|
|
|
|
|
|
|
|
|
|
Previous: WELLS FARGO ASSET SECURITIES CORP, 8-K, 2000-08-24 |
Next: WELLS FARGO ASSET SECURITIES CORP, 8-K, 2000-08-24 |
LEHMAN BROTHERS
906 RECORDS
BALANCE: 325,664,483
WELLS FARGO 2000-5
MORTGAGE TRADING
212 526-8320
ALL RECORDS
--------------------------------------------------------------------------------
SELECTION CRITERIA: ALL RECORDS
TABLE OF CONTENTS
1. Original Balance
2. Rate
3. Rate Type
4. Original Term
5. Stated Remaining Term
6. Seasoning
7. First Payment Date
8. Maturity Date
9. Lien Position
10. FICO
11. Original LTV (Calc)
12. Original LTV (Given)
13. Current LTV (Calc)
14. 80%)>PMI Flag (ORIG LTV > 80%)
15. Property Type
16. Loan Purpose
17. Occupancy Status
18. Loan Documentation
19. State (Top 30)
20. Top 10 Zip Code Concentrations
21. Paid Through Date
22. Days Delinquent
<TABLE>
1. Original Balance
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
ORIGINAL BALANCE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1 - 50,000 3 128,705.20 0.0 9.164 359.34 0.66 360.00 59.34 683.98 31.17
50,001 - 100,000 5 385,343.99 0.1 8.558 357.50 2.50 360.00 74.59 732.35 46.52
100,001 - 150,000 5 635,560.89 0.2 8.655 359.28 0.72 360.00 56.53 729.77 41.93
150,001 - 200,000 10 1,787,078.08 0.5 8.605 358.66 1.34 360.00 62.86 727.81 31.81
200,001 - 250,000 9 2,008,306.42 0.6 8.527 357.19 2.81 360.00 77.21 738.61 43.78
250,001 - 300,000 293 82,262,767.04 25.3 8.569 356.85 2.26 359.11 77.74 716.82 24.84
300,001 - 350,000 229 74,165,597.64 22.8 8.546 357.30 2.43 359.73 75.48 719.32 26.55
350,001 - 400,000 143 54,097,163.56 16.6 8.588 357.96 2.04 360.00 74.75 726.76 23.94
400,001 - 450,000 64 27,448,072.09 8.4 8.472 357.42 2.58 360.00 73.16 719.05 22.41
450,001 - 500,000 47 22,636,636.27 7.0 8.516 357.92 2.08 360.00 73.23 731.41 24.80
500,001 - 550,000 38 19,878,458.44 6.1 8.596 358.34 1.66 360.00 74.99 714.84 28.20
550,001 - 600,000 19 10,979,424.89 3.4 8.594 358.47 1.53 360.00 72.06 704.98 28.66
600,001 - 650,000 26 16,528,858.43 5.1 8.469 357.99 2.01 360.00 69.17 729.47 29.31
650,001 - 700,000 1 698,241.32 0.2 8.375 356.00 4.00 360.00 70.00 794.00 0.00
700,001 - 750,000 1 750,000.00 0.2 8.500 360.00 0.00 360.00 66.67 680.00 42.82
750,001 - 800,000 1 767,089.90 0.2 8.625 358.00 2.00 360.00 80.00 617.00 43.10
800,001 - 850,000 2 1,650,856.71 0.5 8.240 356.98 3.02 360.00 71.94 696.47 0.00
850,001 - 900,000 3 2,658,809.98 0.8 8.747 359.34 0.66 360.00 71.69 780.80 31.97
900,001 - 950,000 3 2,756,065.37 0.8 9.037 358.31 1.69 360.00 56.81 731.88 25.59
950,001 - 1,000,000 4 3,441,446.60 1.1 8.607 356.31 3.69 360.00 66.89 725.38 7.96
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
Min.: 35,000
Max: 1,000,000
Avg.: 360,976
</TABLE>
<TABLE>
2. Rate
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
RATE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7.001 - 7.250 1 308,660.81 0.1 7.125 297.00 23.00 320.00 72.51 760.00 34.67
7.251 - 7.500 3 854,889.58 0.3 7.419 326.54 13.20 339.75 63.63 701.41 33.42
7.501 - 7.750 5 2,539,057.88 0.8 7.680 356.08 3.92 360.00 73.03 732.03 17.33
7.751 - 8.000 39 14,502,025.57 4.5 7.953 356.90 2.89 359.78 70.78 739.39 23.41
8.001 - 8.250 106 37,704,372.75 11.6 8.216 358.02 1.92 359.94 73.28 731.23 27.36
