EXHIBIT 99
WASI 2002-1
Collateral Statistics
DISCLAIMER
----------
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WACHOVA
SECURITIES
GROUP I SUMM
- ------------------------------------------------------------------------------------------------------------------------------
NUMBER OF MORTGAGE LOANS 1,925 PRODUCT TYPE
CURRENT PRINCIPAL BALANCE $696,594,134.07 Fully Amortizing Fixed Rate Mortgage Loans 91.53%
Minimum $7,282.32 Fixed Rate Balloon Mortgage Loans 8.47%
Maximum $2,929,922.53 PROPERTY TYPE
Average $361,867.08 Single Family 85.27%
CURRENT LTV RATIO (%) Condo 4.93%
Minimum 2.13% Land 8.35%
Maximum 97.34% Two to Four Family 0.31%
Weighted Average 54.99% Multi-Family (5+ Units) 0.47%
MORTGAGE RATE (%) PUD 0.17%
Minimum 5.375% Townhouse 0.19%
Maximum 10.500% Cooperative 0.31%
Weighted Average 6.935% LOAN PURPOSE
ORIGINAL TERM (MONTHS) Purchase 37.57%
Minimum 60 Refinance (Rate/Term) 38.26%
Maximum 180 Refinance (Cash-out) 22.78%
Weighted Average 168 Debt Consolidation 0.83%
REMAINING TERM (MONTHS) Construction 0.46%
Minimum 2 Home Improvement 0.10%
Maximum 316 OCCUPANCY STATUS
Weighted Average 123 Owner Occupied 80.02%
FICO SCORE Second Home 19.56%
Minimum 484 Investment Property 0.43%
Maximum 816 Unknown 0.00%
Weighted Average 724 GEOGRAPHIC CONCENTRATION (> 5.00%)
DELINQUENCY STATUS Florida 30.49%
1-30 Days 1.62% North Carolina 10.94%
31-60 Days 0.00% New Jersey 10.80%
61-90 Days 0.00% Pennsylvania 6.79%
DOCUMENTATION Georgia 5.84%
Full 64.86% South Carolina 5.61%
Alternate 12.62% Virginia 5.21%
Assets Verified / No Income 12.86% NUMBER OF STATES 43
No Income / No Assets 3.75% % HIGH NET WORTH LOANS 34.68%
Missing 5.90%
% FIRST LIEN 100.00%
- ------------------------------------------------------------------------------------------------------------------------------
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP I
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
CURRENT BALANCE AS OF 8/31/02 GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
0.01 to 100,000.00 57 $3,342,820.67 0.48%
100,000.01 to 200,000.00 217 35,346,581.89 5.07
200,000.01 to 300,000.00 563 146,324,050.73 21.01
300,000.01 to 400,000.00 515 177,045,708.53 25.42
400,000.01 to 500,000.00 269 120,100,773.94 17.24
500,000.01 to 600,000.00 153 82,823,928.14 11.89
600,000.01 to 700,000.00 57 36,521,534.77 5.24
700,000.01 to 800,000.00 20 14,856,244.07 2.13
800,000.01 to 900,000.00 30 25,373,880.32 3.64
900,000.01 to 1,000,000.00 20 19,106,104.28 2.74
1,000,000.01 to 1,100,000.00 5 5,303,898.06 0.76
1,100,000.01 to 1,200,000.00 2 2,394,830.04 0.34
1,200,000.01 to 1,300,000.00 7 8,734,013.64 1.25
1,400,000.01 to 1,500,000.00 1 1,454,337.21 0.21
1,700,000.01 to 1,800,000.00 4 6,970,122.65 1.00
1,900,000.01 to 2,000,000.00 3 5,823,863.51 0.84
2,100,000.01 to 2,200,000.00 1 2,141,519.09 0.31
2,900,000.01 to 3,000,000.00 1 2,929,922.53 0.42
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
MORTGAGE RATE (%) GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
5.251 to 5.500 3 $1,391,642.87 0.20%
5.501 to 5.750 10 3,789,202.16 0.54
5.751 to 6.000 71 24,249,593.10 3.48
6.001 to 6.250 98 36,735,860.79 5.27
6.251 to 6.500 225 82,851,939.83 11.89
6.501 to 6.750 440 163,209,345.94 23.43
6.751 to 7.000 479 167,490,033.97 24.04
7.001 to 7.250 235 85,712,195.26 12.30
7.251 to 7.500 145 53,413,124.80 7.67
7.501 to 7.750 96 34,740,629.29 4.99
7.751 to 8.000 49 14,698,219.99 2.11
8.001 to 8.250 37 12,949,700.01 1.86
8.251 to 8.500 16 5,658,606.56 0.81
8.501 to 8.750 13 5,072,744.72 0.73
8.751 to 9.000 3 3,346,422.41 0.48
9.001 to 9.250 1 791,489.83 0.11
9.501 to 9.750 1 111,768.58 0.02
9.751 to 10.000 1 153,544.04 0.02
10.251 to 10.500 2 228,069.92 0.03
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP I
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
GEOGRAPHIC LOCATION GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Florida 587 $212,414,547.24 30.49%
North Carolina 209 76,203,864.31 10.94
New Jersey 210 75,241,345.87 10.80
Pennsylvania 130 47,327,679.97 6.79
Georgia 119 40,668,135.70 5.84
South Carolina 97 39,070,159.13 5.61
Virginia 118 36,298,497.72 5.21
Connecticut 83 31,803,902.36 4.57
New York 60 25,424,997.99 3.65
California 70 23,292,108.06 3.34
Maryland 43 16,699,854.50 2.40
Texas 34 10,547,480.17 1.51
Colorado 19 8,468,157.27 1.22
Delaware 20 8,388,982.27 1.20
Illinois 13 5,549,363.50 0.80
Tennessee 16 5,434,815.37 0.78
Massachusetts 15 5,193,214.76 0.75
Arizona 14 5,167,708.79 0.74
District of Columbia 12 3,976,950.79 0.57
Washington 9 3,270,338.48 0.47
Alabama 6 1,495,156.61 0.21
Utah 3 1,488,297.84 0.21
Ohio 5 1,354,924.72 0.19
Idaho 3 1,210,428.48 0.17
Maine 3 1,189,142.80 0.17
Wisconsin 1 1,073,978.25 0.15
Rhode Island 3 909,402.13 0.13
New Mexico 2 699,986.57 0.10
Kentucky 2 642,942.05 0.09
Missouri 2 596,291.83 0.09
Nevada 2 626,821.27 0.09
Vermont 1 617,334.78 0.09
Oklahoma 1 523,220.27 0.08
