1.9
   
 
Mortgage Loans with Original Partial Interest Only Periods
     
Total
   
72
   
$1,206,761,945
   
100.0
%  
 
Range of Original
               
% of
                           
 
Partial Interest
   
Number of
       
Initial
     
Distribution of Escrow Types
     
 
Only Period
   
Mortgage
       
Pool
                     
% of
 
 
(months)
   
Loans
 
Cut-off Date Balance
 
Balance
           
Number of
     
Initial
 
 
12 – 24
   
7
   
$137,148,850
   
11.4
           
Mortgage
       
Pool
 
 
25 – 36
   
2
   
$34,500,000
   
2.9
     
Escrow Type
   
Loans
 
Cut-off Date Balance
 
Balance
 
 
37 – 48
   
1
   
$34,000,000
   
2.8
     
Replacement
                     
 
49 – 60
   
3
   
$158,500,000
   
13.1
     
Reserves(1)
   
67
   
$1,090,805,734
   
90.4
%  
                             
Real Estate Tax
   
66
   
$1,086,030,311
   
90.0
%  
 
Distribution of Original Terms to Maturity
       
Insurance
   
61
   
$981,217,823
   
81.3
%  
                   
% of
     
TI/LC(2)
   
26
   
$559,552,962
   
77.6
%  
 
Range of Original
   
Number of
       
Initial
     
(1)  Includes mortgage loans with FF&E reserves.
 
Term to Maturity
   
Mortgage
       
Pool
     
(2)  Percentage of total office, retail, industrial and mixed use properties only.
 
 
(months)
   
Loans
 
Cut-off Date Balance
 
Balance
                             
 
60
   
13
   
$301,533,972
   
25.0
                             
 
120
   
59
   
905,227,974
   
75.0
                               
 
Total
   
72
   
$1,206,761,945
   
100.0
%                              
                                                     
 
Distribution of Remaining Terms to Maturity
                               
 
Range of
               
% of
                             
 
Remaining Terms
   
Number of
       
Initial
                             
 
to Maturity
   
Mortgage
       
Pool
                             
 
(months)
   
Loans
 
Cut-off Date Balance
 
Balance
                             
 
56 – 60
   
13
   
$301,533,972
   
25.0
                             
 
61 – 84
   
1
   
2,100,000
   
0.2
                               
 
85 – 120
   
58
   
903,127,974
   
74.8
                               
 
Total
   
72
   
$1,206,761,945
   
100.0
%                              
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
13

 
 

STRUCTURAL OVERVIEW

Distributions
On each Distribution Date, funds available for distribution from the mortgage loans, net of specified trust expenses, will be distributed in the following amounts and order of priority (in each case to the extent of remaining available funds):
 
1.   Class A-1, A-2, A-3, A-4, A-AB, X-A and X-B certificates: To interest on the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class X-A and Class X-B certificates, pro rata, in each case in accordance with their respective interest entitlements.
2.   Class A-1, A-2, A-3, A-4 and A-AB certificates: (i) to principal on the Class A-AB certificates until their certificate principal amount is reduced to the Class A-AB scheduled principal balance for the related Distribution Date set forth in Annex F to the Free Writing Prospectus, all funds allocable to principal attributable to all mortgage loans, then (ii) to principal on the Class A-1 certificates until their certificate principal amount is reduced to zero, all funds available for distribution of principal remaining after the distributions to Class A-AB in clause (i) above, then (iii) to principal on the Class A-2 certificates until their certificate principal amount is reduced to zero, all funds available for distribution of principal remaining after the distributions to Class A-1 in clause (ii) above, then (iv) to principal on the Class A-3 certificates until their certificate principal amount is reduced to zero, all funds available for distribution of principal remaining after the distributions to Class A-2 in clause (iii) above, then (v) to principal on the Class A-4 certificates until their certificate principal amount is reduced to zero, all funds available for distribution of principal remaining after the distributions to Class A-3 in clause (iv) above, and then (vi) to principal on the Class A-AB certificates until their certificate principal amount is reduced to zero, all funds available for distribution of principal remaining after the distributions to Class A-4 in clause (v) above.  If the certificate principal amounts of each and every class of certificates other than the Class A-1, Class A-2, Class A-3, Class A-4 and Class A-AB certificates have been reduced to zero as a result of the allocation of mortgage loan losses to those certificates, funds available for distributions of principal will be distributed to the Class A-1, Class A-2, Class A-3, Class A-4 and Class A-AB certificates, pro rata, based on their respective certificate principal amounts.
3.   Class A-1, A-2, A-3, A-4 and A-AB certificates: To reimburse Class A-1, Class A-2, Class A-3, Class A-4 and Class A-AB certificates, pro rata, for any previously unreimbursed losses on the mortgage loans allocable to principal that were previously borne by those classes, together with interest at their respective pass-through rates.
4.   Class A-S certificates:  (i) first, to interest on Class A-S certificates in the amount of their interest entitlement; (ii) next, to the extent of funds allocated to principal remaining after distributions in respect of principal to each class with a higher priority (in this case, the Class A-1, Class A-2, Class A-3, Class A-4 and Class A-AB certificates), to principal on Class A-S certificates until their certificate principal amount is reduced to zero; and (iii) next, to reimburse Class A-S certificates for any previously unreimbursed losses on the mortgage loans allocable to principal that were previously borne by that class, together with interest at its pass-through rate.
5.   Class B certificates: (i) first, to interest on Class B certificates in the amount of their interest entitlement; (ii) next, to the extent of funds allocated to principal remaining after distributions in respect of principal to each class with a higher priority (in this case, the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB and Class A-S certificates), to principal on Class B certificates until their certificate principal amount is reduced to zero; and (iii) next, to reimburse Class B certificates for any previously unreimbursed losses on the mortgage loans allocable to principal that were previously borne by that class, together with interest at its pass-through rate.
6.   Class C certificates: (i) first, to interest on Class C certificates in the amount of their interest entitlement; (ii) next, to the extent of funds allocated to principal remaining after distributions in respect of principal to each class with a higher priority (in this case, the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class A-S and Class B certificates), to principal on Class C certificates until their certificate principal amount is reduced to zero; and (iii) next, to reimburse Class C certificates for any previously unreimbursed losses on the mortgage loans allocable to principal that were previously borne by that class, together with interest at its pass-through rate.
7.   Non-offered certificates: after Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class X-A, Class X-B, Class A-S, Class B and Class C certificates are paid all amounts to which they are entitled, the remaining funds available for distribution will be used to pay interest and principal and to reimburse any previously unreimbursed losses to the Class D, Class E, Class F and Class G certificates sequentially in that order in a manner analogous to the Class C certificates, until the certificate principal amount of each such class is reduced to zero.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
14

 
 
STRUCTURAL OVERVIEW (continued)

Realized Losses
The certificate principal amounts of the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class A-S, Class B, Class C, Class D, Class E, Class F and Class G certificates (the “Sequential Pay Certificates”) will each be reduced without distribution on any Distribution Date as a write-off to the extent of any loss realized on the mortgage loans allocated to the such class on such Distribution Date. Any such write-offs will be applied to such classes of certificates in the following order, in each case until the related certificate principal amount is reduced to zero:  first, to the Class G certificates; second, to the Class F certificates; third, to the Class E certificates; fourth, to the Class D certificates; fifth, to the Class C certificates; sixth, to the Class B certificates; seventh, to the Class A-S certificates; and, finally pro rata, to the Class A-1, Class A-2, Class A-3, Class A-4 and Class A-AB certificates, based on their then current respective certificate principal amounts.  The notional amount of the Class X-A certificates will be reduced to reflect reductions in the certificate principal amounts of the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB and Class A-S certificates resulting from allocations of losses realized on the mortgage loans. The notional amount of the Class X-B certificates will be reduced to reflect reductions in the certificate principal amounts of the Class B and Class C certificates resulting from allocations of losses realized on the mortgage loans.
   
Prepayment Premiums
and Yield Maintenance
Charges
 
On each Distribution Date, any yield maintenance charge collected on the mortgage loans during the one-month period ending on the related Determination Date is required to be distributed to certificateholders as follows: (1) pro rata, between (x) the group (the “YM Group A”) of Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class A-S and Class X-A certificates, and (y) the group (the “YM Group B” and collectively with the YM Group A, the “YM Groups”) of Class B, Class C, Class D and Class X-B certificates, based upon the aggregate of principal distributed to the Classes of Sequential Pay Certificates in each YM Group on such Distribution Date, and (2) as among the classes of certificates in each YM Group, in the following manner:  (A) the holders of each Class of Sequential Pay Certificates in such YM Group will be entitled to receive on each Distribution Date the portion of such yield maintenance charge in an amount equal to the product of (x) a fraction whose numerator is the amount of principal distributed to such class on such Distribution Date and whose denominator is the total amount of principal distributed to all of the Sequential Pay Certificates in that YM Group on such Distribution Date, (y) the Base Interest Fraction for the related principal prepayment and such class of certificates, and (z) the aggregate portion of such yield maintenance charge allocated to such YM Group, and (B) any portion of such yield maintenance charge allocated to such YM Group, and remaining after such distributions to the applicable Sequential Pay Certificates, will be distributed to the Class X-A or Class X-B certificates, as applicable, in such YM Group.  If there is more than one class of Sequential Pay Certificates in any YM Group entitled to distributions of principal on any particular Distribution Date on which yield maintenance charges are allocable to such YM Group, the aggregate amount of such yield maintenance charges will be allocated among all such Classes of Sequential Pay Certificates up to, and on a pro rata basis in accordance with, their respective entitlements in those yield maintenance charges in accordance with the first sentence of this paragraph.
 
The “Base Interest Fraction” with respect to any principal prepayment on any mortgage loan and with respect to any class of Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class A-S, Class B, Class C and Class D certificates is a fraction (a) whose numerator is the amount, if any, by which (i) the pass-through rate on such class of certificates exceeds (ii) the discount rate used in accordance with the related loan documents in calculating the yield maintenance charge with respect to such principal prepayment and (b) whose denominator is the amount, if any, by which the (i) mortgage loan rate on such mortgage loan exceeds (ii) the discount rate used in accordance with the related loan documents in calculating the yield maintenance charge with respect to such principal prepayment; provided, however, that under no circumstances will the Base Interest Fraction be greater than one; and, provided, further, that if such discount rate is greater than or equal to both of (x) the mortgage loan rate on the prepaid mortgage loan and (y) the pass-through rate described above in this sentence, then the Base Interest Fraction will equal zero; and provided, further, that if such discount rate is greater than or equal to the mortgage loan rate, but less than the pass-through rate described above in this sentence, then the Base Interest Fraction will be one.
 
If a prepayment premium is imposed in connection with a prepayment rather than a yield maintenance charge, then the prepayment premium so collected will be allocated as described above.  For this purpose, the discount rate used to calculate the Base Interest Fraction will be the discount rate used to determine the yield maintenance charge for mortgage loans that require payment at the greater of a yield maintenance charge or a minimum amount equal to a fixed percentage of the principal balance of the mortgage loan or, for mortgage loans that only have a prepayment premium based on a fixed percentage of the principal balance of the mortgage loan, such other discount rate as may be specified in the related mortgage loan documents.
 
No prepayment premiums or yield maintenance charges will be distributed to holders of the Class E, Class F, Class G or Class R certificates. Instead, after the certificate principal amounts or notional amount, as applicable, of the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class A-S, Class X-A, Class B, Class C and Class D certificates have been reduced to zero, all prepayment premiums and yield maintenance charges with respect to the mortgage loans will be distributed to holders of the Class X-B certificates.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
15

 
 
STRUCTURAL OVERVIEW (continued)

 
For a description of prepayment premiums and yield maintenance charges required on the mortgage loans, see Annex A to the Free Writing Prospectus.  See also “Certain Legal Aspects of the Mortgage Loans—Enforceability of Certain Provisions” in the Base Prospectus. Prepayment premiums and yield maintenance charges will be distributed on any Distribution Date only to the extent they are received in respect of the mortgage loans as of the related Determination Date.
 
Advances
The master servicer and, if it fails to do so, the trustee, will be obligated to make P&I advances and, other than with respect to the outside serviced mortgage loans, servicing advances, including paying delinquent property taxes, condominium assessments, insurance premiums and ground lease rents, but only to the extent that those advances are not deemed non-recoverable from collections on the related mortgage loan and, in the case of P&I advances, subject to reduction in connection with any appraisal reductions that may occur. The special servicer will have no obligation to make any property protection advances; provided, that in an urgent or emergency situation requiring the making of a property protection advance, the special servicer may make such property protection advance, and the master servicer will be required to reimburse the special servicer for such advance (with interest on that advance) within a specified number of days as set forth in the pooling and servicing agreement.
 
Appraisal Reductions
An appraisal reduction generally will be created in the amount, if any, by which the principal balance of a required appraisal loan (which is a mortgage loan with respect to which certain defaults, modifications or insolvency events have occurred as further described in the Free Writing Prospectus) plus other amounts overdue or advanced in connection with such mortgage loan, exceeds 90% of the appraised value of the related mortgaged property plus certain escrows and reserves (including letters of credit) held with respect to the mortgage loan.  As a result of calculating an appraisal reduction for a given mortgage loan, the interest portion of any P&I advance for such mortgage loan will be reduced, which will have the effect of reducing the amount of interest available for distribution to the certificates (exclusive of the Class R certificates) in reverse alphabetical order of the classes (except that interest payments on the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class X-A and Class X-B certificates would be affected on a pari passu basis and interest payments on the Class A-S certificates will be affected before interest payments on the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class X-A and Class X-B certificates).  A mortgage loan will cease to be a required appraisal loan, and no longer be subject to an appraisal reduction, when the same has ceased to be a specially serviced mortgage loan (if applicable), has been brought current for at least three consecutive months and no other circumstances exist that would cause such mortgage loan to be a required appraisal loan.
 
Appraisal reductions for the outside serviced mortgage loans are not calculated by the master servicer pursuant to the pooling and servicing agreement, however, pursuant to the Series 2013-GC10 pooling and servicing agreement, similar but not identical events to those described above and in the definition of “Appraisal Reduction Event” in the Free Writing Prospectus will require the calculation of a similar “appraisal reduction amount” which will be allocated to the outside serviced mortgage loans and the related companion loans on a pro rata and pari passu basis in accordance with the respective outstanding principal balances of such mortgage loan and companion loan.
 
At any time an Appraisal is ordered with respect to a property that would result in appraisal reduction that would result in a change in the Controlling Class, certain certificateholders will have a right to request a new appraisal as described in the Free Writing Prospectus.
 
Age of Appraisals
Appraisals (which can be an update of a prior appraisal) are required to be no older than 9 months for purposes of determining appraisal reductions (other than the annual re-appraisal), market value, and other calculations as described in the Free Writing Prospectus.
 
Sale of Defaulted
Loans
There will be no “Fair Market Value Purchase Option”, instead defaulted loans will be sold in a process similar to the sale process for REO property subject to the Controlling Class Representative’s right of first refusal with respect to the sale of defaulted loans.
 
Cleanup Call
 
 
 
 
 
On any distribution date on which the aggregate unpaid principal balance of the mortgage loans remaining in the issuing entity is less than 1% of the aggregate principal balance of the pool of mortgage loans as of the Cut-off Date, certain specified persons will have the option to purchase all of the remaining mortgage loans (and all property acquired through exercise of remedies in respect of any mortgage loan) at the price specified in the Free Writing Prospectus.  Exercise of the option will terminate the issuing entity and retire the then outstanding certificates.
 
If the certificate principal amounts or notional amount, as applicable, of the Class A-1, Class A-2, Class A-3, Class A-4, Class A-AB, Class X-A, Class A-S, Class B, Class C and Class D certificates have been reduced to zero and if the master servicer has received from the remaining certificateholders the payment specified in the pooling and servicing agreement, the issuing entity could also be terminated in connection with an exchange of all the then-outstanding certificates, including the Class X-B certificates (but excluding the Class R certificates), for the mortgage loans remaining in the issuing entity, but all of the holders of those classes of outstanding certificates would have to voluntarily participate in the exchange.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
16

 
 
STRUCTURAL OVERVIEW (continued)

Controlling Class
Representative
The “Controlling Class Representative” will be the controlling class certificateholder or representative designated by at least a majority of the voting rights of the Controlling Class, as identified by notice to the certificate registrar by the applicable Controlling Class certificateholders from time to time; provided, however, that (i) absent that selection, or (ii) until a Controlling Class Representative is so selected or (iii) upon receipt of a notice from the controlling class certificateholders that own certificates representing more than 50% of the certificate principal amount of the Controlling Class, that a Controlling Class Representative is no longer designated, the Controlling Class Representative will be the controlling class certificateholder that owns the largest aggregate certificate principal amount of the Controlling Class, as identified to the certificate registrar pursuant to the procedures set forth in the pooling and servicing agreement.
 
The “Controlling Class” is the most subordinate class of the Class E, Class F and Class G certificates that has an aggregate certificate principal amount as reduced by principal payments, and as further reduced by realized losses (and appraisal reductions) allocated to such class, that is equal to or greater than 25% of the initial certificate principal amount of that class of certificates.  At any time when the Class E certificates is the Controlling Class, the majority Controlling Class Representative may elect under certain circumstances to opt-out from its rights under the pooling and servicing agreement.  See “The Pooling and Servicing Agreement—Controlling Class Representative” in the Free Writing Prospectus. No other class of certificates will be eligible to act as the Controlling Class or appoint a Controlling Class Representative.
 
It is anticipated that LNR Securities Holdings, LLC, or one of its affiliates, will be the initial controlling class holder and is expected to appoint itself to be the initial Controlling Class Representative.
 
Control/Consultation
Rights
The Controlling Class Representative will be entitled to have consultation and approval rights with respect to certain major decisions (including with respect to assumptions, waivers, loan modifications and workouts) until no class of the Class E, Class F and Class G certificates has an aggregate certificate principal amount as reduced by principal payments, and as further reduced by realized losses (and appraisal reductions) allocated to such class, that is equal to or greater than 25% of the initial certificate amount of that class of certificates (a “Control Termination Event”).
 
So long as a Control Termination Event does not exist, the Controlling Class Representative will be entitled to direct the special servicer to take, or refrain from taking, certain actions that would constitute major decisions with respect to a mortgage loan (other than an outside serviced mortgage loan) and will also have the right to notice and consent to certain material actions that would constitute major decisions that the master servicer and the special servicer plan on taking with respect to a mortgage loan (other than an outside serviced mortgage loan) subject to the servicing standard and other restrictions as described in the Free Writing Prospectus.
 
Following the occurrence and during the continuation of a Control Termination Event until such time no Class of the Class E, Class F and Class G certificates has an outstanding certificate principal amount, as reduced by any principal payments and realized losses, but without regard to the application of any appraisal reductions, that is equal to or greater 25% of the initial certificate principal amount of that class of certificates (a “Consultation Termination Event”), all of the rights of the Controlling Class Representative will terminate other than a right to consult with respect to the major decisions in which it previously had approval rights.  After the occurrence and during the continuation of a Control Termination Event, the operating advisor will be entitled to consult with the special servicer with respect to certain major decisions on behalf of the issuing entity and in the best interest of, and for the benefit of, the certificateholders, as a collective whole, as if those certificateholders constituted a single lender. Following the occurrence and during the continuation of a Consultation Termination Event, all rights of the Controlling Class Representative will terminate.
 
If at any time LNR Securities Holdings, LLC, or one of its affiliates, or any successor Controlling Class Representative or Controlling Class Certificateholder(s) is no longer the certificate holder (or beneficial owner) of at least a majority of the Controlling Class by certificate principal amount and the certificate registrar has neither (i) received notice of the then-current Controlling Class Certificateholders of at least a majority of the Controlling Class by certificate principal amount nor (ii) received notice of a replacement Controlling Class Representative pursuant to the pooling and servicing agreement, then a Control Termination Event and a Consultation Termination Event will be deemed to have occurred and will be deemed to continue until such time as the certificate registrar receives either such notice.
 
With respect to the outside serviced mortgage loans, together with the related companion loans, the Controlling Class Representative will have limited consultation rights with the Series 2013-GC10 special servicer, as provided for in the related intercreditor agreement and as described under “Description of the Mortgage Pool—Outside Serviced Whole Loans” in the Free Writing Prospectus. Under the Series 2013-GC10 pooling and servicing agreement, the Series 2013-GC10 controlling class representative will have similar consent and consultation rights with respect to the outside serviced whole loans as does the Controlling Class Representative for this transaction with respect to the mortgage loans serviced under the pooling and servicing agreement.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
17

 
 
STRUCTURAL OVERVIEW (continued)
 
Outside Serviced
Mortgage Loans
Each of the Empire Hotel & Retail and National Harbor mortgage loans (referred to as the “outside serviced mortgage loans”) is part of a split loan structure comprised of the subject mortgage loan and a pari passu companion loan, both of which are secured by the same mortgage or deed of trust encumbering the same mortgaged property. In the case of each such mortgage loan, the related companion loan is part of a mortgage pool backing the GS Mortgage Securities Trust 2013-GC10, Commercial Mortgage Pass-Through Certificates, Series 2013-GC10 (referred to in this Term Sheet as the “GSMS 2013-GC10 securitization transaction”. The Series 2013-GC10 certificates were issued, and the outside serviced mortgage loans and related companion loans are being serviced, pursuant to a pooling and servicing agreement, dated as of February 1, 2013 (referred to as the “Series 2013-GC10 pooling and servicing agreement”) by Wells Fargo Bank, National Association as master servicer, and LNR Partners, LLC as special servicer. See “Description of the Mortgage Pool – Outside Serviced Whole Loans” in the Free Writing Prospectus.
 
Accordingly, all decisions, consents, waivers, approvals and other actions on the part of the holders of each outside serviced mortgage loan and the related companion loan will be effected in accordance with, the Series 2013-GC10 pooling and servicing agreement and the related co-lender agreements.  Consequently, the servicing provisions set forth in this Term Sheet will generally not be applicable to the outside serviced mortgage loans, but instead such servicing and administration of the outside serviced mortgage loans will be governed by the Series 2013-GC10 pooling and servicing agreement. The Series 2013-GC10 pooling and servicing agreement provides for servicing in a manner acceptable for rated transactions similar in nature to this securitization.
 
Servicing Standard
In all circumstances, each of the master servicer and the special servicer is obligated to act in the best interests of the certificateholders (as a collective whole as if such certificateholders constituted a single lender).  The special servicer is required to determine the effect on net present value of various courses of action (including workout or foreclosure), using the Calculation Rate as the discount rate, and pursue the course of action that it determines would maximize recovery on a net present value basis.
 
Calculation Rate” means:
—   for principal and interest payments on a mortgage loan or proceeds from the sale of a defaulted loan, the highest of (i) the rate determined by the master servicer or the special servicer, as applicable, that approximates the market rate that would be obtainable by borrowers on similar debt of the borrowers as of such date of determination, (ii) the note rate and (iii) the yield on the most recently issued 10-year US treasuries; and
 
—   for all other cash flows, including property cash flow, the “discount rate” set forth in the most recent appraisal (or update of such appraisal).
 
Termination of Special
Servicer
Prior to the occurrence and continuance of a Control Termination Event the special servicer may be replaced at any time by the Controlling Class Representative.
 
With respect to the pool of mortgage loans, after the occurrence and during the continuance of a Control Termination Event, the holders of at least 25% of the voting rights of the certificates (other than the Class R certificates) may request a vote to replace the special servicer.  The subsequent vote may result in the termination and replacement of the special servicer if, within 180 days of the initial request for that vote, the holders of (a) at least 75% of the voting rights of the certificates (other than the Class R certificates), or (b) more than 50% of the voting rights of each class of Sequential Pay Certificates (but only those classes of Sequential Pay Certificates that, in each case, have an outstanding certificate principal amount, as reduced or notionally reduced by realized losses and appraisal reductions, equal to or greater than 25% of the initial certificate principal amount of such class, as reduced by payments of principal), vote affirmatively to so replace.
 
At any time after the occurrence and during the continuance of a Consultation Termination Event, if the operating advisor determines that the special servicer is not performing its duties as required under the pooling and servicing agreement or is otherwise not acting in accordance with the servicing standard, the operating advisor may recommend the replacement of the special servicer resulting in a solicitation of a certificateholder vote.  The subsequent vote may result in the termination and replacement of the special servicer if, within 180 days of the initial request for that vote, the holders of more than 50% of the voting rights of each class of Sequential Pay Certificates, (but only those classes of Sequential Pay Certificates that have, in each such case, an outstanding certificate principal amount, as reduced or notionally reduced by realized losses and appraisal reductions, equal to or greater than 25% of the initial certificate principal amount of such class of Certificates, as reduced by payments of principal), vote affirmatively to so replace.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
18

 
 
STRUCTURAL OVERVIEW (continued)

Servicing Fees
Modification Fees: All fees resulting from modifications, amendments, waivers or any other changes to the terms of the mortgage loan documents, as more fully described in the Free Writing Prospectus, will be used to offset expenses on the related mortgage loan (i.e. reimburse the trust for certain expenses including advances and interest on advances previously incurred (other than special servicing fees, workout fees and liquidation fees) on the related mortgage loan but not yet reimbursed to the trust or servicers or to pay expenses (other than special servicing fees, workout fees and liquidation fees) that are still outstanding in each case unless as part of the written modification the related borrower is required to pay these amounts on a going forward basis or in the future.  All such modification fees received by the special servicer as compensation on the related mortgage loan (together with any other modification fee earned on that mortgage loan for a prior modification done within 12 months) will offset future workout and liquidation fees earned on that mortgage loan as further described in the Free Writing Prospectus.
 
Penalty Fees: All late fees and default interest will first be used to reimburse certain expenses previously incurred (other than special servicing fees, workout fees and liquidation fees) but not yet reimbursed to the trust, the master servicer or special servicer or to pay certain expenses (other than special servicing fees, workout fees and liquidation fees) that are still outstanding on all mortgage loans and any excess will be paid to the master servicer (for penalty fees accrued while a non-specially serviced loan) and the special servicer (for penalty fees accrued while specially serviced loan), provided, however, that with respect to the outside serviced mortgage loans, only to the extent such fees are allocable to such mortgage loans in accordance with the related co-lender agreement and received by the master servicer or special servicer.  To the extent any amounts reimbursed out of penalty charges are subsequently recovered on the related mortgage loan, they will be paid to the master servicer or special servicer who would have been entitled to the related penalty charges used to reimburse such expense.
 
Liquidation / Workout Fees: Liquidation fees will be calculated at 1.0% for specially serviced mortgage loans and REO properties, subject to a minimum liquidation fee of $25,000.  Workout Fees will be calculated at 1.0% for all mortgage loans (or such higher rate as would result in a workout fee of $25,000 when applied to each expected payment of principal and interest on the related mortgage loan from the date such mortgage loan becomes a corrected mortgage loan though and including the related maturity date.
 
Notwithstanding the foregoing, in connection with a maturity default, no liquidation or workout fee will be payable in connection with a payoff or refinancing of the related mortgage loan within 60 days of the maturity default.
 
Operating Advisor
Prior to the occurrence of a Control Termination Event, the operating advisor will review certain information on the certificate administrator’s website, and will have access to any final asset status report but will not have any approval or consultation rights.  After a Control Termination Event, the operating advisor will have consultation rights with respect to certain major decisions and will have additional monitoring responsibilities on behalf of the entire trust.
 
After the occurrence and during the continuance of a Control Termination Event, the operating advisor will be entitled to consult with the special servicer with respect to certain major decisions on behalf of the issuing entity and in the best interest of, and for the benefit of, the certificateholders, as a collective whole, as if those certificateholders constituted a single lender.
 
The operating advisor will be subject to termination if at least 15% of the voting rights of Non-Reduced Certificates vote to terminate and replace the operating advisor and such vote is approved by more than 50% of the voting rights of Non-Reduced Certificates that exercise their right to vote, provided that at least 50% of the voting rights of Non-Reduced Certificates have exercised their right to vote.  The holders initiating such vote will be responsible for the fees and expenses in connection with the vote and replacement.
 
Deal Website
The certificate administrator will maintain a deal website including, but not limited to:
 
—  all special notices delivered
 
—  summaries of final asset status reports
 
—  all appraisals in connection with an appraisal reduction plus any subsequent appraisal updates
 
—  an “Investor Q&A Forum”
 
—  a voluntary investor registry
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
19

 
 
CERTAIN DEFINITIONS

n
ADR”: Means, for any hospitality property, average daily rate.
 
n
Appraised Value”: With respect to each mortgaged property and any date of determination, the most current appraised value of such property as determined by an appraisal of the mortgaged property and in accordance with MAI standards made not more than 6 months prior to the origination date of the related mortgage loan. The appraisals for certain of the mortgaged properties state an “as stabilized” value as well as an “as-is” value for such mortgaged properties assuming that certain events will occur with respect to the re-tenanting, renovation or other repositioning of the mortgaged property.  For purposes of calculating the Cut-off Date LTV Ratio and/or the Maturity Date LTV Ratio for certain mortgage loans, the “as stabilized” value of the related mortgaged property is the applicable Appraised Value in this Term Sheet. See “Description of the Mortgage Pool – Certain Calculations and Definitions” in the Free Writing Prospectus for a description of Maturity Date LTV Ratio.
 
n
Borrower Sponsor”: The indirect owner, or one of the indirect owners, of the related borrower (in whole or in part) that may or may not have control of the related borrower.  The Borrower Sponsor may be, but is not necessarily, the entity that acts as the guarantor of the non-recourse carveouts.
 
n
FF&E”: Furniture, fixtures and equipment.
 
n
GLA”: Gross leasable area.
 
n
Hard Lockbox”: Means that the borrower is required to direct the tenants to pay rents directly to a lockbox account controlled by the lender.  Hospitality properties and manufactured housing community properties are considered to have a hard lockbox if credit card receivables are required to be deposited directly into the lockbox account (or an operating account accessible to the borrower, operating lessee and/or property manager subject to an account control agreement in favor of the lender) even though cash, checks or “over the counter” receipts are deposited by the manager of the related mortgaged property into the lockbox account controlled by the lender (or an operating account accessible to the borrower, operating lessee and/or property manager subject to an account control agreement in favor of the lender).
 
n
Non-owned Anchor(s)”: Tenants that occupy space equal to or greater than 30,000 SF at the related mortgaged property, which occupied space is not owned by the related borrower and is not part of the collateral for the related mortgage loan.
 
n
Non-owned Junior Anchor(s)”: Tenants that occupy space equal to or greater than 10,000 SF at the related mortgaged property and less than 30,000 SF at the related mortgaged property, which occupied space is not owned by the related borrower and is not part of the collateral for the related mortgage loan.
 
n
Non-owned Outparcel(s)”: Freestanding tenants that occupy space at the property that is separated from the rest of the tenants at the applicable mortgaged property which space occupied by those freestanding tenants is not owned by the related borrower and is not part of the collateral for the related mortgage loan.
 
n
Non-Reduced Certificates”: As of any date of determination, each class of Sequential Pay Certificates that has a certificate principal amount as may be reduced by principal payments and by appraisal reductions and realized losses previously allocated to that class as of such date of determination, equal to or greater than 25% of an amount equal to the initial certificate principal amount of that class of Sequential Pay Certificates as reduced by principal payments.
 
n
Occupancy Cost”: With respect to any mortgaged property, total rental revenues divided by total sales.
 
n
Owned Anchor(s)”: Tenants that lease space equal to or greater than 30,000 SF at the related mortgaged property, which leased space is owned by the related borrower and is part of the collateral for the related mortgage loan.
 
n
Owned GLA”: With respect to any particular mortgaged property, the GLA of the space that is owned by the related borrower and is part of the collateral.
 
n
Owned Junior Anchor(s)”: Tenants that lease space equal to or greater than 10,000 SF and less than 30,000 SF at the related mortgaged property, which leased space is owned by the related borrower and is part of the collateral for the related mortgage loan.
 
n
Owned Occupancy”: With respect to any particular mortgaged property, as of a certain date, the percentage of net rentable square footage, rooms, units or pads that are leased or rented (as applicable), solely with respect to the aggregate leased space, rooms, units or pads in the property that is owned by the related borrower.  In some cases Owned Occupancy was based on assumptions regarding occupancy, such as the assumption that a certain tenant at the mortgaged property that has executed a lease, but has not yet taken occupancy and / or has not yet commenced paying rent, will take occupancy on a future date generally expected to occur within 12 months after the Cut-off Date, assumptions regarding the execution of leases that are currently under negotiation and are expected to be executed, assumptions regarding the renewal of particular leases, the taking of additional space by tenants that have agreed to do so as described under “Description of the Mortgage Pool—Tenant Issues” in the Free Writing Prospectus to the extent material and / or assumptions regarding the re-leasing of certain space at the related mortgaged property, or in some cases, assumptions regarding the exclusion of dark tenants, tenants with material aged receivables, tenants that may have already given notice to vacate their space, bankrupt tenants that have not yet affirmed their lease and certain additional leasing assumptions.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
20

 
 
CERTAIN DEFINITIONS (continued)
 
n
Owned Outparcel(s)”: Freestanding tenants that occupy space at the property that is separated from the rest of the tenants at the applicable mortgaged property which space occupied by those freestanding tenants is owned by the related borrower and is part of the collateral for the related mortgage loan.
 
n
Owned Tenant(s)”: Tenants whose leased space at the related mortgaged property is owned by the related borrower and is part of the collateral for the related mortgage loan.
 
n
Rating Agency Confirmation”: With respect to any matter, confirmation in writing (which may be in electronic form) by Moody’s Investors Service, Inc., Fitch, Inc. and Kroll Bond Rating Agency, Inc. that a proposed action, failure to act or other event so specified will not, in and of itself, result in the downgrade, qualification or withdrawal of the then current rating assigned by that rating agency to any class of certificates. However, such confirmation will be deemed received or not required in certain circumstances as further described in the Free Writing Prospectus.  See “The Pooling and Servicing Agreement—Rating Agency Confirmations” in the Free Writing Prospectus.
 
n
RevPAR”: Means, with respect to any hospitality property, revenues per available room.
 
n
SF”: Square feet or square foot.
 
n
Soft Lockbox”: Means that the related borrower is required to deposit or cause the property manager to deposit all rents collected into a lockbox account. Hospitality properties are considered to have a soft lockbox if credit card receivables and cash or “over the counter” receipts are deposited into the lockbox account by the borrower or property manager.
 
n
Soft Springing Lockbox”: Means that the related borrower is required to deposit, or cause the property manager to deposit, all rents collected into a lockbox account until the occurrence of an event of default under the loan documents or one or more specified trigger events, at which time the lockbox converts to a Hard Lockbox.
 
n
Springing Lockbox”: Means a lockbox that is not currently in place, but the related loan documents require the imposition of a lockbox upon the occurrence of an event of default under the loan documents or one or more specified trigger events.
 
n
Total Occupancy”: With respect to any particular mortgaged property, as of a certain date, the percentage of net rentable square footage, rooms, units or pads that are leased or rented (as applicable), for the aggregate leased space, rooms, units or pads at the property, including any space that is owned by the related borrower and is part of the collateral in addition to any space that is owned by the applicable tenant and not part of the collateral for the related mortgage loan. In some cases Total Occupancy was based on assumptions regarding occupancy, such as the assumption that a certain tenant at the mortgaged property that has executed a lease, but has not yet taken occupancy and / or has not yet commenced paying rent, will take occupancy on a future date generally expected to occur within 12 months after the Cut-off Date, assumptions regarding the execution of leases that are currently under negotiation and are expected to be executed, assumptions regarding the renewal of particular leases, the taking of additional space by tenants that have agreed to do so as described under “Description of the Mortgage Pool—Tenant Issues” in the Free Writing Prospectus to the extent material and / or the assumptions regarding re-leasing of certain space at the related mortgaged property, or in some cases, the exclusion of dark tenants, tenants with material aged receivables, tenants that may have already given notice to vacate their space, bankrupt tenants that have not yet affirmed their lease and certain additional leasing assumptions.
 
n
TRIPRA”: Means the Terrorism Risk Insurance Program Reauthorization Act of 2007.
 
n
TTM”: Means trailing twelve months.
 
n
Underwritten Expenses”: With respect to any mortgage loan or mortgaged property, an estimate of operating expenses, as determined by the related originator and generally derived from historical expenses at the mortgaged property(-ies), the borrower’s budget or appraiser’s estimate, in some cases adjusted for significant occupancy increases and a market-rate management fee.  We cannot assure you that the assumptions made with respect to any mortgaged property will, in fact, be consistent with that mortgaged property’s actual performance.
 
n
Underwritten Net Cash Flow (NCF)”: With respect to any mortgage loan or mortgaged property, cash flow available for debt service, generally equal to the Underwritten NOI decreased by an amount that the related originator has determined for tenant improvements and leasing commissions and / or replacement reserves for capital items.  Underwritten NCF does not reflect debt service or non-cash items such as depreciation or amortization.  In determining rental revenue for multifamily rental, manufactured housing community and self-storage properties, the related originator either reviewed rental revenue shown on the certified rolling 12-month operating statements or annualized the rental revenue and reimbursement of expenses shown on rent rolls or recent partial year operating statements with respect to the prior one- to 12-month periods.  The Underwritten Net Cash Flow for each mortgaged property is calculated based on the basis of numerous assumptions and subjective judgments, which, if ultimately proved erroneous, could cause the actual operating income for the mortgaged property to differ materially from the Underwritten Net Cash Flow set forth in this Term Sheet.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
21

 
 
CERTAIN DEFINITIONS (continued)

n
Underwritten Net Operating Income (NOI)”: With respect to any mortgage loan or mortgaged property, Underwritten Revenues less Underwritten Expenses, as both are determined by the related originator, based in part upon borrower supplied information (including but not limited to a rent roll, leases, operating statements and budget) for a recent period which is generally the 12 months prior to the origination date or acquisition date of the mortgage loan (or whole loan, if applicable) adjusted for specific property, tenant and market considerations.  Historical operating statements may not be available for newly constructed mortgaged properties, mortgaged properties with triple net leases, mortgaged properties that have recently undergone substantial renovations and/or newly acquired mortgaged properties.
 
n
Underwritten Revenues: With respect to any mortgage loan or mortgaged property, an estimate of operating revenues, as determined by the related originator and generally derived from the rental revenue based on leases in place, leases that have been executed but the tenant is not yet paying rent, in certain cases leases that are being negotiated and are expected to be signed, in certain cases leases that provide for a tenant to take additional space as described under “Description of the Mortgage Pool—Tenant Issues” in the Free Writing Prospectus to the extent material and in certain cases contractual rent increases generally within 12 months past the Cut-off Date, and in some cases adjusted downward to market rates, with vacancy rates equal to the mortgaged property’s historical rate, current rate, market rate or an assumed vacancy as determined by the related originator; plus any additional recurring revenue fees.  In some cases the related originator included revenue otherwise payable by a tenant but for the existence of an initial “free rent” period or a permitted rent abatement while the leased space is built out.  We cannot assure you that the assumptions made with respect to any mortgaged property will, in fact, be consistent with that mortgaged property’s actual performance.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
22

 

(THIS PAGE INTENTIONALLY LEFT BLANK)
 
 
23

 
 
39 BROADWAY
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
24

 
 
39 BROADWAY
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
25

 
 
39 BROADWAY
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
CGMRC
Location (City/State)
New York, New York
 
Cut-off Date Principal Balance
$85,500,000
Property Type
Office
 
Cut-off Date Principal Balance per SF
 
$190.70
Size (SF)
 448,349
 
Percentage of Initial Pool Balance
 
7.1%
Total Occupancy as of 2/1/2013
96.0%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 2/1/2013
96.0%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1927 / 1994-2005
 
Mortgage Rate
 
3.9000%
Appraised Value
$145,000,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months) 
 
360
     
Original Interest Only Period (Months)
 
60
Underwritten Revenues
$16,832,191
       
Underwritten Expenses
$8,148,151
 
Escrows
Underwritten Net Operating Income (NOI)
$8,684,040
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$8,146,021
 
Taxes
$725,947
$251,859
Cut-off Date LTV Ratio
59.0%
 
Insurance
$0
$0
Maturity Date LTV Ratio
53.4%
 
Replacement Reserves(1)
$100,000
$0
DSCR Based on Underwritten NOI / NCF
1.79x / 1.68x
 
TI/LC(2)
$400,000
$0
Debt Yield Based on Underwritten NOI / NCF
10.2% / 9.5%
 
Other(3)
$440,979
$0
           
 
Sources and Uses
     
Sources
$
 %
Uses
        $           
%
Loan Amount
$85,500,000
  97.9%
Loan Payoff
$57,397,239
    65.7%
Other Sources
    1,860,000
  2.1
Principal Equity Distribution
26,377,040
30.2
     
Reserves
1,666,926
  1.9
     
Closing Costs
1,230,481
  1.4
     
Other Uses
688,314
  0.8
           
Total Sources
$87,360,000
100.0%
Total Uses
$87,360,000
100.0%
 

 
(1)
Monthly deposits in an amount equal to $7,500 are required if the replacement reserve balance is less than $100,000.
 
(2)
Monthly deposits in an amount equal to $37,500 are required if the TI/LC reserve is less than $400,000.
 
(3)
The other upfront reserve of $440,979 represents a rent concession reserve ($421,604) and a deferred maintenance reserve ($19,375).  See “—Escrows” below.
 
n
The Mortgage Loan.  The mortgage loan (the “39 Broadway Loan”) is evidenced by 2 pari passu notes in the aggregate original principal amount of $85,500,000 and is secured by a first mortgage encumbering an office building with approximately 17,501 SF of retail space located in New York, New York (the “39 Broadway Property”).  The 39 Broadway Loan was originated by Citigroup Global Markets Realty Corp. on March 11, 2013 and represents approximately 7.1% of the Initial Pool Balance.  The 39 Broadway Loan has an outstanding principal balance as of the Cut-off Date of $85,500,000 and an interest rate of 3.9000% per annum.  The proceeds of the 39 Broadway Loan were primarily used to refinance existing debt on the 39 Broadway Property, pay closing costs, and return equity to the sponsor of the borrower.
 
The 39 Broadway Loan has an initial term of 120 months, has a remaining term of 120 months as of the Cut-off Date and requires interest-only payments on each due date through (and including) the due date occurring in April 2018 and thereafter requires payments of interest and principal based on a 30-year amortization schedule. The scheduled maturity date is the due date in April 2023.  Voluntary prepayment of the 39 Broadway Loan is permitted on or after the due date in January 2023.  Defeasance with certain direct, non-callable obligations of the United States of America or other obligations which are “government securities” permitted under the loan documents is permitted at any time after the second anniversary of the Closing Date.
 
n
The Mortgaged Property.  The 39 Broadway Property is a 448,349 SF, 37-story, multi-tenant office building with approximately 17,501 SF of retail space located in the financial district of New York, New York. The 39 Broadway Property is situated on the east side of Broadway between Morris Street and Exchange Alley in the Financial West office submarket of Downtown Manhattan and provides access to primary office locations of major banks, media companies, law firms, insurance companies, public agencies, and City Hall. The 39 Broadway Property was constructed in 1927 and renovated from 1994 to 2005.  As of February 1, 2013, the Total Occupancy was 96.0%.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
26

 
 
39 BROADWAY
 
 
The following table presents certain information relating to the tenants at the 39 Broadway Property:
 
Ten Largest Owned Tenants Based on Underwritten Base Rent
 
 
Tenant Name
 
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
 
Tenant
GLA
 
 
% of
GLA
 
 
UW Base Rent
 
% of
Total UW
Base
Rent
 
 
UW Base
Rent
$ per SF
 
 
Lease
Expiration
 
 
Renewal /
Extension
Options
Duane Reade
 
NR / Baa1 / BBB
 
  11,285
 
    2.5%
 
  $1,167,714
 
   7.8%
 
$103.47
 
7/31/2029
 
NA
Beth Israel Medical Center
 
NR / NR / NR
 
  24,773
 
 5.5
 
       918,998
 
  6.2
 
    37.10
 
7/31/2018
 
NA
Ice Futures U.S., Inc.
 
NR / NR / NR
 
  25,061
 
 5.6
 
       756,936
 
  5.1
 
    30.20
 
6/30/2014
 
NA
Corporate Express Office PR
 
NR / NR / NR
 
  16,890
 
 3.8
 
       695,647
 
  4.7
 
    41.19
 
11/30/2015
 
NA
The Waterfront Commission(2)
 
NR / NR / NR
 
  21,025
 
 4.7
 
       695,134
 
  4.7
 
    33.06
 
7/26/2016
 
NA
Food Bank For NYC
 
NR / NR / NR
 
  19,490
 
 4.3
 
       522,717
 
  3.5
 
    26.82
 
3/31/2026
 
NA
Jacoby & Meyers, LLP
 
NR / NR / NR
 
  12,910
 
 2.9
 
       466,695
 
  3.1
 
    36.15
 
2/28/2020
 
NA
Mintzer, Sarowitz, Zeris
 
NR / NR / NR
 
  10,339
 
 2.3
 
       460,354
 
  3.1
 
    44.53
 
3/31/2020
 
NA
Literacy Assistance Center
 
NR / NR / NR
 
   9,935
 
 2.2
 
       388,186
 
  2.6
 
    39.07
 
12/31/2020
 
NA
Masterpiece International
 
NR / NR / NR
 
  10,709
 
 2.4
 
       383,458
 
  2.6
 
    35.81
 
10/20/2016
 
NA
Ten Largest Owned Tenants
     
162,417
 
   36.2%
 
  $6,455,838
 
  43.3%
 
  $39.75
       
Remaining Owned Tenants
     
267,808
 
59.7
 
    8,467,027
 
56.7
 
    31.62
       
Vacant
     
  18,124
 
 4.0
 
                  0
 
  0.0
 
      0.00
       
Total / Wtd. Avg. All Owned Tenants
 
448,349
 
100.0%
 
$14,922,865
 
 100.0%
 
  $34.69
       
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
The Waterfront Commission may terminate with 180 days’ notice and payment of unamortized costs if The Waterfront Commission’s function is permanently discontinued as a result of action by the States of New York and/or New Jersey and/or the Congress of the United States.
 
