CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R10
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 239 $ 27,856,787.59 26.04 355 37.51 7.452 603 80.79 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 185 79,126,491.16 73.96 360 40.60 7.226 613 84.17 ---------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 424 $1,699,990,769.94 106,983,278.75 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 359 39.79 7.285 610 83.29 ---------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF RATE MORTGAGE LOANS BALANCE RATE MORTGAGE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MAXIMUM MORTGAGE RATES MORTGAGE LOANS AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 11.500 - 11.999 3 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 880,650.00 1.13 360 37.61 5.881 578 74.27 12.000 - 12.499 37 10,510,516.05 13.54 360 41.64 6.254 621 83.43 12.500 - 12.999 59 18,620,416.18 24.00 360 39.43 6.766 607 83.39 13.000 - 13.499 46 14,943,118.85 19.26 360 40.39 7.191 608 85.26 13.500 - 13.999 52 14,133,093.84 18.21 360 39.38 7.740 604 87.49 14.000 - 14.499 30 9,464,010.19 12.20 360 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 8.248 613 90.00 14.500 - 14.999 24 5,703,699.30 7.35 360 38.70 8.732 576 83.84 15.000 - 15.499 5 681,503.59 0.88 358 47.32 9.246 594 90.39 15.500 - 15.999 9 1,879,031.47 2.42 360 39.43 9.882 524 66.91 16.000 - 16.499 1 118,649.96 0.15 358 43.00 10.250 558 95.00 16.500 - 16.999 2 465,865.00 0.60 360 40.72 10.783 542 72.09 17.000 - 17.499 2 200,250.00 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 360 38.85 11.300 503 72.12 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 270 $1,360,015,809.05 77,600,804.43 100.00 356 40.58 7.715 586 74.37 360 39.92 7.409 604 84.82 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ---------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING NUMBER OF RATE MORTGAGE RATE MORTGAGE TERM TO DEBT-TO- MORTGAGE RANGE OF MINIMUM MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ---------------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 3 $ 880,650.00 1.13 360 37.61 5.881 578 74.27 6.000 - 6.499 37 10,510,516.05 13.54 360 41.64 6.254 621 83.43 6.500 - 6.999 59 18,620,416.18 24.00 360 39.43 6.766 607 83.39 7.000 - 7.499 46 14,943,118.85 19.26 360 40.39 7.191 608 85.26 7.500 - 7.999 52 14,133,093.84 18.21 360 39.38 7.740 604 87.49 8.000 - 8.499 30 9,464,010.19 12.20 360 39.46 8.248 613 90.00 8.500 - 8.999 24 5,703,699.30 7.35 360 38.70 8.732 576 83.84 9.000 - 9.499 5 681,503.59 0.88 358 47.32 9.246 594 90.39 9.500 - 9.999 9 1,879,031.47 2.42 360 39.43 9.882 524 66.91 10.000 - 10.499 1 118,649.96 0.15 358 43.00 10.250 558 95.00 10.500 - 10.999 2 465,865.00 0.60 360 40.72 10.783 542 72.09 11.000 - 11.499 2 200,250.00 0.26 360 38.85 11.300 503 72.12 ---------------------------------------------------------------------------------------------------------------------------- TOTAL: 270 $77,600,804.43 100.00 360 39.92 7.409 604 84.82 ---------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF RATE MORTGAGE LOANS BALANCE RATE MORTGAGE TERM TO DEBT-TO TO- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 --------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.249 3 $ 988,618.69 0.07 359 39.97 7.108 944,500.00 1.22 360 43.39 8.384 578 85.97 5.500 - 5.749 27 9,565,291.57 12.33 360 38.73 7.408 604 84.64 6.000 - 6.249 231 65,730,577.30 84.70 360 40.01 7.346 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 85.18 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 - 6.749 2 220,200.00 0.28 360 35.48 7.624 571 76.93 7.000 - 7.249 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 1,140,235.55 1.47 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 42.31 10.242 530 66.03 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 270 $1,360,015,809.05 77,600,804.43 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 360 39.92 7.409 604 84.82 --------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING NEXT RATE PRINCIPAL REMAINING NUMBER OF RATE MORTGAGE LOANS BALANCE RATE MORTGAGE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- 2006-02 06 1 $ 111,090.53 0.01 352 45.00 5.990 608 334,062.06 0.43 354 5.00 6.250 654 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 5 1,855,803.46 2.39 357 40.97 8.115 637 90.95 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 6 2,408,437.97 3.10 358 43.44 7.239 637 91.08 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 33 8,620,720.53 11.11 359 39.75 7.575 600 81.06 2006-12 1,817 306,055,796.00 22.50 163 46,232,127.79 59.58 360 40.15 7.402 598 84.40 2007-09 1 426,440.52 0.55 357 40.46 7.718 586 74.23 ============================================================================================================================== 40.00 6.990 614 95.00 2007-10 2 1,009,028.56 1.30 358 41.00 7.000 650 90.00 2007-11 5 1,617,433.53 2.08 359 42.68 7.590 641 86.36 2007-12 54 15,096,750.00 19.45 360 38.99 7.324 606 85.82 ---------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 270 $1,360,015,809.05 77,600,804.43 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.39.92 7.409 604 84.82 ----------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Argent Securities Inc Asset-Backed Pass-Through Certificates, Series 2004-W11