Oregon 2 531,374.42 0.08
Louisiana 2 501,382.36 0.07
Montana 2 515,571.68 0.07
West Virginia 1 429,684.13 0.06
Indiana 1 344,231.74 0.05
Minnesota 1 348,459.45 0.05
Arkansas 1 261,619.99 0.04
Kansas 1 291,614.84 0.04
Mississippi 1 260,125.03 0.04
New Hampshire 1 240,038.58 0.03
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP I
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
FICO SCORE GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Not Available 31 $12,392,311.58 1.78%
451 to 500 1 250,116.54 0.04
501 to 550 13 4,472,888.68 0.64
551 to 600 37 14,248,355.08 2.05
601 to 650 136 48,261,538.01 6.93
651 to 700 349 140,448,486.31 20.16
701 to 750 596 216,753,370.08 31.12
751 to 800 717 245,564,353.08 35.25
801 to 850 45 14,202,714.71 2.04
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
ORIGINAL LTV (%) GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Not Available 4 $1,596,442.36 0.23%
15.01 to 20.00 3 1,161,672.92 0.17
20.01 to 25.00 9 3,531,946.61 0.51
25.01 to 30.00 10 3,696,678.34 0.53
30.01 to 35.00 32 10,526,699.01 1.51
35.01 to 40.00 47 21,030,385.64 3.02
40.01 to 45.00 61 24,508,525.93 3.52
45.01 to 50.00 92 36,440,562.73 5.23
50.01 to 55.00 114 39,688,999.37 5.70
55.01 to 60.00 132 50,657,964.48 7.27
60.01 to 65.00 155 56,681,590.01 8.14
65.01 to 70.00 211 74,761,428.96 10.73
70.01 to 75.00 278 96,177,958.73 13.81
75.01 to 80.00 495 165,956,150.52 23.82
80.01 to 85.00 49 21,634,251.15 3.11
85.01 to 90.00 155 58,473,589.49 8.39
90.01 to 95.00 31 12,074,954.76 1.73
95.01 to 100.00 47 17,994,333.06 2.58
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP I
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
CURRENT LTV (%) GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Not Available 4 $1,596,442.36 0.23%
0.01 to 5.00 9 193,786.97 0.03
5.01 to 10.00 20 1,320,679.67 0.19
10.01 to 15.00 32 4,312,423.43 0.62
15.01 to 20.00 34 5,347,042.22 0.77
20.01 to 25.00 61 15,520,291.96 2.23
25.01 to 30.00 96 25,744,338.72 3.70
30.01 to 35.00 136 40,308,444.89 5.79
35.01 to 40.00 164 53,403,514.97 7.67
40.01 to 45.00 179 63,442,208.38 9.11
45.01 to 50.00 174 65,453,428.49 9.40
50.01 to 55.00 169 63,574,627.05 9.13
55.01 to 60.00 202 79,186,418.76 11.37
60.01 to 65.00 198 75,943,234.49 10.90
65.01 to 70.00 175 71,442,763.65 10.26
70.01 to 75.00 86 40,939,823.32 5.88
75.01 to 80.00 72 34,388,249.82 4.94
80.01 to 85.00 24 14,726,569.28 2.11
85.01 to 90.00 65 29,343,208.47 4.21
90.01 to 95.00 18 7,357,715.43 1.06
95.01 to 100.00 7 3,048,921.74 0.44
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
ORIGINAL TERM TO MATURITY (MONTHS) GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
49 to 72 124 $59,043,381.93 8.48%
97 to 120 47 11,080,814.15 1.59
121 to 144 4 1,333,579.68 0.19
145 to 168 31 8,808,008.28 1.26
169 to 192 1,719 616,328,350.03 88.48
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP I
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
REMAINING TERM TO MATURITY (MONTHS) GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
1 to 24 44 $12,255,301.84 1.76%
25 to 48 100 39,851,467.56 5.72
49 to 72 174 43,238,383.67 6.21
73 to 96 223 55,354,102.94 7.95
97 to 120 110 32,943,378.44 4.73
121 to 144 1,012 371,725,868.09 53.36
145 to 168 140 72,264,994.49 10.37
169 to 192 109 65,378,125.50 9.39
193 to 216 2 289,206.92 0.04
241 to 264 5 1,459,581.34 0.21
265 to 288 3 929,763.13 0.13
289 to 312 2 350,005.99 0.05
313 to 336 1 553,954.16 0.08
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
SEASONING (MONTHS) GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
1 to 24 281 $152,951,359.40 21.96%
25 to 48 704 278,208,640.80 39.94
49 to 72 414 142,059,176.50 20.39
73 to 96 157 45,950,823.73 6.60
97 to 120 290 66,108,772.28 9.49
121 to 144 58 8,553,507.45 1.23
145 to 168 17 1,830,949.72 0.26
169 to 192 4 930,904.19 0.13
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREG PERCENT OF AGGREGATE
DOCUMENTATION TYPE GROUP I LOANS GROUP I B GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Full 1,221 $451,814,707.76 64.86%
Assets Verified / No Income 219 89,597,487.43 12.86
Alternate 246 87,904,898.06 12.62
Missing 147 41,124,610.88 5.90
No Income / No Assets 92 26,152,429.94 3.75
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP I
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
PROPERTY TYPE GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Single Family 1,689 $593,978,613.29 85.27%
Land 123 58,187,942.38 8.35
Condo 87 34,315,682.32 4.93
Multi-Family (5+ Units) 10 3,283,533.67 0.47
Cooperative 4 2,145,069.97 0.31
Two to Four Family 5 2,158,842.03 0.31
Townhouse 3 1,321,129.71 0.19
PUD 4 1,203,320.70 0.17
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
LOAN PURPOSE GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Refinance (Rate/Term) 769 $266,545,745.95 38.26%
Purchase 690 261,683,285.50 37.57
Refinance (Cash-out) 434 158,670,298.41 22.78