The following table presents the lease rollover schedule at the 39 Broadway Property, based on initial lease expiration dates:
 
Lease Expiration Schedule(1)
 
 
Year Ending
December 31,
 
 
Expiring Owned
GLA
 
 
% of Owned
GLA
 
 
Cumulative % of Owned GLA
 
 
UW Base Rent(2)
 
 
% of Total UW
Base Rent(2)
 
 
UW Base Rent
$ per SF(2)
 
 
# of Expiring
Tenants
 
MTM
 
1,152
   
0.3
 
0.3%
   
$141,600
   
0.9
%  
$122.90
   
18
   
2013
 
12,891
   
2.9
   
3.1%
   
427,016
   
2.9
   
33.13
   
4
   
2014
 
35,457
   
7.9
   
11.0%
   
1,085,682
   
7.3
   
       30.62
   
6
   
2015
 
27,186
   
6.1
   
17.1%
   
976,763
   
6.5
   
       35.93
   
3
   
2016
 
62,132
   
13.9
   
31.0%
   
1,985,138
   
13.3
   
        31.95
   
8
   
2017
 
40,045
   
8.9
   
39.9%
   
1,404,559
   
9.4
   
       35.07
   
12
   
2018
 
44,373
   
9.9
   
49.8%
   
1,523,403
   
10.2
   
       34.33
   
7
   
2019
 
22,571
   
5.0
   
54.8%
   
884,676
   
5.9
   
       39.20
   
6
   
2020
 
50,937
   
11.4
   
66.2%
   
1,814,170
   
12.2
   
       35.62
   
10
   
2021
 
64,145
   
14.3
   
80.5%
   
1,835,342
   
12.3
   
        28.61
   
14
   
2022
 
25,324
   
5.6
   
86.1%
   
740,504
   
5.0
   
       29.24
   
6
   
2023
 
15,837
   
3.5
   
89.7%
   
492,672
   
3.3
   
31.11
   
3
   
2024 & Thereafter
 
28,175
   
       6.3
   
96.0%
   
1,611,340
   
10.8
   
        57.19
   
3
   
Vacant
 
18,124
   
4.0
   
100.0%
   
 0
   
0.0
   
0.00
   
0
   
Total / Wtd. Avg.
 
448,349
   
100.0
%        
$14,922,865
   
100.0
 
$34.69
   
100
   
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
(2)
UW Base Rent includes contractual rent steps through December 31, 2013.  UW Base Rent includes the present value of contractual rent steps (discounted at an 8% discount rate) for Duane Reade.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
27

 
 
39 BROADWAY
 
The following table presents certain information relating to historical leasing at the 39 Broadway Property:
 
Historical Leased %(1)
 
   
2008
 
2009
 
2010
 
2011
 
2012
 
As of 2/1/2013
Owned Space
 
99.1%
 
91.5%
 
79.1%
 
93.7%
 
95.9%
 
96.0%
 

 
(1)
As provided by the borrower which reflects average occupancy for the year.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the 39 Broadway Property:
 
 
Cash Flow Analysis(1)
 
   
 
2010
 
 
2011
 
 
2012
 
 
Underwritten(2)
 
Underwritten
$ per SF
 
Base Rent(2)
 
$12,817,954
   
$13,363,621
   
$13,816,365
   
$14,255,444
   
$31.80
   
Contractual Rent Steps
 
0
   
0
   
0
   
667,422
   
1.49
   
Gross Up Vacancy
 
0
   
0
   
0
   
617,129
   
1.38
   
Total Rent
 
$12,817,954
   
$13,363,621
   
$13,816,365
   
$15,539,994
   
34.66
   
Total Reimbursables
 
833,344
   
655,076
   
652,634
   
695,494
   
1.55
   
Other Income(3)
 
1,231,637
   
1,226,089
   
1,156,315
   
1,566,458
   
3.49
   
Vacancy & Credit Loss
 
(670,390)
   
(990,603)
   
(728,755)
   
(969,755)
   
(2.16
)  
Effective Gross Income
 
$14,212,545
   
$14,254,183
   
$14,896,560
   
$16,832,191
   
$37.54
   
                                 
Total Operating Expenses
 
$6,569,992
   
$6,932,743
   
$7,435,250
   
$8,148,151
   
$18.17
   
                                 
Net Operating Income
 
$7,642,553
   
$7,321,439
   
$7,461,309
   
$8,684,040
   
$19.37
   
TI/LC
 
0
   
0
   
0
   
448,349
   
1.00
   
Capital Expenditures
 
0
   
0
   
0
   
89,670
   
0.20
   
Net Cash Flow
 
$7,642,553
   
$7,321,439
   
$7,461,309
   
$8,146,021
   
$18.17
   
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Underwritten base rent includes contractual rent steps through December 31, 2013. UW Base Rent includes the present value of contractual rent steps (discounted at an 8% discount rate) pursuant to the Duane Reade lease.
 
(3)
Includes reimbursements for electric, water/sewer, generator maintenance, garbage pickup, overtime HVAC.  Also includes late fees, storage charges, and miscellaneous income.
 
n
Appraisal.  According to the appraisal, the 39 Broadway Property had an “as-is” appraised value of $145,000,000 as of an effective date of February 1, 2013.
 
 
n
Environmental Matters.  Based on a Phase I environmental report dated January 29, 2013, the environmental consultant recommended no further action other than adhering to an Operations and Maintenance (O&M) Plan for asbestos which is already in place and registering the above ground storage tanks with the New York State Department of Environmental Conservation (NYSDEC).
 
 
n
Market Overview and Competition.  The 39 Broadway Property is located in the Financial West submarket of Downtown Manhattan on the east side of Broadway between Morris Street and Exchange Alley.  The 39 Broadway Property is in close proximity to major public transportation facilities such as the World Trade Center PATH station, the Staten Island Ferry terminal, and several subway stations with access to several train lines.
 
 
According to the appraisal, as of the fourth quarter of 2012, the Downtown Manhattan office market consisted of 85,252,521 SF with a direct vacancy rate of 7.4% and an average gross asking rent of $39.58 per SF.  Class B office properties within the Downtown Manhattan market reported an average gross rent of $34.96 per SF. Overall absorption in the Downtown Manhattan market was 810,119 SF in 2012.
 
 
The Financial West submarket of Downtown Manhattan consisted of 5,986,809 SF with a direct vacancy rate of 14.7%, and an average gross asking rent of $32.91 per SF, as of the fourth quarter of 2012.  Class B office
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
28

 
 
39 BROADWAY
 
properties within the Financial West submarket reported an average gross asking rent of $32.52 per SF.  Overall absorption in the Financial West submarket was 13,378 SF in 2012.
 
The following table presents certain information relating to certain office lease comparables provided in the appraisal for the 39 Broadway Property:
 
Office Lease Comparables(1)
 
Property Name
 
 
Total GLA
 
 
Direct Available SF
 
 
Sublease Available SF
 
 
Total Occupancy
 
 
Asking Rent per SF
39 Broadway
 
448,349
 
18,124
 
NA
 
96.0%
 
$36.30
100 Broadway
 
304,538
 
65,660
 
0
 
78.4%
 
$37.00-$38.00
111 Broadway
 
427,598
 
54,596
 
0
 
87.2%
 
$33.00-$37.00
115 Broadway
 
409,596
 
28,615
 
0
 
93.0%
 
$32.00-$37.00
195 Broadway
 
875,000
 
17,036
 
111,129
 
85.4%
 
$42.00-$42.00
14 Wall Street
 
956,654
 
83,808
 
0
 
91.2%
 
$35.00-$36.00
40 Wall Street
 
1,300,000
 
203,095
 
168,924
 
71.4%
 
$32.00-$49.00
233 Broadway
 
855,104
 
82,773
 
0
 
90.3%
 
$35.00-$52.00
100 Church Street
 
970,627
 
27,312
 
9,234
 
96.2%
 
$36.00-$50.00
 

 
(1)
Source: Appraisal.
 
The following table presents certain information relating to certain office sales comparables provided in the appraisal for the 39 Broadway Property:
 
Office Sales Comparables(1)
 
Property Name
 
 
City
 
 
Sale Date
 
 
Year Built
 
 
NRA (SF)
 
 
Sale Price
 
 
Sale Price
per SF
 
 
Occupancy
180 Water Street
 
New York
 
April 2012
 
1971
 
568,565
   
$164,000,000
   
$288.45
   
100%
 
222 Broadway
 
New York
 
April 2012
 
1961
 
786,931
   
$230,000,000
   
 $292.27
   
79%
 
4 New York Plaza
 
New York
 
April 2012
 
1969
 
1,121,753
   
$270,000,000
   
 $240.69
   
95%
 
14 Wall Street
 
New York
 
April 2012
 
1912
 
1,016,723
   
$303,000,000
   
 $298.02
   
82%
 
33 Maiden Lane
 
New York
 
January 2012
 
1984
 
 624,124
   
$207,500,000
   
 $332.47
   
86%
 
195 Broadway
 
New York
 
November 2011
 
1913
 
1,047,287
   
$287,000,000
   
 $274.04
   
86%
 
93 Worth Street
 
New York
 
October 2011
 
1924
 
165,000
   
$49,750,000
   
 $301.52
   
86%
 
120 Broadway
 
New York
 
July 2011
 
1915
 
2,006,325
   
$525,000,000
   
 $261.67
   
90%
 

 
(1)
Source: Appraisal.
 
n
The Borrower.  The borrower is 39 CAM LLC, a single-purpose, single-asset entity. Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the 39 Broadway Loan. Avi Schron, Mark Schron and Eli Schron are the non-recourse carveout guarantors of the 39 Broadway Loan.
 
n
Escrows.  In connection with the origination of the 39 Broadway Loan, the borrower funded aggregate reserves of $1,666,926 with respect to the 39 Broadway Property, comprised of: (i) $725,947 for real estate taxes, (ii) $100,000 for replacement reserves, (iii) 400,000 for tenant improvements and leasing commissions, (iv) $19,375 for deferred maintenance, and (v) $421,604 for rent concessions.
 
On each monthly payment date, the borrower is required to fund the following reserves with respect to the 39 Broadway Property: (i) a tax reserve in an amount equal to one-twelfth of amount that the lender estimates will be necessary to pay taxes over the then succeeding twelve month period, (ii) an insurance reserve in an amount equal to one-twelfth of the amount that the lender estimates will be necessary to pay insurance premiums over the then succeeding twelve month period, provided, however, that reserve deposits are not required in respect of insurance premiums where the borrower is maintaining an approved umbrella or blanket policy in accordance with the loan documents, (iii) a replacement reserve in an amount equal to $7,500 at any time the balance of the
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
29

 
 
39 BROADWAY
 
replacement reserve is less than $100,000, and (iv) a TI/LC reserve in an amount equal to $37,500 at any time the balance of the TI/LC reserve is less than $400,000.
 
In addition, on each monthly payment date during the continuance of a 39 Broadway Trigger Period, the borrower is required to deposit (or cause to be deposited) (x) into an operating expense account with the lender or the servicer an amount equal to the aggregate amount of approved operating expenses and approved extraordinary expenses for the subject month, and (y) into an excess cash flow account with the lender or the servicer (the “39 Broadway Excess Cash Flow Reserve”) any and all remaining excess cash flow generated by the 39 Broadway Property after payment of debt service due on such monthly payment date, all required reserve deposits described above due on such monthly payment date, the deposit into the operating expense account described above due on such monthly payment date and any other sums due and owing under the loan documents. Upon termination of a 39 Broadway Trigger Period, the lender will disburse amounts in the 39 Broadway Excess Cash Flow Reserve to the borrower.
 
A “39 Broadway Trigger Period” means a period (A) commencing upon the earliest to occur of (i) the occurrence and continuance of an event of default, (ii) the debt service coverage ratio (as calculated under the loan documents) being less than 1.15x and (iii) the bankruptcy or insolvency of the property manager for the 39 Broadway Property and (B) expiring upon (x) in the case of clause (i) above, the cure (if applicable) of such event of default, (y) in the case of clause (ii) above, the date on which the debt service coverage ratio (as calculated under the loan documents) is equal to or greater than 1.15x for two (2) consecutive calendar quarters, and (z) in the case of clause (iii) above, the replacement of the applicable property manager in accordance with the terms of the loan documents, in each case, so long as no other 39 Broadway Trigger Period will then exist.
 
n
Lockbox and Cash Management.  The 39 Broadway Loan requires a hard lockbox, and the borrower is required to direct tenants to pay rent directly to the lender controlled lockbox account.  So long as a 39 Broadway Trigger Period is not then in effect, all available funds in the lender controlled lockbox account (subject to any “peg balance” applicable to such lockbox account) will be remitted on each business day to the borrower’s operating account.  Upon the first occurrence of a 39 Broadway Trigger Period, the lender will establish a cash management account.  If a 39 Broadway Trigger Period has occurred and is continuing, all available funds in the lender controlled lockbox account (subject to any “peg balance” applicable to such lockbox account) will be transferred on each business day into the cash management account, and the lender will apply funds in the cash management account to the obligations of the borrower under the 39 Broadway Loan in accordance with the loan documents.
 
n
Property Management.  The 39 Broadway Property is currently managed by Cammebys Management Company, LLC.  Cammeby’s Management Company, LLC is an affiliate of the borrower.  The lender has the right to require that the borrower terminate the management agreement and replace the property manager upon the occurrence of certain events (including, among others, (i) during the continuance of a 39 Broadway Trigger Period, and/or (ii) if the property manager is in default under the management agreement beyond all applicable notice and cure periods).
 
n
Mezzanine or Subordinate Indebtedness.  Not permitted.
 
n
Terrorism Insurance. The borrower is required to maintain an “all-risk” insurance policy that provides coverage for terrorism in an amount equal to the full replacement cost of the 39 Broadway Property, plus eighteen (18) months of business interruption coverage.” See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
30

 

(THIS PAGE INTENTIONALLY LEFT BLANK)
 
 
31

 
 
EMPIRE HOTEL & RETAIL
 
(GRAPHICS)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
32

 
 
EMPIRE HOTEL & RETAIL
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
33

 

EMPIRE HOTEL & RETAIL
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
CGMRC
Location (City/State)
New York, New York
 
Cut-off Date Principal Balance(1)
 
$70,000,000
Property Type
Mixed Use
 
Cut-off Date Principal Balance per Room(2)(3)
$425,531.91
Size (Rooms)(3)
423
 
Percentage of Initial Pool Balance
 
5.8%
Total TTM Occupancy as of 12/31/2012(4)
87.2%
 
Number of Related Mortgage Loans
 
None
Owned TTM Occupancy as of 12/31/2012(4)
87.2%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1923 / 2004-2007, 2013
 
Mortgage Rate
 
4.5700%
Appraised Value
$393,000,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
 
60
Underwritten Revenues
$42,592,794
       
Underwritten Expenses
$23,841,949
 
Escrows
Underwritten Net Operating Income (NOI)
$18,750,845
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$17,119,273
 
Taxes
$0
$228,950
Cut-off Date LTV Ratio(2)
45.8%
 
Insurance
$91,788
$18,206
Maturity Date LTV Ratio(2)(5)
36.2%
 
Replacement (Retail Space)
$0
$743
DSCR Based on Underwritten NOI / NCF(2)
1.70x / 1.55x
 
FF&E(6)
$0
$0
Debt Yield Based on Underwritten NOI / NCF(2)
10.4% / 9.5%
 
Other(7)
$10,086,531
$65,000
           
Sources and Uses(2)
Sources
$
%
Uses
$
%
Loan Amount
$180,000,000
 99.9%
Loan Payoff
$105,847,733        
58.8%
Other Sources
150,000
 0.1 
Principal Equity Distribution
59,198,702        
32.9   
     
Reserves
10,178,319        
5.6   
     
Closing Costs
4,925,246        
2.7   
           
Total Sources
$180,150,000
100.0%
Total Uses
$180,150,000        
100.0% 

 
(1)
The Cut-off Date Principal Balance of $70.0 million represents the note A-3 (original principal amount of $29.2 million) and note A-4 (original principal amount of $40.8 million) of a $180.0 million whole loan evidenced by four pari passu notes.  The pari passu companion loan is evidenced by note A-1 in the original principal amount of $45.8 million and by note  A-2 in the original principal amount of $64.2 million.  Such pari passu companion loan is held outside the Issuing Entity.
 
(2)
Calculated based on the entire Empire Hotel & Retail Whole Loan.
 
(3)
The Empire Hotel & Retail Property is comprised of 423 hotel rooms and 61,223 SF of retail space. Cut-off Date Principal Balance per Room is calculated by dividing the whole loan cut-off date balance by the number of hotel rooms.
 
(4)
Total TTM Occupancy as of 12/31/2012 and Owned TTM Occupancy as of 12/31/2012 represent the occupancy rate of the hotel portion of the Empire Hotel & Retail Property.  The occupancy rate of the retail portion of the Empire Hotel & Retail Property is 84.5%.
 
(5)
The Maturity Date LTV Ratio is calculated utilizing the “as stabilized” appraised value of $456,000,000. The Maturity Date LTV Ratio, calculated on the basis of the “as-is” appraised value is 42.0%. See “—Appraisal” below.
 
(6)
Monthly deposits to the FF&E reserve commence on the due date in January 2015.  See “—Escrows” below.
 
(7)
Other upfront reserve of $10,086,531 represents (i) a modernization reserve for costs associated with, among other things, the renovation of hotel rooms, the lobby, and elevators ($5,000,000), (ii) a TCO reserve to be held as additional collateral for the Empire Hotel & Retail Loan until the borrower obtains a temporary certificate of occupancy for the rooftop ($5,000,000), and (iii) a deferred maintenance reserve ($86,531).  Other monthly reserve is a seasonality reserve which commences on the due date in March 2017. See “—Escrows” below.
 
n
The Mortgage Loan. The mortgage loan (the “Empire Hotel & Retail Loan”) is part of a whole loan structure (the “Empire Hotel & Retail Whole Loan”) comprised of two pari passu loans that are together secured by a first mortgage encumbering a 423-room full service hotel and 61,223 SF of retail space located in New York, New York (the “Empire Hotel & Retail Property”).  The Empire Hotel & Retail Loan (evidenced by note A-3 ($29,166,667 outstanding principal balance as of the Cut-off Date) and note A-4 ($40,833,333 outstanding principal balance as of the Cut-off Date)), which will be contributed to the Issuing Entity, has an outstanding principal balance as of the Cut-off Date of $70,000,000 and represents approximately 5.8% of the Initial Pool Balance and the related companion loan (the “Empire Hotel & Retail Companion Loan”) (evidenced by note A-1 ($45,833,333 outstanding principal balance as of the Cut-off Date) and note A-2 ($64,166,667 outstanding principal balance as of the Cut-off Date)), which were contributed to the GSMS 2013-GC10 securitization transaction, has an aggregate outstanding principal balance as of the Cut-off Date of $110,000,000. The Empire Hotel & Retail Whole Loan was originated on January 4, 2013 by Citigroup Global Markets Realty Corp.  The Empire Hotel & Retail Whole Loan had an original principal balance of $180,000,000 and each note has an interest rate of 4.5700% per annum.  The proceeds of the Empire Hotel & Retail Whole Loan were used to refinance existing debt secured by a lien on the Empire Hotel & Retail Property. The Empire Hotel & Retail Whole Loan will be serviced under the 2013-GC10 pooling and servicing agreement. See “Description of the Mortgage Pool–The Whole Loans” in the Free Writing Prospectus for more information regarding the co-lender agreement that governs the relative rights of the holders of the Empire Hotel & Retail Loan and the Empire Hotel & Retail Companion Loan, and see “The Pooling and Servicing Agreement–Servicing of the Whole Loans” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
34

 

EMPIRE HOTEL & RETAIL
 
The Empire Hotel & Retail Whole Loan had an initial term of 120 months, has a remaining term of 117 months as of the Cut-off Date and requires interest-only payments on each due date through (and including) the due date occurring in January 2018 and thereafter payments of interest and principal based on a 30-year amortization schedule.  The Empire Hotel & Retail Whole Loan matures on January 6, 2023.  The borrower has the right to voluntarily prepay the Empire Hotel & Retail Whole Loan in whole or, in some cases, in connection with a partial release or partial assumption, in part, at any time provided that, in connection with any prepayment occurring prior to November 6, 2022, the borrower pays an additional amount equal to the greater of (a) a yield maintenance premium or (b) an amount equal to 1% of the principal amount being prepaid. On and after November 6, 2022, the borrower may prepay the Empire Hotel & Retail Whole Loan without penalty.  In addition, defeasance with certain direct, non-callable obligations of the United States of America or other obligations which are “government securities” permitted under the loan documents is permitted at any time after the earlier to occur of two years following the Closing Date or the third anniversary of the origination date of the Empire Hotel & Retail Whole Loan.
 
n
The Mortgaged Property. The Empire Hotel & Retail Property is comprised of a 423-room, full service boutique hotel and 61,223 SF of retail space located in New York, New York.  The property was originally built in 1923 and was closed for renovations in January 2004. Following an approximately $30 million renovation, the Empire Hotel & Retail Property reopened in August 2007 with a partial room inventory, and subsequently added most of its guestrooms in October 2007. The Empire Hotel & Retail Property currently features 423 rooms, a lobby bar and lounge, a pool deck and bar, approximately 2,118 SF of meeting space, an indoor/outdoor pool, a fitness center, a business center, a concierge service, a laundry/dry-cleaning service, and valet parking.
 
The Empire Hotel & Retail Property is expected to undergo a $5 million property-wide renovation during the first six months of 2013.  A specific escrow has been established for this purpose.  See “—Escrows” below. The property’s entire guestroom inventory and lobby space are anticipated to be renovated as part of this upgrade program. Moreover, the hotel is also anticipated to add three units in the space that was previously occupied by the property’s fitness center (fitness center will be re-situated to the sub-cellar level). Beginning in July of 2013, the Empire Hotel & Retail Property is anticipated to operate with a rentable inventory of 426 rooms.
 
The following table presents certain information relating to the hotel room configuration and facilities at The Empire Hotel & Retail Property:
 
Room Configuration
Number of Rooms
 
Amenities & Services
Location
King
101
   
Lobby Bar and Lounge
Ground
Queen
152
   
Meeting Rooms
Mezzanine
Queen/Queen
10
   
Swimming Pool, Pool Deck & Bar
Rooftop
Double/Double
107
   
Fitness Center
Sub-cellar
Studio Suite
32
   
Business Center
Mezzanine
One-Bedroom Suite
13
   
Concierge Service
Ground
Parlor Room
5
   
Laundry/Dry-Cleaning Service
NA
Other
3
   
Valet Parking
NA
Total
423
       
 

Source: Appraisal.

The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
35

 

EMPIRE HOTEL & RETAIL
 
The following table presents certain information relating to the retail tenants (of which, certain tenants may have co-tenancy provisions) at the Empire Hotel & Retail Property:
 
Owned Tenants Based On Underwritten Base Rent
 
                               
Tenant
       
           
% of
     
% of Total
 
UW Base
     
Sales
     
Renewal /
   
Credit Rating
 
Tenant
 
Retail
 
UW Base
 
UW
 
Rent
 
Lease
 
$ per
 
Occupancy
 
Extension
Tenant Name
 
(Fitch/MIS/S&P)(1)
 
GLA
 
GLA
 
Rent
 
Revenues
 
$ per SF
 
Expiration
 
SF
 
Cost
 
Options
Duane Reade
 
NR / Baa1 / BBB
 
12,557
 
  20.5%
 
$1,683,300  
 
   4.0%
 
$134.05  
 
8/17/2025
 
NA
 
NA
 
NA
CGM (Rooftop Lounge)(2)
 
NR / NR / NR
 
16,000
 
 26.1 
 
  1,012,958  
 
2.4
 
   63.31
 
2/1/2028
 
$452
 
14.3%
 
NA
CGM (Ed’s Chowder House)
 
NR / NR / NR
 
  6,500
 
10.6 
 
844,131  
 
2.0
 
129.87
 
1/1/2028
 
$1,003
 
13.4%
 
NA
Starbucks
 
NR / Baa3 / A-
 
  2,676
 
4.4
 
     660,000  
 
1.6
 
246.64
 
9/1/2016
 
NA
 
NA
 
NA
ERS (P.J. Clarke)
 
NR / NR / NR
 
14,000
 
22.9 
 
     516,000  
 
1.2
 
  36.86
 
5/15/2025
 
NA
 
NA
 
NA
All Owned Tenants
     
51,733
 
 84.5%
 
$4,716,389  
 
11.1%
 
$91.17
               
Remaining Owned Tenants
     
         0
 
0.0
 
                0  
 
0.0
 
    0.00
               
Vacant
     
  9,490
 
15.5 
 
                0  
 
0.0
 
    0.00
               
Total / Wtd. Avg. All Owned Tenants
     
61,223
 
100.0%
 
$4,716,389  
 
11.1%
 
$91.17
               
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
The rooftop lease has not commenced (and will not commence) unless/until the related tenant (the “Rooftop Tenant”) obtains a liquor license for the rooftop space in its own name.  The rooftop space demised pursuant to such lease is currently operated by the Rooftop Tenant under a management agreement.  Pursuant to the management agreement, the Rooftop Tenant pays the rent that would otherwise be payable under the lease to the extent the applicable rooftop revenues are sufficient.  The borrower’s interest in the management agreement is freely assignable and was collaterally assigned to lender pursuant to the loan documents.  Both the borrower and the Rooftop Tenant have termination rights under the management agreement.  If the management agreement is terminated as a result of either party’s exercise of such termination right, (x) the rooftop lease will not become effective unless the parties otherwise agree and (y) the tenant under the Ed’s Chowder House Lease will have a right to terminate the Ed’s Chowder House Lease.  In connection with the origination of the loan, the guarantors entered into a master lease for the space that is demised under the rooftop lease.
 
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Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow, on an aggregate basis and per room, at the Empire Hotel & Retail Property:
 
Cash Flow Analysis
   
2009
 
2010
 
2011
 
2012
 
Underwritten
 
Underwritten
$ per Room
Room Revenue
  $26,806,445     $29,703,090     $32,630,595     $32,816,359     $32,765,639     $77,460  
Food & Beverage Revenue
  2,289,679     2,859,724     3,340,661     3,039,090     3,039,090     7,185  
Other Hotel Revenue
  616,194     542,983     659,907     696,648     696,648     1,647  
Total Hotel Revenue
  $29,712,318     $33,105,797     $36,631,163     $36,552,097     $36,501,377     $86,292  
                                     
Retail Base Rent
  $4,050,264     $4,674,373     $5,013,441     $4,702,047     $5,420,101     $12,813  
Retail Percentage Rent
  0     360,934     313,446     306,387     671,316     1,587  
Total Retail Revenue
  $4,050,264     $5,035,308     $5,326,888     $5,008,434     $6,091,417     $14,401  
                                     
Total Hotel & Retail Revenue
  $33,762,582     $38,141,105     $41,958,051     $41,560,531     $42,592,794     $100,692  
                                     
Room Expense
  $7,031,481     $7,977,388     $8,842,374     $8,879,238     $8,865,514     $20,959  
Food & Beverage Expense
  2,260,446     2,850,657     3,144,579     2,930,136     2,930,136     6,927  
Other Expense
  625,879     587,887     441,956     371,020     882,949     2,087  
Total Departmental Expense
  $9,917,806     $11,415,932     $12,428,909     $12,180,394     $12,678,599     $29,973  
Total Undistributed Expense
  5,864,211     6,520,642     6,848,543     6,319,675     8,330,016     19,693  
Total Fixed Charges
  3,401,550     4,133,379     3,517,928     2,955,254     2,833,334     6,698  
Total Operating Expenses
  $19,183,567     $22,069,953     $22,795,380     $21,455,323     $23,841,949     $56,364  
                                     
Net Operating Income
  $14,579,015     $16,071,152     $19,162,671     $20,105,208     $18,750,845     $44,328  
FF&E & TI/LC
  51,221     221,623     467,350     490,323     1,631,572     3,857  
Net Cash Flow
  $14,527,794     $15,849,529     $18,695,321     $19,614,885     $17,119,273     $40,471  

The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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EMPIRE HOTEL & RETAIL
 
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Appraisal.  According to the appraisal, the Empire Hotel & Retail Property had an “as-is” appraised value of $393,000,000 ($284,000,000 for hotel and $109,400,000 for retail) as of an effective date of November 20, 2012 and is expected to have an “as stabilized” appraised value of $456,000,000 ($331,000,000 for hotel and $125,000,000 for retail) as of an effective date of December 1, 2016.
 
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Environmental Matters.  According to the Phase I environmental report, dated November 29, 2012, other than developing an operations and maintenance program plan to address any potential asbestos present at the Empire Hotel & Retail Property, there are no recommendations for further action at the Empire Hotel & Retail Property.
 
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Market Overview and Competition.  The Empire Hotel & Retail Property represents an independent, full-service, boutique lodging facility and 61,223 SF of rentable commercial retail space located in the broader Columbus Circle/Upper West Side area of Manhattan and is bound by West 63rd Street to the north, Columbus Avenue to the west, and Broadway to the east.  The hotel’s main entrance is located along West 63rd Street, a one-way street.
 
Columbus Circle represents both the southern end of the Upper West Side and the northern end of the Times Square/Midtown West submarket. The neighborhood is primarily commercial, particularly to the south and east, and residential in the west. Lincoln Center is to the north. The Lincoln Center for the Performing Arts, which opened in 1964 and added the Metropolitan Opera in 1966, is a center for ballet, opera, classical music, theater, and film audiences. The 18-acre complex, which stretches from West 62nd Street to West 66th Street between Columbus and Amsterdam Avenues, houses a total of 12,000 indoor seats in various venues, plus outdoor seating.
 
According to the appraisal, New York City accommodated roughly 50.2 million visitors in 2011.  Of the overall visitation figure, roughly 10.1 million visitors were from international markets, which reflects New York’s rank as a key U.S. destination for overseas travelers.  Further, according to the appraisal, New York maintained its status as the number one destination for tourism spending in the U.S., with approximately $32 billion spent by tourists during 2011. Tourism accounts for $48 billion of New York City’s economy and supports 320,000 jobs in New York City.
 
The following tables present certain information relating to historical occupancy, ADR and RevPAR at the Empire Hotel & Retail Property and its competitive sets, as provided in a market report for the Empire Hotel & Retail Property:
 
   
Empire Hotel & Retail(1)
 
Competitive Set 1(1)
 
Penetration(1)
   
2011 
   
2012 
   
2011 
   
2012 
   
2011 
   
2012 
 
Occupancy
  88.1%     86.5%     86.5%     81.8%     101.8%     105.7%  
ADR
  $240.41     $245.24     $288.39     $296.45     83.4%     82.7%  
RevPAR
  $211.81     $212.13     $249.58     $242.64     84.9%     87.4%  
 

 
(1)
As per market reports.
 
   
Empire Hotel & Retail(1)
 
Competitive Set 2(1)
 
Penetration(1)
   
2011 
   
2012 
   
2011 
   
2012 
   
2011
   
2012
 
Occupancy
  88.1%     86.5%     87.6%     81.8%     100.6%     105.8%  
ADR
  $240.41     $245.24     $233.58     $241.40     102.9%     101.6%  
RevPAR
  $211.81     $212.13     $204.65     $197.42     103.5%     107.5%  
 

 
(1)
As per market reports.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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EMPIRE HOTEL & RETAIL
 
Empire Hotel & Retail Competitive Sets
 
Competitive Set 1
 
 
Competitive Set 2
 
Property
 
 
Number of Rooms
 
 
Property
 
 
Number of Rooms
Empire Hotel & Retail
 
423
 
Empire Hotel & Retail
 
423
JW Marriott Essex House New York
 
509
 
Dream Hotel New York
 
220
Le Parker Meridien New York
 
725
 
On the Ave Hotel
 
282
Dream Hotel New York
 
220
 
Flatotel International
 
272
On the Ave Hotel
 
282
 
Hudson Hotel
 
836
Hudson Hotel
 
836
 
Kimpton Ink 48 Hotel
 
222
 

Source: Market report
 
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The Borrower.  The borrower is West 63 Empire Associates LLC, a single-purpose, single-asset entity.  Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the Empire Hotel & Retail Whole Loan.  The non-recourse carveout guarantors are Stuart Podolsky, Sharon Olson, Jay Podolsky, Shirley Reinfeld, and Meyer Chetrit. Two of the five individual related non-recourse carveout guarantors, Jay Podolsky and Stuart Podolsky (such individual non-recourse carveout guarantors, the “Subject Guarantors”) are defendants in a civil suit brought by a former joint venture partner in a real estate development venture unrelated to the Empire Hotel & Retail Property or the Empire Hotel & Retail Loan.  The suit relates to the proposed sale of a hotel property owned by the joint venture.  The plaintiff alleges that the proposed sale violates the terms of the parties’ joint venture agreement and seeks (i) to enjoin the sale of the hotel for $24,300,000 to an entity owned and controlled by the Subject Guarantors and (ii) compensatory damages.  Additionally, the related borrower is a named third-party defendant in a civil lawsuit related to sewer overflow.  Furthermore, in the mid-1980s, the Subject Guarantors, Jay Podolsky and Stuart Podolsky, pled guilty to multiple felony criminal charges, including grand larceny, attempted grand larceny, coercion, attempted coercion and conspiracy, in connection with such guarantors’ operation of rent-regulated apartment buildings in New York, New York.  The individuals that pled guilty to the felony charges were sentenced to five years of probation for some of the charges with the remainder conditionally discharged in exchange for their guilty pleas.
 
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Escrows.  On the origination date, the borrower funded aggregate reserves of $10,178,319 with respect to the Empire Hotel & Retail Property, comprised of: (i) $91,788 in respect of certain insurance premiums, (ii) $86,531 for deferred maintenance, (iii) $5,000,000 for costs associated with, among other things, the renovation and modernization of rooms, the lobby, and elevators; and (iv) $5,000,000 into a TCO reserve which will be held as additional collateral for the Empire Hotel & Retail Whole Loan until the borrower obtains a temporary certificate of occupancy and other outstanding permits for the rooftop.  Except as otherwise provided in clause (iii) below, on each monthly payment date, the borrower is required to fund: (i) a tax and insurance reserve in an amount equal to one-twelfth of the amount the lender estimates will be necessary to pay tax and insurance premiums over the then succeeding 12-month period provided, however, that reserve deposits are not required in respect of insurance premiums where the borrower is maintaining an approved umbrella or blanket policy in accordance with the loan documents, (ii) a replacement reserve in an amount equal to $743 and (iii) commencing on the payment date in January 2015, a reserve for furniture, fixtures and equipment in an amount equal to the greater of (a) 1/12 of 4% of the greater of (x) the annual gross revenues for the hotel related operations at the Empire Hotel & Retail Property for the immediately preceding calendar year and (y) the projected annual gross revenues for hotel related operations at the Empire Hotel & Retail Property for the then current calendar year as set forth in the annual budget approved in accordance with the loan documents and (b) to the extent a franchise agreement is in place with respect to the Empire Hotel & Retail Property, the amount required by the applicable franchisor under such franchise agreement.  In addition, commencing on the due date in March 2017 and on each monthly payment date thereafter occurring in the months of March, April, May, June, July, August, September, October, November and December, the borrower is required to fund an amount equal to $65,000 into a seasonality reserve.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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EMPIRE HOTEL & RETAIL
 
In addition, on each due date during the continuance of an Empire Hotel & Retail Trigger Period, the borrower is required to deposit (or cause to be deposited) (x) into an operating expense account an amount equal to the aggregate amount of approved operating expenses and approved extraordinary expenses for the subject month, and (y) into an excess cash flow account (the “Empire Hotel & Retail Excess Cash Flow Reserve”) any and all remaining excess cash flow generated by the Empire Hotel & Retail Property after payment of debt service due on such due date, all required reserve deposits described above due on such due date, the deposit into the operating expense account described above due on such due date and any other sums due and owing under the loan documents. Upon termination of an Empire Hotel & Retail Trigger Period, the lender will disburse amounts in the Empire Hotel & Retail Excess Cash Flow Reserve to the borrower.
 
A “Empire Hotel & Retail Trigger Period” means any period (A) commencing upon the earliest of (i) the occurrence and continuance of an event of default, (ii) the debt service coverage ratio (as calculated under the loan documents) being less than 1.20x, (iii) the occurrence of certain adverse events relating to the status of any franchise agreement (including the borrower being in default under any franchise agreement beyond any applicable notice and cure periods), (iv) any franchise agreement is not renewed on or before the date which is 12 months prior to the expiration of such franchise agreement, (v) the borrower ceasing to operate and brand the Empire Hotel & Retail Property as the “Empire Hotel” or the occurrence of certain adverse events relating to the status of any hotel operating agreement, and (vi) the bankruptcy or insolvency of any property manager; and (B) expiring upon (u) with regard to any Empire Hotel & Retail Trigger Period commenced in connection with clause (i) above, the cure of such event of default, (v) with regard to any Empire Hotel & Retail Trigger Period commenced in connection with clause (ii) above, the date that the debt service coverage ratio (as calculated under the loan documents) is equal to or greater than 1.25x for two consecutive calendar quarters, (w) with regard to any Empire Hotel & Retail Trigger Period commenced in connection with clause (iii) above, the conditions in (iii) above ceasing to exist or the borrower entering into a replacement franchise agreement in accordance with the applicable terms of the loan documents, among other things, (x) with regard to any Empire Hotel & Retail Trigger Period commenced in connection with clause (iv) above, the franchise agreement being extended or a replacement franchise agreement being entered into for a term expiring no earlier than three years after the maturity date of the Empire Hotel & Retail Whole Loan, among other things, (y) with regard to any Empire Hotel & Retail Trigger Period commenced in connection with clause (v) above, the conditions in (v) above ceasing to exist or the borrower entering into a replacement hotel operating agreement in accordance with the applicable terms of the loan documents, among other things, and (z) with regard to any Empire Hotel & Retail Trigger Period commenced in connection with clause (vi) above, the replacement of the applicable property manager in accordance with the loan documents.
 
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Lockbox and Cash Management.  The Empire Hotel & Retail Whole Loan is structured with a hard lockbox.  The borrower is required to cause all gross revenues to be deposited into a clearing account under the sole dominion and control of the lender (the “Empire Hotel & Retail Lockbox”).  So long as an Empire Hotel & Retail Trigger Period is not then in effect, all funds in the Empire Hotel & Retail Lockbox will be remitted on each business day to the borrower’s operating account.  Upon the first occurrence of an Empire Hotel & Retail Trigger Period, the lender will establish a cash management account with the lender or the servicer (the “Empire Hotel & Retail Cash Management Account”).  If an Empire Hotel & Retail Trigger Period has occurred and is continuing, all funds in the Empire Hotel & Retail Lockbox will be transferred on each business day to the Empire Hotel & Retail Cash Management Account, and the lender will apply funds on deposit in the Empire Hotel & Retail Cash Management Account on each monthly due date during the term of the loan in accordance with the loan documents.  During the continuance of an event of default under the Empire Hotel & Retail Whole Loan, the lender may prohibit additional transfers of funds from the Empire Hotel & Retail Lockbox to the borrower’s operating account and apply any funds in the Empire Hotel & Retail Cash Management Account to amounts payable under the Empire Hotel & Retail Whole Loan and/or toward the payment of expenses of the Empire Hotel & Retail Property, in such order of priority as the lender may determine. Without limiting the foregoing, during an Empire Hotel & Retail Trigger Period, any remaining excess cash flow generated by the Empire Hotel & Retail Property will be deposited into the Empire Hotel & Retail Excess Cash Flow Reserve.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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EMPIRE HOTEL & RETAIL
 
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Property Management.  The Empire Hotel & Retail Property is currently self-managed and the hotel portion of the Empire Hotel & Retail Property is operated under the “Empire Hotel” trade name.  Upon the occurrence of an Empire Hotel & Retail Trigger Period, the lender may require the borrower to engage a new manager to manage the Empire Hotel & Retail Property (excluding the China Grill Management rooftop space which is under a separate management agreement) and lender’s approval of such new manager may be conditioned upon the lender’s receipt of a Rating Agency Confirmation.
 
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Condominium Regime.  Provided that no Empire Hotel & Retail Trigger Period has occurred and is continuing, the borrower is permitted to subject the Empire Hotel & Retail Property to a commercial condominium regime that would create a retail condominium unit comprised of the retail portions of the Empire Hotel & Retail Property (the “Retail Unit”) and a hotel condominium unit comprised of the remainder of the Empire Hotel & Retail Property (the “Hotel Unit”). The creation of any such condominium is subject to the satisfaction of the conditions set forth in the loan documents, including, among other things: (i) the lender’s reasonable approval of the condominium documents (including the descriptions of the Retail Unit and the Hotel Unit therein), (ii) the condominium conversion being permitted under applicable REMIC requirements, (iii) the value and cash flow of the Empire Hotel & Retail Property will not be reduced or otherwise negatively impacted by the condominium conversion and the condominium conversion will not otherwise have a material adverse effect on the Empire Hotel & Retail Property, (iv) if required by the lender, the lender’s receipt of a Rating Agency Confirmation and (v) delivery of an endorsement to the title insurance policy insuring the lien of the mortgage securing the Empire Hotel & Retail Whole Loan.
 
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Partial Release of Collateral. If the Retail Unit is created as described in “—Condominium Regime” above, the Retail Unit can be released from the lien of the mortgage encumbering the Empire Hotel & Retail Property at any time subject to the satisfaction of the conditions set forth in the loan documents, including, among other things: (i) no Empire Hotel & Retail Trigger Period has occurred and is continuing, (ii) the borrower has entered into an arm’s length contract to sell the Retail Unit and the sale is consummated concurrently with the partial release, (iii) after giving effect to such release, the debt service coverage ratio (as calculated under the loan documents) for the Hotel Unit is no less than the greater of (a) 1.75x and (b) the debt service coverage ratio for the Empire Hotel & Retail Property immediately prior to the release, (iv) after giving effect to such release, the debt yield (as calculated under the loan documents) for the Hotel Unit is no less than the greater of (a) 11.5% and (b) the debt yield for the Empire Hotel & Retail Property immediately prior to the release, (v) after giving effect to such release, the loan-to-value ratio (as calculated under the loan documents) for the Hotel Unit is no greater than the lesser of (a) 45% or (b) the loan-to-value ratio for the Empire Hotel & Retail Property immediately prior to the release, (vi) the borrower prepays 115% of the allocated loan amount for the Retail Unit (that is, $75,000,000) plus, to the extent the release occurs prior to November 6, 2022, an additional amount equal to the greater of (a) a yield maintenance premium or (b) an amount equal to 1% of the principal amount being prepaid, (vii) if required by the lender, the lender’s receipt of a Rating Agency Confirmation with respect to the partial release, (viii) the lender receives an endorsement to the title insurance policy insuring the lien of the mortgage securing the Empire Hotel & Retail Whole Loan and (ix) the partial release being permitted under applicable REMIC requirements.
 