8.251 - 8.500 318 115,081,444.21 35.3 8.445 357.28 2.40 359.67 74.37 723.90 23.44
8.501 - 8.750 268 96,261,641.35 29.6 8.681 357.71 2.07 359.78 76.04 718.25 25.19
8.751 - 9.000 120 41,657,127.25 12.8 8.911 358.14 1.86 360.00 74.80 709.63 27.15
9.001 - 9.250 35 12,881,724.65 4.0 9.181 358.83 1.17 360.00 75.50 707.77 35.55
9.251 - 9.500 9 3,578,680.09 1.1 9.398 358.80 1.20 360.00 78.76 706.85 30.82
9.501 - 9.750 2 294,858.68 0.1 9.625 359.00 1.00 360.00 80.12 570.10 34.05
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
Min.: 7.125
Max: 9.625
NZWA: 8.557
</TABLE>
<TABLE>
3. Rate Type
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
RATE TYPE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Fixed 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
4. Original Term
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
ORIGINAL TERM LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
217 - 240 1 299,039.67 0.1 8.500 238.00 2.00 240.00 85.71 722.00 43.72
289 - 312 2 560,950.72 0.2 8.040 291.66 9.75 301.40 68.87 732.61 38.66
313 - 336 1 308,660.81 0.1 7.125 297.00 23.00 320.00 72.51 760.00 34.67
337 - 360 902 324,495,831.62 99.6 8.559 357.80 2.16 359.96 74.69 721.00 25.39
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
Min.: 240.0
Max.: 360.0
NZWA: 359.7
</TABLE>
<TABLE>
5. Stated Remaining Term
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
STATED REMAINING TERM LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
235 - 240 1 299,039.67 0.1 8.500 238.00 2.00 240.00 85.71 722.00 43.72
289 - 294 2 560,950.72 0.2 8.040 291.66 9.75 301.40 68.87 732.61 38.66
295 - 300 1 308,660.81 0.1 7.125 297.00 23.00 320.00 72.51 760.00 34.67
325 - 330 1 292,422.01 0.1 7.375 327.00 25.00 352.00 89.93 669.00 34.33
343 - 348 3 874,647.07 0.3 8.159 345.57 7.34 352.91 71.20 717.60 41.45
349 - 354 18 6,327,871.72 1.9 8.351 351.87 7.51 359.38 78.10 694.38 33.47
355 - 360 880 317,000,890.82 97.3 8.565 357.98 2.02 360.00 74.62 721.61 25.18
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
Min.: 238.0
Max: 360.0
NZWA: 357.5
</TABLE>
<TABLE>
6. Seasoning
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
SEASONING LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
=< 0 151 54,874,847.00 16.9 8.595 360.00 0.00 360.00 72.50 719.80 35.88
1 - 24 754 270,497,213.81 83.1 8.550 357.05 2.62 359.66 75.12 721.38 23.32
25 - 48 1 292,422.01 0.1 7.375 327.00 25.00 352.00 89.93 669.00 34.33
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
Min.: 0.0
Max: 25.0
WA: 2.2
</TABLE>
<TABLE>
7. First Payment Date
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
FIRST PAYMENT DATE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1998 2 601,082.82 0.2 7.247 311.59 23.97 335.57 80.98 715.73 34.50
1999 7 2,472,089.89 0.8 8.131 343.44 10.50 353.94 75.97 712.78 31.75
2000 897 322,591,310.11 99.1 8.562 357.71 2.09 359.80 74.67 721.14 25.38
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
8. Maturity Date
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
MATURITY DATE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2020 1 299,039.67 0.1 8.500 238.00 2.00 240.00 85.71 722.00 43.72