Debt Consolidation 18 5,792,988.57 0.83
Construction 11 3,170,921.02 0.46
Home Improvement 3 730,894.62 0.10
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
OCCUPANCY TYPE GROUP I LOANS GROUP I BALANCE GROUP I BALANCE
- ------------------------------------ ------------- ---------------- ---------------------
Primary Residence 1,610 $557,381,624.93 80.02%
Second Home 305 136,220,520.87 19.56
Investment Property 10 2,991,988.27 0.43
- ------------------------------------ ------------- ---------------- -----------------
TOTAL 1,925 $696,594,134.07 100.00%
============= ================ =================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II SUMM
- ----------------------------------------------------------------------------------------------------------------------------
NUMBER OF MORTGAGE LOANS 3,361 PRODUCT TYPE
CURRENT PRINCIPAL BALANCE $1,432,511,178.13 Fully Amortizing Fixed Rate Mortgage Loans 100.00%
Minimum $8,277.80 Fixed Rate Balloon Mortgage Loans 0.00%
Maximum $2,809,025.77 PROPERTY TYPE
Average $426,215.76 Single Family 93.96%
CURRENT LTV RATIO (%) Condo 3.31%
Minimum 1.52% Land 0.04%
Maximum 99.36% Two to Four Family 0.79%
Weighted Average 70.02% Multi-Family (5+ Units) 0.56%
MORTGAGE RATE (%) PUD 0.62%
Minimum 3.625% Townhouse 0.42%
Maximum 10.800% Cooperative 0.31%
Weighted Average 7.157% LOAN PURPOSE
ORIGINAL TERM (MONTHS) Purchase 65.10%
Minimum 186 Refinance (Rate/Term) 20.16%
Maximum 366 Refinance (Cash-out) 13.00%
Weighted Average 358 Debt Consolidation 1.07%
REMAINING TERM (MONTHS) Construction 0.28%
Minimum 10 Home Improvement 0.39%
Maximum 355 OCCUPANCY STATUS
Weighted Average 317 Owner Occupied 93.27%
FICO SCORE Second Home 5.84%
Minimum 457 Investment Property 0.68%
Maximum 820 Unknown 0.21%
Weighted Average 715 GEOGRAPHIC CONCENTRATION (> 5.00%)
DELINQUENCY STATUS Florida 17.28%
1-30 Days 1.86% California 10.49%
31-60 Days 0.00% New Jersey 9.42%
61-90 Days 0.00% Virginia 7.15%
DOCUMENTATION North Carolina 6.60%
Full 56.63% Connecticut 6.34%
Alternate 22.05% Pennsylvania 6.02%
Assets Verified / No Income 9.95% New York 5.35%
No Income / No Assets 3.53% Georgia 5.09%
Missing 7.83% NUMBER OF STATES 45
% FIRST LIEN 100.00% % HIGH NET WORTH LOANS 15.53%
- ----------------------------------------------------------------------------------------------------------------------------
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PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
CURRENT BALANCE AS OF 8/31/02 GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------- --------------------
0.01 to 100,000.00 13 765,034.08 0.05%
100,000.01 to 200,000.00 36 5,988,387.69 0.42
200,000.01 to 300,000.00 345 96,570,716.89 6.74
300,000.01 to 400,000.00 1,564 537,917,456.07 37.55
400,000.01 to 500,000.00 711 315,239,875.36 22.01
500,000.01 to 600,000.00 302 165,283,264.92 11.54
600,000.01 to 700,000.00 179 114,118,463.04 7.97
700,000.01 to 800,000.00 75 55,626,667.42 3.88
800,000.01 to 900,000.00 48 40,778,037.96 2.85
900,000.01 to 1,000,000.00 55 52,537,695.87 3.67
1,000,000.01 to 1,100,000.00 6 6,314,197.63 0.44
1,100,000.01 to 1,200,000.00 7 8,105,225.94 0.57
1,200,000.01 to 1,300,000.00 5 6,370,055.23 0.44
1,300,000.01 to 1,400,000.00 2 2,615,450.89 0.18
1,400,000.01 to 1,500,000.00 2 2,972,249.48 0.21
1,500,000.01 to 1,600,000.00 1 1,537,873.56 0.11
1,600,000.01 to 1,700,000.00 3 5,010,723.06 0.35
1,700,000.01 to 1,800,000.00 2 3,543,951.96 0.25
1,800,000.01 to 1,900,000.00 1 1,828,623.26 0.13
1,900,000.01 to 2,000,000.00 1 1,983,152.89 0.14
2,200,000.01 to 2,300,000.00 1 2,262,399.89 0.16
2,300,000.01 to 2,400,000.00 1 2,332,649.27 0.16
2,800,000.01 to 2,900,000.00 1 2,809,025.77 0.20
- --------------------------------------- -------------- --------------------- -----------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ============
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
MORTGAGE RATE (%) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
3.501 to 3.750 1 977,682.79 0.07%
4.001 to 4.250 2 645,879.78 0.05
4.501 to 4.750 3 994,404.00 0.07
4.751 to 5.000 2 726,865.09 0.05
5.001 to 5.250 1 862,589.14 0.06
5.251 to 5.500 4 1,715,544.23 0.12
5.501 to 5.750 1 303,736.10 0.02
5.751 to 6.000 59 24,241,161.82 1.69
6.001 to 6.250 79 33,861,342.98 2.36
6.251 to 6.500 267 111,291,399.49 7.77
6.501 to 6.750 531 216,307,886.52 15.10
6.751 to 7.000 650 274,309,792.13 19.15
7.001 to 7.250 616 258,032,845.12 18.01
7.251 to 7.500 519 226,452,462.08 15.81
7.501 to 7.750 269 124,015,365.11 8.66
7.751 to 8.000 166 76,511,410.62 5.34
8.001 to 8.250 59 25,536,194.61 1.78
8.251 to 8.500 55 26,001,875.72 1.82
8.501 to 8.750 37 15,924,668.20 1.11
8.751 to 9.000 22 7,687,096.91 0.54
9.001 to 9.250 1 988,836.01 0.07
9.251 to 9.500 5 1,049,896.29 0.07
9.501 to 9.750 7 2,617,524.32 0.18
9.751 to 10.000 1 299,193.52 0.02
10.251 to 10.500 2 796,338.86 0.06