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Partial Assumption. If the Retail Unit is created as described in “—Condominium Regime” above, the lender may not unreasonably withhold its consent to a one-time transfer of the Retail Unit to a third party transferee, the bifurcation and severance of the Empire Hotel & Retail Whole Loan into two separate loans which are not cross-collateralized or cross-defaulted (one such loan (the “Retail Loan”) being evidenced by note A-1 and note A-3 and secured by the Retail Unit, the other such loan being evidenced by note A-2 and note A-4 and secured by the Hotel Unit) and the assumption of the Retail Loan by such transferee subject to the satisfaction of the conditions set forth in loan documents, including among other things: (i) the Retail Unit is being transferred as part of an arm’s length sales transaction, (ii) no Empire Hotel & Retail Trigger Period has occurred and is continuing, (iii) the lender’s approval of the transferee based on its then current underwriting and credit requirements for similar loans secured by similar properties, (iv) execution and delivery of such amendments to the loan documents as the lender may require in connection therewith, (v) after giving effect to the transaction, the debt service coverage ratio (as calculated under the loan documents and calculated solely with respect to note A-2 and note A-4 and the Hotel Unit) is no less than the greater of (a) 1.75x and (b) the debt service coverage ratio (calculated solely with
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
40

 

EMPIRE HOTEL & RETAIL
 
 
respect to note A-2 and note A-4 and the Hotel Unit) immediately prior to the transaction, (vi) after giving effect to the transaction, the debt yield (as calculated under the loan documents and calculated solely with respect to note A-2 and note A-4 and the Hotel Unit) is no less than the greater of (a) 11.5% and (b) the debt yield (calculated solely with respect to note A-2 and note A-4 and the Hotel Unit) immediately prior to the transaction, (vii) after giving effect to the transaction, the loan-to-value ratio (as calculated under the loan documents and calculated solely with respect to note A-2 and note A-4 and the Hotel Unit) is no greater than the lesser of (a) 45% and (b) the loan-to-value ratio (calculated solely with respect to note A-2 and note A-4 and the Hotel Unit) immediately prior to the transaction, (viii) after giving effect to the transaction, the debt service coverage ratio (as calculated under the loan documents and calculated solely with respect to note A-1 and note A-3 and the Retail Unit) is no less than the greater of (a) 1.50x and (b) the debt service coverage ratio (calculated solely with respect to note A-1 and note A-3 and the Retail Unit) immediately prior to the transaction, (ix) after giving effect to the transaction, the debt yield (as calculated under the loan documents and calculated solely with respect to note A-1 and note A-3 and the Retail Unit) is no less than the greater of (a) 8.5% and (b) the debt yield (calculated solely with respect to note A-1 and note A-3 and the Retail Unit) immediately prior to the transaction, (x) the loan-to-value ratio (as calculated under the loan documents and calculated solely with respect to note A-1 and note A-3 and the Retail Unit) is no greater than the lesser of (a) 55% and (b) the loan-to-value ratio (calculated solely with respect to note A-1 and note A-3 and the Retail Unit) immediately prior to the transaction, (xi) such transaction being permitted under applicable REMIC requirements and (xii) if required by the lender, the lender’s receipt of a Rating Agency Confirmation with respect to such transaction.
 
n
Mezzanine and Subordinate Indebtedness.  Future mezzanine debt is permitted provided that the following terms and conditions, among others under the loan documents, are each satisfied: (i) the borrower has entered into an arm’s length contract to sell the Empire Hotel & Retail Property and have the Empire Hotel & Retail Whole Loan concurrently assumed, (ii) no event of default has occurred or is continuing, (iii) at least sixty (60) days and no more than ninety (90) days prior written notice to the lender, (iv) if the interest rate is a floating rate, if required by the lender, the mezzanine borrower has obtained and will maintain an interest rate cap agreement, (v) the debt yield (as calculated under the loan documents) is equal to or greater than 9.0% (without giving effect to the mezzanine loan), (vi) after giving effect to the mezzanine loan, the debt service coverage ratio (as calculated under the loan documents) is equal to or greater than 1.30x and the debt yield (as calculated under the loan documents) is equal to or greater than 9.0%, (vii) the loan term of the mezzanine loan is co-terminus with or longer than the term of the Empire Hotel & Retail Whole Loan, (viii) after giving effect to the mezzanine loan, the loan to value ratio (as calculated under the loan documents) is equal to or less than 70%, (ix) execution of an intercreditor agreement with the mezzanine lender, in form and substance satisfactory to the lender, and (x) receipt of a Rating Agency Confirmation at the lender’s option.
 
n
Terrorism Insurance. The borrower is required to maintain an “all-risk” insurance policy that provides coverage for terrorism in an amount equal to the full replacement cost of the Empire Hotel & Retail Property, plus twelve (12) months of business interruption coverage with an additional twelve (12) month extended period of indemnity.  The terrorism insurance is required to contain a deductible that is acceptable to the lender and is no larger than $25,000.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
41

 
CHRISTOWN SPECTRUM
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
42

 
 
CHRISTOWN SPECTRUM
 
(GRAPHIC)

The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
43

 
 
CHRISTOWN SPECTRUM
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
JLC
Location (City/State)
Phoenix, Arizona
 
Cut-off Date Principal Balance
 
$66,500,000
Property Type
Retail
 
Cut-off Date Principal Balance per SF
 
$78.18
Size (SF)
850,638
 
Percentage of Initial Pool Balance
 
5.5%
Total Occupancy as of 12/31/2012
96.2%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 12/31/2012
96.2%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1961,1972,1984 / 2001-2007
 
Mortgage Rate
 
4.8000%
Appraised Value
$94,000,000
 
Original Term to Maturity (Months)
 
60
     
Original Amortization Term (Months)
 
360
Underwritten Revenues
$10,890,247
 
Original Interest Only Period (Months)
 
NAP
Underwritten Expenses
$4,458,052
 
Escrows
Underwritten Net Operating Income (NOI)
$6,432,195
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$5,617,502
 
Taxes
$606,831
$103,750
Cut-off Date LTV Ratio
70.7%
 
Insurance
$35,569
$7,578
Maturity Date LTV Ratio
65.0%
 
Replacement Reserves(1)
$0
$16,667
DSCR Based on Underwritten NOI / NCF
1.54x / 1.34x
 
TI/LC
$0
$27,300
Debt Yield Based on Underwritten NOI / NCF
9.7% / 8.4%
 
Other
$0
$0
 
Sources and Uses
Sources
                         $
%
Uses
$   
%    
Mortgage Loan Amount
$66,500,000
    88.7%
    Loan Payoff
$73,359,813       
  97.9%
Mezzanine Loan Amount
7,700,000
10.3
Closing Costs
930,842       
1.2
Other Sources
503,252
  0.7
Reserves
642,400       
0.9
Principals New Cash Contribution
229,803
  0.3
     
           
Total Sources
$74,933,055             
100.0%  
Total Uses
$74,933,055
       100.0%
 

 
(1)
Replacement Reserves are capped at $1,000,000.
 
n
The Mortgage Loan.  The mortgage loan (the “Christown Spectrum Loan”) is evidenced by a note in the original principal amount of $66,500,000 and is secured by a first mortgage encumbering a retail property located in Phoenix, Arizona (the “Christown Spectrum Property”).  The Christown Spectrum Loan was originated by Jefferies LoanCore LLC.  The Christown Spectrum Loan was originated on March 27, 2013 and represents approximately 5.5% of the Initial Pool Balance.  The note evidencing the Christown Spectrum Loan had an outstanding principal balance as of the Cut-off Date of $66,500,000 and has an interest rate of 4.8000% per annum.  The borrowers utilized the proceeds of the Christown Spectrum Loan to refinance existing debt on the Christown Spectrum Property.
 
The Christown Spectrum Loan has an initial term of 60 months and has a remaining term of 60 months.  The Christown Spectrum Loan requires monthly payments of interest and principal based on a 30-year amortization schedule.  The scheduled maturity date is the due date in April 2018.  Voluntary prepayment of the Christown Spectrum Loan is prohibited prior to January 6, 2018.  Defeasance with direct, non-callable obligations that are either the direct obligations of, or are fully guaranteed by the full faith and credit of, the United States of America is permitted at any time on or after the first due date following the second anniversary of the Closing Date.
 
n
The Mortgaged Property.  The Christown Spectrum Property, together with an 188,127 SF Super Target store (not collateral for the Christown Spectrum Loan), the “Christown Spectrum Mall”), is a 1,038,765 SF Power Center / Hybrid Mall located in Phoenix, Arizona.  The Christown Spectrum Mall was constructed in 1961, 1972 and 1984 and was renovated from 2001 through 2007. The Christown Spectrum Property totals approximately 850,638 SF and includes a Wal-Mart (24.2% of GLA, exp. May 2023), COSTCO (14.9% of GLA, exp. November 2022), JC Penney (9.4% of GLA, exp. July 2037), Harkins 14 Theater (6.0% of GLA, exp. January 2023), Ross Dress for Less (2.9% of GLA, exp. January 2017), and PetSmart (2.0% of GLA, exp. November 2018).  Cumulatively, the six largest tenants (constituting collateral for the Christown Spectrum Loan) represent 59.4% of the GLA.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
44

 
 
CHRISTOWN SPECTRUM
 
The following table presents certain information relating to the anchor tenants (of which, certain tenants may have co-tenancy provisions) at the Christown Spectrum Property:
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant GLA
 
% of Total GLA
 
Total Rent
 
Total Rent $ per SF
 
Tenant Lease Expiration
 
Tenant Sales
$ per SF /
Screen(2)
 
Occupancy Cost
 
Renewal /
Extension
Options
Anchors
                                               
Wal-Mart
 
AA / Aa2 / AA
 
251,361
   
29.5
 
$2,030,421
   
$8.08
   
5/5/2023
 
$342
   
2.4
 
6, 5-year options
COSTCO
 
A+ / A1 / A+
 
154,809
   
18.2
   
$976,769
   
$6.31
   
11/30/2020
 
$775
   
0.8
 
4, 5-year options
JC Penney
 
B / B3 / B-
 
98,000
   
11.5
   
$890,793
   
$9.09
   
7/31/2037
 
NA
   
NA
   
5, 5-year options
Harkins 14 Theater
 
NR / NR / NR
 
62,322
   
7.3
   
$1,248,152
   
$20.03
   
1/31/2023
 
$492,168
   
18.1
 
3, 5-year options
Ross Dress for Less
 
NR / NR / BBB+
 
30,000
   
3.5
   
$414,002
   
$13.80
   
1/31/2017
 
$355
   
3.9
 
3, 5-year options
Total Anchors
     
596,492
   
70.1
%                                
                                                 
Jr. Anchors
                                               
PetSmart
 
NR / WR / BB+
 
20,995
   
2.5%
   
$392,924
   
$18.72
   
11/30/2018
 
$287
   
6.5
 
5, 5-year options
BBB Fashion Mart
 
NR / NR / NR
 
11,221
   
1.3
   
$178,530
   
$15.91
   
5/31/2014
 
$138
   
11.5
 
2, 4-year options
Big 5 Sporting Goods
 
NR / NR / NR
 
11,103
   
1.3
   
$160,944
   
$14.50
   
1/31/2018
 
NA
   
NA
   
3, 5-year options
Dollar Tree
 
NR / NR / NR
 
10,740
   
1.3
   
$230,105
   
$21.43
   
11/30/2018
 
$216
   
9.9%
   
2, 5-year options
Total Jr. Anchors
     
54,059
   
6.4
%                                
                                                 
Occupied In-line
     
109,959
   
12.9
 
$2,534,749
   
$23.05
                     
Occupied Outparcel
     
57,282
   
6.7
   
$1,183,724
   
$20.66
                     
Occupied Kiosk
     
484
   
0.1
   
$90,132
   
$186.22
                     
Vacant Spaces
     
32,362
   
3.8
   
0
   
$0.00
                     
Total Owned SF
     
850,638
   
100.0
%                                
Total SF
     
850,638
   
100.0
%                                
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Tenant sales as of 12/31/2012.

The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the Christown Spectrum Property:
 
Ten Largest Owned Tenants Based On Underwritten Base Rent
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant GLA
 
% of
GLA
 
UW Base
Rent
 
% of
Total
UW
Base
Rent
 
UW
Base
Rent
$ per SF
 
Lease Expiration
 
Tenant
Sales $ per
SF /
Screen(2)
 
Occupancy Cost
 
 
 
Renewal / Extension Options
Wal-Mart(3)(4)
 
AA / Aa2 / AA
 
251,361
   
29.5
 
$1,312,104
   
17.4
 
$5.22
   
5/5/2023
 
$342
   
2.4%
 
6, 5-year options
Harkins 14 Theater(5)
 
NR / NR / NR
 
62,322
   
7.3
   
965,991
   
12.8
   
15.50
   
1/31/2023
 
$492,168
   
18.1%
 
3, 5-year options
COSTCO(3)(6)
 
A+ / A1 / A+
 
154,809
   
18.2
   
684,256
   
9.1
   
4.42
   
11/30/2020
 
$775
   
0.8%
 
4, 5-year options
JC Penney(3)
 
B / B3 / B-
 
98,000
   
11.5
   
465,500
   
6.2
   
4.75
   
7/31/2037
 
NA
   
NA
 
5, 5-year options
Ross Dress for Less(7)
 
NR / NR / BBB+
 
30,000
   
3.5
   
315,000
   
4.2
   
10.50
   
1/31/2017
 
$355
   
3.9%
 
3, 5-year options
PetSmart(8)
 
NR / WR / BB+
 
20,995
   
2.5
   
314,925
   
4.2
   
15.00
   
11/30/2018
 
$287
   
6.5%
 
5, 5-year options
Mandarin Buffet
 
NR / NR / NR
 
12,298
   
1.4
   
233,662
   
3.1
   
19.00
   
2/29/2020
 
$107
   
20.7%
 
NA
Walgreens(3)(4)
 
NR / Baa1 / A2
 
15,120
   
1.8
   
179,928
   
2.4
   
11.90
   
5/31/2057
 
NA
   
NA
 
1, 45-year option
Dollar Tree(9)
 
NR / NR / NR
 
10,740
   
1.3
   
177,210
   
2.3
   
16.50
   
11/30/2018
 
$216
   
9.9%
 
2, 5-year options
Foot Locker(10)
 
NR / Ba2 / BB+
 
5,350
   
0.6
   
171,200
   
2.3
   
32.00
   
1/31/2014
 
$262
   
14.3%
 
1, 5-year option
Ten Largest Owned Tenants
 
660,995
   
77.7
 
$4,819,776
   
63.8
 
$7.29
                   
Remaining Owned Tenants
 
157,281
   
18.5
   
2,733,922
   
36.2
   
17.38
                   
Vacant Spaces (Owned Space)
 
32,362
   
3.8
   
0
   
0.0
   
0.00
                   
Total / Wtd. Avg. All Owned Tenants
 
850,638
   
100.0
 
$7,553,698
   
100.0
 
$9.23
                   
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Tenant sales as of 12/31/2012.
 
(3)
Tenant leases its space pursuant to a ground lease and is responsible for any construction, maintenance and other expenses related to the improvements.
 
(4)
Tenant has the right to “go dark” at any time during the term of the lease.
 
(5)
Tenant has the right to “go dark” after the 10th anniversary of the commencement date (July 13, 2017).  If there is less than 50% occupancy at the “shopping center” (as defined in the lease) for 120 consecutive days, the tenant is entitled to a 50% rent reduction and if the condition continues for at least 12 months, the tenant may terminate its lease.
 
(6)
Tenant has the right to “go dark” at any time during the lease.  If the tenant goes dark, then the lessor has the right to terminate the lease.
 
(7)
Tenant has the right to “go dark” at any time during the term of the lease.  If either COSTCO or Wal-Mart vacates the premises or if less than 60% of the leasable floor area excluding tenant’s space is occupied by operating retailers, tenant will be allowed to pay a reduced rent and has the option to terminate after 18 months if co-tenancy criteria are not satisfied.
 
(8)
Tenant has the right to “go dark” at any time during the term of the lease.  If either COSTCO or Wal-Mart vacates the premises, PetSmart is entitled to rent reductions after 180 days and has the right to terminate its lease after 12 months if a replacement tenant is not found.
 
(9)
If Target vacates at any time during the term of the lease, Dollar Tree will be allowed to pay a reduced rent for 12 months and then terminate the lease one year after Target vacates if no replacement tenant occupies the Target space.
 
(10)
If two or more anchor tenants (COSTCO, Wal-Mart, Target, JC Penney) vacate the premises or occupancy of the gross leasable area of non-Anchor Tenants is less than 70%, Foot Locker will be allowed to pay a reduced rent and has option to terminate the lease in 18 months if a replacement tenant is not in-place or the occupancy threshold is not satisfied.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
45

 
 
CHRISTOWN SPECTRUM

The following table presents certain information relating to the lease rollover schedule at the Christown Spectrum Property:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of Owned
GLA
 
Cumulative % of
Owned GLA
 
UW Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
  3,006     0.4 %   0.4 %   $11,994     0.2 %   $3.99     1  
2013
  19,587     2.3     2.7 %   271,175     3.6     13.84     5  
2014
  34,161     4.0     6.7 %   589,347     7.8     17.25     10  
2015
  21,127     2.5     9.2 %   521,850     6.9     24.70     9  
2016
  19,174     2.3     11.4 %   453,119     6.0     23.63     6  
2017
  33,009     3.9     15.3 %   454,862     6.0     13.78     5  
2018
  80,319     9.4     24.7 %   1,100,751     14.6     13.70     8  
2019
  4,067     0.5     25.2 %   159,500     2.1     39.22     1  
2020
  171,127     20.1     45.3 %   952,852     12.6     5.57     3  
2021
  0     0.0     45.3 %   0     0.0     0.00     0  
2022
  1,682     0.2     45.5 %   24,725     0.3     14.70     1  
2023
  313,683     36.9     82.4 %   2,278,095     30.2     7.26     2  
2024 & Thereafter
  117,334     13.8     96.2 %   735,428     9.7     6.27     3  
Vacant
  32,362     3.8     100.0 %   0     0.0     0.00     0  
Total / Wtd. Avg.
  850,638     100.0 %         $7,553,698     100.0 %   $9.23     54  
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant. Certain tenants have lease termination options that may become exercisable prior to the originally stated expiration date of the tenant lease and that are not considered in the lease rollover schedule.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the Christown Spectrum Property:
 
Cash Flow Analysis(1)
 
   
2010
 
2011
 
2012
 
Underwritten(2)
 
Underwritten
$ per SF
Base Rent
  $7,292,163     $7,152,648     $7,369,287     $7,553,698     $8.88  
Overage Rent
  109,357     128,064     49,974     304,527     0.36  
Other Rental Revenue
  0     0     0     0     0.00  
Gross Up Vacancy
  0     0     0     0     0.00  
Total Rent
  $7,401,519     $7,280,712     $7,419,261     $7,858,225     $9.24  
Total Reimbursables
  3,136,508     3,361,387     2,491,307     2,983,716     3.51  
Other Income(3)
  458,624     518,788     616,909     476,734     0.56  
Vacancy & Credit Loss
  (68,338 )   (39,319 )   (7,200 )   (428,428 )   (0.50 )
Effective Gross Income
  $10,928,312     $11,121,567     $10,520,277     $10,890,247     $12.80  
                               
Total Operating Expenses
  $4,875,105     $4,954,492     $3,895,448     $4,458,052     $5.24  
                               
Net Operating Income
  $6,053,207     $6,167,075     $6,624,829     $6,432,195     $7.56  
TI/LC
  0     0     0     644,566     0.76  
Capital Expenditures
  0     0     0     170,128     0.20  
Net Cash Flow
  $6,053,207     $6,167,075     $6,624,829     $5,617,502     $6.60  
 

 
(1)
Certain items such as interest expense, interest income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Underwritten cash flow based on in-place leases as of December 2012.
 
(3)
Other income includes kiosk income, vending income, storage income, advertising/signage income, parking income and other income from the in-line mall space. Kiosk income was included in overage rent in the underwriting.
 
n
Appraisal.  According to the appraisal, the Christown Spectrum Property had an “as-is” appraised value of $94,000,000 as of an effective date of March 28, 2013.
 
n
Environmental Matters.  The Phase I performed on November 28, 2012 recommended the continuation of an existing Operations and Maintenance (O&M) plan.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
46

 
 
CHRISTOWN SPECTRUM
 
n
Market Overview and Competition.  The Christown Spectrum Property is a regional mall in Phoenix, Arizona. The property is situated in northern Phoenix, east of I-17, a major north-south thoroughfare, in one of the most densely populated areas in the Phoenix region with a population of 180,829 people within a three-mile radius.  Within six miles of the Christown Spectrum Property are two other major shopping centers: the Metrocenter and the Origins Biltmore Fashion Park. Metrocenter is located 4.7 miles to the northwest of Christown Spectrum on the west side of I-17 and is anchored by Sears, Dillard’s and Harkins Theater.  The Origins Biltmore Fashion Park is an outdoor, higher-end shopping center located 5.9 miles east of the Christown Spectrum Property.  With a gross leasable area of 535,430 SF, the Origins Biltmore Fashion Park is anchored by Saks Fifth Avenue and Macy’s.
 
The following table presents certain information relating to the primary competition for the Christown Spectrum Property:
 
Competitive Set(1)
   
 
Metrocenter
 
 
Arrowhead Towne Center
 
 
Paradise Valley Mall
Distance from Subject
 
4.7 miles Northwest
 
NAP
 
NAP
Property Type
 
Regional Mall
 
Regional Mall
 
Regional Mall
Year Built / Renovated
 
1973 / 1993, 2006, 2007
 
1993, 2004 / NAP
 
1979, 1998, 2008 / NAP
Total GLA
 
1,122,959
 
1,204,862
 
1,222,802
Total Occupancy
 
78%
 
96%
 
88%
Anchors
 
Dillard’s, Sears and Harkins Theatre
 
Dillard’s, Sears, JC Penney and Macy’s
 
Dillard’s, Sears and JC Penney
 

 
(1)
Source: Appraisal.
 
n
The Borrower.  The borrowers are Coventry II DDR Phoenix Spectrum Fee LLC and Coventry II DDR Phoenix Spectrum SPE LLC, each of which is a single-purpose, single-asset entity.  Legal counsel to the borrowers delivered a non-consolidation opinion in connection with the origination of the Christown Spectrum Loan.  The borrowers of the Christown Spectrum Loan are indirectly owned 79.2% by Coventry Real Estate Fund II, L.L.C. and Coventry Fund II Parallel Fund, L.L.C., 19.8% by DDR, JDN QRS, LLC and JDN Development Company, Inc. and 1% by Phoenix Mall Properties, LLC.  Coventry Real Estate Fund II, L.L.C. and Coventry Fund II Parallel Fund, L.L.C. are the non-recourse carevout guarantors (the “Coventry Guarantors”) under the Christown Spectrum Loan. The Coventry Guarantors are currently involved in certain litigation proceedings with other owners of the Christown Spectrum Property.  For additional information, see “Description of the Mortgage Pool—Litigation Considerations” in the Free Writing Prospectus.
 
n
Escrows. At origination, the borrowers funded an escrow reserve in the amount of $606,831 in respect of taxes and $35,569 in respect of insurance premiums.  On each due date, the borrowers are required to fund (i) a tax and insurance reserve in an amount equal to one-twelfth of the amount the lender estimates will be necessary to pay tax and insurance premiums over the then succeeding twelve month period, (ii) a tenant improvement and leasing commission reserve in the monthly amount of $27,300, and (iii) a capital expenditure reserve in the monthly amount of $16,667, subject to a maximum total escrowed amount of $1,000,000.
 
n
Lockbox and Cash Management.  The Christown Spectrum Loan requires a hard lockbox and cash management, which are already in place.  The borrowers directed the tenants to pay their rents directly to a lender-controlled lockbox account.  All amounts in the lockbox account are swept on a daily basis to a lender-controlled cash management account.  In addition, the Christown Spectrum Loan provides for a cash flow sweep in the event that the debt service coverage ratio, as defined in the loan documents, drops below 1.05x or during an event of default.  During a cash flow sweep, all excess funds in the cash management account, after all required payments and deposits under the cash waterfall have been made (including the payment of debt service and the funding certain of certain reserves) are retained by the lender and held as cash collateral for the Christown Spectrum Loan.  The cash sweep period will terminate once the debt service coverage ratio is at or
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
47

 
 
CHRISTOWN SPECTRUM
 
above 1.05x for two consecutive calendar quarters or, if the trigger was an event of default, the event of default is cured.
 
n
Property Management. The Christown Spectrum Property is managed by Vestar Properties, Inc. pursuant to a management agreement.  Under the loan documents, the Christown Spectrum Property may not be managed by any other party except for a management company approved by the lender and the rating agencies.  The lender may require the borrowers to replace the property manager (i) if the debt service coverage ratio is less than 1.05x, (ii) if an event of default is continuing under the loan documents, (iii) if there is a material default by the property manager under the management agreement or, (iv) upon the gross negligence, malfeasance or willful misconduct of the property manager.
 
n
Mezzanine Indebtedness.  Concurrently with the funding of the Christown Spectrum Loan, Jefferies LoanCore LLC funded a mezzanine loan (the “Christown Mezzanine Loan”) in the amount of $7,700,000 to Phoenix MZ, LLC, as mezzanine borrower, an indirect owner of 79.2% of the equity interests in the borrowers.  The mezzanine loan is secured by a pledge of the mezzanine borrower’s 80% equity interest in Coventry II DDR Phoenix Spectrum LLC, the 99% indirect owner of the equity interests in the borrowers.  The Christown Mezzanine Loan has an interest rate of 15.3% per annum and is co-terminus with the Christown Spectrum Loan.  The Christown Mezzanine Loan is subject to a customary intercreditor agreement with the first mortgage lender.
 
n
Wells Fargo Pledge.  In December 2006, the Coventry Guarantors executed repayment guaranties in connection with a $48,000,000 construction loan (the “Bloomfield Loan”) made by Wells Fargo Bank, N.A. (“Wells”) secured by a mixed-use lifestyle center development project located in Bloomfield Hills, Michigan. The borrowers under the Bloomfield Loan defaulted on the Bloomfield Loan at its maturity date and Wells filed suit to enforce the repayment guaranties. Wells and the Coventry Guarantors entered into a settlement agreement pursuant to which Wells agreed to forbear exercising its remedies until November 2013 in exchange for the Coventry Guarantors’ pledge of their 79.2% equity interest in the Christown Spectrum Property and another property, and a $7,500,000 principal payment, which was funded by the predecessor loan to the JLC Mezzanine Loan.  Wells has entered into an intercreditor agreement with Jefferies LoanCore LLC pursuant to which it has subordinated its pledge to the Christown Spectrum Loan and the Christown Mezzanine Loan.  Pursuant to this intercreditor agreement, Wells agrees that it will (1) release any overlapping collateral in connection with an assignment or transfer by Wells of its position and (2) cause any transferee to agree to be bound by the terms of the intercreditor agreement.  Prior to a foreclosure (or conveyance in lieu thereof) of the Wells position, any party (other than Wells), is required to provide a replacement guaranty on similar terms as the guaranties delivered under the Christown Spectrum Loan and the Christown Mezzanine Loan, as applicable and retain the existing property manager or appoint a new “qualified manager”.
 
n
Terrorism Insurance.  The borrowers are required to obtain and maintain coverage in its property insurance policy (or by a separate policy) against loss or damage by terrorist acts, both foreign and domestic, in an amount equal to 100% of the full replacement cost of the Christown Spectrum Property plus twenty-four months of business interruption coverage; provided that such coverage is available.  In the event that such coverage with respect to terrorist acts is not included as part of the “all risk” property policy, the borrowers are required, nevertheless, to obtain coverage for terrorism (as standalone coverage) in an amount equal to 100% of the full replacement cost of the Christown Spectrum Property plus twenty-four months of business interruption coverage; provided that such coverage is available.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
48

 
 
(THIS PAGE INTENTIONALLY LEFT BLANK)
 
 
49

 
 
ASCENTIA MHC PORTFOLIO
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
50

 
 
ASCENTIA MHC PORTFOLIO
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
51

 
 
ASCENTIA MHC PORTFOLIO
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
28   
 
Loan Seller
 
CGMRC   
Location (City/State)
Various   
 
Cut-off Date Principal Balance
 
$59,329,994   
Property Type
 Manufactured Housing   
 
Cut-off Date Principal Balance per Pad
 
$15,953.21   
Size (Pads)
3,719   
 
Percentage of Initial Pool Balance
 
4.9%   
Total Occupancy as of 11/30/2012
80.0%   
 
Number of Related Mortgage Loans
 
None   
Owned Occupancy as of 11/30/2012
80.0%   
 
Type of Security
 
Fee Simple   
Year Built / Latest Renovation
Various / NAP   
 
Mortgage Rate
 
4.5500%   
Appraised Value
$91,045,000   
 
Original Term to Maturity (Months)
 
120   
     
Original Amortization Term (Months)
 
360   
     
Original Interest Only Period (Months)
 
NAP   
Underwritten Revenues
$13,774,641   
   
Underwritten Expenses
$6,712,537   
 
Escrows
Underwritten Net Operating Income (NOI)
$7,062,104   
   
Upfront
 
Monthly
Underwritten Net Cash Flow (NCF)
$6,870,148   
 
Taxes
$0
 
$47,477
Cut-off Date LTV Ratio
65.2%   
 
Insurance
$59,203
 
$14,801
Maturity Date LTV Ratio
52.8%   
 
Replacement Reserves
$0
 
$15,996
DSCR Based on Underwritten NOI / NCF
1.94x / 1.89x   
 
TI/LC
$0
 
$0
Debt Yield Based on Underwritten NOI / NCF
11.9% / 11.6%   
 
Other(1)
$550,425
 
$0
 
Sources and Uses
Sources
$
%
Uses
$
%
Loan Amount
$59,400,000
99.1%
Loan Payoff
$44,704,019
74.6%
Other Sources
       520,000
0.9   
Principal Equity Distribution
12,401,990
20.7   
     
Closing Costs
2,204,363
3.7   
     
Reserves
609,628
1.0   
           
Total Sources
$59,920,000
100.0%  
Total Uses
$59,920,000
100.0% 
 

 
(1)
Other upfront reserves include: (i) $446,125 for deferred maintenance; (ii) $50,000 for the removal or renovation of damaged abandoned coaches at certain Ascentia MHC Portfolio Properties; (iii) $35,500 for the removal of municipal code violations at the Kingswood Property and West Park Plaza Property; and (iv) $18,800 for mitigation of high levels of radon at the Cedar Village Property and Dream Island Property.  See “—Escrows” below.
 
n
The Mortgage Loan.  The mortgage loan (the “Ascentia MHC Portfolio Loan”) is evidenced by a note in the original principal amount of $59,400,000 and is secured by first mortgages or deeds of trust encumbering 28 manufactured housing communities located in 6 different states (the “Ascentia MHC Portfolio Properties”). The Ascentia MHC Portfolio Loan was originated on March 6, 2013 and represents approximately 4.9% of the Initial Pool Balance.  The Ascentia MHC Portfolio Loan has an outstanding principal balance as of the Cut-off Date of $59,329,994 and has an interest rate of 4.5500% per annum.  The proceeds of the Ascentia MHC Portfolio Loan were used to refinance existing debt on the Ascentia MHC Portfolio Properties.
 
The Ascentia MHC Portfolio Loan had an initial term of 120 months and has a remaining term of 119 months.  The Ascentia MHC Portfolio Loan requires payments of interest and principal based on a 30-year amortization schedule.  The scheduled maturity date is the due date in March 2023.  The borrowers have the right to voluntarily prepay the Ascentia MHC Portfolio Loan either in whole or, solely in connection with the release of one or more of the Countryside Estates Property or the Woodlawn Property (See “—Release of Collateral” below), in part, on any day after the second anniversary of the Closing Date and prior to January 6, 2023.  Each such prepayment is required to be accompanied by the payment of the greater of (i) a yield maintenance premium and (ii) 1% of the unpaid principal balance.  On and after January 6, 2023, the borrowers may prepay the Ascentia MHC Portfolio Loan either in whole or, solely in connection with the release of one or more of the Countryside Estates Property or the Woodlawn Property, in part, without penalty.  In addition, the Ascentia MHC Portfolio Loan may be defeased, either in full or, solely in connection with the release of one or more of the Countryside Estates Property or the Woodlawn Property in part, with direct, non-callable obligations that are either the direct obligations of, or are fully guaranteed by the full faith and credit of, the United States of America or other obligations which are “government securities” permitted under the loan documents, at any time after the second anniversary of the Closing Date.
 
n
The Mortgaged Properties.  The Ascentia MHC Portfolio Properties consist of 28 manufactured housing communities across 6 states totaling 3,719 pads.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
52

 
 
ASCENTIA MHC PORTFOLIO
 
The following table presents certain information relating to Ascentia MHC Portfolio Properties:
 
 
Property Name
 
 
City
 
 
State
 
Year Built
   
# of
Pads
 
Occupancy
 
Allocated
Cut-off Date
Loan
Amount
 
% Allocated
Cut-off Date
Loan
Amount
 
UW NCF
 
UW NCF $
per Pad
 
Appraised
Value
River Valley
 
Longmont
 
CO
 
1968
    210     97.1 %   $7,045,687     11.9 %   $859,287     $4,092     $9,500,000   
Skyline Village
 
Rock Springs
 
WY
 
1972
    305     96.4     6,381,470     10.8     755,181     2,476     9,200,000  
West Winds
 
Cheyenne
 
WY
 
1973
    295     85.8     5,761,202     9.7     651,120     2,207     8,300,000  
Gaslight
 
Lincoln
 
NE
  1972, 2005, 2006     434     63.8     4,172,077     7.0     441,873     1,018     6,250,000  
Aloha Vegas
 
North Las Vegas
 
NV
  1965     213     75.1     4,108,153     6.9     424,429     1,993     6,700,000  
Dream Island
 
Steamboat Springs
 
CO
  1954, 1959, 1961     81     98.8     3,189,237     5.4     417,618     5,156     4,300,000  
Western Hills
 
Rock Springs
 
WY
  1970     169     90.5     2,931,541     4.9     346,576     2,051     4,350,000  
Kingswood
 
Grand Island
 
NE
  1972     213     84.5     2,780,719     4.7     313,164     1,470     3,750,000  
Woodlawn
 
Lincoln
 
NE
  1975     257     57.2     2,566,971     4.3     258,551     1,006     3,950,000  
Lake Fork
 
Leadville
 
CO
  1960, 1973     151     90.7     2,375,197     4.0     293,333     1,943     4,175,000  
Buckingham
 
Universal City
 
TX
  1970     130     93.1     2,024,611     3.4     203,889     1,568     3,500,000  
Valle Grande
 
Albuquerque
 
NM
  1970     71     94.4     1,816,856     3.1     182,166     2,566     2,480,000  
Woodview
 
Austin
 
TX
  1969     71     90.1     1,748,936     2.9     179,276     2,525     3,100,000  
Countryside Estates
 
Lincoln
 
NE
  1971     163     65.0     1,513,214     2.6     182,595     1,120     2,250,000  
West Park Plaza
 
Grand Island
 
NE
  1968     230     59.6     1,358,397     2.3     158,250     688     2,150,000  
Sheltered Valley
 
Green River
 
WY
  1975     55     94.5     1,174,614     2.0     155,887     2,834     1,825,000  
Cedar Village
 
Aurora
 
CO
  1954     43     97.7     1,148,645     1.9     139,143     3,236     1,550,000  
W Bar K
 
Rock Springs
 
WY
  1974     55     92.7     1,126,671     1.9     140,847     2,561     1,750,000  
Country Oaks
 
San Antonio
 
TX
  1985     130     85.4     1,087,717     1.8     113,725     875     3,000,000  
Trails End
 
Rawlins
 
WY
  1975     62     93.5     1,043,768     1.8     136,252     2,198     1,550,000  
Rancho Bridger
 
Rock Springs
 
WY
  1975     75     96.0     1,008,810     1.7     137,557     1,834     1,900,000  
Mountain Springs
 
Rock Springs
 
WY
  1980     40     95.0     642,242     1.1     83,980     2,100     1,025,000  
Windgate
 
New Braunfels
 
TX
  1986     55     96.4     615,274     1.0     63,581     1,156     1,470,000  
Lawson
 
Lawson
 
CO
  1960     30     90.0     596,296     1.0     73,205     2,440     975,000  
Golden Eagle
 
Rawlins
 
WY
  1980     51     72.5     557,342     0.9     72,990     1,431     925,000  
Sugar Creek
 
Rawlins
 
WY
  1977     33     60.6     275,675     0.5     39,943     1,210     440,000  
Hillside
 
Rawlins
 
WY
  1960, 1968, 1973     26     57.7     144,829     0.2     19,141     736     320,000  
Medicine Waters
 
Saratoga
 
WY
  1985     71     28.2     133,842     0.2     26,589     374     360,000  
Total / Wtd. Avg.
                3,719     80.0 %   $59,329,994     100.0 %   $6,870,148     $1,847     $91,045,000  
 
The following table presents certain information relating to historical leasing at the Ascentia MHC Portfolio Properties:
 
Historical Leased %(1)
 
   
2009
 
2010
 
2011
 
TTM 11/30/2012
Occupancy
 
78.3%
 
79.4%
 
81.2%
 
80.0%
 

 
(1)
As provided by borrowers which reflects average occupancy for each year.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
53

 
 
ASCENTIA MHC PORTFOLIO
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the Ascentia MHC Portfolio Properties:
 
Cash Flow Analysis(1)
   
 
 2010
 
 
2011
 
 
 TTM 11/30/2012
 
 
Underwritten
 
 
Underwritten
$ per Pad
Base Rent
  $12,346,895     $12,515,957     $12,260,492     $11,717,061     $3,151  
Gross Up Vacancy
  0     0     0     2,726,580     733  
Utility Reimbursements
  989,417     980,671     1,522,667     1,506,762     405  
Gross Potential Income
  $13,336,312     $13,496,628     $13,783,159     $15,950,403     $4,289  
Vacancy, Credit Loss & Concessions
  (1,015,035 )   (568,258 )   (390,088 )   (2,864,905 )   (770 )
Effective Gross Income
  $12,321,277     $12,928,370     $13,393,071     $13,085,498     $3,519  
Other Income(2)
  360,193     416,182     689,143     689,143     185  
Total Revenue
  $12,681,470     $13,344,552     $14,082,214     $13,774,641     $3,704  
                               
Utilities Expense
  $1,904,247     $2,130,829     $2,120,896     $2,120,896     $570  
Payroll Expense
  1,592,431     1,883,296     2,160,463     1,896,122     510  
Repairs & Maintenance
  669,104     788,122     876,908     876,908     236  
General & Administrative
  985,129     914,891     491,972     555,500     149  
Management Fees
  1,191,348     1,143,050     1,161,189     550,986     148  
Tax Expense
  401,856     559,180     445,067     533,557     143  
Insurance
  144,281     152,595     176,109     178,568     48  
Total Expenses
  $6,888,396     $7,571,963     $7,432,604     $6,712,537     $1,805  
                               
Net Operating Income
  $5,793,074     $5,772,589     $6,649,610     $7,062,104     $1,899  
Cap Ex
  0     0     0     191,956     52  
Net Cash Flow
  $5,793,074     $5,772,589     $6,649,610     $6,870,148     $1,847  
                               
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Other income includes commercial income, late fees, pet fees, vending and other miscellaneous income. The item also includes income from 25 RV units totaling $45,490.
 
n
Appraisal.  According to the appraisals, the Ascentia MHC Portfolio Properties had a total aggregate “as-is” appraised value of $91,045,000 as of an effective date ranging from December 17, 2012 to January 6, 2013.
 
n
Environmental Matters.  According to the Phase I environmental reports, dated from January 7, 2013 to January 9, 2013, there were no recommendations for further action other than, with respect to certain of the Ascentia MHC Portfolio Properties, radon remediation and Operations and Maintenance (O&M) Plans for asbestos and/or lead-based paint.
 
n
The Borrowers.  Each of the 26 borrowers under the Ascentia MHC Portfolio Loan are single-purpose Delaware limited liability companies, with 24 of such borrowers also being single-asset entities.  Legal counsel to the borrowers delivered a non-consolidation opinion in connection with the origination of the Ascentia MHC Portfolio Loan.  The borrowers of the Ascentia MHC Portfolio Loan are indirectly owned by Ascentia Real Estate Holding Company, LLC.  The guarantors of the non-recourse carveouts under the Ascentia MHC Portfolio Loan are Ascentia Real Estate Holding Company, LLC, John J. Eberle and Boris B. Vukovich.
 
n
Escrows.  On the origination date, the borrowers funded aggregate reserves of $609,628 with respect to the Ascentia MHC Portfolio Properties, comprised of: (i) $59,203 for insurance premiums, (ii) $446,125 for deferred maintenance, (iii) $50,000 for the removal or renovation of damaged abandoned coaches at certain Ascentia MHC Portfolio Properties, (iv) $35,500 for the removal of municipal code violations at the Kingswood Property and West Park Plaza Property, and (v) $18,800 for mitigation of high levels of radon at the Cedar Village Property and Dream Island Property.
 
In addition, on each monthly payment date, the borrowers are required to fund the following reserves with respect to the Ascentia MHC Portfolio Properties: (i) a tax reserve in an amount equal to one twelfth of the amount that the lender estimates will be necessary to pay taxes over the then succeeding twelve month period, currently
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
54

 
 
ASCENTIA MHC PORTFOLIO
 
required to be $47,477, (ii) an insurance reserve in an amount equal to one twelfth of the amount that the lender estimates will be necessary to pay insurance premiums over the then succeeding twelve month period, currently required to be $14,801 and (iii) a replacement reserve in the amount of $15,996.
 
Further, on each monthly payment date during the continuance of an Ascentia MHC Portfolio Trigger Period, the borrowers are required to deposit (or cause to be deposited) into an account under the sole dominion and control of the lender (or the servicer) (the “Ascentia MHC Portfolio Cash Management Account”) an amount equal to (x) the aggregate amount of approved operating expenses and approved extraordinary expenses for the subject month set forth in the approved budget for each property (for further deposit into the operating expense reserve account) and (y) all excess cash flow generated by the Ascentia MHC Portfolio Properties (such subaccount, the “Ascentia MHC Portfolio Excess Cash Flow Reserve”).
 
A “Ascentia MHC Portfolio Trigger Period” means a period (A) commencing upon the earliest to occur of (i) the occurrence and continuance of an event of default, (ii) the debt yield being less than 9.0% and (iii) the debt service coverage ratio being less than 1.20x and (B) expiring upon (x) with regard to any Ascentia MHC Portfolio Trigger Period commenced in connection with clause (i) above, the cure (if applicable) of such event of default, (y) with regard to any Ascentia MHC Portfolio Trigger Period commenced in connection with clause (ii) above, the date on which the debt yield is equal to or greater than 9.5% for two (2) consecutive calendar quarters, and (z) with regard to any Ascentia MHC Portfolio Trigger Period commenced in connection with clause (iii) above, the date on which the debt service coverage ratio is equal to or greater than 1.25x for two (2) consecutive calendar quarters.
 
n
Lockbox and Cash Management.  The Ascentia MHC Portfolio Loan is structured with a soft lockbox with springing cash management which was established upon closing of the Ascentia MHC Portfolio Loan.  The loan documents require all revenues generated by the Ascentia MHC Portfolio Properties to be deposited into a restricted account under the sole dominion control of the lender (the “Ascentia MHC Portfolio Restricted Account”) upon receipt by any borrower or manager, and in no event later than two business days thereafter.  Until such time as an Ascentia MHC Portfolio Trigger Period has occurred, all funds in the Ascentia MHC Portfolio Restricted Account will be transferred each business day to or at the direction of borrowers.  Upon the occurrence of the first Ascentia MHC Portfolio Trigger Period, the lender on the borrowers’ behalf will establish the Ascentia MHC Portfolio Cash Management Account and an account with the lender or servicer into which borrowers will deposit (or cause to be deposited) the amounts required for the payment of debt service under the Ascentia MHC Portfolio Loan (the “Ascentia MHC Portfolio Debt Service Account”).  Thereafter, provided no Ascentia MHC Portfolio Trigger Period is then effect, on each monthly payment date, all funds on deposit in Ascentia MHC Portfolio Cash Management Account in excess of the amount required to fund the Ascentia MHC Portfolio Debt Service Account and all other required reserves on the next due date will be remitted to the borrowers.  During the continuance of an Ascentia MHC Portfolio Trigger Period, all amounts in the Ascentia MHC Portfolio Restricted Account are swept on each business day to the Ascentia MHC Portfolio Cash Management Account.  Upon the occurrence and during the continuance of an event of default under the Ascentia MHC Portfolio Loan, the lender may apply any funds in the Ascentia MHC Portfolio Cash Management Account to amounts payable under the Ascentia MHC Portfolio Loan and/or toward the payment of expenses of the Ascentia MHC Portfolio Property, in such order of priority as the lender may determine. Without limiting the foregoing, during an Ascentia MHC Portfolio Trigger Period, any remaining excess cash flow generated by the Ascentia MHC Portfolio Property will be deposited in the Ascentia MHC Portfolio Excess Cash Flow Reserve.
 
 
n
Property Management.  The Ascentia MHC Portfolio Properties are currently managed by Ascentia Real Estate Investment Company, an affiliate of the borrowers, pursuant to 28 property-specific management agreements.  Under the loan documents, the Ascentia MHC Portfolio Properties may not be managed by any other party, other than a management company approved by the lender and with respect to which Rating Agency Confirmation has been received. The lender may require the borrowers to replace the property manager if there is a material default by the property manager under the management agreement after the expiration of any applicable cure period.  Upon the occurrence of an event of default, a default by the property manager under the management
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
55

 
 
ASCENTIA MHC PORTFOLIO
 
agreement beyond any applicable cure period or the filing of a bankruptcy petition or a similar event with respect to the property manager, the lender may require the borrowers to replace the property manager with a new property manager selected by the lender and with respect to which Rating Agency Confirmation has been received.
 
n
Release of Collateral.  Provided no event of default is then continuing under the Ascentia MHC Portfolio Loan, at any time after the date following the second anniversary of the Closing Date, the borrowers may obtain the release of one or more of the Countryside Estates Property or the Woodlawn Property from the liens of the loan documents, subject to the satisfaction of certain conditions set forth in the loan documents, including among others: (i) (a) prepayment in an amount equal to 120% of the allocated loan amount for each Ascentia MHC Portfolio Property being released plus a payment in an amount equal to the greater of (x) a yield maintenance premium and (y) 1% of the unpaid principal balance of the portion of the Ascentia MHC Portfolio Loan being prepaid or (b) delivery of defeasance collateral in an amount equal to 120% of the allocated loan amount for each Ascentia MHC Portfolio Property being released, (ii) after giving effect to the release, the debt service coverage ratio for the remaining Ascentia MHC Portfolio Properties for the twelve-month period preceding the end of the most recent fiscal quarter is no less than the greater of (a) 1.90x and (b) the debt service coverage ratio immediately prior to the release (without giving effect to the proposed release of one or more of the Ascentia MHC Portfolio Properties), (iii) after giving effect to the release, the loan-to-value ratio for the remaining Ascentia MHC Portfolio Properties is no greater than the lesser of (a) 65.2% and (b) the loan-to-value ratio immediately prior to the release (without giving effect to the proposed release of one or more of the Ascentia MHC Portfolio Properties), (iv) after giving effect to the release, the debt yield for the remaining Ascentia MHC Portfolio Properties for the twelve-month period preceding the end of the most recent fiscal quarter is no less than the greater of (a) 11.57% and (b) the debt yield immediately prior to the release (without giving effect to the proposed release of one or more of the Ascentia MHC Portfolio Properties), (v) delivery of Rating Agency Confirmation, and (vi) delivery of REMIC and new non-consolidation opinions.
 
n
Mezzanine or Subordinate Indebtedness.  Not permitted.
 
n
Terrorism Insurance.  The borrowers are required to maintain an “all-risk” insurance policy that provides coverage for terrorism in an amount equal to the full replacement cost of the Ascentia MHC Portfolio Properties, plus twelve (12) months of business interruption coverage in an amount equal to 100% of the projected gross income from the Ascentia MHC Portfolio Properties (on an actual loss sustained basis) for a period continuing until the restoration of the Ascentia MHC Portfolio Properties are completed. The terrorism insurance is required to contain a deductible that is acceptable to the lender and is no larger than $10,000. See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
56

 
 
(THIS PAGE INTENTIONALLY LEFT BLANK)
 
 
57

 
 
BLUE DIAMOND CROSSING
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
58

 
 
BLUE DIAMOND CROSSING
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
59

 
 
BLUE DIAMOND CROSSING
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
AMF I
Location (City/State)
Las Vegas, Nevada
 
Cut-off Date Principal Balance
 
$59,000,000
Property Type
Retail
 
Cut-off Date Principal Balance per SF
 
$116.82
Size (SF)
505,072
 
Percentage of Initial Pool Balance
 
4.9%
Total Occupancy as of 3/1/2013
96.7%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 3/1/2013
96.7%
 
Type of Security
 
Leasehold
Year Built / Latest Renovation
2006-2010 / NAP
 
Mortgage Rate
 
4.9650%
Appraised Value
$85,570,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
300
     
Original Interest Only Period (Months)
 
NAP
Underwritten Revenues
$7,046,592
       
Underwritten Expenses
$1,328,031
 
Escrows
Underwritten Net Operating Income (NOI)
$5,718,561
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$5,429,003
 
Taxes
$109,593
$27,398
Cut-off Date LTV Ratio
68.9%
 
Insurance
$21,239
$3,645
Maturity Date LTV Ratio
51.5%
 
Replacement Reserves(1)
$0
$3,269
DSCR Based on Underwritten NOI / NCF
1.39x / 1.32x
 
TI/LC(2)
$274,350
$20,861
Debt Yield Based on Underwritten NOI / NCF
9.7% / 9.2%
 
Other(3)
$128,181
$0
           
 
Sources and Uses
     
Sources
$
%
Uses
$
%
Loan Amount
$59,000,000
  98.4%
Loan Payoff
$59,158,384
  98.6%
Principal’s New Cash Contribution
        989,194 
1.6
Reserves
       533,363
 0.9
     
Closing Costs
        297,447
 0.5
           
Total Sources
$59,989,194
100.0%
Total Uses
$59,989,194
100.0%
 

 
(1)
Replacement reserves are capped at $125,000.
 
