LXXXXX. BROTHERS -------------------------------------------------------------------------------- Collateral Characteristics (continued) -------------------------------------------------------------------------------- Collateral characteristics are listed below as of the Cut-Off Date -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Gross Margin -------------------------------------------------------------------------------- # of % of Pool Mortgage Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- 1.001 - 1.500 36 $14,140,132.88 2.82% 1.501 - 2.000 293 112,440,253.72 22.44 2.001 - 2.500 908 311,041,514.48 62.08 2.501 - 3.000 187 58,294,024.91 11.63 3.001 - 3.500 8 3,743,121.76 0.75 3.501 - 4.000 1 1,190,000.00 0.24 4.501 - 5.000 1 178,093.55 0.04 -------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.250% Max: 5.000% Weighted Avg: 2.231% -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Initial Periodic Rate Cap -------------------------------------------------------------------------------- # of % of Pool Mortgage Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- NA 444 $149,030,627.23 29.75% 1.000 923 331,391,690.52 66.14 2.000 67 20,604,823.55 4.11 -------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.000% Max*: 9.000% Weighted Avg*: 2.983% *For the loans that do not have initial periodic rate caps, their initial periodic rate caps were calculated using the following formula: the loan's maximum rate - the loan's original gross mortgage rate. -------------------------------------------------------------------------------- Investors are urged to read the final Prospectus Supplement and the related Prospectus, which will be filed with the Securities and Exchange Commission and may be accessed free of charge on the SEC's web site, wxx.xxx.xxx. A copy of the Prospectus Supplement and Prospectus will be provided by Lxxxxx Brothers Inc. upon request. Alternatively, if the offering is not registered under the Securities Act, investors should read the final Offering Memorandum. (The Prospectus Supplement and Prospectus are referred to collectively, and the Offering Memorandum is referred to, as the "Offering Document"). The Offering Document contains important information about the offered securities that is not contained in these materials. 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 Lxxxxx 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. Lxxxxx 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.
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LXXXXX. BROTHERS -------------------------------------------------------------------------------- Collateral Characteristics (continued) -------------------------------------------------------------------------------- Collateral characteristics are listed below as of the Cut-Off Date -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Gross Margin -------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------- FICO Score --------------------------------------------------------------------------------------------- # of Mortgage % of Pool Mortgage Loans Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- 1.001 --------------------------------------------------------------------------------------------- N/A 1 $225,757.33 0.05% 580 - 1.500 36 $14,140,132.88 2.82% 1.501 599 1 145,173.13 0.03 600 - 2.000 293 112,440,253.72 22.44 2.001 619 1 217,541.51 0.04 620 - 2.500 908 311,041,514.48 62.08 2.501 639 30 10,149,916.83 2.03 640 - 3.000 187 58,294,024.91 11.63 3.001 659 44 16,859,030.14 3.36 660 - 3.500 8 3,743,121.76 0.75 3.501 679 142 47,534,381.93 9.49 680 - 4.000 1 1,190,000.00 0.24 4.501 699 194 66,802,316.87 13.33 700 - 5.000 1 178,093.55 0.04 -------------------------------------------------------------------------------- 719 263 95,144,782.20 18.99 720 - 739 236 86,255,051.14 17.22 740 - 759 199 69,409,828.72 13.85 760 - 779 160 54,268,816.48 10.83 780 - 799 117 38,971,410.78 7.78 800 - 819 43 14,221,794.61 2.84 820 - 839 3 821,339.63 0.16 --------------------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------- Min.: 1.250% 587 Max.: 5.000% 837 Non-Zero Weighted Avg.: 2.231% -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Initial Periodic Rate Cap -------------------------------------------------------------------------------- # of % of Pool Mortgage Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- NA 444 $149,030,627.23 29.75% 1.000 923 331,391,690.52 66.14 2.000 67 20,604,823.55 4.11 -------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.000% Max*: 9.000% Weighted Avg*: 2.983% *For the loans that do not have initial periodic rate caps, their initial periodic rate caps were calculated using the following formula: the loan's maximum rate - the loan's original gross mortgage rate. -------------------------------------------------------------------------------- 724 -------------------------------------------------------------------------------------------- Investors are urged to read the final Prospectus Supplement and the related Prospectus, which will be filed with the Securities and Exchange Commission and may be accessed free of charge on the SEC's web site, wxx.xxx.xxx. A copy of the Prospectus Supplement and Prospectus will be provided by Lxxxxx Brothers Inc. upon request. Alternatively, if the offering is not registered under the Securities Act, investors should read the final Offering Memorandum. (The Prospectus Supplement and Prospectus are referred to collectively, and the Offering Memorandum is referred to, as the "Offering Document"). The Offering Document contains important information about the offered securities that is not contained in these materials. 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 Lxxxxx 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. Lxxxxx 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.