10.501 to 10.750 1 21,632.49 0.00
10.751 to 11.000 1 337,554.20 0.02
- --------------------------------------- -------------- --------------------- --------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ==============
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
GEOGRAPHIC LOCATION GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Florida 558 247,498,830.74 17.28%
California 340 150,219,342.02 10.49
New Jersey 318 134,878,606.33 9.42
Virginia 261 102,427,234.16 7.15
North Carolina 216 94,574,800.43 6.60
Connecticut 198 90,839,519.19 6.34
Pennsylvania 194 86,296,029.77 6.02
New York 172 76,570,175.92 5.35
Georgia 172 72,973,807.37 5.09
Massachusetts 140 57,952,983.25 4.05
Maryland 108 44,607,777.71 3.11
Texas 85 32,997,716.90 2.30
Colorado 70 30,914,777.36 2.16
Illinois 65 25,895,435.16 1.81
South Carolina 58 25,122,674.80 1.75
Ohio 62 24,466,182.98 1.71
Washington 46 18,663,134.36 1.30
Michigan 41 15,447,070.21 1.08
Arizona 36 14,781,514.60 1.03
Tennessee 25 9,892,329.70 0.69
District of Columbia 26 9,375,779.81 0.65
Minnesota 24 8,479,789.99 0.59
Indiana 22 8,337,051.61 0.58
Missouri 19 7,281,231.98 0.51
Delaware 12 5,773,971.34 0.40
New Hampshire 13 5,101,148.89 0.36
Nevada 8 4,234,333.31 0.30
Rhode Island 10 3,648,798.03 0.25
Alabama 9 3,323,533.56 0.23
Oregon 9 2,976,147.33 0.21
Kentucky 6 2,660,612.28 0.19
Kansas 7 2,449,073.35 0.17
Wisconsin 6 2,167,978.94 0.15
Louisiana 5 1,753,324.61 0.12
Maine 4 1,489,865.97 0.10
Mississippi 3 1,365,617.52 0.10
Vermont 2 1,203,646.60 0.08
Utah 3 1,047,649.10 0.07
Arkansas 2 746,229.43 0.05
Montana 1 386,279.93 0.03
Oklahoma 1 385,472.27 0.03
Wyoming 1 359,758.24 0.03
Iowa 1 300,106.18 0.02
Idaho 1 325,057.57 0.02
West Virginia 1 318,777.33 0.02
- --------------------------------------- -------------- --------------------- -----------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ===========
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
FICO SCORE GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Not Available 33 14,576,688.59 1.02%
451 to 500 7 2,751,174.47 0.19
501 to 550 39 16,646,536.90 1.16
551 to 600 97 45,313,221.44 3.16
601 to 650 330 144,600,005.49 10.09
651 to 700 706 304,759,555.94 21.27
701 to 750 970 419,282,309.24 29.27
751 to 800 1,119 461,890,899.56 32.24
801 to 850 60 22,690,786.50 1.58
- --------------------------------------- -------------- --------------------- --------------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ====================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
ORIGINAL LTV (%) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Not Available 2 787,575.26 0.05%
0.01 to 5.00 1 243,735.03 0.02
15.01 to 20.00 1 926,455.80 0.06
20.01 to 25.00 4 1,778,201.98 0.12
25.01 to 30.00 8 5,753,988.31 0.40
30.01 to 35.00 22 10,076,312.19 0.70
35.01 to 40.00 32 17,465,562.69 1.22
40.01 to 45.00 35 16,790,555.23 1.17
45.01 to 50.00 66 32,573,308.74 2.27
50.01 to 55.00 96 45,551,630.45 3.18
55.01 to 60.00 151 68,549,173.35 4.79
60.01 to 65.00 190 84,739,299.32 5.92
65.01 to 70.00 273 119,516,799.16 8.34
70.01 to 75.00 439 197,193,568.50 13.77
75.01 to 80.00 1,447 591,473,769.68 41.29
80.01 to 85.00 117 51,576,198.16 3.60
85.01 to 90.00 310 119,565,036.19 8.35
90.01 to 95.00 128 50,081,819.39 3.50
95.01 to 100.00 39 17,868,188.70 1.25
- --------------------------------------- -------------- --------------------- -----------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ===========
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
CURRENT LTV (%) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Not Available 2 787,575.26 0.05%
0.01 to 5.00 2 252,012.83 0.02
5.01 to 10.00 3 168,832.57 0.01
10.01 to 15.00 5 774,965.52 0.05
15.01 to 20.00 7 2,300,964.93 0.16
20.01 to 25.00 20 5,381,648.42 0.38
25.01 to 30.00 22 11,140,095.87 0.78
30.01 to 35.00 31 13,307,718.09 0.93
35.01 to 40.00 56 23,436,594.99 1.64
40.01 to 45.00 71 32,839,872.66 2.29
45.01 to 50.00 111 47,767,058.99 3.33
50.01 to 55.00 137 62,650,578.80 4.37
55.01 to 60.00 198 85,020,556.28 5.94
60.01 to 65.00 252 111,022,913.29 7.75
65.01 to 70.00 346 154,043,740.60 10.75
70.01 to 75.00 557 240,533,938.64 16.79
75.01 to 80.00 1,047 442,585,241.49 30.90
80.01 to 85.00 156 62,906,290.04 4.39
85.01 to 90.00 231 91,466,410.51 6.39
90.01 to 95.00 90 36,127,272.20 2.52
95.01 to 100.00 17 7,996,896.15 0.56
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ============
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
ORIGINAL TERM TO MATURITY (MONTHS) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
169 to 192 1 77,696.77 0.01%
193 to 216 4 874,724.04 0.06
217 to 240 56 20,567,277.66 1.44
241 to 264 3 943,014.73 0.07
289 to 312 15 4,802,209.73 0.34
313 to 336 11 4,075,399.92 0.28
337 to 360 3,267 1,400,056,852.51 97.73
361 to 384 4 1,114,002.77 0.08
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ============