(2)
TI/LC reserves are capped at $800,000.
 
(3)
Other upfront reserve represents a ground rent reserve.
 
n
The Mortgage Loan.  The mortgage loan (the “Blue Diamond Crossing Loan”) is evidenced by a note in the original principal amount of $59,000,000 and is secured by a first mortgage encumbering a leasehold interest on an anchored retail power center located in Las Vegas, Nevada known as Blue Diamond Crossing (the “Blue Diamond Crossing Property”).  The Blue Diamond Crossing Loan was originated by Archetype Mortgage Capital LLC and was subsequently purchased by Archetype Mortgage Funding I LLC.  The Blue Diamond Crossing Loan was originated on March 21, 2013 and represents approximately 4.9% of the Initial Pool Balance.  The note evidencing Blue Diamond Crossing Loan has an outstanding principal balance as of the Cut-off Date of $59,000,000 and has an interest rate of 4.9650% per annum.  The proceeds of the Blue Diamond Crossing Loan were used to refinance existing debt secured by a lien on the Blue Diamond Crossing Property.
 
The Blue Diamond Crossing Loan had an initial term of 120 months and has a remaining term of 120 months.  The Blue Diamond Crossing Loan requires payments of principal and interest based on a 25-year amortization schedule.  The scheduled maturity date is the due date in April 2023.  Voluntary prepayment of the Blue Diamond Crossing Loan is prohibited prior to January 1, 2023. Defeasance with direct non-callable obligations of the United States is permitted at any time on or after the first due date following the second anniversary of the Closing Date.
 
n
The Mortgaged Property.  The Blue Diamond Crossing Property is an approximately 505,072 SF anchored retail power center located in Las Vegas, Nevada that was constructed between 2006 and 2010.  The Blue Diamond Crossing Property is located in the Las Vegas-Paradise metropolitan statistical area at the northwest corner of Blue Diamond Road and South Valley View Boulevard and has good access and visibility from both thoroughfares. The Blue Diamond Crossing Property’s space that constitutes collateral for the Blue Diamond Crossing Loan totals approximately 505,072 SF and includes tenants such as Target, Kohl’s and Ross Dress for Less.  The remainder of the property is predominately occupied by other retailers including Big Lots, Office Depot, Cost Plus, Petco and Dollar Tree (which are all part of the collateral).  As of March 1, 2013, the Total and Owned Occupancy was 96.7%.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
60

 
 
BLUE DIAMOND CROSSING
 
The following table presents certain information relating to the anchor tenants (of which, certain tenants may have co-tenancy provisions) at the Blue Diamond Crossing Property:
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant
GLA
 
% of
Total
GLA
 
Mortgage Loan Collateral Interest
 
Total
Rent
 
Total Rent $ per SF
 
Owned Anchor Tenant
Lease Expiration
 
Tenant
Sales $ per
SF (2)
 
Occupancy Cost
 
Renewal /
Extension
Options
Anchors
                                       
Target (GL)(3)(4)(5)
 
A- / A2 / A+
 
126,842
 
    25.1%
 
Yes
 
   $69,621
 
  $0.55
 
7/19/2055
 
NA
 
NA
 
NA
Kohl’s (GL)(3)(5)
 
BBB+ / Baa1 / BBB+
 
  96,000
 
19.0
 
Yes
 
$320,462
 
  $3.34
 
10/5/2026
 
NA
 
NA
 
6, 5-year options
Ross Dress for Less(5)
 
NR / NR / NR
 
  30,187
 
  6.0
 
Yes
 
$504,527
 
 $16.71
 
1/31/2017
 
NA
 
NA
 
4, 5-year options
Total Anchors
     
253,029
 
   50.1%
                           
                                         
Jr. Anchors
                                       
Big Lots(5)
 
NR / NR / BBB-
 
  28,000
 
     5.5%
 
Yes
 
$319,576
 
$11.41
 
1/30/2016
 
NA
 
NA
 
3, 5-year options
Office Depot(5)
 
NR / B2 / B-
 
  20,570
 
  4.1
 
Yes
 
$294,928
 
$14.34
 
1/31/2017
 
NA
 
NA
 
3, 5-year options
Cost Plus
 
NR / NR / NR
 
  18,300
 
  3.6
 
Yes
 
$357,157
 
$19.52
 
1/31/2017
 
$162
 
12.0%
 
3, 5-year options
Petco
 
NR / Caa1 / B
 
  16,100
 
  3.2
 
Yes
 
$389,570
 
$24.20
 
1/31/2017
 
NA
 
NA
 
2, 5-year options
Dollar Tree
 
NR / NR / NR
 
  12,019
 
  2.4
 
Yes
 
$256,817
 
$21.37
 
1/31/2018
 
NA
 
NA
 
3, 5 year options
Total Jr. Anchors
     
  94,989
 
   18.8%
                       
                                         
Occupied In-line
     
  74,877
 
   14.8%
     
$2,044,225   
 
$27.30
               
Occupied Outparcel/Other
     
  65,662
 
13.0
     
$2,507,449  
 
$38.19
               
Vacant Spaces
     
  16,515
 
  3.3
     
            $0
 
  $0.00
               
Total Owned SF
     
505,072
 
 100.0%
                           
Total SF
     
505,072
 
100.0%
                           
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Tenant Sales are as of 12/31/2012.
 
(3)
Ground sublease.
 
(4)
Target has prepaid its 50 year ground sublease through the term.
 
(5)
Tenant has the right to “go dark” at any time during the term of the lease.
 
The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the Blue Diamond Crossing Property:
 
Ten Largest Owned Tenants Based On Underwritten Base Rent
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant
GLA(2)
 
% of
GLA
 
UW Base
Rent
 
% of
Total
UW
Base
Rent
 
UW
Base
Rent
$ per
SF
 
Lease Expiration
 
Tenant
Sales $ per
SF (3)
 
Occupancy
Cost
 
Renewal /
Extension
Options
Ross Dress for Less(4)
 
NR / NR / NR
 
30,187
 
    6.0%
 
$448,242  
 
    7.4%
 
$14.85  
 
1/31/2017
 
NA
 
NA
 
4, 5-year options
Famous Dave’s
 
NR / NR / NR
 
  7,540
 
 1.5
 
392,000
 
 6.5
 
51.99
 
5/31/2028
 
NA
 
NA
 
4, 5-year options
Petco
 
NR / Caa1 / B
 
16,100
 
 3.2
 
349,853
 
 5.8
 
21.73
 
1/31/2017
 
NA
 
NA
 
2, 5-year options
Cost Plus
 
NR / NR / NR
 
18,300
 
 3.6
 
320,250
 
 5.3
 
17.50
 
1/31/2017
 
$162
 
12.0%
 
3, 5-year options
Big Lots(4)
 
NR / NR / BBB-
 
28,000
 
 5.5
 
283,570
 
 4.7
 
10.13
 
1/30/2016
 
NA
 
NA
 
3, 5-year options
Office Depot(4)
 
NR / B2 / B-
 
20,570
 
 4.1
 
259,182
 
 4.3
 
12.60
 
1/31/2017
 
NA
 
NA
 
3, 5-year options
Dollar Tree
 
NR / NR / NR
 
12,019
 
 2.4
 
224,755
 
 3.7
 
18.70
 
1/31/2018
 
NA
 
NA
 
 3, 5-year options
Kohl’s (GL)(4)
 
BBB+ / Baa1 / BBB+
 
96,000
 
19.0 
 
220,000
 
 3.6
 
  2.29
 
10/5/2026
 
NA
 
NA
 
6, 5-year options
AT&T Wireless
 
NR / NR / NR
 
  4,193
 
 0.8
 
201,264
 
 3.3
 
48.00
 
6/30/2013
 
NA
 
NA
 
2, 5-year options
Pacific Dental
 
NR / NR / NR
 
  4,076
 
 0.8
 
196,137
 
 3.2
 
48.12
 
2/28/2018
 
NA
 
NA
 
2, 5-year options
Ten Largest Owned Tenants
 
236,985  
 
  46.9%
 
$2,895,253     
 
  47.9%
 
$12.22  
               
Remaining Owned Tenants
 
251,572  
 
49.8 
 
3,143,988   
 
52.1 
 
12.50
               
Vacant Spaces (Owned Space)
 
16,515
 
 3.3
 
0     
 
 0.0
 
  0.00
               
Total / Wtd. Avg. All Owned Tenants
 
505,072  
 
100.0%
 
$6,039,241    
 
100.0%
 
$12.36  
               
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Borrower owned space.  Does not include non-owned tenants.
 
(3)
Tenant Sales are as of 12/31/2012.
 
(4)
Tenant has the right to “go dark” at any time during the term of the lease.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
61

 
 
BLUE DIAMOND CROSSING

The following table presents certain information relating to the lease rollover schedule at the Blue Diamond Crossing Property:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of Owned
GLA
 
Cumulative %
of Owned GLA
 
UW Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
    2,943       0.6 %     0.6 %     $82,752       1.4 %     $28.12       2  
2013
    9,951       2.0       2.6 %     369,514       6.1       37.13       6  
2014
    16,910       3.3       5.9 %     405,332       6.7       23.97       6  
2015
    24,040       4.8       10.7 %     458,820       7.6       19.09       7  
2016
    35,406       7.0       17.7 %     475,088       7.9       13.42       4  
2017
    90,477       17.9       35.6 %     1,516,102       25.1       16.76       8  
2018
    25,695       5.1       40.7 %     699,740       11.6       27.23       6  
2019
    13,047       2.6       43.3 %     363,695       6.0       27.88       4  
2020
    0       0.0       43.3 %     0       0.0       0.00       0  
2021
    0       0.0       43.3 %     0       0.0       0.00       0  
2022
    4,433       0.9       44.1 %     89,369       1.5       20.16       1  
2023
    3,100       0.6       44.7 %     91,140       1.5       29.40       2  
2024 & Thereafter
    262,555       52.0       96.7 %     1,487,689       24.6       5.67       10  
Vacant
    16,515       3.3       100.0 %     0       0.0       0.00       9  
Total / Wtd. Avg.
    505,072       100.0 %             $6,039,241       100.0 %     $11.96       65  
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
The following table presents certain information relating to historical leasing at the Blue Diamond Crossing Property:
 
Historical Leased %(1)
   
 
2009
 
 
2010
 
 
2011
 
 
As of 3/1/2013
Owned Space
 
83.6%
 
93.7%
 
93.7%
 
96.7%
 

 
(1)
As provided by the borrower and represents occupancy as of December 31, for the indicated year or stated date.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the Blue Diamond Crossing Property:
 
Cash Flow Analysis(1)
 
   
2009
 
2010
 
2011
 
2012
 
Underwritten(2)
 
Underwritten
$ per SF
Base Rent
  $5,343,372     $4,999,816     $5,487,698     $5,688,480     $6,039,241     $11.96  
Overage Rent
  0     0     0     0     0     0.00  
Other Rental Revenue
  0     0     0     0     0     0.00  
Gross Up Vacancy
  0     0     0     0     429,300     0.85  
Total Rent
  $5,343,372     $4,999,816     $5,487,698     $5,688,480     $6,468,541     $12.81  
Total Reimbursables
  944,762     728,130     1,063,893     822,471     1,025,090     2.03  
Other Income(3)
  13,207     15,080     13,791     12,380     12,380     0.02  
Vacancy & Credit Loss
  0     0     0     (15,350 )   (459,419 )   (0.91 )
Effective Gross Income
  $6,301,341     $5,743,026     $6,565,382     $6,507,981     $7,046,592     $13.95  
                                     
Total Operating Expenses
  $1,358,157     $1,454,382     $1,372,587     $1,252,468     $1,328,031     $2.63  
                                     
Net Operating Income
  $4,943,184     $4,288,644     $5,192,795     $5,255,513     $5,718,561     $11.32  
TI/LC
  0     0     0     0     250,329     0.50  
Capital Expenditures
  0     0     0     0     39,229     0.08  
Net Cash Flow
  $4,943,184     $4,288,644     $5,192,795     $5,255,513     $5,429,003     $10.75  
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Underwritten cash flow based on the 3/1/2013 rent roll.
 
(3)
Other income includes signage income.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
62

 
 
BLUE DIAMOND CROSSING
 
n
Appraisal.  According to the appraisal, the Blue Diamond Crossing Property had an “as-is” appraised value of $85,570,000 as of an effective date of February 27, 2013 assuming a four percent vacancy and collection loss.
 
n
Environmental Matters.  According to a Phase I report, dated March 5, 2013, there are no recommendations for further action at the Blue Diamond Crossing Property.
 
n
Market Overview and Competition. The Blue Diamond Crossing Property is a retail power center located in Las Vegas, Nevada.  The Blue Diamond Crossing Property is located in the Las Vegas-Paradise metropolitan statistical area at the northwest corner of Blue Diamond Road and South Valley View Boulevard and has good access and visibility from both thoroughfares.  The traffic count at this intersection is approximately 41,000 cars per day. As of 2012, the population within a five mile radius of the Blue Diamond Crossing Property was 108,861 with a median household income of $59,238.
 
The following table presents certain information relating to the primary competition for the Blue Diamond Crossing Property:
 
Competitive Set(1)
 
   
 
Blue Diamond Crossing
 
 
The Arroyo Market Square
 
 
The Mall at Grand Canyon
 
 
Eastern Beltway Center
Distance from Subject
 
-
 
5.9 miles
 
12.1 miles
 
7.1 miles
Property Type
 
Retail
 
Retail
 
Retail
 
Retail
Year Built
 
2006-2010
 
2007
 
2003
 
1998
Total GLA
 
505,072
 
940,000
 
740,000
 
650,000
Total Occupancy
 
97%
 
96%
 
85%
 
99%
Anchors
 
Target, Kohl’s, Ross Dress for Less
 
Wal-Mart, Sam’s Club, Best Buy, The Home Depot
 
Target, Kohl’s Sears Grand
 
Wal-Mart, Home Depot, Sam’s Club, Ross
 

 
(1)
Source: Integra Realty Resources.
 
n
The Borrower.  The borrower is Blue Diamond Crossing II, LLC, a single-purpose, single-asset entity.  Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the Blue Diamond Crossing Loan.  The borrower of the Blue Diamond Crossing Loan is indirectly owned by Fred Ahlstrom, Jacob Bingham, James E. Betz and Susan Graves, who are the non-recourse carveout guarantors under the Blue Diamond Crossing Loan.
 
n
Escrows. On the origination date, the borrower funded escrow reserves in the amount of $109,593 in respect of certain real estate tax expenses, $21,239 in respect of certain insurance expenses, a $274,350 unpaid tenant improvement and leasing commission escrow for the tenant Doctor’s Express (any remaining unused portion of which will be available for approved leasing expenses related to any space at the Blue Diamond Crossing Property), and a $128,181 ground rent escrow.  On each due date, provided no event of default under the loan documents is continuing, the borrower is required to fund (1) a tax and insurance escrow reserve in an amount equal to one-twelfth of the amount the lender estimates will be necessary to pay tax and insurance premiums over the then succeeding twelve month period, (2) a tenant improvement and leasing commission reserve, in the monthly amount of $20,861, to the extent the balance of such account is less than $800,000 (excluding the upfront escrow for Doctor’s Express), and (3) a capital expenditure reserve in an amount equal to $3,269, to the extent the balance of such account is less than $125,000.
 
Furthermore, during the continuance of a Blue Diamond Crossing Loan Trigger Period, the loan documents require that all amounts on deposit in the lender-controlled cash management account, after the payment of debt service and the funding of all required monthly escrows and budgeted and approved operating expenses be reserved and held as additional collateral for the Blue Diamond Crossing Loan.
 
A “Blue Diamond Crossing Loan Trigger Period” means the period (A) commencing upon any of (i) the occurrence of an Event of Default, (ii) the debt service coverage ratio is at any time less than 1.15x, (iii) the
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
63

 
 
BLUE DIAMOND CROSSING
 
occurrence of a Kohl’s Trigger Event or (iv) the occurrence of a Target Trigger Event and (B) expiring (w) with regard to any Blue Diamond Crossing Loan Trigger Period commenced in connection with clause (i) above, upon the cure (if applicable) of such Event of Default, (x) with regard to any Blue Diamond Crossing Loan Trigger Period commenced in connection with clause (ii) above, upon the date on which the debt service coverage ratio, is at least 1.20x for two consecutive calendar quarters, (y) with regard to any Blue Diamond Crossing Loan Trigger Period commenced in connection with clause (iii) above, upon the occurrence of a Kohl’s Trigger Event Cure, and (z) with regard to any Blue Diamond Crossing Loan Trigger Period commenced in connection with clause (iv) above, upon the occurrence of a Target Trigger Event Cure.
 
A “Target Trigger Event” shall mean the date on which Target goes dark, fails to occupy or vacates its leased space at the Blue Diamond Crossing Property, or otherwise ceases doing business on the Blue Diamond Crossing Property during normal business hours.
 
A “Target Trigger Event Cure” shall mean that either (a) Target has resumed operations and been open for business to the public at the Blue Diamond Crossing Property during normal business hours for two consecutive calendar quarters or (b) the Target space is leased to one or more acceptable replacement tenants that are in occupancy and paying full rent (after any free rent period has expired).
 
A “Kohl’s Trigger Event” shall mean the date on which Kohl’s “goes dark,” fails to occupy or vacates its leased space at the Blue Diamond Crossing Property, or otherwise ceases doing business on the Blue Diamond Crossing Property during normal business hours.
 
A “Kohl’s Trigger Event Cure” shall mean that either (a) Kohl’s has resumed operations and been open for business to the public at the Blue Diamond Crossing Property during normal business hours for two consecutive calendar quarters or (b) the Kohl’s space is leased to one or more acceptable replacement tenants that are in occupancy and paying full rent (after any free rent period has expired).
 
n
Lockbox and Cash Management.  The Blue Diamond Crossing Loan requires a hard lockbox, which is already in place.  The loan documents require the borrower to direct the tenants to pay their rents directly to the lender-controlled lockbox account.  The loan documents also require that all rents received by the borrower or the property manager be deposited into the lockbox account or the lender-controlled cash management account within one (1) business day after receipt.  So long as no event of default or Blue Diamond Crossing Loan Trigger Period is then continuing, all amounts in the lockbox account are swept on a daily basis into the lender-controlled cash management account from which the lender reserves for the payment of debt service and the funding of monthly escrows with any excess transferred to an operating account accessible by the borrower but pledged to the lender.  During the continuance of an event of default under the Blue Diamond Crossing Loan, the lender may prohibit the borrower’s access to the funds contained in the operating account and apply any funds in the cash management account to amounts payable under the Blue Diamond Crossing Loan and/or toward the payment of expenses of the Blue Diamond Crossing Property, in such order of priority as the lender may determine.
 
n
Property Management.  The Blue Diamond Crossing Property is currently managed by Juliet Realty Group, LLC pursuant to a management agreement.  Under the loan documents, the Blue Diamond Crossing Property may not be managed by any other party, other than another management company approved by the lender and with respect to which the Rating Agency Confirmation has been satisfied.  During the continuance of an event of default, during the continuance of a material default by the property manager under the management agreement beyond any applicable notice and cure period, upon the filing of a bankruptcy petition or a similar event with respect to the property manager, or the debt service coverage ratio is at any time less than 1.10x, the lender may terminate or require the borrower to terminate the management agreement and replace the property manager with a new property manager selected by the borrower, subject to the lender’s reasonable approval, which may be conditioned upon borrower delivering Rating Agency Confirmation.
 
n
Ground Lease.  The collateral for the Blue Diamond Crossing Loan consists of a mortgage on the borrower’s leasehold interest in the Blue Diamond Crossing Property pursuant to a 50-year ground lease between the
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
64

 
 
BLUE DIAMOND CROSSING
 
 
borrower and County of Clark, Nevada that was executed in 2005. There are no fixed rent payments under the ground lease. The ground lessor is entitled to receive 50% of excess cash flow after all expenses (including, but not limited to operating expenses, capital expenses and debt service payments) have been paid, and only after the borrower has received an 11% return and recaptured its original equity investment.
 
n
Release of Collateral.  Not permitted.
 
n
Mezzanine or Subordinate Indebtedness.  Not permitted.
 
n
Terrorism Insurance.  The borrower is required to maintain terrorism insurance for certified and non-certified acts (as those terms are defined in TRIPRA or similar or subsequent statute) in an amount equal to the full replacement cost of the Blue Diamond Crossing Property, plus 18 months of business interruption coverage.  The required terrorism insurance may be included in a blanket policy, provided that the borrower provides evidence satisfactory to the lender that the insurance premiums for the Blue Diamond Crossing Property are separately allocated under the blanket policy and that certain other requirements are satisfied.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
65

 
127 WEST 25TH STREET
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
66

 
 
127 WEST 25TH STREET
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
67

 
 
127 WEST 25TH STREET
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
JLC
Location (City/State)
New York, New York
 
Cut-off Date Principal Balance
$47,947,785
Property Type
Office
 
Cut-off Date Principal Balance per SF
 
$461.04
Size (SF)
104,000
 
Percentage of Initial Pool Balance
 
4.0%
Total Occupancy as of 1/31/2013
100.0%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 1/31/2013
100.0%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1910 / 2010
 
Mortgage Rate
 
4.9000%
Appraised Value
$70,000,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
Underwritten Revenues
$4,115,302
 
Original Interest Only Period (Months)
 
NAP
Underwritten Expenses
$0
 
Escrows
Underwritten Net Operating Income (NOI)
$4,115,302
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$4,115,302
 
Taxes(1)
$0
$0
Cut-off Date LTV Ratio
68.5%
 
Insurance(1)
$51,344
$0
Maturity Date LTV Ratio
56.2%
 
Replacement Reserves(1)
$0
$0
DSCR Based on Underwritten NOI / NCF
1.35x / 1.35x
 
TI/LC(1)
$0
$0
Debt Yield Based on Underwritten NOI / NCF
8.6% / 8.6%
 
Other(2)
$2,899,140
$0
             
 
Sources and Uses
     
Sources
$
%
Uses
$
%
Loan Amount
$48,000,000
   99.7%
Loan Payoff
$44,018,890
  91.4%
Principal’s New Cash Contribution
       140,000
 0.3
Reserves
    2,950,484
  6.1
     
Closing Costs
    1,170,626
  2.4
Total Sources
$48,140,000
100.0%
Total Uses
$48,140,000
100.0%
 

 
(1)
Monthly reserves for taxes, insurance replacement and TI/LC are waived so long as the BRC Lease remains in full force and effect. See “Escrows” below.
 
(2)
Excess loan proceeds in the amount of $2,899,140 (which were not used to repay the existing mortgage and mezzanine loans and closing expenses) were deposited in escrow with borrower’s counsel  who agreed (i) not to disburse such excess loan proceeds to any direct or indirect members of borrower or their affiliates until there is a final resolution of the litigation brought by three members of 127 West 25th LLC and (ii) following such final resolution, not to disburse the loan sponsor’s share of such excess loan proceeds to him until there is a final resolution of the litigation brought against him.  For additional information regarding the litigations referred to in (i) and (ii) above and an additional litigation related to the mortgaged property, see “Description of the Mortgage Pool—Litigation Considerations” in the Free Writing Prospectus.
 
n
The Mortgage Loan.  The mortgage loan (the “127 West 25th Street Loan”) is evidenced by a note in the original principal amount of $48,000,000 and is secured by a first mortgage encumbering an office building located in New York, New York (the “127 West 25th Street Property”).  The 127 West 25th Street Loan was originated by Jefferies LoanCore LLC.  The 127 West 25th Street Loan was originated on March 1, 2013 and represents approximately 4.0% of the Initial Pool Balance.  The note evidencing the 127 West 25th Street Loan had an outstanding principal balance as of the Cut-off Date of $47,947,785 and an interest rate of 4.9000% per annum.  The proceeds of the 127 West 25th Street Loan were used to refinance existing debt on the 127 West 25th Street Property.
 
The 127 West 25th Street Loan had an initial term of 120 months and has a remaining term of 119 months.  The 127 West 25th Street Loan requires monthly payments of interest and principal based on a 30-year amortization schedule.  The scheduled maturity date is the due date in March 2023.  Voluntary prepayment of the 127 West 25th Street Loan is prohibited prior to December 6, 2022.  Defeasance with direct, non-callable obligations that are the direct obligations of, or are fully guaranteed by the full faith and credit of, the United States of America is permitted at any time on or after the first due date following the second anniversary of the Closing Date.
 
n
The Mortgaged Property. The 127 West 25th Street Property is a 104,000 SF office building comprised of 12-stories. The 127 West 25th Street Property is in the “Midtown South” submarket of Manhattan, within the City of New York.  The 127 West 25th Street Property was built in 1910 and underwent a $21.0 million renovation in 2010. The 127 West 25th Street Property is 100% leased to the Bowery Residents’ Committee, Inc. (“BRC”) pursuant to a triple net, 33-year (through 2043), non-cancellable lease (the “BRC Lease”).  Pursuant to the BRC Lease, the tenant is responsible for paying net ground rent to the borrower and paying directly or reimbursing the borrower for 100% of all operating expenses and capital requirements.  As of January, 2013, the Total Occupancy and Owned Occupancy were both 100.0%. The 127 West 25th Street Property benefits from a non-profit real estate tax exemption which remains in place so long as the BRC Lease is in full force and effect and operations at the 127 West 25th Street Property are in compliance with Section 420(a) of the New York State Real Property Tax Law and Rules (“NYSRPTL”).  The BRC is primarily funded by the City of New York and the State of New
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
68

 
 
127 WEST 25TH STREET
 
 
York.  BRC’s revenue has increased steadily over the last several years from $40.0 million in 2009, to $45.8 million to $48.1 million and to $56.1 million in 2012.  Specifically, the City of New York, acting through the Department of Homeless Services, has a contract through June 2021 with the BRC to provide shelter and ancillary services to homeless adults at the 127 West 25th Street Property in exchange for $7.2 million in funding annually.  Approximately 25,000 SF or 24.0% of the 127 West 25th Street Property is used as the sleeping area for homeless adults and the remaining SF at the 127 West 25th Street Property (other than 2,350 SF of ground floor retail space) is used by BRC as office space. The 127 West 25th Street Property also contains a commercial kitchen and dining hall that is used in connection with the homeless shelter.  The BRC consolidated its operations to the 127 West 25th Street Property and its headquarters is located on the 12th floor of the 127 West 25th Street Property. The BRC subleases 2,350 SF of the ground floor retail to Older Adults Technology Services, a non-profit organization. According to the sponsor, since 2007, $21.0 million of capital has been invested for building improvements at the 127 West 25th Street Property, inclusive of its contributions and those of the BRC directly.
 
The following table presents certain information relating to the tenants at the 127 West 25th Street Property:
 
Largest Tenant Based on Underwritten Base Rent
 
Tenant Name
 
 
Credit Rating (Fitch/MIS/S&P)
 
 
Tenant
GLA
 
 
% of GLA
 
 
UW Base
Rent
 
 
% of Total UW
Base Rent
 
 
UW Base
Rent
$ per SF
 
 
Lease Expiration
 
 
Renewal /
Extension
Options
Bowery Residents’ Committee, Inc.
 
NR/NR/NR
 
104,000
 
100.0%
 
$4,115,302
 
100.0%
 
$39.57
 
4/23/2043
 
None

The following table presents the lease rollover schedule at the 127 West 25th Street Property, based on initial lease expiration dates:
 
Lease Expiration Schedule(1)
 
Year Ending December 31,
 
 
Expiring Owned
GLA
 
 
% of Owned
GLA
 
 
Cumulative % of
Owned GLA
 
 
UW
Base Rent
 
 
% of Total UW
Base Rent
 
 
UW Base Rent
$ per SF
 
 
# of Expiring
Tenants
MTM
 
0
   
0.0%
   
0.0%
   
$0
   
0.0%
   
$0.00
   
0
2013
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2014
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2015
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2016
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2017
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2018
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2019
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2020
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2021
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2022
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2023
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2024 & Thereafter(2)
 
104,000
   
100.0
   
100.0%
   
4,115,302
   
100.0
   
39.57
   
1
Vacant
 
0
   
0.0
   
100.0%
   
0
   
0.0
   
0.00 
   
0
Total / Wtd. Avg.
 
104,000
   
100.0%
         
$4,115,302
   
100.0%
   
$39.57
   
1
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
(2)
The 127 West 25th Street Property is 100% leased to the BRC through 2043.
 
 The following table presents certain information relating to historical leasing at the 127 West 25th Street Property:
 
Historical Leased %(1)
 
   
2010
 
2011
 
2012
 
As of
1/31/2013
 
Owned Space
 
NAP
 
NAP
 
100.0%
 
100.0%
 
 

 
(1)
As provided by the borrower which reflects average occupancy for the year.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
69

 
 
127 WEST 25TH STREET
 
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the 127 West 25th Street Property:
 
Cash Flow Analysis(1)
   
 
2012
 
 
Underwritten
 
 
Underwritten
$ per SF
Base Rent(2)
 
$4,149,650
 
$4,115,302
 
$39.57
 
Overage Rent
 
0
 
0
 
0.00
 
Gross Up Vacancy(3)
 
                   0
 
                0
 
                0.00
 
Total Rent
 
$4,149,650
 
$4,115,302
 
$39.57
 
Total Reimbursables
 
0
 
0
 
0.00
 
Other Income
 
0
 
0
 
0.00
 
Less Vacancy & Credit Loss(3)
 
0
 
0
 
             0.00
 
Effective Gross Income
 
$4,149,650
 
$4,115,302
 
$39.57
 
Total Operating Expenses(4)
 
$0
 
$0
 
$0.00
 
Net Operating Income
 
$4,149,650
 
$4,115,302
 
$39.57
 
TI/LC(5)
 
0
 
0
 
0.00
 
Capital Expenditures
 
0
 
0
 
0.00
 
Net Cash Flow
 
$4,149,650
 
$4,115,302
 
$39.57
 
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Underwritten base rent reflects the average ground rent for the 33-year BRC Lease period. Base rent only reflects ground rent required under the BRC Lease. The BRC is also responsible, per the BRC Lease, for paying directly or reimbursing the borrower for 100% of all operating expenses and capital requirements.
 
(3)
JLC did not underwrite Vacancy because the BRC occupies 100% of the 127 West 25th Street Property through 2043 on a non-cancellable basis.
 
(4)
JLC did not underwrite operating expenses because the BRC is responsible, per the BRC Lease, for paying directly or reimbursing the borrower for 100% of all operating expenses and capital requirements. The 127 West 25th Street Property benefits from a non-profit real estate tax exemption for the 33-year term of the BRC Lease pursuant to Section 420(a) of the NYSRPTL.
 
(5)
JLC did not underwrite TI/LC because the BRC occupies 100% of the 127 West 25th Street Property through 2043 on a non-cancellable basis.
 
n
Appraisal.  According to the appraisal, the 127 West 25th Street Property had an “as-is” appraised value of $70,000,000 as of an effective date of February 1, 2013.
 
n
Environmental Matters.  According to the Phase I, dated November 26, 2012, other than developing an Operations and Maintenance (O&M) Program plan to address any potential asbestos that may be present at the 127 West 25th Street Property and, with respect to a 3,500 gallon heating oil tank, switching to a low sulfur heating oil, there are no recommendations for further action at the 127 West 25th Street Property.
 
n
Market Overview and Competition.  The 127 West 25th Street Property is located in the Midtown South market of Manhattan, in New York, a district that caters to a variety of technology, media, entertainment and service-oriented tenants.  The 127 West 25th Street Property is located on the north side of West 25th Street between Avenue of the Americas and 7th Avenue.  The Midtown South market is geographically segmented into five major submarkets: SoHo, Greenwich Village/NoHo, Madison/Union Square, Hudson Square/West Village and Chelsea.  The 127 West 25th Street Property is located in Chelsea, which is in the far western portion of Midtown South, just south of the Penn Station submarket of Midtown and north of Hudson Square/West Village.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
70

 
 
127 WEST 25TH STREET
 
The following table presents certain information relating to certain office lease comparables provided in the appraisal for the 127 West 25th Street Property:
 
Office Lease Comparables(1)(2)
   
 
641 Avenue
of the
Americas
 
 
245 Fifth
Avenue
 
 
37 Union
Square West
 
 
11 West
19th Street
 
 
15 East
26th Street
 
 
218 West
18th Street
 
 
28 West
23rd Street
 
 
136
Madison
Avenue
Year Built
 
1920
 
1926
 
1921
 
1903
 
1912
 
1912
 
1911
 
1916
Total GLA
 
156,000
 
258,356
 
22,500
 
231,000
 
144,000
 
173,000
 
498,100
 
198,000
Total Occupancy
 
N/A
 
N/A
 
N/A
 
N/A
 
N/A
 
N/A
 
N/A
 
N/A
Rental Rate per SF(3)
 
$65.00
 
$60.00
 
$49.00
 
$52.00
 
$52.00
 
$60.00
 
$50.00
 
$48.00
Expense Basis
 
Base Year
 
Base Year
 
Base Year
 
Base Year
 
Base Year
 
Base Year
 
Base Year
 
Base Year
 

 
(1)
Source: Appraisal.
 
(2)
Certain lease comparables shown in the above table may be renewals.
 
(3)
The quoted Rental Rate per SF is on a gross basis, but the BRC Lease rent of $39.57 per SF is on NNN basis. BRC is also responsible, per the BRC Lease, for paying directly or reimbursing the landlord for 100% of all operating expenses and capital requirements, and BRC is exempt from paying real estate taxes. The BRC Lease rental rate when grossed-up for the Appraisal’s estimate for real estate taxes and operating expenses totals $55.19.  The 127 West 25th Street Property i benefits from a non-profit real estate tax exemption for the 33-year term of the BRC Lease pursuant to Section 420(a) of the NYSRPTL.   The Appraisal estimates real estate taxes, if the exemption were not in place, to be $5.29 per SF.
 
The following table presents certain information relating to certain office sales comparables provided in the appraisal for the 127 West 25th Street Property:
 
Office Sales Comparables(1)
 
Property Name
 
 
City
 
 
Sale Date
 
 
Year Built
 
 
NRA (SF)
 
 
Sale Price
 
 
Sale Price
per SF(2)
 
 
Occupancy
430 West 14th Street
 
New York
 
December 2012
 
1900
 
61,321
   
$97,500,000
   
$1,589.99
   
100.0%
 
551 Madison Avenue
 
New York
 
December 2012
 
1922
 
149,675
   
$128,000,000
   
$855.19
   
90.0%
 
256 West 38th Street
 
New York
 
December 2012
 
1924
 
118,238
   
$48,600,000
   
$411.04
   
87.0%
 
245 West 17th Street
 
New York
 
November 2012
 
1962
 
284,546
   
$120,000,000
   
$421.72
   
100.0%
 
229 West 36th Street
 
New York
 
October 2012
 
1931
 
151,204
   
$64,850,000
   
$428.89
   
90.0%
 
350 Madison Avenue
 
New York
 
October 2012
 
1924
 
393,684
   
$261,000,000
   
$662.97
   
70.0%
 
104 West 40th Street
 
New York
 
October 2012
 
1962
 
210,342
   
$105,000,000
   
$499.19
   
71.0%
 
22 West 48th Street
 
New York
 
August 2012
 
1925
 
89,004
   
$53,750,000
   
$603.91
   
90.0%
 
15 West 47th Street
 
New York
 
August 2012
 
1926
 
149,999
   
$62,500,000
   
$416.67
   
96.0%
 
 

 
(1)
Source: Appraisal
 
(2)
Transaction amount adjusted for cash equivalency and/or deferred maintenance (where applicable).
 
n
The Borrower.  The borrower is 127 West 25th Group LLC, a single-purpose, single-asset entity.  Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the 127 West 25th Street Loan.  The borrower of the 127 West 25th Street Loan is indirectly owned, in part, by Dan Shavolian, who is also the sponsor and non-recourse carveout guarantor under the 127 West 25th Street Loan. Dan Shavolian, the borrower, and the 127 West 25th Street Property are currently involved in certain litigation proceedings.  See “Description of the Mortgage Pool—Litigation Considerations” in the Free Writing Prospectus.
 
n
Escrows.  At origination, the borrower funded an escrow reserve in the amount of $51,344 in respect of certain insurance premiums.  Monthly escrows for tax and insurance, future leasing costs, and capital expenditures are waived provided that, among other requirements, (i) the BRC Lease remains in full force and effect, (ii) there is no default under the BRC Lease, (iii) there is no default under the 127 West 25th Street Loan, and (iv) borrower is enforcing the BRC’s obligations under the BRC Lease in all respects. The loan documents provide for a cash sweep into a special rollover account if (i) the BCR materially defaults under the BCR lease; (ii) borrower defaults under the BRC Lease and such default continues for 10 business days; (iii) the BRC defaults beyond any applicable grace period under the NYC Department of Homeless Services contract; (iv) the BRC Lease and/or the NYC Department of Homeless Services contract to the BRC is cancelled, surrendered or terminated; or (v) the BRC “goes dark” or the current uses of the 127 West 25th Street Property as a homeless shelter and office are determined by a court or other governmental authority not to be permitted.  Amounts in the special rollover account may be used for approved re-leasing costs.  The loan documents also provide for a full cash sweep if (i) an event of default is continuing or (ii) the 127 West 25th Street Property fails to maintain a debt yield of at least 8.4%.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
71

 
 
127 WEST 25TH STREET
 
n
Lockbox and Cash Management.  The 127 West 25th Street Loan requires a hard lockbox and cash management, which are already in place.  The borrower directed the tenant to pay its rents directly to the lender-controlled lockbox account. All amounts in the lockbox account are swept into the lender-controlled cash management account on a daily basis.  On each business day that no cash sweep (as described under “Escrows” above) is continuing, all funds in the cash management account in excess of the amount required to pay debt service and fund required reserves on the next due date will be remitted to a borrower operating account.  During such time that a cash sweep is in effect, any amount in in the lender-controlled cash management account will be cash collateral for the 127 West 25th Street Loan.
 
n
Property Management.  The 127 West 25th Street Property is self managed by the borrower.  The lender has the right to require the borrower to cease self-managing the 127 West 25th Street Property (or remove any existing manager, if applicable) and (in either case) appoint a replacement manager acceptable to the lender in the lender’s discretion, on terms and conditions satisfactory to the lender and the applicable rating agencies if (i) the 127 West 25th Street Property fails to maintain a debt yield of at least 8.4%, (ii) an event of default is continuing, (iii) any existing manager is in default under a management agreement, (iv) upon the gross negligence, malfeasance or willful misconduct of a manager or (v) the BRC Lease terminates.
 
n
Mezzanine or Subordinate Indebtedness.  Not permitted.
 
n
Terrorism Insurance. The borrower is required to obtain and maintain coverage in its property insurance policy (or by a separate policy) against loss or damage by terrorist acts in an amount equal to the full replacement cost of the 127 West 25th Street Property; provided that such coverage is available.  In the event that such coverage is not included as part of the “all risk” property policy, borrower is required to obtain coverage for terrorism (as standalone coverage) in an amount equal to the full replacement cost of the 127 West 25th Street Property plus the rental loss and/or business interruption coverage required under the loan documents; provided that such coverage is available.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
72

 
 
(THIS PAGE INTENTIONALLY LEFT BLANK)
 
 
73

 
 
RADISSON BLOOMINGTON
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
74

 
 
RADISSON BLOOMINGTON
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
75

 
 
RADISSON BLOOMINGTON
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
JLC
Location (City/State)
Bloomington, Minnesota
 
Cut-off Date Principal Balance
$44,946,246
Property Type
Hospitality
 
Cut-off Date Principal Balance per Room
$111,529.15
Size (Rooms)
403
 
Percentage of Initial Pool Balance
3.7%
Total TTM Occupancy as of 12/31/2012
79.4%
 
Number of Related Mortgage Loans
None
Owned TTM Occupancy as of 12/31/2012
79.4%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
2004 / 2010
 
Mortgage Rate
 
4.4900%
Appraised Value
$65,000,000
 
Original Term to Maturity (Months)
60
     
Original Amortization Term (Months)
360
     
Original Interest Only Period (Months)
 
NAP
Underwritten Revenues
$22,780,942
       
Underwritten Expenses
$16,365,694
 
Escrows
Underwritten Net Operating Income (NOI)
$6,415,248
       
Underwritten Net Cash Flow (NCF)
$5,504,011
   
Upfront
Monthly
Cut-off Date LTV Ratio
69.1%
 
Taxes
$650,000
$127,000
Maturity Date LTV Ratio
63.3%
 
Insurance
$0
$18,900
DSCR Based on Underwritten NOI / NCF
2.35x / 2.01x
 
FF&E
$0
$79,182
Debt Yield Based on Underwritten NOI / NCF
14.3% / 12.2%
 
Other(1)
$147,000
$0
           
 
Sources and Uses
     
Sources
$
%
Uses
$
    %
Loan Amount
$45,000,000
100.0%
Loan Payoff
$34,117,035
  75.8%
     
Principal Equity Distribution
    8,999,644
20.0
     
Closing Costs
     1,086,321
 2.4
     
Reserves
       797,000
 1.8
           
Total Sources
$45,000,000
100.0%
Total Uses
$45,000,000
100.0%
 

 
(1)
Other upfront reserve represents a deferred maintenance reserve.
 
n
The Mortgage Loan.  The mortgage loan (the “Radisson Bloomington Loan”) is evidenced by a note in the original principal amount of $45,000,000 and is secured by a first mortgage encumbering a 403-room hotel located in Bloomington, Minnesota (the “Radisson Bloomington Property”).  The Radisson Bloomington Loan was originated by Jefferies LoanCore LLC on February 8, 2013 and represents approximately 3.7% of the Initial Pool Balance.  The note evidencing the Radisson Bloomington Loan has an outstanding principal balance as of the Cut-off Date of $44,946,246 and an interest rate of 4.4900% per annum. The proceeds of the Radisson Bloomington Loan were used to refinance existing debt on the Radisson Bloomington Property.
 
The Radisson Bloomington Loan had an initial term of 60 months and has a remaining term of 59 months.  The Radisson Bloomington Loan requires payments of interest and principal based on a 30-year amortization schedule.  The scheduled maturity date is the due date in March 2018.  Voluntary prepayment of the Radisson Bloomington Loan is prohibited prior to the due date in December 2017.  Defeasance with direct, non-callable AAA-rated obligations of, or that are fully guaranteed by the full faith and credit of, the United States of America is permitted at any time on or after the first due date following the second anniversary of the Closing Date.
 
n
The Mortgaged Property.  The Radisson Bloomington Property is a 403-room, full service hotel located in Bloomington, Minnesota.  The Radisson Blooming Property was constructed in 2004 and renovated in 2010. Connected to the Radisson Bloomington Property (and part of the collateral) is the 76,779 SF Water Park of America, one of the largest indoor water parks in the nation and a major driver of demand at the hotel.  The Water Park of America, operating for approximately 245 days per year, has experienced more than 6% of compound annual revenue growth from 2008 through 2012.  The Radisson Bloomington Property also features four food and beverage outlets, 3,277 SF of meeting space, a 5,800 SF arcade and an on-site fitness center and spa.  The borrower’s cost basis in the asset is approximately $52.8 million, inclusive of $3.7 million of capital expenditures completed since 2010.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
76

 
 
RADISSON BLOOMINGTON
 
The following table presents certain information relating to the 2012 demand analysis based on market segmentation with respect to the Radisson Bloomington Property, as provided in a market report for the Radisson Bloomington Property:
 
2012 Accommodated Room Night Demand(1)
 
Property
 
 
Transient
 
 
Group
 
 
Contract
Radisson Bloomington
 
87.6%
 
12.4%
 
0.0%
 

 
(1)
Source: December 2012 travel research report.
 
The following table presents certain information relating to the 2012 penetration rates relating to the Radisson Bloomington Property, as provided in a market report for the Radisson Bloomington Property:
 
2012 Penetration Rates(1)
 
Property
 
 
Occupancy
 
 
ADR
 
 
RevPAR
Radisson Bloomington
 
113.8%
 
103.5%
 
117.8%
 

 
(1)
Source: December 2012 travel research report.
 
The following table presents certain information relating to historical occupancy, ADR and RevPAR at the Radisson Bloomington Property:
 
Radisson Bloomington(1)
   
 
2011
 
 
2012
 
 
UW
Occupancy(2)
 
  77.8%
 
   79.4%
 
   78.0%
ADR
 
$105.59
 
$109.36
 
$110.00
RevPar
 
  $82.17
 
   $86.81
 
  $85.80
 

 
(1)
As provided by the borrower.
 