2024 1 262,690.21 0.1 7.375 289.00 14.00 303.00 56.24 714.00 36.44
2025 2 606,921.32 0.2 7.862 295.53 14.65 310.17 76.19 754.59 37.59
2027 1 292,422.01 0.1 7.375 327.00 25.00 352.00 89.93 669.00 34.33
2029 13 4,372,623.50 1.3 8.302 349.51 8.18 357.68 77.62 691.18 39.72
2030 888 319,830,786.11 98.2 8.564 357.94 2.06 360.00 74.64 721.47 25.19
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
9. Lien Position
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
LIEN POSITION LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1st Lien 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
10. FICO
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
FICO LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
=< 0 19 7,095,945.91 2.2 8.632 357.28 2.72 360.00 74.58 0.00 13.29
551 - 600 16 5,577,674.88 1.7 8.716 357.19 2.10 359.30 81.39 576.92 38.76
601 - 650 85 29,376,295.18 9.0 8.650 357.66 2.34 360.00 79.70 631.79 27.85
651 - 700 164 58,219,970.59 17.9 8.591 357.74 2.17 359.91 74.59 678.06 29.15
701 - 750 330 118,403,290.20 36.4 8.536 357.19 2.23 359.42 74.41 726.00 24.50
751 - 800 283 103,618,924.55 31.8 8.527 357.73 2.12 359.85 73.56 769.91 23.84
801 - 850 9 3,372,381.51 1.0 8.380 358.26 1.74 360.00 66.48 805.50 26.22
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
Nzmin.: 551
Max.: 812
NZWA.: 721
Loans with Fico scores less than 400 have been eliminated from the average.
</TABLE>
<TABLE>
11. Original LTV (Calc)
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
ORIGINAL LTV (CALC) LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10.01 - 20.00 1 399,525.98 0.1 8.625 358.00 2.00 360.00 18.18 719.00 21.80
20.01 - 30.00 6 1,699,109.51 0.5 8.593 358.83 1.17 360.00 26.50 701.32 36.40
30.01 - 40.00 9 2,853,105.91 0.9 8.610 358.61 1.39 360.00 36.96 731.59 32.07
40.01 - 50.00 33 12,445,804.70 3.8 8.527 358.36 1.64 360.00 46.01 737.67 25.01
50.01 - 60.00 68 25,566,330.77 7.9 8.510 357.67 1.74 359.41 55.97 724.50 28.14
60.01 - 70.00 111 45,368,010.63 13.9 8.553 358.26 1.68 359.93 66.96 733.12 27.94
70.01 - 80.00 528 191,525,309.18 58.8 8.538 357.47 2.34 359.82 78.23 721.77 24.10
80.01 - 90.00 111 34,589,762.56 10.6 8.670 356.25 2.58 358.83 88.73 702.43 25.50
90.01 - 100.00 39 11,217,523.58 3.4 8.670 357.39 2.61 360.00 95.59 691.68 29.18
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
NZMin.: 18.18
Max: 100.00
NZWA: 74.69
</TABLE>
<TABLE>
12. Original LTV (Given)
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
ORIGINAL LTV (GIVEN) LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10.01 - 20.00 1 399,525.98 0.1 8.625 358.00 2.00 360.00 18.18 719.00 21.80
20.01 - 30.00 6 1,699,109.51 0.5 8.593 358.83 1.17 360.00 26.50 701.32 36.40
30.01 - 40.00 9 2,853,105.91 0.9 8.610 358.61 1.39 360.00 36.96 731.59 32.07
40.01 - 50.00 33 12,445,804.70 3.8 8.527 358.36 1.64 360.00 46.01 737.67 25.01
50.01 - 60.00 68 25,566,330.77 7.9 8.510 357.67 1.74 359.41 55.97 724.50 28.14
60.01 - 70.00 111 45,368,010.63 13.9 8.553 358.26 1.68 359.93 66.96 733.12 27.94
70.01 - 80.00 528 191,525,309.18 58.8 8.538 357.47 2.34 359.82 78.23 721.77 24.10
80.01 - 90.00 111 34,589,762.56 10.6 8.670 356.25 2.58 358.83 88.73 702.43 25.50
90.01 - 100.00 39 11,217,523.58 3.4 8.670 357.39 2.61 360.00 95.59 691.68 29.18