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
REMAINING TERM TO MATURITY (MONTHS) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
1 to 24 3 523,341.90 0.04%
49 to 72 6 603,585.96 0.04
73 to 96 5 974,149.03 0.07
97 to 120 10 2,866,191.94 0.20
121 to 144 24 8,914,962.30 0.62
145 to 168 9 2,460,809.20 0.17
169 to 192 17 6,849,243.28 0.48
193 to 216 35 16,956,400.56 1.18
217 to 240 57 22,415,425.68 1.56
241 to 264 200 73,094,042.08 5.10
265 to 288 228 87,891,944.37 6.14
289 to 312 306 132,440,556.83 9.25
313 to 336 1,329 573,327,311.12 40.02
337 to 360 1,132 503,193,213.88 35.13
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ============
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
SEASONING (MONTHS) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
1 to 24 1,136 505,579,321.54 35.29%
25 to 48 1,352 583,717,258.36 40.75
49 to 72 305 131,210,313.64 9.16
73 to 96 252 96,377,664.15 6.73
97 to 120 212 77,365,148.20 5.40
121 to 144 56 20,274,766.93 1.42
145 to 168 29 12,447,888.83 0.87
169 to 192 13 4,966,558.32 0.35
193 to 216 1 21,632.49 0.00
217 to 240 2 291,993.77 0.02
265 to 288 2 211,773.56 0.01
313 to 336 1 46,858.34 0.00
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ============
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
REMAINING TERM TO MATURITY (MONTHS) GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
1 to 24 3 523,341.90 0.04%
49 to 72 6 603,585.96 0.04
73 to 96 5 974,149.03 0.07
97 to 120 10 2,866,191.94 0.20
121 to 144 24 8,914,962.30 0.62
145 to 168 9 2,460,809.20 0.17
169 to 192 17 6,849,243.28 0.48
193 to 216 35 16,956,400.56 1.18
217 to 240 57 22,415,425.68 1.56
241 to 264 200 73,094,042.08 5.10
265 to 288 228 87,891,944.37 6.14
289 to 312 306 132,440,556.83 9.25
313 to 336 1,329 573,327,311.12 40.02
337 to 360 1,132 503,193,213.88 35.13
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== =============
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
DOCUMENTATION TYPE GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Full 1,870 811,286,493.21 56.63%
Alternate 759 315,911,648.88 22.05
Assets Verified / No Income 327 142,589,972.98 9.95
Missing 280 112,171,052.68 7.83
No Income / No Assets 125 50,552,010.38 3.53
- --------------------------------------- -------------- --------------------- -------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== =============
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
PROPERTY TYPE GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Single Family 3,164 1,345,926,207.13 93.96%
Condo 112 47,379,788.55 3.31
Two to Four Family 26 11,246,769.74 0.79
PUD 23 8,950,192.02 0.62
Multi-Family (5+ Units) 15 7,951,191.31 0.56
Townhouse 14 6,048,570.59 0.42
Cooperative 5 4,385,757.02 0.31
Land 2 622,701.77 0.04
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== =============
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
GROUP II
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
LOAN PURPOSE GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Purchase 2,217 932,583,669.12 65.10%
Refinance (Rate/Term) 674 288,751,723.59 20.16
Refinance (Cash-out) 408 186,243,838.68 13.00
Debt Consolidation 37 15,334,629.28 1.07
Home Improvement 15 5,547,950.82 0.39
Construction 10 4,049,366.64 0.28
- --------------------------------------- -------------- --------------------- ------------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ============
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
OCCUPANCY TYPE GROUP II LOANS GROUP II BALANCE GROUP II BALANCE
- --------------------------------------- -------------- ------------------ --------------------
Primary Residence 3,160 1,336,067,383.49 93.27%
Second Home 174 83,679,461.53 5.84
Investment Property 19 9,771,817.77 0.68
Unknown 8 2,992,515.34 0.21
- --------------------------------------- -------------- --------------------- -----------
TOTAL 3,361 $1,432,511,178.13 100.00%
============== ===================== ===========
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
WASI 2002-1
Collateral Statistics
DISCLAIMER
----------
Wachovia Securities has provided this data as an accommodation. By accepting
this data, the recipient agrees that Wachovia Securities does not guarantee and
makes no representation or warranty whatsoever, whether express or implied,
including without limitation, any warranties of fitness for a particular purpose
or merchantability, with respect to this data or the accuracy, currency or
completeness thereof. By accepting this data, the recipient agrees that neither
Wachovia Securities, its employees nor any of its affiliates shall have any
liability to the recipient or any other entity claiming by or through the
recipient for any loss, injury, damages or expenses arising from or occasioned
by or through this data, the reliance thereon by the recipient or any other
party or the provision thereof by Wachovia Securities.