(2)
Reflects average occupancy for the indicated period.
 
n
Operating History and Underwritten Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow, on an aggregate basis and per room, at the Radisson Bloomington Property:
 
Cash Flow Analysis(1)
   
2011
 
2012
 
Underwritten
 
Underwritten $ per
Room
Room Revenue
 
$12,086,575
 
$12,803,915
 
$12,620,751
   
$31,317
 
Food & Beverage Revenue
 
4,431,103
 
4,404,815
 
4,316,225
   
10,710
 
Other Revenue(2)
 
5,987,588
 
5,870,629
 
5,728,582
   
14,215
 
Other Income(3)
 
277,275
 
120,852
 
115,384
   
286
 
Total Revenue
 
$22,782,541
 
$23,200,211
 
$22,780,942
   
$56,528
 
                     
Room Expense
 
$3,208,208
 
$3,301,064
 
$3,253,841
   
$8,074
 
Food & Beverage Expense
 
3,144,932
 
3,007,596
 
2,947,107
   
7,313
 
Other Expense(4)
 
2,831,818
 
2,962,252
 
2,811,222
   
6,976
 
Total Departmental Expense
 
$9,184,958
 
$9,270,912
 
$9,012,171
   
$22,363
 
Total Undistributed Expense
 
4,419,167
 
4,419,896
 
4,340,021
   
10,769
 
Total Fixed Charges
 
2,247,227
 
2,861,556
 
3,013,502
   
7,478
 
Total Operating Expenses
 
$15,851,352
 
$16,552,364
 
$16,365,694
   
$40,610
 
                     
Net Operating Income
 
$6,931,189
 
$6,647,847
 
$6,415,248
   
$15,919
 
FF&E(5)
 
863,594
 
948,712
 
911,238
   
2,261
 
Net Cash Flow
 
$6,067,595
 
$5,699,135
 
$5,504,011
   
$13,658
 
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flows.
 
(2)
Other revenue includes water park income, arcade income and spa income.
 
(3)
Other income includes gift shop income, vending income and pay television income.
 
(4)
Other expense includes water park expense, arcade expense and spa expense.
 
(5)
FF&E is based on historical capital expenditures at the Radisson Bloomington Property.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
77

 
 
RADISSON BLOOMINGTON
 
n
Appraisal.  According to the appraisal, the Radisson Bloomington Property had an “as is” appraised value of $65,000,000 as of an effective date of January 1, 2013.
 
n
Environmental Matters.  According to the Phase I environmental report, dated January 14, 2013 there are no recommendations for further action or investigation at the Radisson Bloomington Property.
 
n
Market Overview and Competition.  The Radisson Bloomington Property is located in Bloomington, Minnesota, outside of Minneapolis. The Radisson Bloomington Property is located immediately northwest of the Mall of America, which attracts over 40 million visitors annually and is among the most visited shopping malls in the world, and southwest of the Minneapolis – St. Paul International Airport.  According to the Bloomington Convention and Visitors Bureau, the Bloomington tract consists of 37 hotel properties.
 
The following table presents certain information relating to the competitive set for the Radisson Bloomington Property:
 
Property
 
Number of
Rooms
 
Year Built
 
2012
Occupancy
 
2012 ADR
 
2012 RevPAR
Radisson Bloomington
 
403
 
2004
 
79.4%
 
$109.36
 
    $86.81
Crowne Plaza MSP Airport Mall of America
 
430
 
1981
 
75.0%
 
  $90.00
 
    $67.50
Hilton Minneapolis St. Paul Airport
 
300
 
1987
 
80.0%
 
$125.00
 
$100.00
Marriott Minneapolis Airport
 
472
 
1971
 
72.0%
 
$110.00
 
    $79.20
Embassy Suites Minneapolis Airport
 
310
 
1984
 
74.9%
 
$140.00
 
$104.89
Courtyard Minneapolis
 
203
 
1997
 
78.0%
 
$105.00
 
    $81.90
Country Inn & Suites Bloomington
 
233
 
1993
 
72.0%
 
$100.00
 
    $72.00
 

Source: Appraisal.
 
n
The Borrower.  The borrower is WSI (I) - RWP, LLC, a single-purpose, single-asset entity.  The borrower is a recycled entity that delivered a recycled SPE certificate at closing.  Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the Radisson Bloomington Loan.  The borrower of the Radisson Bloomington Loan is indirectly owned by WS Investors - I, L.L.C., a joint venture between Wheelock WB Member I LLC and Baupost Member, which serves as the non-recourse carveout guarantor of the Radisson Bloomington Loan.
 
n
Escrows. At origination, the borrower funded an escrow reserve in the amount of $650,000 in respect of taxes and an escrow reserve in the amount of $147,000 in respect of required repairs, $117,000 of which is allocated to upgrading the arcade.  On each due date, the borrower is required to fund (i) the tax and insurance reserve in an amount equal to one-twelfth of the amount the lender estimates will be necessary to pay tax and insurance premiums over the then succeeding twelve month period and (ii) a reserve for furniture, fixtures and equipment in an amount equal to 4% of the borrower’s monthly gross revenue of the Radisson Bloomington Property.
 
n
Lockbox and Cash Management.  The Radisson Bloomington Loan requires a hard lockbox.  All credit card receivables, all cash revenues and all other money received by the borrower or the property manager with respect to the Radisson Bloomington Property are required to be deposited into an account established by the borrower and subject to an account control agreement in favor of the lender, pursuant to which the lender has the right to control the disbursement of funds from such account upon a cash management period.  Prior to a cash management period, funds in such account are to be disbursed to borrower’s operating account to be applied in accordance with the hotel management agreement.  Subject to the terms of the hotel management agreement, the property manager is required to pay all costs and expenses incurred in connection with the operation of the Radisson Bloomington Property and all other amounts required or permitted to be paid by the property manager in the performance of its duties and obligations with respect to the Radisson Bloomington Property (including all management fees payable to the property manager).  A cash management period is triggered upon (i) an event of default, or (ii) if the debt service coverage ratio (as defined in the loan agreement) is less than 1.10x, and will end upon a cure of the event of default or the maintenance of a debt service coverage ratio at or above 1.10x for two consecutive quarters. Upon the occurrence of a cash management period, (i) all amounts in the lockbox account will be swept on a daily basis to a lender-controlled cash management account and used to make payments for
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
78

 
 
RADISSON BLOOMINGTON
 
 
approved operating expenses, to pay debt service on the Radisson Bloomington Loan, to fund required monthly escrows for real estate taxes, insurance, and capital and FF&E expenditures and (ii) any excess funds will be held by the lender as cash collateral for the Radisson Bloomington Loan.
 
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Property Management.  The Radisson Bloomington Property is currently managed by Davidson Hotel Company LLC a third-party property manager, pursuant to a hotel management agreement.  Under the loan documents, the Radisson Bloomington Property may be managed by Davidson Hotel Company LLC or any other management company approved by the lender and with respect to which Rating Agency Confirmation has been received, except that certain preapproved qualifying managers do not require a Rating Agency Confirmation.  The lender may require the borrower to replace the property manager (i) if an event of default is continuing under the loan documents, (ii) if there is a material default by the property manager under the management agreement (beyond applicable notice and cure periods), or (iii) upon the gross negligence, malfeasance or willful misconduct of the property manager.
 
n
Franchise Agreement.  The Radisson Bloomington Property is operated under a franchise agreement with Radisson Hotels International, Inc.  At closing, Radisson Hotels International, Inc. delivered a comfort letter pursuant to which Radisson Hotels International, Inc. agreed that in the event lender takes possession of the Radisson Bloomington Property following an exercise of rights under the Radisson Bloomington Loan, that the lender will be permitted to replace the borrower under the franchise agreement.
 
n
Mezzanine or Subordinate Indebtedness.  Not permitted.
 
n
Terrorism Insurance. The borrower is required to maintain an “all-risk” insurance policy that provides coverage for terrorism in an amount equal to the full replacement cost of the Radisson Bloomington Property, plus eighteen (18) months of business interruption coverage.  The required terrorism insurance may be included in a blanket policy, provided that the borrower provides evidence satisfactory to the lender that the insurance premiums for the Radisson Bloomington Property are separately allocated under the blanket policy and that certain other requirements are satisfied.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
79

 
RESIDENCE INN BOSTON HARBOR
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
80

 
 
RESIDENCE INN BOSTON HARBOR
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
81

 
 
RESIDENCE INN BOSTON HARBOR
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
CGMRC
Location (City/State)
Boston, Massachusetts
 
Cut-off Date Principal Balance
 
$43,500,000
Property Type
Hospitality
 
Cut-off Date Principal Balance per Room
$258,928.57
Size (Rooms)
168
 
Percentage of Initial Pool Balance
 
3.6%
Total TTM Occupancy as of 12/31/2012
84.2%
 
Number of Related Mortgage Loans
 
Group 2
Owned TTM Occupancy as of 12/31/2012
84.2%
 
Type of Security
 
Leasehold
Year Built / Latest Renovation
2003 / 2009, 2012
 
Mortgage Rate
 
4.3100%
Appraised Value
$66,200,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
Underwritten Revenues
$11,671,556
 
Original Interest-Only Period (Months)
 
24
Underwritten Expenses
$6,458,584
   
Underwritten Net Operating Income (NOI)
$5,212,972
 
Escrows
Underwritten Net Cash Flow (NCF)
$4,746,110
   
Upfront
Monthly
Cut-off Date LTV Ratio
65.7%
 
Taxes
$162,292
$56,802
Maturity Date LTV Ratio(1)
52.9%
 
Insurance
$0
$0
DSCR Based on Underwritten NOI / NCF
2.02x / 1.84x
 
FF&E
$0
$38,905
Debt Yield Based on Underwritten NOI / NCF
12.0% / 10.9%
 
Other(2)
$34,375
$0
             
 
Sources and Uses
       
Sources
                    $
                     %
Uses
                                      $
%
Loan Amount
$43,500,000
                     99.9%
Loan Payoff
$42,757,074
98.2%
Other Sources
45,000
                           0.1
Closing Costs
386,683
  0.9   
     
Principal Equity Distribution
204,577
  0.5   
     
Reserves
196,667
  0.5   
           
Total Sources
$43,545,000
                   100.0%
Total Uses
$43,545,000
100.0%
 

 
(1)
The Maturity Date LTV Ratio is calculated utilizing the “as stabilized” appraised value of $69,900,000.  The Maturity Date LTV Ratio, calculated on the basis of the “as-is” appraised value, is 55.8%.  See “—Appraisal” below.
 
(2)
Other reserve represents a deferred maintenance reserve ($34,375).
 
n
The Mortgage Loan.  The mortgage loan (the “Residence Inn Boston Harbor Loan”) is evidenced by a note in the principal amount of $43,500,000 and is secured by a first mortgage encumbering the leasehold interest in a hotel located in Boston, Massachusetts (the “Residence Inn Boston Harbor Property”).  The Residence Inn Boston Harbor Loan was originated on February 5, 2013 by Citigroup Global Markets Realty Corp. and represents approximately 3.6% of the Initial Pool Balance.  The note evidencing the Residence Inn Boston Harbor Loan has an outstanding principal balance of as of the Cut-off Date of $43,500,000 and has an interest rate of 4.3100% per annum.  The proceeds of the Residence Inn Boston Harbor Loan were used to set up reserves and other costs in connection with establishing the leasehold interest of the Residence Inn Boston Property.
 
The Residence Inn Boston Harbor Loan had an initial term of 120 months, has a remaining term of 119 months as of the Cut-off Date, requires interest-only payments for the first 24 payments following origination and thereafter will require payments of interest and principal based on a 30-year amortization schedule.  The Residence Inn Boston Harbor Loan matures on March 1, 2023.  Voluntary prepayment of the Residence Inn Boston Harbor Loan is prohibited prior to December 1, 2022.  Defeasance of the Residence Inn Boston Harbor loan with direct, non-callable obligations, that are either the direct obligations of, or are fully guaranteed by, the U.S. government is permitted at any time after the second anniversary of the Closing Date.
 
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The Mortgaged Property.  The Residence Inn Boston Harbor Property is a 168-room, extended-stay hotel located on the waterfront in Boston, Massachusetts that was constructed in 2003 and renovated in 2009 and 2012.  The Residence Inn Boston Harbor Property features an approximately 450 SF meeting room, an indoor swimming pool and whirlpool, a fitness center, a business center, a convenience kiosk, a guest laundry room, complimentary breakfast and complimentary high speed wireless Internet access and an underground garage.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
82

 
 
RESIDENCE INN BOSTON HARBOR
 
The following table presents certain information relating to the room mix at Residence Inn Boston Harbor Property:
 
 
Room Type
 
 
Number of Rooms
 
 
Average Room Size (SF)
 
 
Room Features
 
Studios
 
60
 
356
 
Queen bed, sofa bed, living/sitting area
 
One-Bedroom Suites
 
100
 
535
 
Queen bed, sofa bed, separate living room
 
Two-Bedroom Suites
 
8
 
800
 
Queen bed, sofa bed, separate living room, two bathrooms
 
Total / Wtd. Avg.
 
168
 
484
   
 

Source: Appraisal; Hotel Website.
 
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Ground Lease.  The borrower is the ground lessee under a ground lease with an affiliate of the borrower covering the Residence Inn Boston Harbor Property.  The ground lease is not subordinated to any fee mortgage. thus it cannot be terminated by a fee mortgagee pursuant to a foreclosure of a fee mortgage. The ground lease contains customary leasehold mortgagee protections. The ground lease has been structured such that the transferability of the leasehold interest of the ground lessee to a leasehold mortgagee as part of a foreclosure, deed-in-lieu and the first transfer by the lender following foreclosure can be made without any ground lessor consent.  Furthermore, the ground lessor has provided a ground lease estoppel to leasehold mortgagee which reduces certain of the ground lessor’s approval rights under the ground lease at any time that the ground lessor and ground lessee are affiliated as well as during the period of the lender’s ownership of the leasehold following a foreclosure including the ability to change manager or franchisor (although such ground lessor approval rights would be reinstated after the lender’s sale of the leasehold to a third party).
 
n
Waterfront License.  The Residence Inn Boston Harbor Property is subject to a license from the Commonwealth of Massachusetts, Department of Environmental Protection to operate a hotel on the Boston Harbor Waterfront held by ground lessor, an affiliate of the borrower.  The license may be revoked or rendered void only for non-compliance with the terms thereof, including non-permitted use or alterations thereunder.  A hotel is a permitted use under the license.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
83

 
 
RESIDENCE INN BOSTON HARBOR
 
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Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow, on an aggregate basis and per room, at the Residence Inn Boston Harbor Property.
 
Cash Flow Analysis
 
   
2010
 
2011
 
2012
 
Underwritten
 
Underwritten
$ per Room
Room Revenue
 
$9,402,096  
 
$10,211,017
 
$11,214,806
 
$11,124,693
 
$66,218
Food & Beverage Revenue
 
0  
   
0
 
0
 
0
 
0
Other Revenue
 
577,125  
 
601,859
 
595,512
 
546,863
 
3,255
Total Revenue
 
$9,979,221  
 
$10,812,876
 
$11,810,318
 
$11,671,556
 
$69,474
                     
Room Expense
 
$1,813,925  
 
$1,853,430
 
$1,972,542
 
$1,885,444
 
$11,223
Food & Beverage Expense
 
0  
 
0
 
0
 
0
 
0
Other Expense
 
266,324  
 
275,533
 
254,539
 
244,355
 
1,454
Total Departmental Expense
 
$2,080,249  
 
$2,128,963
 
$2,227,081
 
$2,129,799
 
$12,677
Total Undistributed Expense
 
3,023,074  
 
3,260,077
 
3,253,798
 
3,243,119
 
19,304
Total Fixed Charges
 
701,313  
 
706,006
 
733,000
 
1,085,666
 
6,462
Total Operating Expenses
 
$5,804,636  
 
$6,095,046
 
$6,213,879
 
$6,458,584
 
$38,444
                     
Net Operating Income
 
$4,174,585  
 
$4,717,830
 
$5,596,439
 
$5,212,972
 
$31,030
FF&E
 
340,296  
 
414,900
 
469,740
 
466,862
 
2,779
Net Cash Flow
 
$3,834,289  
 
$4,302,930
 
$5,126,699
 
$4,746,110
 
$28,251
 
n
Appraisal.  According to the appraisal, the Residence Inn Boston Harbor Property had an “as-is” appraised value of $66,200,000 as of an effective date of January 8, 2013 and is expected to have an “as stabilized” appraised value of $69,900,000 as of an effective date of January 1, 2015.
 
n
Environmental Matters.  According to the Phase I environmental report, dated January 16, 2013, there are no recommendations for further action at the Residence Inn Boston Harbor Property.
 
n
Market Overview and Competition.  The Residence Inn Boston Harbor Property represents an extended-stay hotel located at 34-44 Charles River Avenue on the waterfront directly across the Boston Harbor from the city’s financial district.  The Residence Inn Boston Harbor Property is situated immediately adjacent to Boston’s Charles River Bridge, providing visibility and access within the downtown Boston market.  The Residence Inn Boston Harbor Property is accessible by a network of highways serving the Boston area including both U.S. Highway 1 and Interstate 93 with connections to Interstate 95 and the Massachusetts Turnpike.
 
Commercial and residential uses predominate the surrounding neighborhood, which features a variety of office buildings, condominiums and historical venues.  The Residence Inn Boston Harbor Property is proximate to a number of other lodging demand generators located in the area, such as the Freedom Trail, the Bunker Hill Monument, the U.S.S. Constitution, the Spaulding Rehabilitation Hospital, and several restaurants.
 
According to the appraisal, Boston Logan International Airport accommodated roughly 24.9 million travelers in 2012.  Boston offers numerous museums, a planetarium, an aquarium and a variety of historic attractions.  Some key attractions in downtown Boston include Faneuil Hall, Quincy Market, the New England Aquarium, Beacon Hill, Newbury Street, and Boston Common.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
84

 
 
RESIDENCE INN BOSTON HARBOR
 
The following table presents certain information relating to historical occupancy, ADR and RevPAR at the Residence Inn Boston Harbor Property and its competitive set, as provided in a market report for the Residence Inn Boston Harbor Property:
 
Historical Statistics(1)
   
 
Residence Inn Boston Harbor
 
 
Competitive Set
 
 
Penetration
   
 
2011
 
 
2012
 
 
2011
 
 
2012
 
 
2011
 
 
2012
Occupancy(2)
 
     83.7%
 
     84.2%
 
     80.7%
 
     81.3%
 
103.7%
 
104.2%
ADR
 
$195.54
 
$216.64
 
$196.85
 
$211.68
 
  99.4%
 
102.0%
RevPAR
 
$163.61
 
$182.39
 
$158.76
 
$171.99
 
103.1%
 
105.5%
 

 
(1)
As per December 2012 travel research report.
 
(2)
Reflects average for indicated year.
 
The following table presents certain information relating to the demand analysis based on market segmentation with respect to the Residence Inn Boston Harbor Property and its competitive set, as provided in the appraisal for the Residence Inn Boston Harbor Property:
 
Residence Inn Boston Harbor Competitive Set
 
Property
 
 
Number
of
Rooms
 
 
Year Built
 
 
Meeting and
Group
Penetration
 
 
Leisure
Penetration
 
 
Commercial
Penetration
Residence Inn Boston Harbor
 
168
 
2003
 
47%
 
112%
 
130%
Holiday Inn Beacon Hill
 
304
 
1968 / 2007 / 2012
 
104%
 
87%
 
112%
Omni Parker House
 
551
 
1855 / 2009
 
87%
 
112%
 
104%
Royal Sonesta
 
400
 
1962
 
97%
 
51%
 
105%
Millennium Bostonian
 
201
 
NAP / 2009
 
185%
 
185%
 
73%
Hilton Financial District
 
362
 
1999 / 2006
 
178%
 
178%
 
88%
 

Source: Appraisal
 
n
The Borrower.  The borrower is Tudor Wharf Hotel Tenant LLC, a single-purpose, single-asset entity. Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the Residence Inn Boston Harbor Loan. The sole member of the borrower is Tudor Wharf Hotel Tenant Holding LLC whose sole member is Tudor Wharf Hotel LLC.  The managers of Tudor Wharf Hotel LLC are Richard M. Kelleher, James R. Dina and Warren Q. Fields.  The non-recourse carve-out guarantor is Pyramid Advisors Limited Partnership.
 
n
Escrows.  At origination, the borrower funded an escrow reserve in the amount of $162,292 in respect of certain tax expenses and $34,375 in respect of certain deferred maintenance.  On each monthly payment date, the borrower is required to fund: (i) a tax and insurance reserve in an amount equal to one-twelfth of the amount the lender estimates will be necessary to pay tax and insurance premiums over the then succeeding 12-month period (unless a blanket or umbrella insurance policy is approved by lender and lender waives such insurance reserve requirements), and (ii) a reserve for FF&E and other capital improvements in an amount equal to the greater of (x) the amount required by the franchisor pursuant to the franchise agreement and (y) 4% of the operating income (plus gross rents) for the Residence Inn Boston Harbor Property for the preceding month.  Promptly following the date that any property improvement plan other than a property improvement plan pursuant to a replacement franchise agreement is imposed by the franchisor, an amount reasonably determined by the lender (minus any amounts on deposit in the reserve for property improvement plans and the FF&E and capital reserve), and promptly following the date that any property improvement plan pursuant to any replacement franchise agreement is imposed by the franchisor, an amount equal to the positive difference, if any, between (x) one hundred twenty-five percent (125%) of the sum required to pay for such new property improvement plan and (y) the amounts on deposit in the aggregate in the reserve for property improvement plans and the FF&E and capital reserve.  During the existence of a Residence Inn Boston Harbor Trigger Period, on each due date occurring in the months of March through November of each calendar year, the borrower is required to deposit into a seasonality reserve, an
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
85

 
 
RESIDENCE INN BOSTON HARBOR
 
 
amount equal to the sum remaining in the cash management account after funding of each required reserve and payment of debt service for such month until an amount equal to 110% of the amount required to cover the December through February shortfalls is accumulated.  During the existence of a Residence Inn Boston Harbor Trigger Period, the borrower shall make an initial deposit of an amount equal to two months of base rent then payable under the ground lease.  The borrower will be required to deposit with the lender a cash reserve (the “NStar Reserve”) in the amount of any judgment, court order, arbitration award, settlement or other similar decision imposed upon or against the borrower or any affiliate of the borrower (including ground lessor) to pay any amount in excess of $250,000 in connection with the a dispute with the electric utility company at the Residence Inn Boston Harbor, unless paid by the borrower or its affiliate in full within thirty (30) days after such judgment, arbitration award, settlement or similar decision is rendered.  Such deposit shall be held by the lender until the borrower provides evidence reasonably acceptable to the lender that (i) any judgment has been paid in accordance with its terms or (ii) any such judgment has been released or overturned by a court of competent jurisdiction in a final non-appealable order.
 
A “Residence Inn Boston Harbor Trigger Period” means any period (A) commencing upon the earliest of (i) the occurrence and continuance of an event of default, (ii) the debt service coverage ratio being less than 1.25x, and (iii) the occurrence of a Franchise Event Trigger Period; and (B) expiring upon (x) in the case of clause (i) above, the cure of such event of default, (y) in the case of clause (ii) above, the date that the debt service coverage ratio is equal to or greater than 1.25x for two consecutive calendar quarters, and (z) in the case of clause (iii) above, a Franchise Event Trigger Period ceasing to exist in accordance with the loan documents.
 
A “Franchise Event Trigger Period” shall mean a period (A) commencing upon the first to occur of (i) any default by the borrower under the applicable franchise agreement beyond applicable notice and cure periods, (ii) the borrower or the franchisor giving written notice that it is terminating the franchise agreement, and (iii) any termination or cancellation of the franchise agreement (including, without limitation, rejection in any bankruptcy or similar insolvency proceeding) prior to its scheduled expiration and/or the franchise agreement failing to otherwise be in full force and effect prior to its scheduled expiration and (B) ending upon satisfaction of all applicable Franchise Event Cure Conditions.
 
A “Franchise Event Cure Conditions” shall mean each of the following, as applicable (i) the borrower has cured all defaults by borrower under the franchise agreement giving rise to the Franchise Event Trigger Period, (ii) the franchisor has revoked or rescinded all termination or cancellation notices with respect to the franchise agreement and has re-affirmed the franchise agreement as being in full force and effect, (iii) prior to the scheduled expiration of any applicable bankruptcy or insolvency proceedings involving the franchisor and/or the franchise agreement, the franchisor is no longer insolvent or subject to any bankruptcy or insolvency proceedings and has affirmed the franchise agreement pursuant to final, nonappealable order of a court of competent jurisdiction, and (vi) with regards to any termination or cancellation of the franchise agreement, the borrower entering into a replacement franchise agreement and delivery to the lender of a comfort letter from any franchisor under such replacement franchise agreement on such franchisor’s standard form with such changes thereto as may be mutually agreed upon by such franchisor, the lender and the borrower.
 
n
Lockbox and Cash Management.  The Residence Inn Boston Harbor Loan is structured with a hard lockbox.  The borrower is required to cause all gross revenues to be directly deposited into a clearing account under the sole dominion and control of the lender.  The funds in the lockbox are swept on a daily basis (x) for so long as no Residence Inn Boston Harbor Trigger Period is continuing into borrower’s operating account and (y) upon the occurrence and during the continuance of a Residence Inn Boston Harbor Trigger Period, into an eligible cash management account controlled by the lender and disbursed on each monthly payment date to pay debt service and fund required reserves in accordance with the loan documents.  During the continuance of an event of default under the Residence Inn Boston Harbor Loan, the lender may apply any funds in such cash management account to amounts payable under the Residence Inn Boston Harbor Loan and/or toward the payment of expenses of the Residence Inn Boston Harbor Property, in such order of priority as the lender may determine.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
86

 
 
RESIDENCE INN BOSTON HARBOR
 
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Property Management.  The Residence Inn Boston Harbor Property is currently managed by Pyramid Tudor Wharf Hotel LLC, an affiliate of the borrower.  Under the loan documents, Pyramid Tudor Wharf Hotel LLC cannot be replaced by the borrower as manager, except with a management company meeting certain criteria specified in the loan documents.  The lender may replace Pyramid Tudor Wharf Hotel LLC as manager if there is a material default by Pyramid Tudor Wharf Hotel LLC under the management agreement, if Pyramid Tudor Wharf Hotel LLC files a bankruptcy petition or a similar event occurs, or during an event of default under the Residence Inn Boston Harbor Loan.
 
n
Mezzanine or Subordinate Indebtedness. Not permitted.
 
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Terrorism Insurance. The borrower is required to maintain an “all-risk” insurance policy that provides coverage for terrorism in an amount equal to the full replacement cost of the Residence Inn Boston Harbor Property, plus business interruption coverage in an amount equal to 100% of the projected net operating income plus fixed expenses (on an actual loss sustained basis) from the Residence Inn Boston Harbor Property for a period continuing until the earlier of (x) eighteen (18) months or (y) restoration of the Residence Inn Boston Harbor Property has been completed.  The terrorism insurance is required to contain a deductible that is acceptable to the lender and is no larger than $25,000.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
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NStar Dispute.  The ground lessor, an affiliate of the borrower, is currently in ongoing litigation with the electric utility company serving the Residence Inn Boston Harbor Property arising from a disputed amount of approximately $693,663 in electricity charges allegedly under-billed by the utility provider over the course of approximately seven years, ending in 2009.  If the borrower or any affiliate of borrower has to pay any amount in excess of $250,000 in connection with such dispute, the borrower shall be required to deposit the NStar Reserve with the lender.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
87

 
677 ALA MOANA BOULEVARD 
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
88

 
 
677 ALA MOANA BOULEVARD 
 
(MAP)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
89

 
 
677 ALA MOANA BOULEVARD 
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
AMF I
Location (City/State)
Honolulu, Hawaii
 
Cut-off Date Principal Balance
$41,440,000
Property Type
Office
 
Cut-off Date Principal Balance per SF
$141.43
Size (SF)
293,013
 
Percentage of Initial Pool Balance
 
3.4%
Total Occupancy as of 2/1/2013
82.1%
 
Number of Related Mortgage Loans
None
Owned Occupancy as of 2/1/2013
82.1%
 
Type of Security
 
Leasehold
Year Built / Latest Renovation
1965-1971 / 2004-2005
 
Mortgage Rate
 
4.1750%
Appraised Value
$60,200,000
 
Original Term to Maturity (Months)
 
60
     
Original Amortization Term (Months)
360
     
Original Interest Only Period (Months)
12
Underwritten Revenues
$10,330,228
       
Underwritten Expenses
$5,934,460
 
Escrows
Underwritten Net Operating Income (NOI)
$4,395,768
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$4,110,921
 
Taxes(2)
$263,142
$93,970
Cut-off Date LTV Ratio
68.8%
 
Insurance
$270,421
$37,534
Maturity Date LTV Ratio(1)
50.0%
 
Replacement Reserves
$0
$5,570
DSCR Based on Underwritten NOI / NCF
1.81x / 1.70x
 
TI/LC
$375,000
$24,418
Debt Yield Based on Underwritten NOI / NCF
10.6% / 9.9%
 
Other(3)
$14,000,000
$0
 
Sources and Uses
Sources
$
%
Uses
$
%
Loan Amount
$41,440,000
76.0%
Loan Payoff(4)
$38,635,671
 
70.8%
Principal’s New Cash Contribution
13,097,835
24.0   
Reserves
14,908,563
 
27.3   
     
Closing Costs
993,601
 
1.8 
           
Total Sources
$54,537,835
100.0%  
Total Uses
$54,537,835
 
100.0% 
 

 
(1)
The Maturity Date LTV Ratio is calculated utilizing the “as stabilized” appraised value of $77,000,000. The Maturity Date LTV Ratio calculated on the basis of the “as-is” appraised value is 64.0%. See “—Appraisal” below.
 
(2)
Upfront and ongoing reserves include ground rent reserve.
 
(3)
Other reserve represents a property renovation reserve.
 
(4)
Includes buyout of a former partner’s ownership interest for $6,198,071.
 
The Mortgage Loan. The mortgage loan (the “677 Ala Moana Loan”) is secured by a first mortgage encumbering a leasehold interest in an office building located in Honolulu, Hawaii (the “677 Ala Moana Property”).  The 677 Ala Moana Loan has an outstanding principal balance as of the Cut-off Date of $41,440,000 and represents approximately 3.4% of the Initial Pool Balance. The 677 Ala Moana Loan was originated on March 20, 2013 by Archetype Mortgage Capital LLC, and was subsequently purchased by Archetype Mortgage Funding I LLC.  The 677 Ala Moana Loan had an original principal balance of $41,440,000 and an interest rate of 4.1750% per annum.  The proceeds of the 677 Ala Moana Loan were used to refinance existing debt secured by a lien on the 677 Ala Moana Property and to buy-out a former partner’s ownership interest.
 
  The 677 Ala Moana Loan had an initial term of 60 months and has a remaining term of 60 months.  The 677 Ala Moana Loan requires payments of interest only for the initial 12 months and then payments of principal and interest based on a 30-year amortization schedule.  The scheduled maturity date is the due date in April 2018.  Voluntary prepayment of the 677 Ala Moana Loan is prohibited prior to January 1, 2018.  Defeasance with direct, non-callable obligations of the United States of America is permitted at any time on or after the first due date following the second anniversary of the Closing Date.
 
The Mortgaged Property. The 677 Ala Moana Property is an approximately 293,013 SF office building located in Honolulu, Hawaii with an attached eight story parking garage containing 517 spaces.  The 677 Ala Moana Property is leased to 41 tenants including American Savings Bank, University Clinical Education and Cancer Research Center of Hawaii.  The 677 Ala Moana Property faces onto Ala Moana Boulevard and is bordered by Keawe, Coral and Ilalo Streets.  The 677 Ala Moana Property was constructed from 1965 to 1971 and was partially renovated between 2004 and 2005. As of February 1, 2013, the Total Occupancy was 82.1%.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
90

 
 
677 ALA MOANA BOULEVARD 
 
The following table presents certain information relating to the tenants at the 677 Ala Moana Property:
 
Ten Largest Owned Tenants Based on Underwritten Base Rent
 
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
 
Tenant GLA
 
 
% of
GLA
 
 
UW Base
Rent
 
% of Total
UW Base
Rent
 
UW Base
Rent
$ per SF
 
Lease
Expiration
 
Renewal / Extension
Options
American Savings Bank(2)
 
NR / A3 / BBB
 
49,568
   
16.9
 
$769,708
   
16.7
 
$15.53
   
7/31/2015
 
2, 5-year options
University Clinical Education(3)
 
NR / NR / NR
 
35,049
   
12.0
   
655,184
   
14.3
   
18.69
   
12/31/2019
 
NA
Cancer Research Center of HI
 
NR / NR / NR
 
28,850
   
9.8
   
523,041
   
11.4
   
18.13
   
8/17/2015
 
2, 5-year options
GSA / USGS(4)
 
AAA / Aaa / AA+
 
14,710
   
5.0
   
431,055
   
9.4
   
29.30
   
4/14/2016
 
NA
John Mullen
 
NR / NR / NR
 
17,907
   
6.1
   
284,904
   
6.2
   
15.91
   
4/30/2018
 
NA
Tissue Genesis
 
NR / NR / NR
 
11,391
   
3.9
   
241,441
   
5.3
   
21.20
   
5/31/2013
 
NA
Life Foundation
 
NR / NR / NR
 
10,168
   
3.5
   
149,145
   
3.2
   
14.67
   
9/29/2015
 
1, 5-year option
Pacific Housing
 
NR / NR / NR
 
7,967
   
2.7
   
144,178
   
3.1
   
18.10
   
6/30/2015
 
1, 3-year option
Guardian Life Insurance Co
 
AA+ / Aa2 / AA+
 
6,776
   
2.3
   
139,747
   
3.0
   
20.62
   
12/31/2016
 
NA
American Heart Association
 
NR / NR / NR
 
6,414
   
2.2
   
132,372
   
2.9
   
20.64
   
5/31/2016
 
1, 5-year option
Ten Largest Owned Tenants
     
188,800
   
64.4
 
$3,470,775
   
75.5
 
$18.38
         
Remaining Owned Tenants
     
51,739
   
17.7
   
1,125,129
   
24.5
   
21.75
         
Vacant
     
52,474
   
17.9
   
0
   
0.0
   
0.00
         
Total / Wtd. Avg. All Owned Tenants
 
 
293,013
   
100.0
 
$4,595,904
   
100.0
 
$19.11
         
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
5,872 SF expires on 7/31/2013.
 
(3)
9,664 SF expires on 1/31/2021.
 
(4)
Tenant has the option to terminate its lease upon at least 180 days’ notice.
 
The following table presents the lease rollover schedule at the 677 Ala Moana Property, based on initial lease expiration dates:
 
Lease Expiration Schedule(1)(2)
 
Year Ending December 31,
 
 
Expiring Owned GLA
 
 
% of Owned
GLA
 
 
Cumulative % of Owned GLA
 
 
UW
Base Rent
 
 
% of Total UW
Base Rent
 
 
UW Base Rent
$ per SF
 
 
# of Expiring Tenants
MTM(3)
    0       0.0 %     0.0 %     $150       0.0 %     $0.00       1  
2013
    17,190       5.9       5.9 %     367,318       8.0       21.37       6  
2014
    6,960       2.4       8.2 %     143,721       3.1       20.65       4  
2015
    110,619       37.8       46.0 %     1,957,371       42.6       17.69       13  
2016
    38,480       13.1       59.1 %     903,414       19.7       23.48       7  
2017
    0       0.0       59.1 %     0       0.0       0.00       0  
2018
    22,238       7.6       66.7 %     356,801       7.8       16.04       4  
2019
    38,738       13.2       79.9 %     735,445       16.0       18.99       2  
2020
    0       0.0       79.9 %     0       0.0       0.00       0  
2021
    2,285       0.8       80.7 %     57,313       1.2       25.08       2  
2022
    1,428       0.5       81.2 %     27,418       0.6       19.20       1  
2023
    0       0.0       81.2 %     0       0.0       0.00       0  
2024 & Thereafter(4)
    2,601       0.9       82.1 %     46,955       1.0       18.05       1  
Vacant
    52,474       17.9       100.0 %     0       0.0       0.00       0  
Total / Wtd. Avg.
    293,013       100.0 %             $4,595,904       100.0 %     $19.11       41  
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
(2)
5,872 SF of American Savings Bank’s space expires in 2013 and 9,664 SF of University Clinical Education’s space expires in 2021.  For purposes of this Lease Expiration Schedule, it is assumed that these spaces expire in 2015 and 2019, respectively.
 
(3)
Represents UPS drop box.
 
(4)
Represents property management office.
 
The following table presents certain information relating to historical leasing at the 677 Ala Moana Property:
 
Historical Leased %(1)
   
 
2009
 
 
2010
 
 
2011
 
 
2012
 
 
As of 2/1/2013
Owned Space
 
94.8%
 
86.4%
 
82.8%
 
82.2%
 
82.1%
 

 
(1)
As provided by the borrower and represents occupancy as of December 31, for the indicated year or stated date.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the Underwritten Net Cash Flow at the 677 Ala Moana Property:
 
Cash Flow Analysis(1)
 
   
2009
 
2010
 
2011
 
2012
 
Underwritten(1)
 
Underwritten
$ per SF
Base Rent
    $4,688,174       $4,491,387       $4,407,284       $4,453,702       $4,595,904       $15.68  
Overage Rent
    0       0       0       0       0       0.00  
Gross Up Vacancy
    0       0       0       0       927,532       3.17  
Total Rent
    $4,688,174       $4,491,387       $4,407,284       $4,453,702       $5,523,436       $18.85  
Total Reimbursables
    4,029,282       4,130,559       3,924,157       4,264,140       4,819,381       16.45  
Parking Income
    880,458       964,197       921,358       885,503       885,503       3.02  
Other Income
    121,191       44,468       34,037       29,440       29,440       0.10  
Vacancy & Credit Loss
    (789,865 )     (118,757 )     (169,116 )     (24,621 )     (927,532 )     (3.17 )
Effective Gross Income
    $8,929,240       $9,511,854       $9,117,720       $9,608,164       $10,330,228       $35.26  
                                                 
Total Operating Expenses
    $4,579,944       $4,759,731       $5,141,850       $5,174,392       $5,934,460       $20.25  
                                                 
Net Operating Income
    $4,349,296       $4,752,123       $3,975,870       $4,433,772       $4,395,768       $15.00  
TI/LC
    0       0       0       0       218,013       0.74  
Capital Expenditures
    0       0       0       0       66,834       0.23  
Net Cash Flow
    $4,349,296       $4,752,123       $3,975,870       $4,433,772       $4,110,921       $14.03  
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the presentation and are not considered for the underwritten cash flow.
 
Appraisal.  According to the appraisal, the 677 Ala Moana Property had an “as-is” appraised value of $60,200,000 as of an effective date of January 15, 2013 and an “as stabilized” appraised value of $77,000,000 as of an effective date of January 15, 2016, which assumes completion of planned renovations and stabilized occupancy.
 
Environmental Matters. According to the Phase I report, dated January 24, 2013, there are no recommendations for further actions other than developing an operations and maintenance plan to address any potential asbestos at the 677 Ala Moana Property.
 
Market Overview and Competition. The 677 Ala Moana Property is located in the Kakaako / Kapiolani / King submarket which is within the greater Oahu office market and 1.0 mile south of the Honolulu Central Business District. Per Colliers as of year-end 2012, the submarket totals 3,619,134 SF and its average vacancy rate decreased from a 2011 level of 10.1% to 9.4%, 4.0% less than the market’s overall average vacancy of 13.4%.
 
The following table presents certain information relating to certain lease comparables provided in the appraisal for the 677 Ala Moana Property:
 
Office Lease Comparables(1)
   
 
Ward Court
 
 
Waterfront Plaza
 
 
One Kapiolani
 
 
Blackfield Building
 
 
Pacific Park Plaza
 
 
1601 Kapiolani Boulevard
SF (Suite)
 
450
 
1,300
 
692 & 1,791
 
Various
 
Various
 
7,381
Lease Start
 
Asking
 
Renewal
 
Current
 
Current
 
Asking
 
Asking
Rent Rate per SF
 
$19.80
 
$18.00
 
$16.68 & $18.24
 
$16.20-$18.00
 
$15.00
 
$18.60
Expense Basis
 
NNN
 
NNN
 
NNN
 
NNN
 
NNN
 
NNN
 

 
(1)
Source: Appraisal.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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677 ALA MOANA BOULEVARD 
 
The following table presents certain information relating to certain office sales comparables provided in the appraisal for the 677 Ala Moana Property:
 
Office Sales Comparables(1)
 
Property Name
 
 
Sale Date
 
 
Year Built
 
 
NRA (SF)
 
 
Sale Price
 
 
Sale Price
per SF
 
 
Occupancy
One Kapiolani
 
January 2013
 
1972
 
44,231
   
$13,800,000 
 
$312.00
   
94%
 
Gentry Pacific Design Center
 
August 2012
 
1925
 
140,000
   
$21,370,000 
  
$152.64
   
71%
 
Newton Square
 
June 2012
 
1974
 
61,690
   
$15,250,000 
 
$247.20
   
80%
 
Kaimuki Plaza
 
November 2010
 
1995
 
61,669
   
$20,800,000 
 
$337.28
   
96%
 
Honolulu Federal Credit Union
 
October 2010
 
1990
 
130,647
   
$30,995,000 
 
$237.24
   
98%
 
Pacific Guardian Tower
 
October 2009
 
1989
 
130,600
   
$37,895,600 
 
$290.17
   
93%
 
 

 
(1)
Source: Appraisal.
 
The Borrower.  The borrower is Ala Moana Property Owner LLC, a single-purpose, single-asset entity.  Legal counsel to the borrower delivered a non-consolidation opinion in connection with the origination of the 677 Ala Moana Loan. The borrower of the 677 Ala Moana Loan is sponsored by the Real Estate Development and Investment Company (the “Sponsor”). REDICO Properties LLC, an affiliate of the Sponsor, is the non-recourse carveout guarantor of the 677 Ala Moana Loan.
 
Escrows.  At origination, the borrower funded an escrow reserve in the amount of $263,142 with respect to certain real estate tax expenses (which is inclusive of $121,586 with respect to certain ground lease expenses), $270,421 with respect to certain insurance expenses, $375,000 for tenant improvement and leasing costs and $14,000,000 for planned property renovations.  On each due date, the borrower is required to fund (i) a tax, ground rent and insurance reserve in an amount equal to one-twelfth of the amount the lender reasonably estimates will be necessary to pay taxes, ground rent and insurance premiums over the then succeeding twelve month period, (ii) a tenant improvement and leasing commission reserve in the monthly amount of $24,418, and (iii) a capital expenditure reserve in an amount equal to $5,570.
 
Furthermore, during the continuance of a 677 Ala Moana Trigger Period, the loan documents require that all amounts on deposit in the cash management account, after the payment of debt service and budgeted operating expenses and the funding of required monthly escrows for real estate taxes, insurance premiums and capital expenditures, be reserved and held as additional collateral for the 677 Ala Moana Loan.
 
A “677 Ala Moana Trigger Period” shall mean the period commencing upon the occurrence of a 677 Ala Moana Sweep Event and ending upon: (a) the 677 Ala Moana Loan having been repaid in full; (b) solely with regard to a 677 Ala Moana Trigger Period commencing due to clause (ii) of the definition of “677 Ala Moana Sweep Event”, and provided no other 677 Ala Moana Trigger Period then exists, the date on which the debt service coverage ratio for the then-trailing twelve-month period is 1.30x or greater for two consecutive calendar quarters; (c) solely with regard to a 677 Ala Moana Trigger Period commencing due to clauses (iii) or (iv) of the definition of “677 Ala Moana Sweep Event”, and provided no other 677 Ala Moana Trigger Period then exists, receipt of evidence that a satisfactory replacement tenant has executed a replacement lease for the entire space at the 677 Ala Moana Property currently occupied by American Savings Bank, and that such replacement tenant is in occupancy, open for business and paying full unabated rent under such replacement lease; (d) solely with regard to a 677 Ala Moana Trigger Period commencing due to clause (iv) of the definition of “677 Ala Moana Sweep Event”, and provided no other 677 Ala Moana Trigger Period then exists, the occurrence of any of the following with respect to American Savings Bank (1) receipt of evidence that American Savings Bank’s lease has been irrevocably assumed by American Savings Bank (or an acceptable subtenant) and American Savings Bank (or such approved subtenant) is in occupancy of 100% of the space demised under such lease and is paying full, unabated post-petition rent without offset or credit as evidenced by one or more acceptable estoppel letters or (2) the assignment to, and assumption by, an acceptable assignee of American Savings Bank’s Lease pursuant to a final court order issued in the applicable bankruptcy action, with such assignee occupying 100% of the space demised under American Savings Bank’s Lease and paying full, unabated post-petition rent without offset or
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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677 ALA MOANA BOULEVARD 
 
credit as evidenced by one or more acceptable estoppel letters; or (e) solely with regard to a 677 Ala Moana Trigger Period commencing due to clauses (iii), (iv), (v) or (vi) of the definition of “677 Ala Moana Sweep Event”, and provided no other 677 Ala Moana Trigger Period then exists, the date on which the debt service coverage ratio for the then-trailing twelve-month period is 1.30x or greater for two consecutive calendar quarters (calculated excluding the rent and reimbursements due under American Savings Bank’s Lease).
 