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
NZMin.: 18.18
Max: 100.00
NZWA: 74.69
</TABLE>
<TABLE>
13. Current LTV (Calc)
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
CURRENT LTV (CALC) LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10.01 - 20.00 2 497,594.47 0.2 8.650 358.00 2.00 360.00 23.27 722.55 17.50
20.01 - 30.00 6 1,699,109.51 0.5 8.593 358.83 1.17 360.00 26.50 701.32 36.40
30.01 - 40.00 10 3,316,390.05 1.0 8.595 357.97 2.03 360.00 41.58 731.09 27.59
40.01 - 50.00 32 12,347,736.21 3.8 8.525 358.37 1.63 360.00 46.02 737.68 25.21
50.01 - 60.00 69 25,970,699.94 8.0 8.514 357.68 1.74 359.42 56.26 724.36 28.19
60.01 - 70.00 111 45,169,860.17 13.9 8.554 358.29 1.64 359.93 67.01 733.37 28.07
70.01 - 80.00 526 190,855,806.33 58.6 8.537 357.47 2.34 359.82 78.23 721.72 24.12
80.01 - 90.00 111 34,589,762.56 10.6 8.670 356.25 2.58 358.83 88.73 702.43 25.50
90.01 - 100.00 39 11,217,523.58 3.4 8.670 357.39 2.61 360.00 95.59 691.68 29.18
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
NZMin.: 13.70
Max: 99.83
NZWA: 74.48
</TABLE>
<TABLE>
14. 80%)>14. PMI Flag (ORIG LTV > 80%)
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
PMI FLAG (ORIG LTV > 80%) LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
N 12 3,637,892.46 7.9 8.516 356.82 3.18 360.00 94.86 679.58 38.01
Y 138 42,169,393.68 92.1 8.683 356.51 2.53 359.04 90.02 701.37 25.40
TOTAL: 150 45,807,286.14 100.0 8.670 356.53 2.59 359.12 90.41 699.85 26.40
</TABLE>
<TABLE>
15. Property Type
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
PROPERTY TYPE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Single Family 831 300,637,572.65 92.3 8.552 357.49 2.20 359.69 74.59 720.48 25.46
Condo Low Rise 37 11,311,646.63 3.5 8.608 357.80 2.20 360.00 77.51 727.51 27.36
Condo High Rise 25 8,919,288.28 2.7 8.618 357.80 2.20 360.00 76.99 726.19 25.90
2 Family 9 3,227,011.67 1.0 8.696 357.91 2.09 360.00 74.30 723.18 16.65
COP 4 1,568,963.59 0.5 8.446 358.94 1.06 360.00 60.77 751.75 24.25
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
16. Loan Purpose
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
LOAN PURPOSE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Purchase 733 262,349,447.53 80.6 8.541 357.61 2.17 359.77 76.20 724.57 24.20
Rate/Term Refinance 115 41,938,325.53 12.9 8.622 357.25 2.22 359.47 70.35 702.78 32.10
Cash Out Refinance 58 21,376,709.76 6.6 8.623 356.94 2.48 359.42 64.63 714.69 27.65
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
17. Occupancy Status
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
OCCUPANCY STATUS LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Primary Home 852 306,342,757.56 94.1 8.553 357.50 2.19 359.69 74.91 720.60 25.31
Second Home 54 19,321,725.26 5.9 8.618 357.72 2.28 360.00 71.22 728.32 27.63
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
18. Loan Documentation
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
LOAN DOCUMENTATION LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Full 835 302,200,691.78 92.8 8.552 357.39 2.30 359.69 75.27 720.04 24.81
Asset Only 39 12,734,300.78 3.9 8.756 358.90 1.10 360.00 64.38 726.74 33.29