Appears in 1 contract
LXXXXX. BROTHERS -------------------------------------------------------------------------------- Collateral Characteristics (continued) -------------------------------------------------------------------------------- Collateral characteristics are listed below as of the Cut-Off Date -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Gross Margin Original Prepayment Penalty in Years -------------------------------------------------------------------------------- # of % of Pool Mortgage Principal Balance ($) Principal Balanc (Years) Loans -------------------------------------------------------------------------------- 0.000 1,129 $397,861,892.61 79.41% 0.333 11 3,956,543.26 0.79 0.417 1 234,300.00 0.05 0.500 28 11,200,570.38 2.24 0.583 8 3,081,100.00 0.61 0.667 8 3,739,699.67 0.75 1.000 5 3,694,424.23 0.74 2.000 3 3,278,500.00 0.65 2.500 1 175,000.00 0.03 3.000 232 71,694,866.78 14.31 3.500 1 157,748.81 0.03 5.000 7 1,952,495.56 0.39 -------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Documentation Type -------------------------------------------------------------------------------- # of % of Pool Mortgage Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- 1.001 - 1.500 36 Full 510 $14,140,132.88 2.82156,316,975.32 31.20% 1.501 - 2.000 293 112,440,253.72 22.44 2.001 - 2.500 908 311,041,514.48 62.08 2.501 - 3.000 187 58,294,024.91 11.63 3.001 - 3.500 8 3,743,121.76 0.75 3.501 - 4.000 1 1,190,000.00 0.24 4.501 - 5.000 1 178,093.55 0.04 Limited 384 148,611,168.41 29.66 Reduced 208 80,306,137.92 16.03 No Documentation 95 38,173,031.01 7.62 Stated 95 34,465,999.35 6.88 Alternate 85 22,094,997.01 4.41 No Ratio 57 21,058,832.28 4.20 -------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.250% Max: 5.000% Weighted Avg: 2.231% -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Initial Periodic Rate Cap -------------------------------------------------------------------------------- # of % of Pool Mortgage Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- NA 444 $149,030,627.23 29.75% 1.000 923 331,391,690.52 66.14 2.000 67 20,604,823.55 4.11 -------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.000% Max*: 9.000% Weighted Avg*: 2.983% *For the loans that do not have initial periodic rate caps, their initial periodic rate caps were calculated using the following formula: the loan's maximum rate - the loan's original gross mortgage rate. -------------------------------------------------------------------------------- Investors are urged to read the final Prospectus Supplement and the related Prospectus, which will be filed with the Securities and Exchange Commission and may be accessed free of charge on the SEC's web site, wxx.xxx.xxx. A copy of the Prospectus Supplement and Prospectus will be provided by Lxxxxx Brothers Inc. upon request. Alternatively, if the offering is not registered under the Securities Act, investors should read the final Offering Memorandum. (The Prospectus Supplement and Prospectus are referred to collectively, and the Offering Memorandum is referred to, as the "Offering Document"). The Offering Document contains important information about the offered securities that is not contained in these materials. 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 Lxxxxx 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. Lxxxxx 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.
Appears in 1 contract
LXXXXX. BROTHERS -------------------------------------------------------------------------------- Collateral Characteristics (continued) -------------------------------------------------------------------------------- Collateral characteristics are listed below as of the Cut-Off Date -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Gross Margin -------------------------------------------------------------------------------- ---------------------------------------------------------------------------------- States - Top 10 ---------------------------------------------------------------------------------- # of Mortgage % of Pool Mortgage Loans Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- 1.001 - 1.500 ---------------------------------------------------------------------------------- California 509 $233,658,105.46 46.64% Florida 112 34,655,619.97 6.92 Arizona 104 28,844,444.99 5.76 Colorado 75 22,853,965.42 4.56 Nevada 49 15,648,460.57 3.12 Virginia 42 13,851,383.88 2.76 Maryland 36 $14,140,132.88 2.82% 1.501 - 2.000 293 112,440,253.72 22.44 2.001 - 2.500 908 311,041,514.48 62.08 2.501 - 3.000 187 58,294,024.91 11.63 3.001 - 3.500 8 3,743,121.76 0.75 3.501 - 4.000 1 1,190,000.00 0.24 4.501 - 5.000 1 178,093.55 0.04 -------------------------------------------------------------------------------- 13,026,851.11 2.60 Georgia 61 11,569,180.81 2.31 Massachusetts 26 11,395,784.27 2.27 Illinois 40 11,070,831.95 2.21 Other 380 104,452,512.87 20.85 ---------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.250% Max: 5.000% Weighted Avg: 2.231% -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- Initial Periodic Rate Cap -------------------------------------------------------------------------------- ---------------------------------------------------------------------------------- ---------------------------------------------------------------------------------- Index ---------------------------------------------------------------------------------- # of Mortgage % of Pool Mortgage Loans Principal Balance ($) Principal Balance (%) Loans -------------------------------------------------------------------------------- NA 444 ---------------------------------------------------------------------------------- 1 Month Libor 2 $149,030,627.23 29.751,172,000.00 0.23% 1.000 923 331,391,690.52 66.14 2.000 67 20,604,823.55 4.11 -------------------------------------------------------------------------------- 1 Year CMT 8 1,538,569.93 0.31 1 Year Libor 60 19,113,426.14 3.81 6 Month Libor 1,364 479,203,145.23 95.64 ---------------------------------------------------------------------------------- Total: 1,434 $501,027,141.30 100.00% -------------------------------------------------------------------------------- Min: 1.000% Max*: 9.000% Weighted Avg*: 2.983% *For the loans that do not have initial periodic rate caps, their initial periodic rate caps were calculated using the following formula: the loan's maximum rate - the loan's original gross mortgage rate. -------------------------------------------------------------------------------- ---------------------------------------------------------------------------------- Investors are urged to read the final Prospectus Supplement and the related Prospectus, which will be filed with the Securities and Exchange Commission and may be accessed free of charge on the SEC's web site, wxx.xxx.xxx. A copy of the Prospectus Supplement and Prospectus will be provided by Lxxxxx Brothers Inc. upon request. Alternatively, if the offering is not registered under the Securities Act, investors should read the final Offering Memorandum. (The Prospectus Supplement and Prospectus are referred to collectively, and the Offering Memorandum is referred to, as the "Offering Document"). The Offering Document contains important information about the offered securities that is not contained in these materials. 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 Lxxxxx 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. Lxxxxx 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.
Appears in 1 contract