A “677 Ala Moana Sweep Event” shall mean the occurrence of any of the following: (i) an event of default, (ii) the date on which the debt service coverage ratio for the then-trailing twelve month period is less than 1.20x, (iii) the date on which American Savings Bank vacates, surrenders or ceases to conduct its normal business operations at its demised premises or otherwise “goes dark” or notifies the borrower in writing that it intends to vacate, surrender or cease to conduct its normal business operations at its demised premises or otherwise “go dark” (unless as of the date of such occurrence, the 677 Ala Moana Sweep Event Prevention Condition is satisfied), (iv) the date on which American Savings Bank shall become insolvent or a debtor in any Bankruptcy Action (unless as of the date of such occurrence, the 677 Ala Moana Sweep Event Prevention Condition is satisfied), (v) a default by American Savings Bank under its lease beyond any applicable grace, notice or cure periods (unless as of the date of such occurrence, the 677 Ala Moana Sweep Event Prevention Condition is satisfied), or (vi) the date that is nine months prior to the scheduled expiration date of the lease for American Savings Bank (unless as of the date of such occurrence, the 677 Ala Moana Sweep Event Prevention Condition is satisfied).
 
A “677 Ala Moana Sweep Event Prevention Condition” shall be met when both of the following conditions are satisfied: (i) the debt service coverage ratio (calculated excluding the rent and reimbursements due under American Savings Bank’s lease), for the then-trailing twelve-month period is equal to or greater than 1.20x and (ii) the balance of tenant improvement and leasing commission reserve is equal to or greater than $600,000.
 
Lockbox and Cash Management.  The 677 Ala Moana Loan requires a hard lockbox, which is already in place.  The loan documents require the borrower to direct the tenants to pay their rents directly to a lender-controlled lockbox account.  The loan documents also require that the borrower cause all cash revenues relating to the 677 Ala Moana Property and all other money received by the borrower or the property manager with respect to the 677 Ala Moana Property to be deposited into the cash management account or lockbox account within two business days of receipt.  All amounts in the lockbox account are swept to the lender-controlled cash management account each business day.  So long as neither an event of default under the 677 Ala Moana Loan nor a 677 Ala Moana Trigger Period is continuing, all funds in the cash management account in excess of the amount required to pay debt service and fund required reserves on the next due date will be remitted to an operating account maintained by the borrower.  During the continuance of an event of default under the 677 Ala Moana Loan, the lender may apply any funds in the cash management account to amounts payable under the 677 Ala Moana Loan and/or toward the payment of expenses of the 677 Ala Moana Property, in such order of priority as the lender may determine.
 
Property Management.  The 677 Ala Moana Property is currently managed by REDICO Management, Inc. and PM Realty Group, L.P. pursuant to management agreements.  Under the loan documents, the 677 Ala Moana Property may not be managed by any other party, other than another management company approved by the lender and with respect to which the Rating Agency Confirmation has been satisfied.  During the continuance of an event of default, during the continuance of a material default by the property manager under the management agreement beyond any applicable notice and cure period, or upon the filing of a bankruptcy petition or a similar event with respect to the property manager, the lender may terminate or require the borrower to terminate the management agreement and replace the property manager with a new property manager selected by the lender and with respect to which Rating Agency Confirmation has been received.
 
Ground Lease.  The collateral for the 677 Ala Moana Loan consists of a mortgage on the borrower’s leasehold interest in the 677 Ala Moana Property pursuant to a ground lease between the borrower and the Trustees of the Estate of Bernice Pauahi Bishop.  The ground lease was originally executed in 1969 and was amended simultaneous with the closing of the 677 Ala Moana Loan, resulting in the extension of the expiration of the ground lease from February 2039 to January 2079. At the maturity of the 677 Ala Moana Loan, there will be 61
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
94

 
 
677 ALA MOANA BOULEVARD 
 
 
years remaining on the ground lease.  The ground rent is paid semi-annually and currently totals $486,346 per year. Per the amended ground lease, the annual ground rent will increase to $559,297.90 in February 2014.  The ground lease requires the borrower to complete certain renovations to the 677 Ala Moana Property which have a budgeted cost of $14,000,000.  Per the amended ground lease, upon the earlier of the completion of the renovations or October 31, 2014, the rent payable under the ground lease will increase to a base rate of $808,082, plus the cumulative CPI increase over the period between the amended ground lease’s February 2013 execution date and the completion date of the renovations, plus a general excise tax of 4.5%.  Thereafter, the ground rent remains unchanged until January 2019. After January 2019, the ground rent increases every five years by the greater of 3% or the annual rate of change of CPI throughout the applicable five year period. Commencing in March 2020, the borrower is obligated to maintain a capital expenditure reserve of not less than $100,000 per year on a rolling five year basis, subject to annual CPI adjustments. The borrower is required to spend reserved funds on capital improvements within each five-year period.
 
Mezzanine or Subordinate Indebtedness.  Not permitted.
 
Terrorism Insurance.  The borrower is required to maintain terrorism insurance for Certified and Non-Certified acts (as those terms are defined in TRIPRA or similar or subsequent statute) in an amount equal to the full replacement cost of the 677 Ala Moana Property, plus 18 months of business interruption coverage.  The required terrorism insurance may be included in a blanket policy, provided that the borrower provides evidence satisfactory to the lender that the insurance premiums for the 677 Ala Moana Property are separately allocated under the blanket policy and that certain other requirements are satisfied.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
95

 
PIN OAK PORTFOLIO – NORTH PARCEL
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
96

 
 
PIN OAK PORTFOLIO – NORTH PARCEL
 
(GRAPHIC)
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
97

 
 
PIN OAK PORTFOLIO – NORTH PARCEL
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
3
 
Loan Seller
 
CGMRC
Location (City/State)
Bellaire, Texas
 
Cut-off Date Principal Balance
 
$38,750,000
Property Type
Office
 
Cut-off Date Principal Balance per SF
$110.23
Size (SF)
351,527
 
Percentage of Initial Pool Balance
 
3.2%
Total Occupancy as of 11/13/2012
93.7%
 
Number of Related Mortgage Loans
 
1
Owned Occupancy as of 11/13/2012
93.7%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1975 / NAP
 
Mortgage Rate
 
3.8000%
Appraised Value
$60,750,000
 
Original Term to Maturity (Months)
 
60
     
Original Amortization Term (Months)
 
NAP
     
Original Interest Only Period (Months)
60
Underwritten Revenues
$8,265,952
       
Underwritten Expenses
$3,452,613
 
Escrows
Underwritten Net Operating Income (NOI)
$4,813,339
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$4,370,864
 
Taxes
$62,739
$62,739
Cut-off Date LTV Ratio
63.8%
 
Insurance
$58,167
$11,633
Maturity Date LTV Ratio
63.4%
 
Replacement Reserves
$1,000,000
$5,859
DSCR Based on Underwritten NOI / NCF
3.22x / 2.93x
 
TI/LC
$1,219,910
$0
Debt Yield Based on Underwritten NOI / NCF
12.4% / 11.3%
 
Other
$0
$0
 
        Sources and Uses
Sources
   $
 
 %
Uses
 $
%
Loan Amount
$38,750,000
 
    59.4%
Purchase Price(1)
$59,615,385          
 91.4%
Principal’s New Cash Contribution
25,329,190
 
38.8
Other Uses
2,563,268          
3.9
Other Sources
1,133,026
 
  1.7
Reserves
2,340,816          
3.6
       
Closing Costs
692,748          
1.1
             
Total Sources
$65,212,216
 
100.0%
Total Uses
$65,212,216          
100.0%
 

 
(1)
The Pin Oak Portfolio – North Parcel Properties were purchased as part of a portfolio comprised of the Pin Oak Portfolio – North Parcel Properties and Pin Oak Portfolio – South Parcel Properties.  The purchase price of the portfolio was $78,650,000.  Purchase Price in the table above is the allocated purchase price of the Pin Oak Portfolio – North Parcel Properties based on the Cut-off Date Principal Balances of The Pin Oak Portfolio – North Parcel Loan and the Pin Oak Portfolio – South Loan.
 
(2)
The Maturity Date LTV Ratio is calculated utilizing the “as stabilized” appraised value of $11,050,000 for the 4710 Bellaire Boulevard Property. The Maturity Date LTV Ratio, calculated on the basis of the “as-is” appraised value is 63.8%. See “—Appraisal” below.
 
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The Mortgage Loan.  The mortgage loan (the “Pin Oak Portfolio – North Parcel Loan”) is evidenced by three notes in the aggregate original principal amount of $38,750,000 and is secured by a first mortgage encumbering three office buildings located in Bellaire, Texas (the “Pin Oak Portfolio – North Parcel Properties”).  The Pin Oak Portfolio – North Parcel Loan was originated by Citigroup Global Markets Realty Corp. on December 20, 2012 and represents approximately 3.2% of the Initial Pool Balance.  The notes evidencing the Pin Oak Portfolio – North Parcel Loan had an aggregate outstanding principal balance as of the Cut-off Date of $38,750,000 and an interest rate of 3.8000% per annum.  The proceeds of the Pin Oak Portfolio – North Parcel Loan were used to acquire the Pin Oak Portfolio – North Parcel Properties.
 
The Pin Oak Portfolio North Parcel Loan had an initial term of 60 months and has a remaining term of 57 months as of the Cut-off Date.  The Pin Oak Portfolio North Parcel Loan requires payments of interest only during the term of the Pin Oak Portfolio North Parcel Loan.  The scheduled maturity date is the due date in January 2018.  The borrower has the right to voluntarily prepay the loan in whole, and in part under certain circumstances (See “—Partial Release” below) provided that the borrower pays a prepayment premium equal to the greater of (x) a yield maintenance premium and (y) an amount equal to 1% of the principal amount being prepaid.  In addition, defeasance of the Pin Oak Portfolio North Parcel Loan, either in full or in part, with direct, non-callable obligations that are either the direct obligations of, or are fully guaranteed by the full faith and credit of, the United States of America or other obligations which are “government securities” permitted under the loan documents, is permitted at any time after the second anniversary of the Closing Date. After October 6, 2017, the borrower may prepay the Pin Oak Portfolio North Parcel Loan either in whole or in part without penalty.
 
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The Mortgaged Property. The Pin Oak Portfolio – North Parcel Properties are three office buildings totaling 351,527 SF located in the Bellaire submarket of Houston, Texas.  The Pin Oak Portfolio North Parcel Properties are situated on a 10.5 acre site and share a two section parking garage containing a total of 1,108 spaces, representing a parking ratio of 3.15 per 1,000 SF.  As of November 13, 2012, the Total Occupancy of the Pin Oak Portfolio – North Parcel Properties was 93.7%.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
98

 
 
PIN OAK PORTFOLIO – NORTH PARCEL
 
The following table presents certain information relating to the Pin Oak North Parcel Properties:

Property Name
 
Property Type
 
Allocated
Cut-off
Date Loan
Amount
 
City
 
State
 
Total
GLA
 
Occupancy
 
Year Built / Renovated
 
UW NCF
 
UW
NCF
per SF
6750 West Loop South
 
Office
  $23,116,200    
Bellaire
 
TX
  201,932     95.5 %  
1975 / NAP
  $2,630,172     $13.03  
6700 West Loop South
 
Office
  10,277,800    
Bellaire
 
TX
  76,662     100.0 %  
1975 / NAP
  1,029,133     13.42  
4710 Bellaire Boulevard
 
Office
  5,356,000    
Bellaire
 
TX
  72,933     82.2 %  
1975 / NAP
  711,559     9.76  
Total / Wtd Avg.
      $38,750,000             351,527     93.7 %       $4,370,864     $12.43  
 
The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the Pin Oak – North Parcel Properties:
 
Ten Largest Tenants Based on Underwritten Base Rent
 
Tenant Name
 
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
 
Tenant
GLA
 
 
% of GLA
 
 
UW Base
Rent
 
 
% of Total UW
Base Rent
 
 
UW Base Rent
$ per SF
 
 
Lease
Expiration
 
 
Renewal / Extension Options
UT Physicians
 
NR / NR / NR
  26,669     7.6 %   $792,869     10.0 %   $29.73    
3/31/2022
 
NA
Frost National Bank
 
NR / NR / NR
  18,816     5.4     496,742     6.3     26.40    
4/30/2014
 
2, 5-year options
Harden Healthcare Texas
 
NR / NR / NR
  15,364     4.4     361,054     4.6     23.50    
7/31/2016
 
1, 5-year option
McGovern Allergy Clinic
 
NR / NR / NR
  13,635     3.9     334,058     4.2     24.50    
5/31/2014
 
NA
Shale-Inland
 
NR / NR / NR
  12,757     3.6     304,963     3.9     23.91    
3/31/2015
 
NA
Memorial Hermann
 
NR / NR / NR
  11,279     3.2     252,086     3.2     22.35    
7/31/2016
 
2, 5-year options
Girling Healthcare
 
NR / NR / NR
  10,531     3.0     231,682     2.9     22.00    
7/31/2016
 
1, 5-year option
Alpert & Sermas
 
NR / NR / NR
  7,705     2.2     211,579     2.7     27.46    
9/30/2019
 
1, 5-year option
Gilbreth & Associates
 
NR / NR / NR
  7,771     2.2     180,710     2.3     23.25    
9/30/2016
 
1,2.5-year option
Lentz Engineering L.C.
 
NR / NR / NR
  6,830     1.9     163,920     2.1     24.00    
4/30/2014
 
NA
Total Tenants
      131,357     37.4 %   $3,329,663     42.1 %   $25.35          
Remaining Tenants
      198,104     56.4     4,570,505     57.9     23.07          
Vacant
      22,066     6.3     0     0.0     0.00          
Total / Wtd. Avg. All Tenants
  351,527     100.0 %   $7,900,168     100.0 %   $23.98          
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
The following table presents certain information relating to the lease rollover schedule at the Pin Oak North Parcel Properties:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of Owned
GLA
 
Cumulative % of
Owned GLA
 
UW Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
  1,873     0.5 %   0.5 %   $0     0.0 %   $0.00     1  
2013
  58,681     16.7     17.2 %   1,359,981     17.2     23.18     29  
2014
  68,475     19.5     36.7 %   1,683,875     21.3     24.59     16  
2015
  53,994     15.4     52.1 %   1,286,355     16.3     23.82     26  
2016
  65,547     18.6     70.7 %   1,481,700     18.8     22.61     13  
2017
  15,172     4.3     75.0 %   324,282     4.1     21.37     9  
2018
  9,178     2.6     77.6 %   206,732     2.6     22.52     3  
2019
  16,133     4.6     82.2 %   425,035     5.4     26.35     3  
2020
  10,668     3.0     85.3 %   259,492     3.3     24.32     3  
2021
  0     0.0     85.3 %   0     0.0     0.00     0  
2022
  29,740     8.5     93.7 %   872,715     11.0     29.34     2  
2023
  0     0.0     93.7 %   0     0.0     0.00     0  
2024 & Thereafter
  0     0.0     93.7 %   0     0.0     0.00     0  
Vacant
  22,066     6.3     100.0 %   0     0.0     0.00     0  
Total / Wtd. Avg.
  351,527     100.0 %         $7,900,168     100.0 %   $23.98     105  
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
99

 
 
PIN OAK PORTFOLIO – NORTH PARCEL
 
The following table presents certain information relating to historical leasing at the Pin Oak North Parcel Properties:
 
Historical Leased %(1)
 
Property Name
 
2008
 
2009
 
2010
 
2011
 
As of 11/13/2012
6750 West Loop South
    92.2 %     91.9 %     93.3 %     93.1 %     95.5 %
6700 West Loop South
    86.3 %     58.9 %     71.6 %     86.7 %     100.0 %
4710 Bellaire Boulevard
    91.7 %     87.3 %     83.9 %     82.9 %     82.2 %
Total / Wtd. Avg.
    90.8 %     83.7 %     86.6 %     89.6 %     93.7 %
 

 
(1)
As provided by the borrower and represents average occupancy for the year.
 
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Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the Pin Oak – North Parcel Properties:
 
Cash Flow Analysis(1)
 
   
2010
 
2011
 
TTM 9/30/2012
 
Underwritten
 
Underwritten
$ per SF
Base Rent
  $6,465,389     $6,850,300     $7,045,386     $7,900,168     $22.47  
Contractual Rent Steps
  0     0     0     90,849     0.26  
Gross Up Vacancy
  0     0     0     551,650     1.57  
Total Rent
  $6,465,389     $6,850,300     $7,045,386     $8,542,666     $24.30  
Total Reimbursables
  105,068     153,914     99,756     95,561     0.27  
Other Income
  470,461     543,421     577,213     644,544     1.83  
Vacancy & Credit Loss
  0     0     0     (1,016,820 )   (2.89 )
Effective Gross Income
  $7,040,917     $7,547,635     $7,722,354     $8,265,952     $23.51  
                               
Total Operating Expenses
  $3,260,080     $3,407,786     $3,251,820     $3,452,613     $9.82  
                               
Net Operating Income
  $3,780,838     $4,139,849     $4,470,534     $4,813,339     $13.69  
TI/LC
  0     0     0     330,939     0.94  
Capital Expenditures
  0     0     0     111,535     0.32  
Net Cash Flow
  $3,780,838     $4,139,849     $4,470,534     $4,370,864     $12.43  
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
n
Appraisal.  According to the appraisal, the Pin Oak Portfolio – North Parcel Properties had an “as-is” appraised value of $60,750,000 as of an effective date of November 19, 2012.
 
n
Environmental Matters.  Based on Phase I environmental reports dated November 28, 2012 and November 29, 2012, the environmental consultant recommended no further action.
 
n
Market Overview and Competition.  According to the appraisal, as of the third quarter of 2012, the total Houston office market consisted of 269 million SF.  The direct vacancy rate was 11.9% and the average gross rental rate was $23.96 per SF. Year-to-date net absorption was 5.5 million SF through September 2012.  Class B office properties within the overall Houston office market reported a direct vacancy of 13.5% and an average gross rent of $19.62 per SF.
 
The Pin Oak Portfolio – North Parcel Properties are located in the Bellaire office submarket, within the Houston office market, and are more specifically located at the northwest intersection of the West Loop and Bellaire Boulevard. As of the third quarter of 2012 the Bellaire office submarket had a total office inventory of 5.1 million SF. The direct vacancy rate of the Bellaire submarket was 8.3% and the average gross rental rate was $22.69 per SF. Class B office properties within the Bellaire submarket reported a direct vacancy of 5.9% and an average gross rent of $20.86 per SF.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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The following table presents certain information relating to certain office lease comparables provided in the appraisal for the Pin Oak Portfolio – North Parcel Properties:
 
Office Lease Comparables(1)
   
 
Pin Oak Portfolio - North
Parcel
 
 
6565 West
Loop South (2)
 
 
Loop Central
I(2)
 
 
Braeswood Tower II (2)
 
 
Foundation Medical
Tower(2)
 
 
West Loop II(2)
Year Built
 
1975
 
1979
 
1980
 
1975
 
2005
 
1981
Total GLA
 
351,527
 
165,600
 
178,263
 
419,260
 
99,768
 
144,337
Total Occupancy
 
93.7%
 
92.0%
 
92.0%
 
91.0%
 
94.0%
 
71.0%
Quoted Rent Rate per SF
 
NAP(1)
 
$23.00
 
$24.00
 
$22.00
 
$18.00
 
$23.00
Expense Basis
 
BaseYear
 
Base Year
 
Base Year
 
Base Year
 
NNN
 
Base Year
 

(1)      Source: Appraisal
(2)      Certain lease comparables shown in the above table may be renewals.
 
The following table presents certain information relating to certain office sales comparables provided in the appraisal for the Pin Oak Portfolio – North Parcel Properties:
 
Office Sales Comparables(1)
 
Property Name
 
 
City
 
 
Sale Date
 
 
Year Built
 
 
NRA (SF)
 
 
Sale Price
 
 
Sale Price
per SF
 
 
Occupancy
3555 Timmons Lane
 
Houston
 
October 2012
 
1982
 
225,895
 
$36,700,000
 
$162.46
 
93%
3355 W. Alabama
 
Houston
 
July 2012
 
1982
 
234,231
 
$38,500,000
 
$164.37
 
91%
1177 West Loop South
 
Houston
 
March 2012
 
1978
 
341,947
 
$60,000,000
 
$175.47
 
95%
Shepherd Place
 
Houston
 
September 2011
 
1984
 
119,545
 
$14,775,000
 
$126.90
 
91%
West Loop I and II
 
Bellaire  
 
November 2012
 
1979
 
309,937
 
$37,000,000
 
$124.87
 
81%
 

 
(1)
Source: Appraisal.
 
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The Borrower.  The Pin Oak North Borrower and fee owner of the Pin Oak Portfolio – North Parcel Properties is Pin Oak North Parcel LL, LLC (the “Pin Oak North Borrower”), a single-purpose entity indirectly owned and controlled by the parent entity of the non-recourse carve-out-guarantor, Investcorp US Real Estate LLC.  Legal counsel to the Pin Oak North Borrower delivered a non-consolidation opinion in connection with the origination of the Pin Oak Portfolio – North Parcel Loan. In order to comply with certain aspects of Shari’ah law, the Pin Oak North Borrower entered into a Master Lease Agreement with another single-purpose, single-asset entity, Pin Oak North Parcel TT, LLC (the “Pin Oak North Master Tenant”).  The Pin Oak North Master Tenant is responsible for day-to-day operations of the Pin Oak Portfolio – North Parcel Properties and, pursuant to the terms of the master lease agreement, Pin Oak North Master Tenant is obligated to remit all rents and any other income generated by the Pin Oak Portfolio – North Parcel Properties to the Pin Oak North Borrower, which amounts are applied in accordance with the terms of the loan documents.  All excess cash after payment by Pin Oak North Borrower of all amounts due under the loan documents are remitted to Pin Oak North Master Tenant.   .
 
At closing, the lender received a fee mortgage from the Pin Oak North Borrower on its interest in the Pin Oak Portfolio – North Parcel Properties.  In addition, the lender secured a full subordination of the master lease to the lender’s fee mortgage.  See “Risk Factors—Risks of Shari’ah Compliant Loans” in the Free Writing Prospectus.
 
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Escrows.  On the origination date, the Pin Oak North Borrower funded aggregate reserves of $2,340,816 with respect to the Pin Oak Portfolio – North Parcel Properties, comprised of: (i) $62,739 for real estate taxes, (ii) $58,167 for insurance, (iii) $1,000,000 for replacement reserves and (iv) $1,219,910 for tenant improvements and leasing commissions.
 
On each monthly payment date, the Pin Oak North Borrower is required to fund the following reserves with respect to the Pin Oak Portfolio – North Parcel Properties: (i) a tax reserve in an amount equal to one-twelfth of
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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the amount that the lender estimates will be necessary to pay taxes over the then succeeding twelve month period; (ii) an insurance reserve in an amount equal to one-twelfth of the amount that the lender estimates will be necessary to pay insurance premiums over the then succeeding twelve month period; and (iii) a replacement reserve in the amount of $5,859.
 
In addition, on each monthly payment date during a Pin Oak Portfolio – North Parcel Trigger Period, the Pin Oak North Borrower will be required to deposit into an eligible account with the lender or the servicer all excess cash flow (and operating expenses required for the property) generated by the Pin Oak Portfolio – North Parcel Properties.
 
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Lockbox and Cash Management.  The Pin Oak Portfolio - North Parcel Loan requires a hard lockbox, which is already in place.  The loan documents require the Pin Oak North Borrower to direct the tenants to pay their rents directly to a lender-controlled lockbox account.  On each business day, sums on deposit in the lockbox account are required to (i) provided no Pin Oak Portfolio – North Parcel Trigger Period exists, be transferred to the Pin Oak North Borrower, or (ii) if a Pin Oak Portfolio – North Parcel Trigger Period exists, be transferred to the lender-controlled cash management account and applied in accordance with the loan payment waterfall set forth in the loan documents.
 
A “Pin Oak Portfolio - North Parcel Trigger Period” means a period (A) commencing upon the earliest of (i) the occurrence and continuance of an event of default, (ii) the debt service coverage ratio being less than 1.25x on a trailing 12-month basis, (iii) following an Uncrossing Event, the bankruptcy of a Major Tenant, (iv) following an Uncrossing Event, any termination or cancellation of a Major Lease (including, without limitation, rejection in any bankruptcy or similar insolvency proceeding) or a Major Lease failing to otherwise be in full force and effect, (v) following an Uncrossing Event, any material default by a Major Tenant under its Major Lease beyond any applicable notice and cure periods, (vi) following an Uncrossing Event, any Major Tenant failing to be in actual, physical possession of 50% or more of the Major Tenant Space, or “going dark” with respect to 50% or more of the Major Tenant Space under such Major Lease; provided, however, it shall not be a Cash Sweep Event if (a) such Major Tenant’s senior unsecured debt rating issued by S&P is BBB- or higher (and the equivalent by any other Rating Agency) during the period in which such Major Tenant is not in actual, physical possession or has gone dark, (b) such Major Tenant has continued to pay full rent under its Major Lease, and (c) the period in which such Major Tenant is not in actual, physical possession or has gone dark is more than two (2) years prior to the expiration date of its Major Lease. The loan documents provide that UT Physicians as tenant under the UT Physicians lease shall always be deemed to satisfy the requirement under subsection (a) above, (vii) following an Uncrossing Event, any Major Tenant exercising a valid termination option for all or more than 50% of the Major Tenant Space under its Major Lease, and (viii) following an Uncrossing Event, McGovern Allergy Clinic’s failing to extend or renew its Major Lease on or prior to May 31, 2013, and
 
(B) expiring upon (s) in the case of clause (i) above, the cure of the applicable event of default, (t) in the case of clause (ii) above, the date that the debt service coverage ratio is equal to or greater than 1.25x for two consecutive calendar quarters, (u) in the case of clause (iii) above, the Major Tenant has affirmed the Major Lease in the applicable bankruptcy proceeding or a new replacement tenant occupies 50% or more of the Major Tenant Space affected by the conditions described in clause (iii) above; (v) in the case of clause (iv) above, the Major Tenant reaffirms its Major Lease or a new replacement tenant occupies 50% or more of the Major Tenant Space affected by the conditions described in clause (iv) above; (w) in the case of clause (v) above, evidence reasonably satisfactory to lender that the applicable default by the Major Tenant under the Major Tenant Lease has been cured and that no other material default exists under the Major Tenant Lease beyond the expiration of any applicable notice, grace and/or cure periods; (x) in the case of clause (vi) above, the Major Tenant resumes being in actual, physical possession of 50% of the Major Tenant Space and such space is no longer “dark” or a new replacement tenant occupies 50% or more of the Major Tenant Space affected by the conditions described in clause (vi) above; (y) in the case of clause (vii) above, either the Major Tenant has revoked or rescinded all termination or cancellation notices with respect to the Major Tenant Lease or a new replacement tenant occupies 50% or more of the Major Tenant Space or the debt service coverage ratio is equal to or greater than 1.25x for
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
102

 
 
PIN OAK PORTFOLIO – NORTH PARCEL
 
two consecutive calendar quarters, and (z) in the case of clause (viii) above, either McGovern Allergy Clinic has renewed its Major Lease or a new replacement tenant occupies 50% or more of the Major Tenant Space or the debt service coverage ratio is equal to or greater than 1.25x for two consecutive calendar quarters and the amount of excess cash flow deposited as a result of the condition set forth in (viii) above equals or exceeds $25 per SF for such Major Lease.
 
“Uncrossing Event” shall mean (a) a Subdivision Event (as defined below) and (b) either (i) one or more releases of an individual parcel pursuant to the loan agreement or (ii) one or more loan severances, partial transfers and assumptions pursuant to the loan agreement, and (c) if as a result of such release(s) or transfer(s) (i) either the 6700 West Loop Parcel or the 4710 Bellaire Boulevard individual parcel secures the Pin Oak Portfolio – North Parcel Loan or the Transferred Loan without the other individual parcel and without the 6750 West Loop Parcel.
 
“Major Lease” shall mean each of (a) UT Physicians lease and (b) the McGovern Allergy Clinic lease, as the same may have been or may hereafter be amended, restated, extended, renewed, replaced and/or otherwise modified, and any other lease for all or 85% or more of any Major Tenant Space entered into in accordance with the terms thereof.
 
“Major Tenant” shall mean each of (a) UT Physicians and (b) McGovern Allergy Clinic, and any tenant occupying space under a Major Lease.
 
“Major Tenant Space” shall mean that portion of the Pin Oak Portfolio – North Parcel Properties demised to any Major Tenant pursuant to a Major Lease.
 
n
Partial Release.  The Pin Oak North Borrower is permitted to subdivide the Pin Oak Portfolio – North Parcel Properties into three (3) individual properties (a “Subdivision Event”) provided that, among other things, each individual property (a) constitutes a separate legal parcel as of right under applicable subdivision laws, (b) complies with all applicable legal requirements and (c) is subject to a reciprocal easement operating agreement providing for cooperation among each of the individual properties.  Following a Subdivision Event, the loan documents permit the assumption of a portion of the Pin Oak Portfolio – North Parcel Properties secured by an individual property (the “Transferred Loan”), subject to satisfaction of certain conditions in the loan documents, including, without limitation, payment of a transfer fee equal to 0.5% of the outstanding principal balance of the Transferred Loan at such time.
 
In addition, the Pin Oak North Borrower is permitted to effectuate the release of an individual property (A) at any time after the second anniversary of the Closing Date if Pin Oak North Borrower defeases a portion of the Pin Oak Portfolio – North Parcel Loan, (B) at any time on or prior to October 6, 2017, if Pin Oak North Borrower prepays a portion of the Pin Oak Portfolio – North Parcel Loan with payment of yield maintenance or (C) at any time after October 6, 2017, if Pin Oak North Borrower prepays a portion of the Pin Oak Portfolio – North Parcel Loan without payment of yield maintenance, in the case of each of clauses (A), (B) and (C) subject to satisfaction of certain conditions, including: (i) a Subdivision Event has occurred, (ii) defeasance or prepayment, as applicable, of an amount equal to the allocated loan amount of such individual property at the origination of the Pin Oak Portfolio – North Parcel Loan and (iii) compliance with REMIC requirements.
 
n
Property Management.  The Pin Oak Portfolio – North Parcel Properties are currently managed by Griffin Partners Management Texas, LLC, an independent third party property management firm.  Under the loan documents, the Pin Oak Portfolio – North Parcel Properties may not be managed by any party, other than Griffin Partners Management Texas, LLC or another management company approved by the lender (which approval may be conditioned upon the lender’s receipt of a Rating Agency Confirmation); however, the Pin Oak North Borrower may replace Griffin Partners Management Texas, LLC with any of the following management companies, provided no event of default exists: Transwestern, Lincoln Property Company, Jones Lang Lasalle, CBRE, or Cushman & Wakefield. The lender has the right to terminate the management agreement and replace
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
103

 
 
PIN OAK PORTFOLIO – NORTH PARCEL
 
 
the manager or require that the Pin Oak North Borrower terminate the management agreement and replace the manager during an event of default by the Pin Oak North Borrower under the Pin Oak Portfolio – North Parcel Loan after taking into account any applicable notice and cure periods.
 
n
Terrorism Insurance. The Pin Oak North Borrower must maintain an “all-risk” insurance policy that provides coverage for terrorism in an amount equal to the full replacement cost of the Pin Oak Portfolio - North Parcel Properties, plus 18 months of business interruption coverage.  The terrorism insurance is required to contain a deductible that is acceptable to the lender and is no larger than $50,000.  See “Risk Factors—Terrorism Insurance May Not Be Available for All Mortgaged Properties” in the Free Writing Prospectus.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
104

 
 
(THIS PAGE INTENTIONALLY LEFT BLANK)
 
 
105

 
 
STONECREEK – ROBINHOOD PORTFOLIO
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
2  
 
Loan Seller
 
GSMC  
Location (City/State)
Stockton, California  
 
Cut-off Date Principal Balance
 
$36,000,000  
Property Type
 Retail  
 
Cut-off Date Principal Balance per SF
 
$136.47  
Size (SF)
263,803  
 
Percentage of Initial Pool Balance
 
3.0%  
Total Occupancy as of 3/20/2013
94.6%  
 
Number of Related Mortgage Loans
 
None  
Owned Occupancy as of 3/20/2013
94.6%  
 
Type of Security
 
Fee Simple  
Year Built / Latest Renovation
Various  
 
Mortgage Rate
 
3.7790%  
Appraised Value
$61,900,000  
 
Original Term to Maturity (Months)
 
120  
     
Original Amortization Term (Months)
 
360  
     
Original Interest Only Period (Months)
 
NAP  
     
Borrower Sponsor(1)
Stone Family Partners, LLC,
MDS Family Partners I, LLC,
Surry Properties, LLC and MDS
Family Partners II, LLC
Underwritten Revenues
$6,574,493  
       
Underwritten Expenses
$1,924,860  
 
Escrows
Underwritten Net Operating Income (NOI)
$4,649,633  
   
Upfront  
Monthly  
Underwritten Net Cash Flow (NCF)
$4,368,435  
 
Taxes
$46,196  
$46,196  
Cut-off Date LTV Ratio
58.2%  
 
Insurance
$46,375  
$5,153  
Maturity Date LTV Ratio
45.8%  
 
Replacement Reserves
$0  
$4,396  
DSCR Based on Underwritten NOI / NCF
2.32x / 2.18x  
 
TI/LC(2)
$0  
$16,743  
Debt Yield Based on Underwritten NOI / NCF
12.9% / 12.1%  
 
Other(3)
$246,187  
$0  
           
 
Sources and Uses
     
Sources
$
%
Uses
$
%
Loan Amount
$36,000,000
  98.0%
Loan Payoff
$35,691,892
   97.1%
Principal’s New Cash Contribution
       746,739
 2.0
Closing Costs
       716,089
 1.9
     
Reserves
       338,758
 0.9
           
Total Sources
$36,746,739
100.0%
Total Uses
$36,746,739
100.0%
 

(1)  
Stone Family Partners, LLC, MDS Family Partners I, LLC, Surry Properties, LLC and MDS Family Partners II, LLC are the guarantors of the non-recourse carveouts under the Stonecreek – Robinhood Portfolio Loan.
(2)  
TI/LC reserves are capped at $400,000 ($259,230 for the Stonecreek Village Property and $140,770 for the Robinhood Plaza Property).
(3)  
Other reserves represent an environmental reserve ($68,750), an unpaid TI allowance reserve ($100,000) for Hometown Buffet at the Stonecreek Village Property, a free rent reserve ($61,139) for ConSol at the Stonecreek Village Property and an unpaid leasing commissions reserve ($16,298) for Comcast at the Robinhood Plaza Property.
 
The following table presents certain information relating to the Stonecreek - Robinhood Portfolio Properties:

Property Name
 
City
 
State
 
Total GLA
 
Occupancy
 
Allocated Cut-
off Date Loan Amount
 
% of
Allocated
Cut-off Date
Loan
Amount
 
Year Built / Renovated
 
Appraised Value
 
UW NCF
 
UW NCF
per SF
Stonecreek Village
 
Stockton
 
CA
 
171,392
 
94.0%
 
$20,500,000
 
   56.9%
 
2008 / NAP
 
$38,400,000
 
$2,537,252
 
$14.80
Robinhood Plaza
 
Stockton
 
CA
 
  92,411
 
95.6%
 
  15,500,000
 
   43.1  
 
1984 / 2006
 
  23,500,000
 
  1,831,183
 
  19.82
Total / Wtd. Avg.
         
263,803
 
94.6%
 
$36,000,000
 
100.0%
     
$61,900,000
 
$4,368,435
 
$16.56
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
106

 
 
STONECREEK – ROBINHOOD PORTFOLIO
 
The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the Stonecreek - Robinhood Portfolio Properties:
 
Ten Largest Owned Tenants Based On Underwritten Base Rent
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant GLA
 
% of GLA
 
UW Base Rent
 
% of Total UW Base Rent
 
UW Base Rent
$ per SF
 
Lease Expiration
 
Tenant
Sales
$ per
SF(2)
 
Occupancy Cost
 
Renewal / Extension Options
Ross Dress for Less
 
NR / NR / BBB+
 
29,260
 
   11.1%
 
$351,120
 
   6.6%
 
$12.00   
 
1/31/2015
 
$346
 
 4.4%
 
NA
REI
 
NR / NR / NR
 
26,654
 
10.1
 
  313,354
 
5.9
 
11.76
 
4/30/2018
 
$155
 
13.2% 
 
2, 5-year options
JP Morgan Chase Bank
 
A+ / A2 / A
 
  4,026
 
 1.5
 
   254,301
 
4.8
 
63.16
 
9/30/2016
 
    NA
 
NA  
 
NA
Armed Forces
 
NR / NR / NR
 
  6,262
 
 2.4
 
  216,612
 
4.1
 
34.59
 
2/16/2014
 
    NA
 
NA  
 
NA
Chili’s Bar & Grill
 
NR / Ba2 / BBB-
 
  5,322
 
 2.0
 
  184,836
 
3.5
 
34.73
 
5/31/2017
 
$600
 
 6.4%
 
NA
ConSol
 
NR / NR / NR
 
  7,818
 
 3.0
 
  183,420
 
3.4
 
23.46
 
8/17/2018
 
    NA
 
NA
 
1, 5-year option
Hometown Buffet
 
NR / NR / NR
 
10,200
 
 3.9
 
  172,958
 
3.2
 
16.96
 
12/31/2022
 
$303
 
 6.8%
 
2, 5-year options
Boudin–SF
 
NR / NR / NR
 
  3,574
 
 1.4
 
  172,836
 
3.2
 
48.36
 
8/31/2017
 
$574
 
 9.8%
 
2, 5-year options
BJ’s Restaurant (GL)(3)
 
NR / NR / NR
 
  8,793
 
 3.3
 
  165,000
 
3.1
 
18.76
 
9/30/2027
 
$651
 
 4.5%
 
1, 5-year option
AT&T Mobility
 
A / A3 / A-
 
  4,623
 
 1.8
 
  164,532
 
3.1
 
35.59
 
4/30/2015
 
   NA
 
NA 
 
NA
Ten Largest Owned Tenants
 
106,532  
 
40.4%
 
$2,178,969  
 
 40.8%
 
$20.45  
               
Remaining Owned Tenants
 
142,992  
 
54.2 
 
3,162,764
 
59.2  
 
22.12
               
Vacant Spaces (Owned Space)
 
14,279
 
 5.4
 
             0
 
0.0
 
  0.00
               
Total / Wtd. Avg. All Owned Tenants
 
263,803  
 
100.0%
 
$5,341,733  
 
100.0% 
 
$21.41  
               
 

(1)  
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
(2)  
Sales as of 12/31/2012.
(3)  
BJ’s Restaurant ground leases the land but owns its own improvements.
 
The following table presents certain information relating to the lease rollover schedule at the Stonecreek - Robinhood Portfolio Properties:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of
Owned GLA
 
Cumulative % of
Owned GLA
 
UW
Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
    0       0.0 %     0.0 %     $0       0.0 %     $0.00       0  
2013
    6,913       2.6       2.6 %     155,162       2.9       22.44       3  
2014
    13,593       5.2       7.8 %     407,315       7.6       29.97       3  
2015
    36,342       13.8       21.5 %     583,162       10.9       16.05       4  
2016
    14,892       5.6       27.2 %     544,321       10.2       36.55       6  
2017
    15,098       5.7       32.9 %     535,186       10.0       35.45       4  
2018
    75,028       28.4       61.4 %     1,265,121       23.7       16.86       13  
2019
    22,421       8.5       69.9 %     505,009       9.5       22.52       5  
2020
    7,514       2.8       72.7 %     159,132       3.0       21.18       2  
2021
    18,075       6.9       79.6 %     403,289       7.5       22.31       5  
2022
    21,477       8.1       87.7 %     435,463       8.2       20.28       4  
2023
    1,843       0.7       88.4 %     43,571       0.8       23.64       1  
2024 & Thereafter
    16,328       6.2       94.6 %     305,004       5.7       18.68       2  
Vacant
    14,279       5.4       100.0 %     0       0.0       0.00       0  
Total / Wtd. Avg.
    263,803       100.0 %             $5,341,733       100.0 %     $21.41       52  
 

(1)  
Calculated based on approximate square footage occupied by each Owned Tenant.

The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
107

 
 
STONECREEK – ROBINHOOD PORTFOLIO
 
n  
Operating History and Underwritten Net Cash Flow.  The following table presents the Underwritten Net Cash Flow for the Stonecreek - Robinhood Portfolio Properties:
 
Cash Flow Analysis(1)
   
2010
 
2011
 
2012
 
TTM 1/31/2013
 
Underwritten(2)
 
Underwritten
$ per SF
Base Rent
  $4,135,441     $4,330,859     $4,706,117     $4,732,693     $5,341,733     $20.25  
Overage Rent
  36,570     21,108     80,275     83,163     47,184     0.18  
Other Rental Revenue(3)
  15,755     17,941     8,982     12,018     12,018     0.05  
Gross Up Vacancy
  0     0     0     0     399,746     1.52  
Total Rent
  $4,187,766     $4,369,908     $4,795,374     $4,827,874     $5,800,681     $21.99  
Total Reimbursables
  1,050,073     1,223,482     1,164,487     1,187,336     1,282,455     4.86  
Vacancy & Credit Loss
  0     0     0     0     (508,643 )   (1.93 )
Effective Gross Income
  $5,237,839     $5,593,390     $5,959,861     $6,015,210     $6,574,493     $24.92  
                                     
Total Operating Expenses
  $2,011,080     $2,134,439     $1,795,139     $1,756,786     $1,924,860     $7.30  
                                     
Net Operating Income
  $3,226,759     $3,458,951     $4,164,722     $4,258,424     $4,649,633     $17.63  
TI/LC
  0     0     0     0     228,438     0.87  
Capital Expenditures
  0     0     0     0     52,760     0.20  
Net Cash Flow
  $3,226,759     $3,458,951     $4,164,722     $4,258,424     $4,368,435     $16.56  
 

(1)  
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
(2)  
Underwritten cash flow based on the 3/20/2013 rent roll with rent steps through 4/30/2014.
(3)  
Other rental revenue includes Casual Male Big & Tall sign rental and miscellaneous income items.

The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
108

 
 
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109

 
 
WESTIN MEMPHIS

Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
CGMRC
Location (City/State)
Memphis, Tennessee
 
Cut-off Date Principal Balance
 
$34,000,000
Property Type
Hospitality
 
Cut-off Date Principal Balance per Room
$167,487.68
Size (Rooms)
203
 
Percentage of Initial Pool Balance
 
2.8%
Total TTM Occupancy as of 1/31/2013
78.9%
 
Number of Related Mortgage Loans
 
None
Owned TTM Occupancy as of 1/31/2013
78.9%
 
Type of Security
 
Leasehold
Year Built / Latest Renovation
2007 / 2012
 
Mortgage Rate
 
5.0000%
Appraised Value
$49,600,000
 
Original Term to Maturity (Months)
 
60
     
Original Amortization Term (Months) 
 
360
     
Original Interest Only Period (Months)
 
12
Underwritten Revenues
$14,796,515
      Borrower Sponsor(1)
Senate Hotel Partners Memphis, LLC
Underwritten Expenses
$10,706,409
   
Underwritten Net Operating Income (NOI)
$4,090,106
 
      Escrows
Underwritten Net Cash Flow (NCF)
$3,498,245
   
Upfront
Monthly
Cut-off Date LTV Ratio
68.5%
 
Taxes
$0
$0
Maturity Date LTV Ratio
59.9%
 
Insurance
$49,224
$16,408
DSCR Based on Underwritten NOI / NCF
1.87x / 1.60x
 
FF&E
$0
(2)
Debt Yield Based on Underwritten NOI / NCF
12.0% / 10.3%
 
Other(3)
$15,661
$0
             
 
Sources and Uses
       
Sources
$
%
Uses
$
%
Loan Amount
$34,000,000
100.0%
Loan Payoff
$30,297,099
  89.1%
     
Principal Equity Distribution
    3,054,519
9.0
     
Closing Costs
       583,496
1.7
     
Reserves
         64,885
0.2
           
Total Sources
$34,000,000
100.0%
Total Uses
$34,000,000
100.0%
 

(1)  
David B. Jones, Glenn R. Malone, Gregory O. Hnedak and L. Kirkpatrick Bobo are the guarantors of the non-recourse carve-outs under the Westin Memphis Loan.
(2)  
The borrower must contribute an amount equal to 1/12 of 4.0% of the projected annual gross revenues, funded monthly, to an FF&E reserve.
(3)  
Other Upfront Reserve represents a ground rent reserve ($15,661).
 
The following table presents certain information relating to the 2012 demand analysis with respect to the Westin Memphis Property based on market segmentation, as provided in the appraisal for the Westin Memphis Property:
 
2012 Accommodated Room Night Demand(1)
 
Property
 
 
Meeting and Group
 
 
Leisure
 
 
Commercial
Westin Memphis
 
30%
 
20%
 
50%
 
(1)  
Source: Appraisal.
 
The following table presents certain information relating to the TTM February 2013 penetration rates relating to the Westin Memphis Property and various market segments, as provided in the February 2013 travel research report for the Westin Memphis Property:
 
TTM Through 2/28/2013 Penetration Rates(1)
 
Property
 
 
Occupancy
 
 
ADR
 
 
RevPAR
Westin Memphis
 
118.3%
 
121.7%
 
143.9%
 

(1)  
Source: February 2013 travel research report.