No Documentation 29 9,880,668.65 3.0 8.438 359.52 0.48 360.00 71.22 749.05 33.55
Income Only 3 848,821.61 0.3 8.578 359.66 0.34 360.00 62.71 665.92 39.20
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
19. State (Top 30)
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
STATE (TOP 30) LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CA 246 93,634,441.68 28.8 8.525 357.42 2.58 360.00 72.37 723.28 21.67
NY 88 32,301,502.03 9.9 8.563 358.10 1.90 360.00 72.89 721.47 20.23
TX 51 19,611,834.50 6.0 8.488 358.09 1.91 360.00 78.09 711.03 28.18
FL 53 18,663,115.81 5.7 8.574 354.69 2.29 356.98 75.51 720.76 29.44
IL 42 16,214,078.85 5.0 8.686 357.35 2.65 360.00 75.17 720.02 19.76
CO 40 13,417,450.74 4.1 8.569 357.61 2.39 360.00 78.70 709.74 25.24
NJ 37 13,102,567.64 4.0 8.524 358.37 1.63 360.00 76.72 725.99 26.79
MA 33 11,260,482.62 3.5 8.649 356.77 1.64 358.41 73.18 734.76 32.91
MN 30 11,249,159.60 3.5 8.586 358.22 1.78 360.00 74.48 713.92 23.90
WA 31 10,593,994.07 3.3 8.491 357.31 2.19 359.50 74.26 738.10 26.58
VA 26 8,533,979.32 2.6 8.536 358.47 1.53 360.00 75.77 727.58 33.29
CT 17 6,445,824.46 2.0 8.522 358.76 1.24 360.00 71.96 721.20 36.21
GA 18 6,406,860.55 2.0 8.456 355.71 2.36 358.07 78.95 717.89 27.47
MD 18 5,847,921.52 1.8 8.684 357.48 2.52 360.00 81.21 710.40 27.87
MI 18 5,846,166.09 1.8 8.790 357.48 2.52 360.00 81.61 720.31 31.71
NC 14 5,274,663.00 1.6 8.553 358.40 1.60 360.00 73.46 722.40 33.31
PA 14 4,956,126.63 1.5 8.572 358.57 1.43 360.00 76.38 702.18 30.32
AZ 15 4,537,671.13 1.4 8.658 356.75 3.25 360.00 79.01 697.69 32.26
NV 15 4,319,290.57 1.3 8.529 358.01 1.99 360.00 71.97 709.12 30.40
UT 11 4,144,734.19 1.3 8.532 359.25 0.75 360.00 78.50 711.13 29.30
TN 12 4,119,244.95 1.3 8.533 356.91 3.09 360.00 76.40 724.55 26.57
OH 8 2,708,548.89 0.8 8.664 357.69 2.31 360.00 72.03 718.08 24.85
OR 8 2,441,980.78 0.7 8.367 357.22 2.07 359.30 79.33 697.11 29.97
MO 6 2,178,931.42 0.7 8.575 358.82 1.18 360.00 79.55 722.26 24.21
SC 6 2,096,566.28 0.6 8.675 357.37 2.63 360.00 79.81 701.76 37.03
WI 6 2,011,332.65 0.6 8.786 357.06 2.94 360.00 77.23 739.95 37.98
NM 5 1,807,975.78 0.6 8.374 357.56 2.44 360.00 71.49 709.89 20.92
LA 5 1,547,306.56 0.5 8.538 357.91 2.09 360.00 78.16 730.57 16.85
OK 4 1,519,826.03 0.5 8.381 355.74 4.26 360.00 77.13 742.40 7.48
AR 4 1,365,486.38 0.4 8.335 359.47 0.53 360.00 71.90 755.54 34.86
Other 25 7,505,418.10 2.3 8.610 358.21 1.79 360.00 70.43 735.87 29.84
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
20. Top 10 Zip Code Concentrations
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
TOP 10 ZIP CODE CONCENTRATIONS LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
92677 5 2,031,791.76 0.6 8.327 357.66 2.34 360.00 74.07 736.65 34.42
94566 5 1,875,228.91 0.6 8.375 358.35 1.65 360.00 59.95 737.79 33.35
10583 4 1,806,290.77 0.6 8.577 358.44 1.56 360.00 73.15 700.23 25.02
60047 4 1,569,265.18 0.5 8.838 358.27 1.73 360.00 73.64 736.91 22.35
95135 3 1,554,044.53 0.5 8.436 359.00 1.00 360.00 58.68 677.95 41.56
11746 4 1,527,117.01 0.5 8.476 357.16 2.84 360.00 75.84 743.76 9.20
92656 4 1,488,782.46 0.5 8.316 356.81 3.19 360.00 75.54 722.35 0.00
95070 2 1,473,546.98 0.5 8.625 357.44 2.56 360.00 67.22 766.34 12.01