This data is for your information only and is not an offer to sell or a
solicitation of any offer to buy any securities, including any of the securities
that may be mentioned in this data. Wachovia Securities or its affiliates may
provide advice or may from time to time acquire, hold or sell positions in any
of the securities that may be mentioned in this data, either for its own account
of for the account of others. Wachovia Securities is a subsidiary of Wachovia
Corporation and is a member of the NYSE, the NASD and the SIPC.
WACHOVA
SECURITIES
COLLATERAL SUMMARY
- -----------------------------------------------------------------------------------------------------------------------------------
NUMBER OF MORTGAGE LOANS 5,286 PRODUCT TYPE
CURRENT PRINCIPAL BALANCE $2,129,105,312.20 Fully Amortizing Fixed Rate Mortgage Loans 97.23%
Minimum $7,282.32 Fixed Rate Balloon Mortgage Loans 2.77%
Maximum $2,929,922.53 PROPERTY TYPE
Average $402,781.94 Single Family 91.11%
CURRENT LTV RATIO (%) Condo 3.84%
Minimum 1.52% Land 2.76%
Maximum 99.36% Two to Four Family 0.63%
Weighted Average 65.11% Multi-Family (5+ Units) 0.53%
MORTGAGE RATE (%) PUD 0.48%
Minimum 3.625% Townhouse 0.35%
Maximum 10.800% Cooperative 0.31%
Weighted Average 7.084% LOAN PURPOSE
ORIGINAL TERM (MONTHS) Purchase 56.09%
Minimum 60 Refinance (Rate/Term) 26.08%
Maximum 366 Refinance (Cash-out) 16.20%
Weighted Average 296 Debt Consolidation 0.99%
REMAINING TERM (MONTHS) Construction 0.34%
Minimum 2 Home Improvement 0.29%
Maximum 355 OCCUPANCY STATUS
Weighted Average 253 Owner Occupied 88.93%
FICO SCORE Second Home 10.33%
Minimum 457 Investment Property 0.60%
Maximum 820 Unknown 0.14%
Weighted Average 718 GEOGRAPHIC CONCENTRATION (> 5.00%)
DELINQUENCY STATUS Florida 21.60%
1-30 Days 1.78% New Jersey 9.87%
31-60 Days 0.00% California 8.15%
61-90 Days 0.00% North Carolina 8.02%
DOCUMENTATION Virginia 6.52%
Full 59.33% Pennsylvania 6.28%
Alternate 18.97% Connecticut 5.76%
Assets Verified / No Income 10.91% Georgia 5.34%
No Income / No Assets 3.60% NUMBER OF STATES 46
Missing 7.20% % HIGH NET WORTH LOANS 21.79%
% FIRST LIEN 100.00%
- -----------------------------------------------------------------------------------------------------------------------------------
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
CURRENT BALANCE AS OF 8/31/02 MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
0.01 to 100,000.00 70 $4,107,854.75 0.19%
100,000.01 to 200,000.00 253 41,334,969.58 1.94
200,000.01 to 300,000.00 908 242,894,767.62 11.41
300,000.01 to 400,000.00 2,079 714,963,164.60 33.58
400,000.01 to 500,000.00 980 435,340,649.30 20.45
500,000.01 to 600,000.00 455 248,107,193.06 11.65
600,000.01 to 700,000.00 236 150,639,997.81 7.08
700,000.01 to 800,000.00 95 70,482,911.49 3.31
800,000.01 to 900,000.00 78 66,151,918.28 3.11
900,000.01 to 1,000,000.00 75 71,643,800.15 3.36
1,000,000.01 to 1,100,000.00 11 11,618,095.69 0.55
1,100,000.01 to 1,200,000.00 9 10,500,055.98 0.49
1,200,000.01 to 1,300,000.00 12 15,104,068.87 0.71
1,300,000.01 to 1,400,000.00 2 2,615,450.89 0.12
1,400,000.01 to 1,500,000.00 3 4,426,586.69 0.21
1,500,000.01 to 1,600,000.00 1 1,537,873.56 0.07
1,600,000.01 to 1,700,000.00 3 5,010,723.06 0.24
1,700,000.01 to 1,800,000.00 6 10,514,074.61 0.49
1,800,000.01 to 1,900,000.00 1 1,828,623.26 0.09
1,900,000.01 to 2,000,000.00 4 7,807,016.40 0.37
2,100,000.01 to 2,200,000.00 1 2,141,519.09 0.10
2,200,000.01 to 2,300,000.00 1 2,262,399.89 0.11
2,300,000.01 to 2,400,000.00 1 2,332,649.27 0.11
2,800,000.01 to 2,900,000.00 1 2,809,025.77 0.13
2,900,000.01 to 3,000,000.00 1 2,929,922.53 0.14
- ----------------------------------- --------------- ----------------- -------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
=============== ================= ===================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
MORTGAGE RATE (%) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
3.501 to 3.750 1 $977,682.79 0.05%
4.001 to 4.250 2 645,879.78 0.03
4.501 to 4.750 3 994,404.00 0.05
4.751 to 5.000 2 726,865.09 0.03
5.001 to 5.250 1 862,589.14 0.04
5.251 to 5.500 7 3,107,187.10 0.15
5.501 to 5.750 11 4,092,938.26 0.19
5.751 to 6.000 130 48,490,754.92 2.28
6.001 to 6.250 177 70,597,203.77 3.32
6.251 to 6.500 492 194,143,339.32 9.12
6.501 to 6.750 971 379,517,232.46 17.83