The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
110

 

WESTIN MEMPHIS
 
The following table presents certain information relating to historical occupancy, ADR and RevPAR at the Westin Memphis Property:
 
Westin Memphis(1)
   
 
2011
 
 
2012
 
 
TTM 1/31/2013
Occupancy(2)
    73.1%       77.5%       78.9%  
ADR
    $159.88       $160.14       $160.41  
RevPAR
    $116.83       $124.09       $126.50  
 

(1)  
As provided by the borrower.
(2)  
Reflects average occupancy for the indicated period.
 
n
Operating History and Underwritten Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow, on an aggregate basis and per room, at the Westin Memphis Property:
 
Cash Flow Analysis
 
   
2011
 
2012
 
TTM
1/31/2013
 
Underwritten
 
Underwritten
$ per Room
Room Revenue
  $8,656,694     $9,219,408     $9,398,609     $9,372,930     $46,172  
Food & Beverage Revenue
  3,256,350     4,553,363     4,609,979     4,597,383     22,647  
Other Revenue
  824,261     816,614     828,465     826,201     4,070  
Total Revenue
  $12,737,305     $14,589,385     $14,837,053     $14,796,515     $72,889  
                               
Room Expense
  $1,740,661     $1,899,488     $1,942,454     $1,940,449     $9,559  
Food & Beverage Expense
  2,576,941     3,365,731     3,386,751     3,377,498     16,638  
Other Expense
  603,740     599,672     588,177     588,031     2,897  
Total Departmental Expense
  $4,921,342     $5,864,891     $5,917,382     $5,905,978     $29,093  
Total Undistributed Expense
  3,962,935     4,219,572     4,240,698     4,242,334     20,898  
Total Fixed Charges
  403,119     407,212     434,860     558,096     2,749  
Total Operating Expenses
  $9,287,396     $10,491,675     $10,592,940     $10,706,409     $52,741  
                               
Net Operating Income
  $3,449,909     $4,097,710     $4,244,113     $4,090,106     $20,148  
FF&E
  508,014     583,575     593,482     591,861     2,916  
Net Cash Flow
  $2,941,895     $3,514,135     $3,650,631     $3,498,245     $17,233  
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
111

 
 
1540 2ND STREET
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
JLC
Location (City/State)
Santa Monica, California
 
Cut-off Date Principal Balance
$34,000,000
Property Type
Mixed Use
 
Cut-off Date Principal Balance per SF
 
$508.89
Size (SF)
 66,812
 
Percentage of Initial Pool Balance
 
2.8%
Total Occupancy as of 1/1/2013
92.7%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 1/1/2013
92.7%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
2008 / NAP
 
Mortgage Rate
 
4.6860%
Appraised Value
$51,000,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
 
48
     
Borrower Sponsor(1)
 
Norman J. Kravetz
Underwritten Revenues
$4,057,914
       
Underwritten Expenses
$1,024,004
 
Escrows
Underwritten Net Operating Income (NOI)
$3,033,910
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$2,903,955
 
Taxes
$335,291
$37,255
Cut-off Date LTV Ratio
66.7%
 
Insurance
$19,776
$2,825
Maturity Date LTV Ratio
59.9%
 
Replacement Reserves
$0
$1.392
DSCR Based on Underwritten NOI / NCF
1.44x / 1.37x
 
TI/LC
$0
$8,352
Debt Yield Based on Underwritten NOI / NCF
8.9% / 8.5%
 
Other
$0
$0
           
 
Sources and Uses
     
Sources
                       $
%
Uses
       $
   %
Mortgage Loan Amount
$34,000,000
   89.0%
Loan Payoff
$33,855,340
   88.6%
Mezzanine Loan Amount
    4,200,000
11.0
Principal Equity Distribution
    3,673,754
 9.6
     
Reserves
       355,067
 0.9
     
Closing Costs
       315,839
 0.8
           
Total Sources
$38,200,000
100.0%
Total Uses
$38,200,000
100.0%


 
(1)
Norman J. Kravetz is the guarantor of the non-recourse carveouts under the 1540 2nd Street Loan.
 
The following table presents certain information relating to the tenants at the 1540 2nd Street Property:
 
Owned Tenants Based on Underwritten Base Rent
 
 
Tenant Name
 
 
Credit Rating (Fitch/MIS/S&P)(1)
 
 
Tenant GLA
 
 
% of GLA
 
 
UW Base Rent
 
 
% of Total UW Base Rent
 
 
UW Base Rent
$ per SF
 
Lease
Expiration
 
Renewal /
Extension Options
GK Films
 
NR / NR / NR
 
 28,354
 
   42.4%
 
$1,639,995
 
  50.8%
 
$57.84
 
5/31/2021
 
1, 3-year option
Madison Tyler
 
NR / NR / NR
 
 25,757
 
38.6
 
  1,319,789
 
40.9
 
  51.24
 
8/31/2015
 
1, 5-year option
Bauerfeind Performance Retail(2)
 
NR / NR / NR
 
   3,471
 
5.2
 
     210,343
 
 6.5
 
  60.60
 
2/28/2016
 
1, 3-year option
McDonald’s
 
NR / NR / NR
 
   4,344
 
6.5
 
        59,400
 
 1.8
 
  13.67
 
3/3/2028
 
15, 5-year options
All Owned Tenants
     
61,926
 
  92.7%
 
$3,229,527
 
100.0%
 
$52.15
       
Remaining Owned Tenants
     
         0
 
0.0
 
                0
 
 0.0
 
    0.00
       
Vacant
     
   4,886
 
7.3
 
                0
 
 0.0
 
    0.00
       
Total / Wtd. Avg.
     
66,812
 
100.0%
 
$3,229,527
 
100.0%
 
$52.15
       
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Tenant has an option to terminate the lease by providing written notice no later than March 2014 and payment of $113,014.
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates. Before you invest, you should read the prospectus in the 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 website at www.sec.gov. Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
112

 
 
1540 2ND STREET

The following table presents the lease rollover schedule at the 1540 2nd Street Property, based on initial lease expiration dates:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
 
Expiring Owned
GLA
 
 
% of Owned
GLA
 
 
Cumulative % of
Owned GLA
 
 
UW
Base Rent
 
 
% of Total UW
Base Rent
 
 
UW Base Rent
$ per SF
 
 
# of Expiring
Tenants
 
MTM
 
0
   
0.0
 
0.0%
   
$0
   
0.0
 
$0.00
   
0
 
2013
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
 
2014
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
 
2015
 
25,757
   
38.6
   
38.6%
   
1,319,789
   
40.9
   
51.24
   
1
 
2016
 
3,471
   
5.2
   
43.7%
   
210,343
   
6.5
   
60.60
   
1
 
2017
 
0
   
0.0
   
43.7%
   
0
   
0.0
   
0.00
   
0
 
2018
 
0
   
0.0
   
43.7%
   
0
   
0.0
   
0.00
   
0
 
2019
 
0
   
0.0
   
43.7%
   
0
   
0.0
   
0.00
   
0
 
2020
 
0
   
0.0
   
43.7%
   
0
   
0.0
   
0.00
   
0
 
2021
 
28,354
   
42.4
   
86.2%
   
1,639,995
   
50.8
   
57.84
   
1
 
2022
 
0
   
0.0
   
86.2%
   
0
   
0.0
   
0.00
   
0
 
2023
 
0
   
0.0
   
86.2%
   
0
   
0.0
   
0.00
   
0
 
2024 & Thereafter
 
4,344
   
6.5
   
92.7%
   
59,400
   
1.8
   
13.67
   
1
 
Vacant
 
4,886
   
7.3
   
100.0%
   
0
   
0.0
   
0.00
   
0
 
Total / Wtd. Avg.
 
66,812
   
100.0
%        
$3,229,527
   
100.0
 
$52.15
   
4
 
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
The following table presents certain information relating to historical leasing at the 1540 2nd Street Property:
 
Historical Leased %(1)
   
 
2011
 
 
2012
 
 
As of
1/1/2013
Owned Space
 
92.7%
 
92.7%
 
92.7%
 

 
(1)
As provided by the borrower which reflects average occupancy for the year.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the 1540 2nd Street Property:
 
Cash Flow Analysis(1)
   
 
2011
 
 
TTM 9/30/2012
 
 
Underwritten(2)
 
 
Underwritten
$ per SF
Base Rent
 
$2,677,824
   
$3,137,463
   
$3,229,527
   
$48.34
 
Contractual Rent Steps
 
0
   
0
   
0
   
0.00
 
Gross Up Vacancy
 
                   0
   
                   0
   
                   0
   
                0.00
 
Total Rent
 
$2,677,824
   
$3,137,463
   
$3,229,527
   
$48.34
 
Total Reimbursables
 
76,876
   
138,204
   
173,333
   
2.59
 
Other Income
 
524,681
   
619,054
   
655,054
   
9.80
 
Vacancy & Credit Loss
 
0
   
0
   
0
   
             0.00
 
Effective Gross Income
 
$3,279,381
   
$3,894,721
   
$4,057,914
   
$60.74
 
                         
Total Operating Expenses
 
$945,134
   
$990,492
   
$1,024,004
   
$15.33
 
                         
Net Operating Income
 
$2,334,247
   
$2,904,229
   
$3,033,910
   
$45.41
 
TI/LC
 
0
   
0
   
113,252
   
1.70
 
Capital Expenditures
 
0
   
0
   
16,703
   
0.25
 
Net Cash Flow
 
$2,334,247
   
$2,904,229
   
$2,903,955
   
$43.46
 
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flows.
 
(2)
Underwritten cash flow is based on the 1/1/2013 rent roll with rent steps through 6/30/2013.
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates. Before you invest, you should read the prospectus in the 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 website at www.sec.gov. Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
113

 
 
HILTON CHECKERS

Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
GSMC
Location (City/State)
Los Angeles, California
 
Cut-off Date Principal Balance
 
$31,958,426
Property Type
Hospitality
 
Cut-off Date Principal Balance per Room
$169,991.63
Size (Rooms)(1)
188
 
Percentage of Initial Pool Balance
 
2.6%
Total TTM Occupancy as of 1/31/2013
82.4%
 
Number of Related Mortgage Loans
 
None
Owned TTM Occupancy as of 1/31/2013
82.4%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1927 / 1987, 2009
 
Mortgage Rate
 
4.1080%
Appraised Value
$55,000,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
NAP
     
Borrower Sponsor(3)
Chesapeake Lodging, L.P.
Underwritten Revenues
$15,208,378
       
Underwritten Expenses
$10,197,822
 
Escrows
Underwritten Net Operating Income (NOI)
$5,010,556
       
Underwritten Net Cash Flow (NCF)
$4,402,221
   
Upfront
Monthly
Cut-off Date LTV Ratio
58.1%
 
Taxes
$0
$53,751
Maturity Date LTV Ratio(2)
42.5%
 
Insurance
$0
$0
DSCR Based on Underwritten NOI / NCF
2.70x / 2.37x
 
FF&E
$0
(4)
Debt Yield Based on Underwritten NOI / NCF
15.7% / 13.8%
 
Other
$0
$0
           
 
Sources and Uses
     
Sources
                    $
 %
Uses
          $
 %
Loan Amount
$32,000,000
100.0%
Principal Equity Distribution
$31,742,755
99.2%
     
Closing Costs
257,245
0.8   
           
Total Sources
$32,000,000
100.0%
Total Uses
$32,000,000
100.0%
 

 
(1)
A capital plan has commenced which is expected to add five additional rooms to the current room count of 188.
 
(2)
The Maturity Date LTV Ratio is calculated utilizing the “as stabilized” appraised value of $60,000,000. The Maturity Date LTV Ratio, calculated on the basis of the “as-is” appraised value is 46.4%.
 
(3)
Chesapeake Lodging, L.P. is the guarantor of the non-recourse carveouts under the Hilton Checkers Loan.
 
(4)
The borrower must contribute an amount equal to 4.0% of gross revenues over the most recently ended calendar month, funded monthly, to an FF&E reserve.
 
The following table presents certain information relating to the 2012 demand analysis with respect to the Hilton Checkers Property based on market segmentation, as provided in the appraisal for the Hilton Checkers Property:
 
2012 Accommodated Room Night Demand(1)
 
Property
 
 
Meeting and Group
 
 
Leisure
 
 
Commercial
Hilton Checkers
 
15%
 
17%
 
68%
 

 
(1)
Source: Appraisal.
 
The following table presents certain information relating to the trailing twelve month January 2013 penetration rates relating to the Hilton Checkers Property, as provided in January 2013 Smith Travel Research report for the Hilton Checkers Property:
 
TTM Through 1/31/2013 Penetration Rates(1)
 
Property
 
 
Occupancy
 
 
ADR
 
 
RevPAR
Hilton Checkers
 
116.3%
 
120.0%
 
139.5%
 

 
(1)
Source: January 2013 STR Report.
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates. Before you invest, you should read the prospectus in the 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 website at www.sec.gov. Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
114

 
 
HILTON CHECKERS

The following table presents certain information relating to historical occupancy, ADR and RevPAR at the Hilton Checkers Property:
 
Hilton Checkers(1)
   
 
2010
 
 
2011
 
 
2012
 
 
TTM 1/31/2013
Occupancy
 
79.8%
 
82.3%
 
82.5%
 
82.4%
ADR
 
$178.19
 
$189.40
 
$205.83
 
$208.25
RevPAR
 
$142.15
 
$155.91
 
$169.76
 
$171.59
 

 
(1)
As provided by the borrower.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow, on an aggregate basis and per room, at the Hilton Checkers Property:
 
Cash Flow Analysis(1)
 
   
2010
 
2011
 
2012
 
TTM 1/31/2013
 
Underwritten
 
Underwritten
$ per Room(2)
Room Revenue
 
$9,754,421
   
$10,698,631
   
$11,680,902
   
$11,806,552
   
$12,556,638
   
$65,060
 
Food & Beverage Revenue
 
1,853,178
   
1,987,301
   
1,706,573
   
1,766,046
   
1,747,160
   
9,053
 
Other Revenue(3)
 
1,078,658
   
947,722
   
883,567
   
873,343
   
904,580
   
4,687
 
Total Revenue
 
$12,686,257
   
$13,633,654
   
$14,271,042
   
$14,445,941
   
$15,208,378
   
$78,800
 
                                     
Room Expense
 
$2,344,517
   
$2,371,847
   
$2,536,111
   
$2,547,976
   
$2,726,247
   
$14,126
 
Food & Beverage Expense
 
2,009,823
   
1,884,667
   
1,614,686
   
1,654,771
   
1,653,087
   
8,565
 
Other Expense(4)
 
452,879
   
437,201
   
418,020
   
414,420
   
427,962
   
2,217
 
Total Departmental Expense
 
$4,807,219
   
$4,693,715
   
$4,568,817
   
$4,617,167
   
$4,807,296
   
$24,908
 
Total Undistributed Expense(5)
 
4,041,800
   
4,256,432
   
4,420,130
   
4,473,344
   
4,559,069
   
23,622
 
Total Fixed Charges
 
609,612
   
764,981
   
790,871
   
795,076
   
831,457
   
4,308
 
Total Operating Expenses
 
$9,458,631
   
$9,715,128
   
$9,779,818
   
$9,885,587
   
$10,197,822
   
$52,838
 
                                     
Net Operating Income
 
$3,227,626
   
$3,918,526
   
$4,491,224
   
$4,560,354
   
$5,010,556
   
$25,961
 
FF&E
 
507,451
   
545,346
   
570,842
   
577,838
   
608,335
   
3,152
 
Net Cash Flow
 
$2,720,175
   
$3,373,180
   
$3,920,382
   
$3,982,516
   
$4,402,221
   
$22,809
 
 

 
(1)
Certain items such as interest expense, interest income, depreciation, amortization, debt service payments and any other material non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Underwritten cash flow per room is based upon a 193 room count. A capital plan has commenced which is expected to add five additional rooms to the current room count of 188.
 
(3)
Other revenue includes telephone, parking (valet), guest laundry, spa and other minor revenue sources.
 
(4)
Other expense includes telephone, parking (valet), guest laundry, spa and other minor expenses.
 
(5)
Management fee prior to May 31, 2012 was 2.0% and increased to 2.5% after May 31, 2012.  2.5% was used for underwritten cash flow.
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates. Before you invest, you should read the prospectus in the 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 website at www.sec.gov. Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
115

 
 
100 EAST CALIFORNIA AVENUE
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
JLC
Location (City/State)
Bakersfield, California
 
Cut-off Date Principal Balance
$25,000,000
Property Type
Office
 
Cut-off Date Principal Balance per SF
 
$150.07
Size (SF)
 166,585
 
Percentage of Initial Pool Balance
 
2.1%
Total Occupancy as of 12/31/2012
100.0%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 12/31/2012
100.0%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
1988, 2006 / NAP
 
Mortgage Rate
 
4.6000%
Appraised Value
$32,850,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
 
NAP
     
Borrower Sponsor(1)
 
Franklin B. Mandel
Underwritten Revenues
$3,421,152
       
Underwritten Expenses
$804,427
 
Escrows
Underwritten Net Operating Income (NOI)
$2,616,725
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$2,575,079
 
Taxes
$178,799
$32,000
Cut-off Date LTV Ratio
76.1%
 
Insurance
$34,206
$2,800
Maturity Date LTV Ratio
61.7%
 
Replacement Reserves(2)
$774,400
$0
DSCR Based on Underwritten NOI / NCF
1.70x / 1.67x
 
TI/LC
$0
$7,080
Debt Yield Based on Underwritten NOI / NCF
10.5% / 10.3%
 
Other
$0
$0
           
  Sources and Uses
Sources
   $
%
Uses
$
   %
Loan Amount
$25,000,000
  72.3%
Purchase Price
$32,825,000
  94.9%
Principal’s New Cash Contribution
     8,577,914
24.8
Reserves
       987,405
 2.9
Other Sources
     1,005,494
  2.9
Closing Costs
       771,004
 2.2
           
Total Sources
$34,583,408
100.0%
Total Uses
$34,583,408
100.0%
 

 
(1)
Franklin B. Mandel is the guarantor of the non-recourse carveouts under the 100 East California Avenue Loan.
 
(2)
Upfront replacement reserve is for capital expenditures and monthly deposits to such reserve are not required under the 100 East California Avenue Loan.
 
The following table presents certain information relating to the tenant at the 100 East California Avenue Property:
 
Owned Tenant Based on Underwritten Base Rent
 
 
Tenant Name
 
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
 
Tenant
GLA
 
 
% of GLA
 
 
UW Base
Rent
 
 
% of Total UW
Base Rent
 
 
UW Base Rent
$ per SF
 
Lease
Expiration
 
Renewal /
Extension
Options
Kern County Department
 
A- / A1 / A
 
166,585
 
100.0%
 
$3,421,152
 
100.0%
 
$20.54
 
3/7/2028
 
NA
of Human Resources
                               
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates. Before you invest, you should read the prospectus in the 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 website at www.sec.gov. Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
116

 
 
100 EAST CALIFORNIA AVENUE
 
The following table presents the lease rollover schedule at the 100 East California Avenue Property, based on initial lease expiration dates:
 
Lease Expiration Schedule(1)
 
 
Year Ending December 31,
 
 
Expiring Owned GLA
 
 
% of Owned
GLA
 
 
Cumulative % of Owned GLA
 
 
UW
Base Rent
 
 
% of Total UW
Base Rent
 
 
UW Base Rent
$ per SF
 
 
# of Expiring Tenants
MTM
 
0
   
0.0
 
0.0%
   
$0
   
0.0
 
$0.00
   
0
2013
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2014
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2015
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2016
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2017
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2018
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2019
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2020
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2021
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2022
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2023
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
2024 & Thereafter(2)
 
166,585
   
100.0
   
100.0%
   
3,421,152
   
100.0
   
20.54
   
1
Vacant
 
0
   
0.0
   
100.0%
   
0
   
0.0
   
0.00
   
0
Total / Wtd. Avg.
 
166,585
   
100.0
%        
$3,421,152
   
100.0
 
$20.54
   
1
 

 
(1)
Calculated based on approximate square footage occupied by owned tenant.
 
(2)
The lease for the sole tenant expires 2028.
 
The following table presents certain information relating to historical leasing at the 100 East California Avenue Property:
 
Historical Leased %(1)
   
 
2010
 
 
2011
 
 
2012
Owned Space
 
100.0%
 
100.0%
 
100.0%
 

 
(1)
As provided by the borrower which reflects average occupancy for the year.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the 100 East California Avenue Property:
 
Cash Flow Analysis(1)
   
 
2010
 
 
2011
 
 
TTM 3/31/2012
 
 
Underwritten(2)
 
 
Underwritten
$ per SF
Base Rent
 
$3,138,085
   
$3,196,453
   
$3,292,347
   
$3,421,152
   
$20.54
 
Gross Up Vacancy
 
                   0
   
                   0
   
                   0
   
                   0
   
                0.00
 
Total Rent
 
$3,138,085
   
$3,196,453
   
$3,292,347
   
$3,421,152
   
$20.54
 
Total Reimbursables
 
0
   
0
   
0
   
0
   
0.00
 
Less Vacancy & Credit Loss
 
0
   
0
   
0
   
0
   
             0.00
 
Effective Gross Income
 
$3,138,085
   
$3,196,453
   
$3,292,347
   
$3,421,152
   
$20.54
 
                               
Total Operating Expenses
 
$754,204
   
$719,869
   
$710,955
   
$804,427
   
$4.83
 
                               
Net Operating Income
 
$2,383,881
   
$2,476,584
   
$2,581,392
   
$2,616,725
   
$15.71
 
TI/LC
 
0
   
0
   
0
   
41,646
   
0.25
 
Capital Expenditures
 
0
   
0
   
0
   
0
   
0.00
 
Net Cash Flow
 
$2,383,881
   
$2,476,584
   
$2,581,392
   
$2,575,079
   
$15.46
 
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flows.
 
(2)
Underwritten cash flow is based on the 12/31/2012 rent roll with rent steps through 4/1/2013.
 
The securities offered by these materials are being offered when, as and if issued. In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials. Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials. If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates. Before you invest, you should read the prospectus in the 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 website at www.sec.gov. Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
117

 

 
STORAGE MASTERS
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
5
 
Loan Seller
JLC
Location (City/State)
Various
 
Cut-off Date Principal Balance
$24,209,712
Property Type
Self Storage
      Cut-off Date Principal Balance per SF  
$58.60
Size (SF)
413,139
 
Percentage of Initial Pool Balance
2.0%
Total Occupancy as of 2/4/2013(1)
75.1%
 
Number of Related Mortgage Loans
None
Owned Occupancy as of 2/4/2013(1)
75.1%
 
Type of Security
Fee Simple
Year Built / Latest Renovation
Various
 
Mortgage Rate
6.1630%
Appraised Value
$32,350,000
 
Original Term to Maturity (Months)
60
     
Original Amortization Term (Months)
360
     
Original Interest Only Period (Months)
NAP
Underwritten Revenues
$4,035,672
 
Borrower Sponsor(2)
John R. Burrows
Underwritten Expenses
$1,432,254
 
Escrows
Underwritten Net Operating Income (NOI)
$2,603,419
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$2,541,448
 
Taxes
$245,896
$35,000
Cut-off Date LTV Ratio
74.8%
 
Insurance
$1,000
$5,200
Maturity Date LTV Ratio
70.4%
 
Replacement Reserves(3)
$0
$5,281
DSCR Based on Underwritten NOI / NCF
1.46x / 1.43x
 
TI/LC
$0
$0
Debt Yield Based on Underwritten NOI / NCF
10.8% / 10.5%
 
Other(4)
$20,250
$0
 
  Sources and Uses
Sources
 
      $
 
%
 
Uses
 
               $
 
         %
Loan Amount
 
$24,300,000
 
100.0%
 
Loan Payoff
 
 $11,714,395
 
48.2
           
Purchase Price
 
 10,400,000
 
42.8
 
           
Closing Costs
 
 1,332,112
 
5.5
 
           
Principal Equity Distribution
 
 586,347
 
2.4
 
           
Reserves
 
 267,146
 
1.1
 
                       
Total Sources
 
$24,300,000
 
100.0%
 
Total Uses
 
$24,300,000
 
100.0
%
 

   (1)
Occupancy is based on Units, not SF.
   (2)
John R. Burrows is the guarantor of the non-recourse carveouts under the Storage Masters Loan.
   (3)
Replacement reserves are capped at $190,115.
   (4)
Upfront other reserve represents a deferred maintenance reserve of $20,250.
 
The following table presents certain information relating to the Storage Masters Properties:
 
Property Name
 
City
 
State
 
Allocated
Cut-off Date
Loan
Amount
 
Total GLA
 
Occupancy(1)
 
Year Built
 
Year
Renovated
 
UW NCF
 
Storage Masters - Chesterfield
 
Chesterfield
 
MO
 
8,712,042  
 
111,916
 
74.5%
 
1988
 
NAP
 
$875,709  
 
Storage Masters - Plano
 
Plano
 
TX
 
5,025,201  
   
71,310
 
81.1%
 
2003
 
NAP
 
565,631  
 
Storage Masters - O’Fallon
 
O’Fallon
 
MO
 
4,369,650  
 
85,175
 
76.2%
 
1997
 
NAP
 
463,433  
 
Storage Masters - St. Charles
 
Saint Charles
 
MO
 
3,005,894  
 
71,325
 
69.2%
 
1987
 
NAP
 
314,991  
 
Storage Masters - Denver
 
Denver
 
CO
 
3,096,925  
 
73,413
 
74.6%
 
1984,1994
 
NAP
 
321,684  
  
Total / Wtd. Avg. Portfolio
         
$24,209,712  
 
413,139
 
75.1%
         
$2,541,448  
 
 

    (1)
Occupancy as of February 4, 2013 and is based on Units, not SF.
 
The following table presents certain information relating to historical leasing at the Storage Masters Properties:
 
Historical Leased %(1)
   
 
2010
 
 
2011
 
 
2012
Storage Masters - Chesterfield
 
74.2%
 
74.4%
 
78.3%
Storage Masters - Plano
 
87.2%
 
86.7%
 
85.6%
Storage Masters - O’Fallon
 
76.6%
 
75.8%
 
76.0%
Storage Masters - St. Charles
 
69.5%
 
72.9%
 
74.9%
Storage Masters - Denver
 
65.4%
 
71.8%
 
74.3%
 

(1)  
As provided by the borrower.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
118

 
 
STORAGE MASTERS
 
  
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the Storage Masters Properties:
 
Cash Flow Analysis(1)
   
 
2010
 
 
2011
 
 
2012
 
 
Underwritten
 
 
Underwritten
$ per SF
Base Rent
 
$3,188,960
   
$3,347,570
   
$3,637,426
   
$3,782,940
   
$9.16
 
Gross Up Vacancy
 
0
   
0
   
0
   
1,270,800
   
3.08
 
Total Rent Revenue
 
$3,188,960
   
$3,347,570
   
$3,637,426
   
$5,053,740
   
$12.23
 
Other Rental Revenue
 
345,894
   
202,348
   
223,596
   
258,739
   
0.63
 
Vacancy & Credit Loss
 
(2,445
 
(3,104
 
(6,007
 
     (1,276,807
 
(3.09
Effective Gross Income
 
$3,532,409
   
$3,546,815
   
$3,855,015
   
$4,035,672
   
$9.77
 
                               
Total Operating Expenses
 
$1,515,888
   
$1,397,169
   
$1,361,173
   
$1,432,254
   
$3.47
 
                               
Net Operating Income
 
$2,016,521
   
$2,149,646
   
$2,493,842
   
$2,603,419
   
$6.30
 
Replacement Reserves
 
0
   
0
   
0
   
61,971
   
0.15
 
Net Cash Flow
 
$2,016,521
   
$2,149,646
   
$2,493,842
   
$2,541,448
   
$6.15
 
 

   (1)
Certain items such as straight line rent, interest expense, interest income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the adjusted in-place cash flows.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
119

 
 
MCINTOSH VILLAGE SC
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
JLC
Location (City/State)
Peachtree City, Georgia
 
Cut-off Date Principal Balance
 
$24,000,000
Property Type
Retail
 
Cut-off Date Principal Balance per SF
 
$175.83
Size (SF)
136,498
 
Percentage of Initial Pool Balance
 
2.0%
Total Occupancy as of 9/26/2012
96.2%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 9/26/2012
96.2%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
2004-2006 / NAP
 
Mortgage Rate
 
5.4700%
Appraised Value
$32,200,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
 
NAP
     
Borrower Sponsor(1)
 
Vincent A. Riggio
Underwritten Revenues
$2,928,700
       
Underwritten Expenses
$603,108
 
Escrows
Underwritten Net Operating Income (NOI)
$2,325,592
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$2,218,617
 
Taxes
$250,305
$20,859
Cut-off Date LTV Ratio
74.5%
 
Insurance
$33,990
$2,833
Maturity Date LTV Ratio
62.2%
 
Replacement Reserves
$0
$2,275
DSCR Based on Underwritten NOI / NCF
1.43x / 1.36x
 
TI/LC(2)
$250,000
$0
Debt Yield Based on Underwritten NOI / NCF
9.7% / 9.2%     
Other(3)
$4,950
$0
 
Sources and Uses
Sources
 
        $
 
   %
 
Uses
 
     $
 
%
Loan Amount
 
               $24,000,000
 
99.0%
 
Loan Payoff
 
              $23,259,746
 
 96.0%
Principal’s New Cash Contribution
 
                      234,501
 
1.0
 
Reserves
 
                     539,245
 
2.2
           
Closing Costs
 
                     435,510
 
1.8
                     
Total Sources
 
               $24,234,501
 
100.0%
 
Total Uses
 
              $24,234,501
 
100.0%
 

   (1)
Vincent A. Riggio is the guarantor of the non-recourse carveouts under the McIntosh Village SC Loan.
   (2)
Initial TI/LC reserve is capped at $200,000. $250,000 shown is for the “Special Rollover Reserve Account” and is for tenants greater than 10,000 SF.
   (3)
Other upfront reserve represents a deferred maintenance reserve ($4,950).
 
The following table presents certain information relating to the anchor tenants (of which, certain tenants may have co-tenancy provisions) at the McIntosh Village SC Property:
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant GLA
 
% of
Total
GLA
 
Mortgage Loan Collateral Interest
 
Total Rent
 
Total Rent $ per SF
 
Owned Anchor Tenant Lease Expiration
 
Tenant Sales $ per SF(2)
 
Occupancy Cost
 
Renewal / Extension Options
 
Shadow Anchors
Wal-Mart
 
AA / Aa2 / AA
 
NA
   
NA
   
No
 
NA
   
NA
   
NA
   
NA
 
NA
 
NA
 
Home Depot
 
A- / A3 / A-
 
NA
   
NA
   
No
 
NA
   
NA
   
NA
   
NA
 
NA
 
NA
 
                                                     
Anchors/Jr. Anchors
                                                   
Best Buy
 
BB- / Baa2 / BB
 
30,000
   
  22.0
 
Yes
 
$561,171
   
$18.71
   
1/31/2016
   
NA
 
NA
 
3, 5-year options
 
Office Depot
 
NR / Caa1 / B-
 
 20,000
   
14.7
   
Yes
 
$348,326
   
$17.42
   
5/30/2016
   
NA
 
NA
 
3, 5-year options
 
PetSmart(3)
 
NR / NR / BB+
 
19,348
   
14.2
   
Yes
 
$343,427
   
$17.75
   
10/31/2017
   
NA
 
NA
 
3, 5-year options
 
Total Anchors/Jr. Anchors(4)
     
 69,348
   
50.8
                                   
                                                     
Occupied In-line/Pads
     
61,980
   
45.4
     
$1,713,364
   
$27.64
                     
Vacant Spaces
     
5,170
   
3.8
     
$0
   
$0.00
                     
Total Owned SF
     
136,498
   
100.0
                                   
 

   (1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
   (2)
Tenants are not required to report sales.
   (3)
In the event Wal-Mart (shadow anchor), Home Depot (shadow anchor) or Best Buy close for business for (i) less than 12 months, tenant shall receive a 50% rent abatement; and (ii) more than 12 months, tenant shall have the right to terminate its lease.
   (4)
Shadow anchor square footage is not included in total owned square footage.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
120

 
 
MCINTOSH VILLAGE SC
 
The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the McIntosh Village SC Property:
 
Ten Largest Owned Tenants Based On Underwritten Base Rent
 
Tenant
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant
GLA
 
% of
GLA
 
UW Base
Rent
 
% of
Total
UW
Base
Rent
 
UW Base
Rent
$ per SF
 
Lease Expiration
 
Tenant
Sales
$ per
SF(2)
 
Occupancy Cost
 
Renewal / Extension Options
Best Buy
 
BB- / Baa2 / BB
 
30,000
   
  22.0
 
$465,000
   
18.7
 
$15.50
   
1/31/2016
 
NA
 
NA
 
 3, 5-year options
 
PetSmart(3)
 
NR / NR / BB+
 
19,348
   
14.2
   
270,872
   
10.9
   
14.00
   
10/31/2017
 
NA
 
NA
 
3, 5-year options
 
Office Depot
 
NR / Caa1 / B-
 
20,000
   
14.7
   
270,000
   
10.8
   
13.50
   
5/30/2016
 
NA
 
NA
 
3, 5-year options
 
Tires Plus
 
NR / NR / NR
 
7,280
   
5.3
   
188,261
   
7.6
   
25.86
   
9/1/2024
 
NA
 
NA
 
4, 5-year options
 
PPG
 
NR / NR / NR
 
4,500
   
3.3
   
98,325
   
4.0
   
21.85
   
8/1/2015
 
NA
 
NA
 
2, 5-year options
 
Chase Bank
 
A+ / Aa3 / A+
 
3,500
   
2.6
   
96,250
   
3.9
   
27.50
   
10/1/2014
 
NA
 
NA
 
2, 5-year options
 
Five Guys
 
NR / NR / NR
 
2,806
   
2.1
   
95,685
   
3.8
   
34.10
   
1/1/2017
 
$440
 
8.6%
 
2, 5-year options
 
Mattress Firm(4)
 
NR / NR / NR
 
4,101
   
3.0
   
87,474
   
3.5
   
21.33
   
12/1/2015
 
NA
 
NA
 
2, 5-year options
 
Roberts Family Dentistry
 
NR / NR / NR
 
2,844
   
2.1
   
71,100
   
2.9
   
25.00
   
6/1/2013
 
$404
 
7.1%
 
1, 5-year option
 
Panda Express
 
NR / NR / NR
 
2,038
   
1.5
   
67,254
   
2.7
   
33.00
   
12/1/2016
 
NA
 
NA
 
3, 5-year options
 
Ten Largest Owned Tenants
 
96,417
   
70.6
 
$1,710,221
   
68.7
 
$17.74
                   
Remaining Owned Tenants
 
34,911
   
25.6
   
778,320
   
31.3
   
22.29
                   
Vacant Spaces (Owned Space)
 
5,170
   
3.8
   
0
   
0.0
   
0.00
                   
Total / Wtd. Avg. All Owned Tenants
 
136,498
   
100.0
 
$2,488,541
   
100.0
 
$18.95
                   
 

   (1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
   (2)
Tenant sales as of trailing twelve months ended December 31, 2012.
   (3)
In the event Wal-Mart (shadow anchor), Home Depot (shadow anchor) or Best Buy close for business for (i) less than 12 months, tenant is entitled to receive a 50% rent abatement; and (ii) more than 12 months, tenant has the right to terminate its lease.
   (4)
In the event Wal-Mart (shadow anchor), Home Depot (shadow anchor), Best Buy, PetSmart, Office Depot and at least 70% of in-line tenants are closed for business for (i) less than 30 days, tenant is entitled to a 50% Base Rent reduction or 5% of gross sales; and (ii) more than 30 days, tenant has the right to terminate its lease.
 
The following table presents certain information relating to the lease rollover schedule at the McIntosh Village SC Property:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of Owned
GLA
 
Cumulative % of
Owned GLA
 
UW Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring Tenants
MTM
 
0
   
0.0
 
0.0%
   
$0
   
0.0
 
$0.00
   
0
 
2013
 
11,002
   
8.1
   
8.1%
   
257,788
   
10.4
   
23.43
   
7
 
2014
 
10,442
   
7.6
   
15.7%
   
252,343
   
10.1
   
24.17
   
6
 
2015
 
19,605
   
14.4
   
30.1%
   
428,667
   
17.2
   
21.87
   
7
 
2016
 
58,618
   
42.9
   
73.0%
   
946,104
   
38.0
   
16.14
   
6
 
2017
 
24,381
   
17.9
   
90.9%
   
415,378
   
16.7
   
17.04
   
4
 
2018
 
0
   
0.0
   
90.9%
   
0
   
0.0
   
0.00
   
0
 
2019
 
0
   
0.0
   
90.9%
   
0
   
0.0
   
0.00
   
0
 
2020
 
0
   
0.0
   
90.9%
   
0
   
0.0
   
0.00
   
0
 
2021
 
0
   
0.0
   
90.9%
   
0
   
0.0
   
0.00
   
0
 
2022
 
0
   
0.0
   
90.9%
   
0
   
0.0
   
0.00
   
0
 
2023
 
0
   
0.0
   
90.9%
   
0
   
0.0
   
0.00
   
0
 
2024 & Thereafter
 
7,280
   
5.3
   
96.2%
   
188,261
   
7.6
   
25.86
   
1
 
Vacant
 
5,170
   
3.8
   
100.0%
   
0
   
0.0
   
0.00
   
0
 
Total / Wtd. Avg.
 
136,498
   
100.0
       
$2,488,541
   
100.0
 
$18.95
   
31
 
 

   (1)
Calculated based on approximate square footage occupied by each owned tenant.
 
The following table presents certain information relating to historical leasing at the McIntosh Village SC Property:
 
Historical Leased %(1)
 
 
 
 
2010
 
 
2011
 
 
2012
Owned Space
 
95%
 
93%
 
97%
 

   (1)
As provided by the borrower which reflects year end occupancy.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
121

 
 
MCINTOSH VILLAGE SC
 
  
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the McIntosh Village SC Property:
 
Cash Flow Analysis(1)
 
   
2010
 
2011
 
2012
 
Underwritten(2)
 
Underwritten
$ per SF
Base Rent
 
$2,185,810
   
$2,347,363
   
$2,444,232
   
$2,488,541
   
$18.23
 
Overage Rent
 
0
   
0
   
0
   
0
   
0.00
 
Other Rental Revenue
 
0
   
0
   
0
   
0
   
0.00
 
Gross Up Vacancy
 
0
   
0
   
0
   
113,740
   
0.83
 
Total Rent
 
$2,185,810
   
$2,347,363
   
$2,444,232
   
$2,602,281
   
$19.06
 
Total Reimbursables
 
661,190
   
347,389
   
524,533
   
497,722
   
3.65
 
Other Income
 
28,765
   
11,297
   
15,572
   
0
   
0.00
 
Vacancy & Credit Loss
 
0
   
0
   
0
   
(171,303
 
(1.25
Effective Gross Income
 
$2,875,765
   
$2,706,049
   
$2,984,337
   
$2,928,700
   
$21.46
 
                               
Total Operating Expenses
 
$639,154
   
$576,234
   
$558,065
   
$603,108
   
$4.42
 
                               
Net Operating Income
 
$2,236,611
   
$2,129,815
   
$2,426,272
   
$2,325,592
   
$17.04
 
TI/LC
 
29,544
   
20,908
   
12,279
   
79,676
   
0.58
 
Capital Expenditures
 
0
   
0
   
0
   
27,300
   
0.20
 
Net Cash Flow
 
$2,207,067
   
$2,108,907
   
$2,413,993
   
$2,218,617
   
$16.25
 
 

   (1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flows.
   (2)
Underwritten cash flow is based on the 9/26/2012 rent roll.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
122

 
 
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123

 
 
 
NATIONAL HARBOR
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
GSMC
Location (City/State)
National Harbor, Maryland
 
Cut-off Date Principal Balance(1)
 
$19,889,529
Property Type
Mixed Use
 
Cut-off Date Principal Balance per SF(2)
 
$318.65
Size (SF)
405,722
 
Percentage of Initial Pool Balance
 
1.6%
Total Occupancy as of 3/1/2013
91.5%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 3/1/2013
91.5%
 
Type of Security(3)
Both Fee Simple/Leasehold
Year Built / Latest Renovation
2007, 2008, 2009 / NAP
 
Mortgage Rate
 
4.1500%
Appraised Value
$193,000,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
NAP
     
Borrower Sponsor(4)
Peterson Family Trust
Underwritten Revenues
$23,018,341
       
Underwritten Expenses
$9,433,824
 
Escrows
Underwritten Net Operating Income (NOI)
$13,584,517
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$13,109,515
 
Taxes
$439,122
$146,374
Cut-off Date LTV Ratio(2)
67.0%
 
Insurance
$53,465
$1,149
Maturity Date LTV Ratio(2)(5)
50.5%
 
Replacement Reserves
$0
$10,169
DSCR Based on Underwritten NOI / NCF(2)
1.79x / 1.73x
 
TI/LC(6)
$0
$50,715
Debt Yield Based on Underwritten NOI / NCF(2)
10.5% / 10.1%
 
Other(7)
$825,975
$0
           
Sources and Uses
Sources
$         
   %
Uses
$               
   %
Loan Amount
$130,000,000
    96.6%
Loan Payoff
$131,896,726     
      98.0%
Principal’s New Cash Contribution(8)
4,566,025
   3.4
Closing Costs
1,350,737     
    1.0
     
Reserves
1,318,562     
    1.0
           
Total Sources
$134,566,025
  100.0%
Total Uses
$134,566,025     
    100.0%
 

 
(1)
The Cut-off Date Principal Balance of $19,889,529 represents the note A-2 of a $130,000,000 whole loan evidenced by two pari passu notes.  The companion loan is the note A-1 with the principal balance of $109,392,411 as of the Cut-off Date and is held outside the Issuing Entity.
 
(2)
Calculated based on the entire National Harbor Whole Loan.
 
(3)
Fee Simple (12 condominium units and 2 separate parcels) and 1 Leasehold parcel.
 
(4)
Peterson Family Trust is the guarantor of the non-recourse carveouts under the National Harbor Whole Loan.
 
(5)
The Maturity Date LTV Ratio is calculated utilizing the “as stabilized” appraised value of $205,700,000. The Maturity Date LTV Ratio, calculated on the basis of the “as-is” appraised value is 53.8%.
 
(6)
TI/LC reserves are capped at $1,800,000.
 
(7)
At origination, $825,975 was reserved for existing obligations related to tenant improvements and leasing commissions for recently executed leases.
 
(8)
The National Harbor Properties were previously collateral for two construction loans. Upon the stabilization of the properties, the borrower obtained the release of the National Harbor Properties from the liens of the predecessor loans (a) with respect to one of the predecessor loans and Buildings A and Q, by paying a portion in cash as a cash contribution and substituting another property as collateral and (b) with respect to the other predecessor loan and the remaining buildings, by using the proceeds of the National Harbor Loan and a cash contribution to refinance.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
124

 
 
NATIONAL HARBOR
 
The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the National Harbor Property:
 
Ten Largest Owned Tenants Based On Underwritten Base Rent
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant
GLA(2)
 
% of
GLA
 
UW Base
Rent
 
% of Total
UW Base
Rent
 
UW Base
Rent
$ per SF
 
Lease
Expiration
 
Tenant
Sales
$ per SF(3)
 
Occupancy
Cost
 
Renewal /
Extension
Options
Democracy Data & Communications(4)
 
NR / NR / NR
 
30,352
   
    7.5%
 
$978,910
   
   7.8%
 
$32.25  
 
11/30/2019
 
NA
 
NA
 
1, 5-year option
Bond 45
 
NR / NR / NR
 
9,000
   
2.2
 
558,000
   
4.4
 
62.00
 
1/24/2025
 
$554
 
11.3%
 
3, 5-year options
Destron (MGM)(5)
 
B / B3 / B+
 
15,105
   
3.7
 
528,977
   
4.2
 
35.02
 
1/31/2017
 
NA
 
NA
 
2, 2-year options
School Nutrition Association
 
NR / NR / NR
 
15,265
   
3.8
 
525,508
   
4.2
 
34.43
 
8/31/2019
 
NA
 
NA
 
2, 5-year options
Regus Corporation(6)
 
NR / NR / NR
 
10,583
   
2.6
 
425,767
   
3.4
 
40.23
 
3/5/2022
 
NA
 
NA
 
2, 5-year options
CTAM
 
NR / NR / NR
 
11,862
   
2.9
 
380,107
   
3.0
 
32.04
 
12/31/2017
 
NA
 
NA
 
2, 5-year options
Cadillac Ranch
 
NR / NR / NR
 
9,389
   
2.3
 
377,913
   
3.0
 
40.25
 
2/5/2019
 
$670
 
10.4%
 
1, 5-year option
Sunset Room by Wolfgang Puck(7)
 
NR / NR / NR
 
12,154
   
3.0
 
364,620
   
2.9
 
30.00
 
7/31/2019
 
NA
 
NA
 
NA
McCormick & Schmick’s
 
NR / NR / NR
 
8,000
   
2.0
 
316,800
   
2.5
 
39.60
 
6/15/2016
 
$890
 
6.1%
 
2, 5-year options
The Peterson Companies, LC
 
NR / NR / NR
 
10,037
   
2.5
 
301,394
   
2.4
 
30.03
 
(8)
 
NA
 
NA
 
2, 5-year options
Ten Largest Owned Tenants
 
131,747
   
 32.5%
 
$4,757,997
   
37.9%
 
$36.11  
               
Remaining Owned Tenants(9)
 
239,342
   
59.0  
 
7,788,828
   
62.1  
 
32.54
               
Vacant Spaces (Owned Space)
 
34,633
   
8.5
 
0
   
0.0
 
  0.00
               
Total / Wtd. Avg. All Owned Tenants
 
405,722
   
100.0%
 
$12,546,824
   
100.0%
 
$33.81 
               
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Borrower owned space.  Does not include non-owned tenants.
 
(3)
Tenant Sales are as of 1/31/2013.
 
(4)
Democracy Data & Communications has a one time right to terminate its lease effective 12/31/2015 by providing notice by 7/1/2014.
 
(5)
Destron is a subsidiary of MGM Mirage.  The tenant has a one-time right to terminate its lease by giving written notice to the landlord within 30 days after the date that MGM Resorts International or an MGM Affiliate is eliminated as candidate for the sixth gaming license for the state of Maryland (or a substantially equivalent license), provided that MGM does not appeal such decision.  The tenant’s right to terminate the lease will be void if the sixth gaming license for the state of Maryland is awarded to MGM or an MGM Affiliate.
 
(6)
Regus Corporation has a one time right to terminate their lease at the end of the 5th lease year (May 2017) with 6 months notice.
 
(7)
In June 2011, Wolfgang Puck Catering and Events, executed a sublease for the Sunset Room for a 10 year term from an affiliate of the borrowers. Wolfgang Puck’s contractual rent under the sublease is 7% of sales for Year 1 and $150,000/year for Years 2-10.
 