06880 2 1,438,995.02 0.4 8.642 359.62 0.38 360.00 73.78 775.15 37.10
92122 3 1,283,559.11 0.4 8.655 357.00 3.00 360.00 74.61 747.91 22.27
Other 870 309,615,861.09 95.1 8.559 357.49 2.21 359.70 74.91 720.39 25.50
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
21. Paid Through Date
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
PAID THROUGH DATE LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2000-08 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
<TABLE>
22. Days Delinquent
<CAPTION>
TOTAL NZWA NZWA
NO. OF CURRENT ORIGINAL FICO
DAYS DELINQUENT LOANS BALANCE % WAC WAM WALA WAOT LTV SCORE WADTI
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
=< 29 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
TOTAL: 906 325,664,482.82 100.0 8.557 357.52 2.20 359.71 74.69 721.06 25.44
</TABLE>
Aug 22, 2000 11:47
This information does not constitute either an offer to sell or a solicitation
of an offer to buy any of the securities referred to herein. Offers to sell and
solicitations of offers to buy the securities are made only by, and this
information must be read in conjunction with, the final Prospectus Supplement
and the related Prospectus or, if not registered under the securities laws, the
final Offering Memorandum (the "Offering Document"). Information contained
herein does not purport to be complete and is subject to the same qualifications
and assumptions, and should be considered by investors only in the light of the
same warnings, lack of assurances and representations and other precautionary
matters, as disclosed in the Offering Document. Information regarding the
underlying assets has been provided by the issuer of the securities or an
affiliate thereof and has not been independently verified by Lehman Brothers
Inc. or any affiliate. The analyses contained herein have been prepared on the
basis of certain assumptions (including, in certain cases, assumptions specified
by the recipient hereof) regarding payments, interest rates, losses and other
matters, including, but not limited to, the assumptions described in the
Offering Document. Lehman Brothers Inc., and any of its affiliates, make no
representation or warranty as to the actual rate or timing of payments on any of
the underlying assets or the payments or yield on the securities. This
information supersedes any prior versions hereof and will be deemed to be
superseded by any subsequent versions (including, with respect to any
description of the securities or underlying assets, the information contained in
the Offering Document). Privileged/Confidential information may be contained in
this message. If you are not the addressee indicated in this message (or
responsible for delivery of the message to such person), you may not copy or
deliver this message to anyone. In such case, you should destroy this message,
and notify us immediately. If you or your employer do not consent to Internet
email messages of this kind, please advise us immediately. Opinions, conclusions
and other information expressed in this message are not given or endorsed by my
firm or employer unless otherwise indicated by an authorized representative
independent of this message.
|
|