6.751 to 7.000 1,129 441,799,826.10 20.75
7.001 to 7.250 851 343,745,040.38 16.15
7.251 to 7.500 664 279,865,586.88 13.14
7.501 to 7.750 365 158,755,994.40 7.46
7.751 to 8.000 215 91,209,630.61 4.28
8.001 to 8.250 96 38,485,894.62 1.81
8.251 to 8.500 71 31,660,482.28 1.49
8.501 to 8.750 50 20,997,412.92 0.99
8.751 to 9.000 25 11,033,519.32 0.52
9.001 to 9.250 2 1,780,325.84 0.08
9.251 to 9.500 5 1,049,896.29 0.05
9.501 to 9.750 8 2,729,292.90 0.13
9.751 to 10.000 2 452,737.56 0.02
10.251 to 10.500 4 1,024,408.78 0.05
10.501 to 10.750 1 21,632.49 0.00
10.751 to 11.000 1 337,554.20 0.02
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
GEOGRAPHIC LOCATION MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Florida 1,145 $459,913,377.98 21.60%
New Jersey 528 210,119,952.20 9.87
California 410 173,511,450.08 8.15
North Carolina 425 170,778,664.74 8.02
Virginia 379 138,725,731.88 6.52
Pennsylvania 324 133,623,709.74 6.28
Connecticut 281 122,643,421.55 5.76
Georgia 291 113,641,943.07 5.34
New York 232 101,995,173.91 4.79
South Carolina 155 64,192,833.93 3.02
Massachusetts 155 63,146,198.01 2.97
Maryland 151 61,307,632.21 2.88
Texas 119 43,545,197.07 2.05
Colorado 89 39,382,934.63 1.85
Illinois 78 31,444,798.66 1.48
Ohio 67 25,821,107.70 1.21
Washington 55 21,933,472.84 1.03
Arizona 50 19,949,223.39 0.94
Michigan 41 15,447,070.21 0.73
Tennessee 41 15,327,145.07 0.72
Delaware 32 14,162,953.61 0.67
District of Columbia 38 13,352,730.60 0.63
Indiana 23 8,681,283.35 0.41
Minnesota 25 8,828,249.44 0.41
Missouri 21 7,877,523.81 0.37
New Hampshire 14 5,341,187.47 0.25
Alabama 15 4,818,690.17 0.23
Nevada 10 4,861,154.58 0.23
Rhode Island 13 4,558,200.16 0.21
Kentucky 8 3,303,554.33 0.16
Oregon 11 3,507,521.75 0.16
Wisconsin 7 3,241,957.19 0.15
Kansas 8 2,740,688.19 0.13
Maine 7 2,679,008.77 0.13
Utah 6 2,535,946.94 0.12
Louisiana 7 2,254,706.97 0.11
Vermont 3 1,820,981.38 0.09
Mississippi 4 1,625,742.55 0.08
Idaho 4 1,535,486.05 0.07
Arkansas 3 1,007,849.42 0.05
Montana 3 901,851.61 0.04
Oklahoma 2 908,692.54 0.04
West Virginia 2 748,461.46 0.04
New Mexico 2 699,986.57 0.03
Wyoming 1 359,758.24 0.02
Iowa 1 300,106.18 0.01
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
FICO SCORE MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Not Available 64 $26,969,000.17 1.27%
451 to 500 8 3,001,291.01 0.14
501 to 550 52 21,119,425.58 0.99
551 to 600 134 59,561,576.52 2.80
601 to 650 466 192,861,543.50 9.06
651 to 700 1,055 445,208,042.25 20.91
701 to 750 1,566 636,035,679.32 29.87
751 to 800 1,836 707,455,252.64 33.23
801 to 850 105 36,893,501.21 1.73
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
ORIGINAL LTV (%) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Not Available 6 $2,384,017.62 0.11%
0.01 to 5.00 1 243,735.03 0.01
15.01 to 20.00 4 2,088,128.72 0.10
20.01 to 25.00 13 5,310,148.59 0.25
25.01 to 30.00 18 9,450,666.65 0.44
30.01 to 35.00 54 20,603,011.20 0.97
35.01 to 40.00 79 38,495,948.33 1.81
40.01 to 45.00 96 41,299,081.16 1.94
45.01 to 50.00 158 69,013,871.47 3.24
50.01 to 55.00 210 85,240,629.82 4.00
55.01 to 60.00 283 119,207,137.83 5.60
60.01 to 65.00 345 141,420,889.33 6.64
65.01 to 70.00 484 194,278,228.12 9.12
0.01 to 75.00 717 293,371,527.23 13.78
75.01 to 80.00 1,942 757,429,920.20 35.58
80.01 to 85.00 166 73,210,449.31 3.44
85.01 to 90.00 465 178,038,625.68 8.36
90.01 to 95.00 159 62,156,774.15 2.92
95.01 to 100.00 86 35,862,521.76 1.68
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
CURRENT LTV (%) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Not Available 6 $2,384,017.62 0.11%
0.01 to 5.00 11 445,799.80 0.02
5.01 to 10.00 23 1,489,512.24 0.07
10.01 to 15.00 37 5,087,388.95 0.24
15.01 to 20.00 41 7,648,007.15 0.36
20.01 to 25.00 81 20,901,940.38 0.98
25.01 to 30.00 118 36,884,434.59 1.73
30.01 to 35.00 167 53,616,162.98 2.52
35.01 to 40.00 220 76,840,109.96 3.61
40.01 to 45.00 250 96,282,081.04 4.52
45.01 to 50.00 285 113,220,487.48 5.32
50.01 to 55.00 306 126,225,205.85 5.93
55.01 to 60.00 400 164,206,975.04 7.71
60.01 to 65.00 450 186,966,147.78 8.78
65.01 to 70.00 521 225,486,504.25 10.59
70.01 to 75.00 643 281,473,761.96 13.22
75.01 to 80.00 1,119 476,973,491.31 22.40
80.01 to 85.00 180 77,632,859.32 3.65
85.01 to 90.00 296 120,809,618.98 5.67
90.01 to 95.00 108 43,484,987.63 2.04