(8)
The Peterson Companies, LC has 7,627 SF ($30.63 base rent per SF) expiring on 5/14/2021 and 2,410 SF ($28.14 base rent per SF) expiring on 12/31/2018.
 
(9)
Includes 1 tenant (1,527 SF) that has an executed lease but has not yet opened - Divine Nail Spa ($26.00 base rent per SF) is expected to open and begin paying rent in April 2013.
 
The following table presents certain information relating to the lease rollover schedule at the National Harbor Property:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of Owned
GLA
 
Cumulative % of
Owned GLA
 
UW Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
 
4,117
   
1.0
%  
1.0%
   
$51,939
   
0.4
%  
$12.62
   
2
 
2013
 
29,313
   
7.2
   
8.2%
   
744,610
   
5.9
   
25.40
   
14
 
2014
 
20,188
   
5.0
   
13.2%
   
829,749
   
6.6
   
41.10
   
9
 
2015
 
32,557
   
8.0
   
21.2%
   
1,081,997
   
8.6
   
33.23
   
12
 
2016
 
14,891
   
3.7
   
24.9%
   
546,981
   
4.4
   
36.73
   
6
 
2017
 
31,931
   
7.9
   
32.8%
   
1,060,015
   
8.4
   
33.20
   
6
 
2018
 
27,399
   
6.8
   
39.5%
   
1,000,312
   
8.0
   
36.51
   
10
 
2019
 
101,468
   
25.0
   
64.5%
   
3,260,491
   
26.0
   
32.13
   
13
 
2020
 
33,427
   
8.2
   
72.8%
   
1,193,204
   
9.5
   
35.70
   
8
 
2021
 
16,970
   
4.2
   
77.0%
   
529,880
   
4.2
   
31.22
   
5
 
2022
 
16,818
   
4.1
   
81.1%
   
678,389
   
5.4
   
40.34
   
5
 
2023
 
17,805
   
4.4
   
85.5%
   
537,205
   
4.3
   
30.17
   
2
 
2024 & Thereafter
 
24,205
   
6.0
   
91.5%
   
1,032,051
   
8.2
   
42.64
   
4
 
Vacant
 
34,633
   
8.5
   
100.0%
   
0
   
0.0
   
0.00
   
0
 
Total / Wtd. Avg.
 
405,722
   
100.0
%        
$12,546,824
   
100.0
%  
$33.81
   
96
 
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
125

 
 
NATIONAL HARBOR

The following table presents certain information relating to historical leasing at the National Harbor Property:
 
Historical Leased %(1)
   
 
2010
 
 
2011
 
 
2012
Owned Space
 
67.7%
 
82.1%
 
85.3%
 

 
(1)
As provided by the borrower and represents average occupancy for the indicated year.  Occupancy in some historical periods does not reflect the amount of gross leasable area at the time as the denominator reflects the total square footage of 405,722.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the National Harbor Property:
 
Cash Flow Analysis(1)
   
2009
 
2010
 
2011
 
TTM 1/31/2013
 
Underwritten(2)
 
Underwritten
$ per SF
Base Rent
 
$3,595,754
   
$7,254,660
   
$10,032,306
   
$10,887,240
   
$12,546,824
   
$30.92
 
Overage Rent
 
479,198
   
720,193
   
567,656
   
733,424
   
702,887
   
1.73
 
Other Rental Revenue
 
81,549
   
115,371
   
115,371
   
124,116
   
124,116
   
0.31
 
Gross Up Vacancy
 
0
   
0
   
0
   
0
   
1,451,630
   
3.58
 
Total Rent
 
$4,156,501
   
$8,090,223
   
$10,715,332
   
$11,744,780
   
$14,825,457
   
$36.54
 
Total Reimbursables
 
1,248,207
   
1,573,037
   
2,039,981
   
1,980,100
   
2,056,689
   
5.07
 
Other Income
 
4,675,809
   
6,947,694
   
7,405,311
   
7,587,825
   
7,587,825
   
18.70
 
Vacancy & Credit Loss
 
0
   
0
   
0
   
0
   
(1,451,630)
   
(3.58)
 
Effective Gross Income
 
$10,080,517
   
$16,610,954
   
$20,160,624
   
$21,312,705
   
$23,018,341
   
$56.73
 
                                     
Total Operating Expenses
 
$8,619,119
   
$9,794,820
   
$9,867,806
   
$9,409,282
   
$9,433,824
   
$23.25
 
                                     
Net Operating Income
 
$1,461,398
   
$6,816,134
   
$10,292,818
   
$11,903,423
   
$13,584,517
   
$33.48
 
TI/LC
 
0
   
0
   
0
   
0
   
352,973
   
0.87
 
Capital Expenditures
 
0
   
0
   
0
   
0
   
122,029
   
0.30
 
Net Cash Flow
 
$1,461,398
   
$6,816,134
   
$10,292,818
   
$11,903,423
   
$13,109,515
   
$32.31
 
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
Underwritten cash flow based on the 3/1/2013 rent roll with rent steps through 4/30/2014.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
126

 
 
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127

 
 
9440 SANTA MONICA
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
JLC
Location (City/State)
Beverly Hills, California
 
Cut-off Date Principal Balance
$18,500,000
Property Type
Office
 
Cut-off Date Principal Balance per SF
$211.20
Size (SF)
 87,596
 
Percentage of Initial Pool Balance
1.5%
Total Occupancy as of 1/1/2013
93.4%
 
Number of Related Mortgage Loans
None
Owned Occupancy as of 1/1/2013
93.4%
 
Type of Security
Leasehold
Year Built / Latest Renovation
1975 / NAP
 
Mortgage Rate
4.2700%
Appraised Value
$25,700,000
 
Original Term to Maturity (Months)
120
     
Original Amortization Term (Months)
360
     
Original Interest Only Period (Months)
36
     
Borrower Sponsor(1)
Mehdi Soroudi
Underwritten Revenues
$4,773,584
     
Underwritten Expenses
$2,740,137
 
Escrows
Underwritten Net Operating Income (NOI)
$2,033,446
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$1,806,379
 
Taxes
$0
$41,500
Cut-off Date LTV Ratio
72.0%
 
Insurance
$9,250
$2,100
Maturity Date LTV Ratio
62.7%
 
Replacement Reserves
$0
$1,825
DSCR Based on Underwritten NOI / NCF
1.86x / 1.65x
 
TI/LC(2)
$0
$7,300
Debt Yield Based on Underwritten NOI / NCF
11.0% / 9.8%
 
Other(3)
$89,917
$89,917
           
Sources and Uses
Sources
$
%
Uses
$
%
Loan Amount
$18,500,000
  73.8%
Purchase Price
$24,500,000
  97.7%
Principal’s New Cash Contribution
    6,570,340
26.2 
Closing Costs
       471,173
1.9
     
Reserves
         99,167
0.4
           
Total Sources
$25,070,340
100.0%
Total Uses
$25,070,340
100.0%


 
(1)
Mehdi Soroudi is the guarantor of the non-recourse carveouts under the 9440 Santa Monica Loan.
 
(2)
TI/LC Reserve is capped at $1,000,000.
 
(3)
Other reserve represents a ground rent reserve to address monthly ground lease payments.
 
The following table presents certain information relating to the tenants at the 9440 Santa Monica Property:
 
Ten Largest Owned Tenants Based on Underwritten Base Rent
 
 
Tenant Name
 
 
Credit Rating (Fitch/MIS/ S&P)(1)
 
 
Tenant GLA
 
 
% of
GLA
 
 
UW Base Rent
 
 
% of Total UW Base Rent
 
 
UW Base Rent
$ per SF
 
Lease
Expiration
 
Renewal /
Extension
Options
Bank of America
 
A / Baa2 / A-
 
26,988
 
   30.8%
 
$1,274,267
 
   31.6%
 
$47.22
 
1/31/2015
 
2,10-year options
SSI Investment Management, Inc.
 
NR / NR / NR
 
10,119
 
11.6
 
     500,283
 
12.4
 
  49.44
 
3/31/2017
 
1, 5-year option
Escrow of the West, Inc.
 
NR / NR / NR
 
  6,013
 
  6.9
 
     293,675
 
  7.3
 
  48.84
 
9/30/2015
 
NA
Starkey Laboratories, Inc.
 
NR / NR / NR
 
  4,870
 
  5.6
 
     243,537
 
  6.0
 
  50.01
 
(2)
 
1, 5-year option
James L. Krasne, PAC
 
NR / NR / NR
 
  4,865
 
  5.6
 
     233,520
 
  5.8
 
  48.00
 
7/31/2013
 
NA
Decade Apart Productions
 
NR / NR / NR
 
  3,479
 
  4.0
 
     172,002
 
  4.3
 
  49.44
 
4/30/2014
 
NA
Associated Foreign Exchange
 
NR / NR / NR
 
  3,219
 
  3.7
 
     163,783
 
  4.1
 
  50.88
 
3/31/2017
 
1, 5-year option
Beverly Loan, Inc.
 
NR / NR / NR
 
  3,191
 
  3.6
 
     153,842
 
  3.8
 
  48.21
 
2/28/2018
 
NA
Giant Group
 
NR / NR / NR
 
  2,325
 
  2.7
 
     114,948
 
  2.8
 
  49.44
 
3/31/2015
 
1, 3-year option
MJA Advertising
 
NR / NR / NR
 
  2,224
 
  2.5
 
     113,424
 
  2.8
 
  51.00
 
8/1/2018
 
NA
Ten Largest Owned Tenants
     
67,293
 
  76.8%
 
$3,263,281
 
  80.9%
 
$48.49
       
Remaining Owned Tenants
     
14,491
 
16.5 
 
     771,748
 
19.1
 
  53.26
       
Vacant
     
  5,812
 
  6.6
 
                0
 
  0.0
 
    0.00
       
Total / Wtd. Avg.
     
87,596
 
 100.0%
 
$4,035,029
 
100.0%
 
$49.34
       
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Starkey Laboratories, Inc. has 2,668 SF ($48.00 base rent per SF) expiring on 8/31/2013 and 2,202 SF ($52.44 base rent per SF) expiring on 4/30/2016. The extension option only applies to the 2,202 SF.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
128

 
 
9440 SANTA MONICA
 
The following table presents certain information relating to the lease rollover schedule at the 9440 Santa Monica Property:
 
Lease Expiration Schedule(1)
 
 
Year Ending December 31,
 
Expiring Owned
GLA
 
% of Owned
GLA
 
Cumulative % of
Owned GLA
 
UW
Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
    0       0.0 %     0.0 %     $0       0.0 %     $0.00       0  
2013
    9,179       10.5       10.5 %     453,438       11.2       49.40       4  
2014
    9,583       10.9       21.4 %     507,552       12.6       52.96       7  
2015
    35,326       40.3       61.7 %     1,682,890       41.7       47.64       3  
2016
    8,943       10.2       72.0 %     459,817       11.4       51.42       5  
2017
    13,338       15.2       87.2 %     664,066       16.5       49.79       2  
2018
    5,415       6.2       93.4 %     267,266       6.6       49.36       2  
2019
    0       0.0       93.4 %     0       0.0       0.00       0  
2020
    0       0.0       93.4 %     0       0.0       0.00       0  
2021
    0       0.0       93.4 %     0       0.0       0.00       0  
2022
    0       0.0       93.4 %     0       0.0       0.00       0  
2023
    0       0.0       93.4 %     0       0.0       0.00       0  
2024 & Thereafter
    0       0.0       93.4 %     0       0.0       0.00       0  
Vacant
    5,812       6.6       100.0 %     0       0.0       0.00       0  
Total / Wtd. Avg.
    87,596       100.0 %             $4,035,029       100.0 %     $49.34       23  
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
The following table presents certain information relating to historical leasing at the 9440 Santa Monica Property:
 
Historical Leased %(1)
   
 
2010
 
 
2011
 
 
2012
 
 
As of 1/1/2013
Owned Space
 
94.0%
 
85.5%
 
92.8%
 
93.4%
 

 
(1)
As provided by the borrower which reflects average occupancy for the year.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the 9440 Santa Monica Property:
 
Cash Flow Analysis(1)
 
   
2010
 
2011
 
TTM 10/31/2012
 
Underwritten(2)
 
Underwritten
$ per SF
Base Rent
  $3,866,703     $3,999,107     $3,994,387     $4,035,029     $46.06  
Gross Up Vacancy
  0     0     0     0     0.00  
Total Rent
  $3,866,703     $3,999,107     $3,994,387     $4,035,029     $46.06  
Total Reimbursables
  474,429     432,349     415,903     406,959     4.65  
Other Income
  262,331     (75,929 )   (58,274 )   331,596     3.79  
Less Vacancy & Credit Loss
  0     0     0     0     0.00  
Effective Gross Income
  $4,603,463     $4,355,527     $4,352,016     $4,773,584     $54.50  
                               
Total Operating Expenses
  $2,603,575     $2,598,550     $2,519,330     $2,740,137     $31.28  
                               
Net Operating Income
  $1,999,888     $1,756,977     $1,832,686     $2,033,446     $23.21  
TI/LC
  0     0     0     205,168     2.34  
Capital Expenditures
  0     0     0     21,899     0.25  
Net Cash Flow
  $1,999,888     $1,756,977     $1,832,686     $1,806,379     $20.62  
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flows.
 
(2)
Underwritten cash flow is based on the 1/1/2013 rent roll.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
129

 
 
ARAMINGO CROSSINGS
 
Mortgaged Property Information
 
Mortgage Loan Information
Number of Mortgaged Properties
1
 
Loan Seller
 
GSMC
Location (City/State)
Philadelphia, Pennsylvania
 
Cut-off Date Principal Balance
 
$16,050,000
Property Type
Retail
 
Cut-off Date Principal Balance per SF
 
$120.08
Size (SF)
133,661
 
Percentage of Initial Pool Balance
 
1.3%
Total Occupancy as of 3/20/2013(1)
100.0%
 
Number of Related Mortgage Loans
 
None
Owned Occupancy as of 3/20/2013(1)
100.0%
 
Type of Security
 
Fee Simple
Year Built / Latest Renovation
2009-2012 / NAP
 
Mortgage Rate
 
4.0775%
Appraised Value
$21,100,000
 
Original Term to Maturity (Months)
 
120
     
Original Amortization Term (Months)
 
360
     
Original Interest Only Period (Months)
NAP
Underwritten Revenues
$1,916,945
 
Borrower Sponsor(3)
Steven B. Wolfson and Milton S.
Schneider
Underwritten Expenses
$542,599
 
Escrows
Underwritten Net Operating Income (NOI)
$1,374,346
   
Upfront
Monthly
Underwritten Net Cash Flow (NCF)
$1,339,076
 
Taxes
$0
$0
Cut-off Date LTV Ratio(2)
74.7%
 
Insurance
$0
$0
Maturity Date LTV Ratio(2)
59.5%
 
Replacement Reserves
$0
$0
DSCR Based on Underwritten NOI / NCF
1.48x / 1.44x
 
TI/LC
$0
$0
Debt Yield Based on Underwritten NOI / NCF
8.6% / 8.3%
 
Other(4)
$155,000
$0
           
 
Sources and Uses
     
Sources
$
%
Uses
$
%   
Loan Amount
$16,050,000
100.0%
Principal Equity Distribution
$10,820,372
 
67.4%
     
Loan Payoff
4,798,631
 
29.9
     
Closing Costs
275,997
 
1.7
     
Reserves
155,000
 
1.0
           
Total Sources
$16,050,000
100.0%
Total Uses
$16,050,000
 
100.0%
 

 
(1)
TD Bank has not begun construction for their pad and has not begun to pay rent. The borrower has executed a ground lease with TD Bank for an initial term of 15 years and TD Bank is required under the terms of the ground lease to begin paying rent on or before 9/16/2013. The Total and Owned Occupancy assuming TD Bank is vacant is 97.8%. We cannot assure you that TD Bank will take occupancy or commence paying rent.
 
(2)
The Cut-off Date LTV Ratio and Maturity Date LTV Ratio are calculated based on the “as stabilized” value of $21,500,000, as of 10/1/2013, which is after the date TD Bank is required to commence paying rent. The Cut-off Date LTV Ratio and Maturity Date LTV Ratio calculated based on the “as-is” appraised value are 76.1% and 60.6%, respectively.
 
(3)
Steven B. Wolfson and Milton S. Schneider are the guarantors of the non-recourse carveouts under the Aramingo Crossings Loan.
 
(4)
Other reserve represents a TD Bank reserve which includes leasing commissions totaling $155,000 ($65,000 representing unpaid landlord obligations plus $90,000 representing six months of total rent).
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
130

 
 
ARAMINGO CROSSINGS
 
The following table presents certain information relating to the major tenants (of which, certain tenants may have co-tenancy provisions) at the Aramingo Crossings Property:
 
Ten Largest Owned Tenants Based On Underwritten Base Rent
 
Tenant Name
 
Credit Rating
(Fitch/MIS/S&P)(1)
 
Tenant
GLA
 
% of
GLA
 
UW Base
Rent
 
% of
Total
UW
Base
Rent
 
UW
Base
Rent
$ per
SF
 
Lease Expiration
 
Tenant
Sales $ per
SF(2)
 
Occupancy Cost
 
Renewal /
Extension
Options
Wal-Mart (GL)(3)(4)
 
AA / Aa2 / AA
 
  92,185
 
  69.0%
 
  $450,000
 
  29.7%
 
  $4.88
 
4/10/2032
 
NA
 
NA
 
16, 5-year options
Five Below(5)
 
NR / NR / NR
 
    8,760
 
6.6
 
    175,200
 
11.6
 
 20.00
 
1/31/2022
 
NA
 
NA
 
2, 5-year options
TD Bank (GL)(3)(6)
 
AA- / Aa1 / AA-
 
    2,939
 
2.2
 
    170,000
 
11.2
 
 57.84
 
9/17/2023
 
NA
 
NA
 
(7)
Barefeet Shoes
 
NR / NR / NR
 
    7,300
 
5.5
 
    156,950
 
10.4
 
 21.50
 
10/31/2022
 
NA
 
NA
 
1, 5-year option
Anna’s Linens
 
NR / NR / NR
 
    7,000
 
5.2
 
    140,000
 
9.2
 
 20.00
 
1/31/2024
 
NA
 
NA
 
2, 5-year options
Sonic (GL)(3)
 
NR / NR / NR
 
    5,400
 
4.0
 
    125,000
 
8.3
 
 23.15
 
2/18/2033
 
NA
 
NA
 
2, 5-year options
Chick-Fil-A (GL)(3)
 
NR / NR / NR
 
    4,237
 
3.2
 
    125,000
 
8.3
 
 29.50
 
9/30/2029
 
NA
 
NA
 
(8)
Haircuttery
 
NR / NR / NR
 
    1,460
 
1.1
 
      45,260
 
3.0
 
 31.00
 
7/31/2017
 
NA
 
NA
 
2, 5-year options
Verizon
 
NR / NR / NR
 
    1,460
 
1.1
 
      44,676
 
3.0
 
 30.60
 
5/31/2017
 
NA
 
NA
 
5, 1-year options
Happy Nails
 
NR / NR / NR
 
    1,460
 
1.1
 
      43,800
 
2.9
 
 30.00
 
8/31/2017
 
NA
 
NA
 
1, 5-year option
Ten Largest Owned Tenants
 
132,201
 
  98.9%
 
$1,475,886
 
  97.5%
 
$11.16
               
Remaining Owned Tenants
 
    1,460
 
1.1
 
      37,960
 
2.5
 
 26.00
               
Vacant Spaces (Owned Space)
 
           0
 
0.0
 
               0
 
0.0
 
   0.00
               
Total / Wtd. Avg. All Owned Tenants
 
133,661
 
100.0%
 
$1,513,846
 
100.0%
 
$11.33
               
 

 
(1)
Certain ratings are those of the parent company whether or not the parent guarantees the lease.
 
(2)
Tenants have not yet reported full-year sales.
 
(3)
Wal-Mart, TD Bank, Sonic and Chick-Fil-A ground lease their respective land and own their own improvements.
 
(4)
Wal-Mart has an option to go dark at anytime.
 
(5)
Five Below has the option to terminate its lease at the end of May 2017, provided it provides notice to the landlord by the end of November 2016.
 
(6)
TD Bank has not begun construction for their pad and has not begun to pay rent. The borrower has executed a ground lease with TD Bank for an initial term of 15 years and TD Bank is required under the terms of the ground lease to begin paying rent on or before 9/16/2013. The Total and Owned Occupancy assuming TD Bank is vacant is 97.8%. We cannot assure you that TD Bank will take occupancy or commence paying rent.
 
(7)
TD Bank has 2, 5-year options and 1, 4.5-year option.
 
(8)
Chick-Fil-A has 1, 5-year option and 1, 4-year-11 month option.
 
The following table presents certain information relating to the lease rollover schedule at the Aramingo Crossings Property:
 
Lease Expiration Schedule(1)
 
Year Ending
December 31,
 
Expiring
Owned GLA
 
% of Owned
GLA
 
Cumulative % of
Owned GLA
 
UW Base Rent
 
% of Total UW
Base Rent
 
UW Base Rent
$ per SF
 
# of Expiring
Tenants
MTM
 
0
   
0.0
 
0.0%
   
$0
   
0.0
 
$0.00
   
0
 
2013
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
 
2014
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
 
2015
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
 
2016
 
0
   
0.0
   
0.0%
   
0
   
0.0
   
0.00
   
0
 
2017
 
5,840
   
4.4
   
4.4%
   
171,696
   
11.3
   
29.40
   
4
 
2018
 
0
   
0.0
   
4.4%
   
0
   
0.0
   
0.00
   
0
 
2019
 
0
   
0.0
   
4.4%
   
0
   
0.0
   
0.00
   
0
 
2020
 
0
   
0.0
   
4.4%
   
0
   
0.0
   
0.00
   
0
 
2021
 
0
   
0.0
   
4.4%
   
0
   
0.0
   
0.00
   
0
 
2022
 
16,060
   
12.0
   
16.4%
   
332,150
   
21.9
   
20.68
   
2
 
2023
 
2,939
   
2.2
   
18.6%
   
170,000
   
11.2
   
57.84
   
1
 
2024 & Thereafter
 
108,822
   
81.4
   
100.0%
   
840,000
   
55.5
   
7.72
   
4
 
Vacant
 
0
   
0.0
   
100.0%
   
0
   
0.0
   
0.00
   
0
 
Total / Wtd. Avg.
 
133,661
   
100.0
%        
$1,513,846
   
100.0
 
$11.33
   
11
 
 

 
(1)
Calculated based on approximate square footage occupied by each Owned Tenant.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
131

 
 
ARAMINGO CROSSINGS
 
The following table presents certain information relating to historical leasing at the Aramingo Crossings Property:
 
Historical Leased %(1)
   
 
2009
 
 
2010
 
 
2011
 
 
As of 3/20/2013
Owned Space
 
NAP
 
NAP
 
NAP
 
100.0%
 

 
(1)
The Aramingo Crossings Property was constructed between 2009 and 2012 with most tenants taking occupancy and opening for business in 2012.
 
n
Operating History and Underwritten Net Cash Flow.  The following table presents certain information relating to the historical operating performance and the Underwritten Net Cash Flow at the Aramingo Crossings Property:
 
Cash Flow Analysis(1)(2)
 
   
Underwritten(3)
 
Underwritten
$ per SF
Base Rent
 
$1,513,846
   
$11.33
 
Overage Rent
 
0
   
0.00
 
Other Rental Revenue
 
0
   
0.00
 
Gross Up Vacancy
 
0
   
0.00
 
Total Rent
 
$1,513,846
   
$11.33
 
Total Reimbursables
 
468,024
   
3.50
 
Other Income
 
0
   
0.00
 
Vacancy & Credit Loss
 
(64,926)
   
(0.49)
 
Effective Gross Income
 
$1,916,945
   
$14.34
 
             
Total Operating Expenses
 
$542,599
   
$4.06
 
             
Net Operating Income
 
$1,374,346
   
$10.28
 
TI/LC
 
29,490
   
0.22
 
Capital Expenditures
 
5,780
   
0.04
 
Net Cash Flow
 
$1,339,076
   
$10.02
 
 

 
(1)
Certain items such as straight line rent, interest expense, interest income, lease cancellation income, depreciation, amortization, debt service payments and any other non-recurring or non-operating items were excluded from the historical presentation and are not considered for the underwritten cash flow.
 
(2)
The Aramingo Crossings Property was constructed between 2009 and 2012 with most tenants taking occupancy and opening for business in 2012.
 
(3)
Underwritten cash flow based on the 3/20/2013 rent roll with rent steps through 4/30/2014.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.

 
132

 

SUMMARY OF CERTAIN RISK FACTORS
 
Investors should review the Free Writing Prospectus and the Base Prospectus, including the description of risk factors contained in the Free Writing Prospectus and the Base Prospectus, prior to making a decision to invest in the certificates offered by this Term Sheet.  The Free Writing Prospectus and the Base Prospectus will include more complete descriptions of the risks described below as well as additional risks relating to, among other things, risks related to specific mortgage loans and specific property types.  Any decision to invest in the offered certificates should be made after reviewing the Free Writing Prospectus and the Base Prospectus, conducting such investigations as the investor deems necessary and consulting the investor’s own legal, accounting and tax advisors in order to make an independent determination of the suitability and consequences of an investment in the offered certificates.  Capitalized terms used but not defined in this Term Sheet have the respective meanings assigned to such terms in the Free Writing Prospectus or, if not defined in the Free Writing Prospectus, in the Base Prospectus.
 
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The Volatile Economy, Credit Crisis and Downturn in the Real Estate Market Have Adversely Affected and May Continue to Adversely Affect the Value of CMBS
 
 
In recent years, the real estate and securitization markets, including the market for commercial mortgage-backed securities (“CMBS”), as well as global financial markets and the economy generally, have experienced significant dislocations, illiquidity and volatility.  We cannot assure you that a dislocation in the CMBS market will not re-occur or become more severe.
 
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The Offered Certificates May Not Be A Suitable Investment for You
 
 
The offered certificates are not suitable investments for all investors.  In particular, you should not purchase any class of offered certificates unless you understand and are able to bear the risk that the yield to maturity and the aggregate amount and timing of distributions on the offered certificates are subject to material variability from period to period and give rise to the potential for significant loss over the life of the offered certificates.
 
 
An investment in the offered certificates should be considered only by sophisticated institutional investors with substantial investment experience with similar types of securities and who have conducted appropriate due diligence on the mortgage loans and the offered certificates.
 
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The Offered Certificates Are Limited Obligations
 
 
The offered certificates, when issued, will represent beneficial interests in the issuing entity.  The offered certificates will not represent an interest in, or obligation of, the sponsors, the depositor, the master servicer, the special servicer, the operating advisor, the certificate administrator, the trustee, the underwriters, or any of their respective affiliates, or any other person.
 
 
The primary assets of the issuing entity will be the notes evidencing the mortgage loans, and the primary security and source of payment for the mortgage loans will be the mortgaged properties and the other collateral described in the Free Writing Prospectus.  Payments on the offered certificates are expected to be derived from payments made by the borrowers on the mortgage loans.
 
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Mortgage Loans Are Nonrecourse and Are Not Insured or Guaranteed
 
 
The mortgage loans are not insured or guaranteed by any person or entity, governmental or otherwise.
 
 
Investors should treat each mortgage loan as a nonrecourse loan.  If a default occurs, recourse generally may be had only against the specific properties and other assets that have been pledged to secure the loan.  Consequently, payment prior to maturity is dependent primarily on the sufficiency of the net operating income of the mortgaged property.  Payment at maturity is primarily dependent upon the market value of the mortgaged property or the borrower’s ability to refinance the mortgaged property.
 
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The Offered Certificates May Have Limited Liquidity and the Market Value of the Offered Certificates May Decline
 
 
Your certificates will not be listed on any national securities exchange or traded on any automated quotation systems of any registered securities association, and there is currently no secondary market for your certificates.  While we have been advised by the underwriters that one or more of them, or one or more of their affiliates, currently intend to make a market in the offered certificates, none of the underwriters has any obligation to do so, any market-making may be discontinued at any time, and we cannot assure you that an active secondary market for the offered certificates will develop.
 
 
The market value of the offered certificates will also be influenced by the supply of and demand for CMBS generally. The supply of CMBS will depend on, among other things, the amount of commercial and multifamily mortgage loans, whether newly originated or held in the portfolios that are available for securitization.
 
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Legal and Regulatory Provisions Affecting Investors Could Adversely Affect the Liquidity of the Offered Certificates
 
 
We make no representation as to the proper characterization of the offered certificates for legal investment, financial institution regulatory, financial reporting or other purposes, as to the ability of particular investors to purchase the offered certificates under applicable legal investment or other restrictions or as to the consequences of an investment in the offered certificates for such purposes or under such restrictions.  We note that regulatory or legislative provisions applicable to certain investors may have the effect of limiting or restricting their ability to hold or acquire CMBS, which in turn may adversely affect the ability of investors in the offered certificates who are not subject to those provisions to resell their certificates in the secondary market.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
133

 
 
SUMMARY OF CERTAIN RISK FACTORS (continued)
 
 
Member States of the European Union (“EU”) have implemented Article 122a of the Banking Consolidation Directive (Directive 2006/48/EC, as amended) (“Article 122a”), which applies to new securitizations issued on or after January 1, 2011 as well as certain existing securitizations issued prior to that date only where new assets are added or substituted after December 31, 2014.  Article 122a imposes a severe capital charge on a securitization position acquired by an EU-regulated credit institution unless, among other conditions, (a) the originator, sponsor or original lender for the securitization has explicitly disclosed to the EU-regulated credit institution that it will retain, on an ongoing basis, a material net economic interest of not less than 5% in respect of certain specified credit risk tranches or asset exposures, and (b) the acquiring institution is able to demonstrate that it has undertaken certain due diligence in respect of its securitization position and the underlying exposures and that procedures are established for such activities to be monitored on an on-going basis.  For purposes of Article 122a, an EU-regulated credit institution may be subject to the capital requirements as a result of activities of its overseas affiliates, possibly including those that are based in the United States.  Requirements similar to the retention requirement in Article 122a are scheduled to apply in the future to investment in securitizations by EEA insurance and reinsurance undertakings and by investment funds managed by EEA alternative investment fund managers. None of the sponsors, the depositor or the issuing entity has taken, or intends to take, any steps to comply with the requirements of Article 122a.  As neither the depositor nor any sponsor will retain a 5% net economic interest with respect to the offered certificates in one of the forms prescribed by Article 122a, the adverse effect of Article 122a to EU–regulated institutions and their affiliates may cause them not to invest in the Certificates.
 
 
The Dodd-Frank Wall Street Reform and Consumer Protection Act enacted in the United States requires that federal banking regulators amend their regulations to exclude reliance on credit ratings, including the use of such ratings to determine the permissibility of, and capital charges imposed on, investments by banking institutions. Such regulations, including those that have been proposed  to implement  the more recent Basel internal ratings based and advanced measures approaches, may result in greater capital charges to financial institutions that own CMBS, or otherwise adversely affect the attractiveness of investments in CMBS for regulatory purposes.
 
 
The Financial Accounting Standards Board has adopted changes to the accounting standards for structured products.  These changes, or any future changes, may affect the accounting for entities such as the issuing entity, could under certain circumstances require an investor or its owner generally to consolidate the assets of the issuing entity in its financial statements and record third parties’ investments in the trust fund as liabilities of that investor or owner or could otherwise adversely affect the manner in which the investor or its owner must report an investment in CMBS for financial reporting purposes.
 
 
For purposes of the Secondary Mortgage Market Enhancement Act of 1984, as amended, no class of offered certificates will constitute “mortgage related securities”.
 
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Commercial, Multifamily and Manufactured Housing Community Lending is Dependent Upon Net Operating Income
 
 
The repayment of the mortgage loans in the pool (or whole loans) will be dependent upon the ability of the related mortgaged property to produce cash flow through the collection of rents.  However, net operating income can be volatile and may be insufficient to cover debt service on a mortgage loan (or whole loan) at any given time.  The performance and/or value of a particular income-producing real property will depend on a number of variables, including but not limited to property type, geographic location, competition and sponsorship.
 
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Risks Resulting from Various Concentrations
 
 
The performance of the pool of mortgage loans may be adversely impacted as a result of (i) mortgage loans that account for a disproportionately large percentage of the pool’s aggregate principal balance, (ii) a concentration of mortgage loans secured by the same mortgaged property types, (iii) a concentration of mortgage loans secured by mortgaged properties located in a particular geographic area, (iv) a concentration of mortgage loans secured by mortgaged properties with the same tenant(s) and (v) a concentration of mortgage loans with the same borrower or related borrowers.  The effect of loan pool losses will be more severe if the losses relate to mortgage loans that account for a disproportionately large percentage of the pool’s aggregate principal balance.  Likewise, mortgaged properties in which a single tenant makes up a significant portion of the rental income are more susceptible to interruptions of cash flow if that tenant’s business operations are negatively impacted or if such tenant fails to renew its lease.
 
 
A concentration of related borrowers, mortgaged property types, tenant occupancy or mortgaged properties in similar geographic regions can pose increased risks because a decline in the financial condition of the corporate family of the related borrowers, in a particular industry or business or in a particular geographic area would have a disproportionately large impact on the pool of mortgage loans.
 
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Borrower May Be Unable To Repay Remaining Principal Balance on Maturity Date
 
 
Mortgage loans (or whole loans) with substantial remaining principal balances at their stated maturity date involve greater risk than fully-amortizing mortgage loans.  This is because the borrower may be unable to repay the loan at that time.  A borrower’s ability to repay a mortgage loan (or whole loan) on its stated maturity date typically will depend upon its ability either to refinance the mortgage loan (or whole loan) or to sell the mortgaged property at a price sufficient to permit repayment.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
134

 
 
SUMMARY OF CERTAIN RISK FACTORS (continued)
 
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The Timing of Prepayments and Repurchases May Change Your Anticipated Yield
 
 
We are not aware of any relevant publicly available or authoritative statistics with respect to the historical prepayment experiences of commercial mortgage loans, including both voluntary prepayments, if permitted, and involuntary prepayments, such as prepayments resulting from casualty or condemnation, application of reserve funds, defaults and liquidations or repurchases upon breaches of representations and warranties or purchases by a mezzanine lender pursuant to a purchase option or sales of defaulted mortgage loans.
 
 
Any changes in the weighted average lives of your certificates may adversely affect your yield.
 
 
Each sponsor is the sole warranting party in respect of the mortgage loans sold by such sponsor to the depositor and the sole party with repurchase/substitution obligations in connection with a material breach of representation and warranty or a material document deficiency except that Archetype Mortgage Capital LLC will guarantee the obligations of Archetype Mortgage Funding I LLC. We cannot assure you that the applicable sponsor will have the financial ability to repurchase or substitute any mortgage loan sold by it in connection with either a material breach of the applicable sponsor’s representations and warranties or any material document defects.
 
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Litigation Regarding the Mortgaged Properties or Borrowers May Impair Your Distributions
 
 
There may be pending or threatened legal proceedings against the borrowers and the managers of the mortgaged properties and their respective affiliates arising out of their ordinary business.  Any such litigation may materially impair distributions to certificateholders if borrowers must use property income to pay judgments or litigation costs.  We cannot assure you that any litigation or any settlement of any litigation will not have a material adverse effect on your investment.
 
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Appraisals May Not Reflect Current or Future Market Value of Each Property
 
 
Appraisals were obtained with respect to each of the mortgaged properties at or about the time of origination of the applicable mortgage loan  by the related originator, or at or around the time of the acquisition of the mortgage loan by the related sponsor.  In general, appraisals represent the analysis and opinion of qualified appraisers and are not guarantees of present or future value.
 
 
Prospective investors should consider that the information set forth in this Term Sheet regarding appraised values or loan-to-value ratios may not accurately reflect past, present or future market values of the mortgaged properties.  Additionally, with respect to the appraisals setting forth assumptions as to the “as stabilized” values prospective investors should consider that those assumptions may not be accurate and that the “as stabilized” values may not be the values of the related mortgaged properties at maturity.  
 
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Adverse Environmental Conditions at or Near Mortgaged Properties May Result in Losses
 
 
The issuing entity could become liable for a material adverse environmental condition at an underlying mortgaged property. Any such potential liability could reduce or delay payments on the offered certificates.
 
 
Although an environmental report was prepared for each mortgaged property securing a mortgage loan in connection with origination, it is possible that the environmental reports and/or supplemental “Phase II” sampling did not reveal all environmental liabilities, or that there are material environmental liabilities of which we are not aware.  Also, the environmental condition of the mortgaged properties in the future could be affected by the activities of tenants or by third parties unrelated to the borrowers.
 
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Availability of Earthquake, Flood and Other Insurance
 
 
Although the mortgaged properties are required to be insured, or permitted to be self-insured by a sole or significant tenant, against certain risks, there is a possibility of casualty loss with respect to the mortgaged properties for which insurance proceeds may not be adequate or which may result from risks not covered by insurance.
 
 
Even if terrorism insurance is required by the loan documents for a mortgage loan, that requirement may be subject to a cap on the cost of the premium for terrorism insurance that a borrower is required to pay or a commercially reasonable standard on the availability of the insurance.
 
 
We cannot assure you that all of the mortgaged properties are required to be or will be insured against the risks of terrorism and similar acts.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
135

 
 
SUMMARY OF CERTAIN RISK FACTORS (continued)
 
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Risks Relating to a Bankruptcy of an Originator, a Sponsor or the Depositor, or a Receivership or Conservatorship of Goldman Sachs Bank USA
 
 
In the event of the bankruptcy or insolvency of an originator, a sponsor or the depositor, or a receivership or conservatorship of Goldman Sachs Bank USA (“GS Bank”) (the parent of GSMC), it is possible that the issuing entity’s right to payment from or ownership of the mortgage loans could be challenged. If such challenge is successful, payments on the offered certificates would be reduced or delayed. Even if the challenge is not successful, payments on the offered certificates would be delayed while a court resolves the claim.
 
 
The Federal Deposit Insurance Corporation (the “FDIC”) has adopted a rule, substantially revised and effective January 1, 2011, establishing a safe harbor (the “FDIC Safe Harbor”) from its repudiation powers for securitizations meeting the requirements of the rule (12 C.F.R. § 360.6).  The transfers of the applicable mortgage loans by Goldman Sachs Mortgage Company (“GSMC”), to the depositor, will not qualify for the FDIC Safe Harbor.  However, those transfers are not transfers by a bank, and in any event, even if the FDIC Safe Harbor were applicable to those transfers, the FDIC Safe Harbor is non-exclusive. Additionally, an opinion of counsel will be rendered on the Closing Date to the effect that the transfers of the applicable mortgage loans by GSMC to the depositor, would generally be respected as a sale in the event of a bankruptcy or insolvency of GSMC. Notwithstanding the foregoing, the FDIC, a creditor, bankruptcy trustee or another interested party, including an entity transferring a mortgage loan, as debtor-in-possession, could still attempt to assert that the transfer of a mortgage loan by any of the sponsors was not a sale. If such party’s challenge is successful, payments on the offered certificates would be reduced or delayed.  Even if the challenge is not successful, payments on the offered certificates would be delayed while a court resolves the claim.
 
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Potential Conflicts of Interest of the Sponsors, Underwriters, the Master Servicer, the Special Servicer, the Operating Advisor and the Controlling Class Representative
 
 
The sponsors, the underwriters, the master servicer, the special servicer, the operating advisor, the Controlling Class Representative or the controlling class under the GSMS 2013-GC10 transaction with respect to the outside serviced loans or holder of a mezzanine loan or any of their respective affiliates may have interests when dealing with the mortgage loans that are in conflict with those of holders of the offered certificates, especially if the sponsors, the underwriters, the master servicer, the special servicer, the operating advisor, the Controlling Class Representative or  the controlling class under the GSMS 2013-GC10 transaction with respect to the outside serviced loans or the holder of a mezzanine loan or any of their respective affiliates holds certificates, or has financial interests in or other financial dealings with a borrower or an affiliate of the borrower.  Each of these relationships may create a conflict of interest and should be considered carefully by you before you invest in any offered certificates.
 
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Potential Conflicts of Interest in the Selection of the Underlying Mortgage Loans
 
 
The anticipated initial investor in certain of the subordinate certificates (the “B-Piece Buyer”) was given the opportunity by the sponsors to perform due diligence on the mortgage loans originally identified by the sponsors for inclusion in the issuing entity, and to request the removal, re-sizing or change in the expected repayment dates or other features of some or all of the mortgage loans.  The mortgage pool as originally proposed by the sponsors was adjusted based on some of these requests. In addition, the B-Piece Buyer received price adjustments or cost mitigation arrangements in connection with accepting certain mortgage loans in the mortgage pool. Actions of the B-Piece Buyer may be adverse to those of purchasers of the offered certificates.
 
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Interests and Incentives of the Originators, the Sponsors and Their Affiliates May Not Be Aligned With Your Interests
 
 
The originators, the sponsors and their affiliates (including certain of the underwriters) expect to derive ancillary benefits from this offering of offered certificates and their respective incentives may not be aligned with those of purchasers of the offered certificates.  The sponsors originated or purchased the mortgage loans in order to securitize the mortgage loans by means of a transaction such as this offering of the offered certificates.  The sponsors will sell the applicable mortgage loans to the depositor (an affiliate of Citigroup Global Markets Realty Corp., one of the sponsors, and Citigroup Global Markets Inc., one of the underwriters) on the Closing Date in exchange for cash, derived from the sale of certificates to investors, and/or in exchange for certificates.  A completed offering would reduce the originators’ exposure to the mortgage loans.  The originators made the mortgage loans with a view toward securitizing them and distributing the exposure by means of a transaction such as this offering of the offered certificates.  The offering of offered certificates will effectively transfer the originators’ exposure to the mortgage loans to purchasers of the offered certificates and the other certificates of the same series.
 
 
The originators, the sponsors and their affiliates expect to receive various benefits, including compensation, commissions, payments, rebates, remuneration and business opportunities in connection with or as a result of this offering of offered certificates and their interests in the mortgage loans.
 
 
Each of the foregoing relationships should be considered carefully by you before you invest in any offered certificates.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
136

 
 
SUMMARY OF CERTAIN RISK FACTORS (continued)
 
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Interests and Incentives of the Underwriter Entities May Not Be Aligned With Your Interests
 
 
The activities and interests of the underwriters and their respective affiliates (collectively, the “Underwriter Entities”) will not align with, and may in fact be directly contrary to, those of the certificateholders.  The Underwriter Entities are part of global investment banking, securities and investment management firms that provide a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. As such, they actively make markets in and trade financial instruments for their own account and for the accounts of customers.
 
 
The Underwriter Entities’ activities include, among other things, executing large block trades and taking long and short positions directly and indirectly, through derivative instruments or otherwise.  The securities and instruments in which the Underwriter Entities take positions, or expect to take positions, include loans similar to the mortgage loans, securities and instruments similar to the offered certificates and other securities and instruments.  Market making is an activity where the Underwriter Entities buy and sell on behalf of customers, or for their own account, to satisfy the expected demand of customers.  By its nature, market making involves facilitating transactions among market participants that have differing views of securities and instruments.  As a result, you should expect that the Underwriter Entities will take positions that are inconsistent with, or adverse to, the investment objectives of investors in the offered certificates.
 
 
If an Underwriter Entity becomes a holder of any of the certificates, through market-making activity or otherwise, any actions that it takes in its capacity as a certificateholder, including voting, providing consents or otherwise will not necessarily be aligned with the interests of other holders of the same class or other classes of the certificates.
 
 
In addition, the Underwriter Entities will have no obligation to monitor the performance of the certificates or the actions of the master servicer, the special servicer, the certificate administrator, the trustee or the operating advisor and will have no authority to advise the master servicer, the special servicer, the certificate administrator, the trustee or the operating advisor or to direct their actions.
 
 
Each of the foregoing relationships should be considered carefully by you before you invest in any offered certificates.
 
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Other Rating Agencies May Assign Different Ratings to the Certificates
 
 
Other nationally recognized statistical rating organizations that the depositor did not engage to rate the offered certificates may nevertheless issue unsolicited credit ratings on one or more classes of offered certificates. If any such unsolicited ratings are issued, we cannot assure you that they will not be different from any ratings assigned by the rating agencies engaged by the depositor.  The issuance of unsolicited ratings by any nationally recognized statistical rating organization on one or more classes of the offered certificates that are different from ratings assigned by the rating agencies engaged by the depositor may adversely impact the liquidity, market value or regulatory characterization of those offered certificates.
 
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Tax Considerations
 
 
The offered certificates, will be treated as regular interests in one or more real estate mortgage investment conduits (each a “REMIC”) for U.S. federal income tax purposes.
 
 
Special tax considerations may apply to certain types of investors.  Prospective investors should consult their own tax advisors regarding tax implications of investment.
 
 
State and local income tax laws may differ substantially from the corresponding federal law. Prospective investors should consult with their own tax advisors with respect to the various state and local tax consequences of an investment in the certificates.
 
The securities offered by these materials are being offered when, as and if issued.  In particular, you are advised that the offered securities, and the asset pool backing them, are subject to modification or revision (including, among other things, the possibility that one or more classes of securities may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus.  As a result, you may commit to purchase securities that have characteristics that may change, and you are advised that all or a portion of the offered securities may not be issued that have the characteristics described in these materials.  Our obligation to sell securities to you is conditioned on the offered securities and the underlying transaction having the characteristics described in these materials.  If we determine that condition is not satisfied in any material respect, we will notify you, and neither the issuer nor any of the underwriters will have any obligation to you to deliver all or any portion of the securities which you have committed to purchase, and there will be no liability between us as a consequence of the non-delivery.
 
The depositor has filed a registration statement (including the prospectus) with the Securities and Exchange Commission (“SEC”) (SEC File No. 333-166711) for the offering to which this communication relates.  Before you invest, you should read the prospectus in the 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 website at www.sec.gov.  Alternatively, the depositor or Citigroup Global Markets Inc., Jefferies LLC, Goldman, Sachs & Co., RBS Securities Inc., any other underwriter, or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-877-858-5407.
 
 
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