95.01 to 100.00 24 11,045,817.89 0.52
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
ORIGINAL TERM TO MATURITY (MONTHS) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
49 to 72 124 $59,043,381.93 2.77%
97 to 120 47 11,080,814.15 0.52
121 to 144 4 1,333,579.68 0.06
145 to 168 31 8,808,008.28 0.41
169 to 192 1,720 616,406,046.80 28.95
193 to 216 4 874,724.04 0.04
217 to 240 56 20,567,277.66 0.97
241 to 264 3 943,014.73 0.04
289 to 312 15 4,802,209.73 0.23
313 to 336 11 4,075,399.92 0.19
337 to 360 3,267 1,400,056,852.51 65.76
361 to 384 4 1,114,002.77 0.05
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
REMAINING TERM TO MATURITY (MONTHS) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
1 to 24 47 $12,778,643.74 0.60%
25 to 48 100 39,851,467.56 1.87
49 to 72 180 43,841,969.63 2.06
73 to 96 228 56,328,251.97 2.65
97 to 120 120 35,809,570.38 1.68
121 to 144 1,036 380,640,830.39 17.88
145 to 168 149 74,725,803.69 3.51
169 to 192 126 72,227,368.78 3.39
193 to 216 37 17,245,607.48 0.81
217 to 240 57 22,415,425.68 1.05
241 to 264 205 74,553,623.42 3.50
265 to 288 231 88,821,707.50 4.17
289 to 312 308 132,790,562.82 6.24
313 to 336 1,330 573,881,265.28 26.95
337 to 360 1,132 503,193,213.88 23.63
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
SEASONING (MONTHS) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
1 to 24 1,417 $658,530,680.94 30.93%
25 to 48 2,056 861,925,899.16 40.48
49 to 72 719 273,269,490.14 12.83
73 to 96 409 142,328,487.88 6.68
97 to 120 502 143,473,920.48 6.74
121 to 144 114 28,828,274.38 1.35
145 to 168 46 14,278,838.55 0.67
169 to 192 17 5,897,462.51 0.28
193 to 216 1 21,632.49 0.00
217 to 240 2 291,993.77 0.01
265 to 288 2 211,773.56 0.01
313 to 336 1 46,858.34 0.00
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
REMAINING TERM TO MATURITY (MONTHS) MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
1 to 24 47 $12,778,643.74 0.60%
25 to 48 100 39,851,467.56 1.87
49 to 72 180 43,841,969.63 2.06
73 to 96 228 56,328,251.97 2.65
97 to 120 120 35,809,570.38 1.68
121 to 144 1,036 380,640,830.39 17.88
145 to 168 149 74,725,803.69 3.51
169 to 192 126 72,227,368.78 3.39
193 to 216 37 17,245,607.48 0.81
217 to 240 57 22,415,425.68 1.05
241 to 264 205 74,553,623.42 3.50
265 to 288 231 88,821,707.50 4.17
289 to 312 308 132,790,562.82 6.24
313 to 336 1,330 573,881,265.28 26.95
337 to 360 1,132 503,193,213.88 23.63
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
DOCUMENTATION TYPE MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Full 3,091 $1,263,101,200.97 59.33%
Alternate 1,005 403,816,546.94 18.97
Assets Verified / No Income 546 232,187,460.41 10.91
Missing 427 153,295,663.56 7.20
No Income / No Assets 217 76,704,440.32 3.60
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
PROPERTY TYPE MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Single Family 4,853 $1,939,904,820.42 91.11%
Condo 199 81,695,470.87 3.84
Land 125 58,810,644.15 2.76
Two to Four Family 31 13,405,611.77 0.63
Multi-Family (5+ Units) 25 11,234,724.98 0.53
PUD 27 10,153,512.72 0.48
Townhouse 17 7,369,700.30 0.35
Cooperative 9 6,530,826.99 0.31
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.
COLLATERAL STATISTICS
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
LOAN PURPOSE MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- -------------- ----------------- ---------------------
Purchase 2,907 $1,194,266,954.62 56.09%
Refinance (Rate/Term) 1,443 555,297,469.54 26.08
Refinance (Cash-out) 842 344,914,137.09 16.20
Debt Consolidation 55 21,127,617.85 0.99
Construction 21 7,220,287.66 0.34
Home Improvement 18 6,278,845.44 0.29
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
NUMBER OF AGGREGATE PERCENT OF AGGREGATE
OCCUPANCY TYPE MORTGAGE LOANS PRINCIPAL BALANCE PRINCIPAL BALANCE
- ----------------------------------- ---------------- ------------------- --------------------
Owner Occupied 4,770 $1,893,449,008.42 88.93%
Second Home 479 219,899,982.40 10.33
Investment Property 29 12,763,806.04 0.60
Unknown 8 2,992,515.34 0.14
- ----------------------------------- ---------------- ------------------ ------------------
TOTAL 5,286 $2,129,105,312.20 100.00%
================ ================== ==================
THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER,
PLEASE CONTACT WACHOVIA SECURITIES IMMEDIATELY.