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV BALANCE LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------ ----------- ------------------ ---------------- ---------- ------------ ------------ -------- ----------- Conforming 9,625 7,360 $1,381,475,894.59 81.26 1,056,443,927.87 81.26% 349 40.00 7.764 601 74.39 Balance Non-Conforming Balance 728 318,514,875.35 555 243,555,775.36 18.74 358 40.17 7.208 357 40.35 7.205 610 76.21 ============================================================================================================================== 76.19 ------------------ ----------- ------------------ ------------ -------------- ------------- ------------ --------- -------- TOTAL: 10,353 7,915 $1,699,990,769.94 100.00 351 40.03 1,299,999,703.23 100.00% 350 40.06 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 74.72 ----------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF PRINCIPAL RANGE OF ADJUSTABLE RATE PRINCIPAL BALANCE REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV RATES (%) LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500--------------------------------- --------------------- ---------------- --------------- --------- -------------- ------ ------------ 11.500 - 11.999 213 183 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-48,195,525.50 4.63% 353 36.67 5.907 673 73.99 12.000 - 12.499 552 127,719,528.30 9.39 413 96,962,032.51 9.32 357 39.62 6.286 631 75.99 12.500-39.94 6.277 629 76.35 12.500 - 12.999 1,304 274,131,417.90 20.16 985 204,642,458.82 19.68 356 39.55 6.766 611 76.71 13.000 - 13.499 583 113,235,019.19 10.89 355 40.14 7.271 584 74.93 13.500 - 13.999 1,390 240,248,405.25 23.10 355 41.43 7.759 571 73.63 14.000 - 14.499 475 70,836,193.20 6.81 356 42.52 8.263 564 72.63 14.500 - 14.999 877 132,446,211.97 12.74 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 41.38 8.745 562 73.36 15.000 - 15.499 314 39,594,208.54 3.81 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 41.70 9.235 560 71.75 15.500 - 15.999 467 58,923,835.11 5.67 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 41.23 9.753 551 72.28 16.500-16.000 - 16.499 129 14,554,206.99 1.40 352 41.76 10.253 554 72.13 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-135 14,058,282.88 1.35 355 40.50 10.725 556 73.03 17.000 - 17.499 35 3,468,151.40 0.26 29 2,777,451.40 0.27 359 41.82 11.270 560 74.17 17.500-42.19 11.269 552 73.13 17.500 - 17.999 30 2,719,675.36 23 2,056,475.36 0.20 357 40.74 11.691 359 41.37 11.694 551 69.41 18.000-68.85 18.000 - 18.499 10 658,207.29 8 530,707.29 0.05 359 36.88 12.238 37.45 12.241 543 71.04 18.500-70.09 18.500 - 18.999 6 923,045.98 0.07 0.09 359 42.20 12.756 540 79.17 ============================================================================================================================== ------------------ -------------- -------------------- ---------------- --------------- ----------- ------------- -------- ------- TOTAL: 7,920 6,017 $1,360,015,809.05 100.00 1,039,984,059.99 100.00% 356 40.58 40.62 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 587 74.36 ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF % OF PRINCIPAL RANGE OF ADJUSTABLE RATE PRINCIPAL BALANCE REMAINING MINIMUM NUMBER OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-------------------- ------------- ------------------- ---------------- ------------- --------- -------------- ------ ---------- 5.500 - 5.999 213 183 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-48,195,525.50 4.63% 353 36.67 5.907 673 73.99 6.000 - 6.499 552 127,719,528.30 9.39 413 96,962,032.51 9.32 357 39.62 6.286 631 75.99 6.500-39.94 6.277 629 76.35 6.500 - 6.999 1,304 274,131,417.90 20.16 985 204,642,458.82 19.68 356 39.55 6.766 611 76.71 7.000 - 7.499 583 113,235,019.19 10.89 355 40.14 7.271 584 74.93 7.500 - 7.999 1,390 240,248,405.25 23.10 355 41.43 7.759 571 73.63 8.000 - 8.499 475 70,836,193.20 6.81 356 42.52 8.263 564 72.63 8.500 - 8.999 877 132,446,211.97 12.74 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 41.38 8.745 562 73.36 9.000 - 9.499 314 39,594,208.54 3.81 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 41.70 9.235 560 71.75 9.500 - 9.999 467 58,923,835.11 5.67 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 41.23 9.753 551 72.28 10.500-10.000 - 10.499 129 14,554,206.99 1.40 352 41.76 10.253 554 72.13 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-135 14,058,282.88 1.35 355 40.50 10.725 556 73.03 11.000 - 11.499 35 3,468,151.40 0.26 29 2,777,451.40 0.27 359 41.82 11.270 560 74.17 11.500-42.19 11.269 552 73.13 11.500 - 11.999 30 2,719,675.36 23 2,056,475.36 0.20 357 40.74 11.691 359 41.37 11.694 551 69.41 12.000-68.85 12.000 - 12.499 10 658,207.29 8 530,707.29 0.05 359 36.88 12.238 37.45 12.241 543 71.04 12.500-70.09 12.500 - 12.999 6 923,045.98 0.07 0.09 359 42.20 12.756 540 79.17 ============================================================================================================================== ------------------- ------------- ------------------ ----------------- ---------- ------------ ------------- -------- -------- TOTAL: 7,920 6,017 $1,360,015,809.05 100.00 1,039,984,059.99 100.00% 356 40.58 40.62 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 587 74.36 ------------------- ------------- ------------------ ----------------- ---------- ------------ ------------- -------- -------- MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------- ----------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF % OF PRINCIPAL ADJUSTABLE RATE PRINCIPAL BALANCE REMAINING RANGE OF NUMBER OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV MARGINS (%) LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-------------------- ----------- ------------------- ---------------- ------------- --------- -------------- -------- ---------- 3.000 - 3.249 6 $ 988,618.69 0.07 0.10% 359 39.97 7.108 606 79.96 3.250-3.250 - 3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.500 - 3.749 4 588,462.63 0.04 2 310,962.63 0.03 359 41.76 6.551 618 70.60 3.750-44.47 6.399 614 80.37 3.750 - 3.999 1 263,261.79 0.02 0.03 359 50.00 6.500 560 85.00 4.000-4.000 - 4.249 6 924,974.18 0.07 312 45.67 7.577 3 480,574.18 0.05 343 45.34 7.652 622 76.98 4.250 - 4.499 4 1,095,897.73 0.11 359 39.12 6.997 612 77.50 4.500 - 4.749 21 4,394,699.97 0.42 359 41.80 6.419 700 77.29 4.750 - 4.999 129 22,590,964.48 2.17 355 38.71 6.716 727 80.10 5.000 - 5.249 158 32,981,282.23 3.17 354 40.91 6.718 684 79.32 5.250 - 5.499 217 42,550,040.10 4.09 353 37.88 6.702 662 78.67 5.500 - 5.749 366 79,454,410.74 7.64 356 39.22 6.955 645 80.66 5.750 - 5.999 547 101,196,844.12 9.73 355 39.45 7.055 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 77.76 6.000 - 6.249 1,609 294,367,617.38 28.31 356 40.25 7.428 590 76.11 6.250 - 6.499 530 94,248,336.58 9.06 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 40.37 7.912 568 74.19 6.500 - 6.749 1,246 194,146,642.78 18.67 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 41.99 8.366 543 70.86 6.750 - 6.999 1,173 170,366,867.72 16.38 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-42.01 8.724 538 67.51 7.000 - 7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.500 - 8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== ------------------- ------------- ------------------ ----------------- ----------- ---------- -------------- -------- ----------- TOTAL: 7,920 6,017 $1,360,015,809.05 100.00 1,039,984,059.99 100.00% 356 40.58 40.62 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 587 74.36 ------------------- ------------- ------------------ ----------------- ----------- ---------- -------------- -------- ----------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF % OF PRINCIPAL ADJUSTABLE RATE PRINCIPAL BALANCE REMAINING NEXT RATE NUMBER OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------- -------------- ------------------- --------------- ------------- --------- -------------- ------ ---------- 2006-02 1 $ 111,090.53 0.01 0.01% 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 0.05 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 0.23 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 0.07 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 0.03 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 0.24 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 3.17 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 5,389 950,180,626.19 91.36 356 40.75 7.707 7.706 586 74.15 74.11 2006-10 383 55,373,445.51 4.07 349 50,332,482.00 4.84 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== 39.10 7.835 606 76.32 ------------------- ---------------------------------- --------------- ------------- ---------- -------------- ------ ---------- TOTAL: 7,920 $1,360,015,809.05 100.00 6,017 $ 1,039,984,059.99 100.00% 356 40.58 40.62 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 587 74.36 -------------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF PRINCIPAL ADJUSTABLE RATE PRINCIPAL BALANCE REMAINING INITIAL NUMBER OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV RATE CAP (%) LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------- --------------- --------------------- ---------------- -------------- ---------- ----------- -------- ---------- 2.000 7,920 $1,360,015,809.05 100.00 6,017 $ 1,039,984,059.99 100.00% 356 40.58 7.715% 586 74.37 ============================================================================================================================== 40.62 7.715 587 74.36 ------------------- --------------- --------------------- ---------------- -------------- ---------- ----------- -------- ---------- TOTAL: 7,920 $1,360,015,809.05 100.00 6,017 $ 1,039,984,059.99 100.00% 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.62 7.715 587 74.36 ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT PRINCIPAL ADJUSTABLE RATE PRINCIPAL BALANCE REMAINING PERIODIC SUBSEQUENT NUMBER OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE RATE CAP PERIODIC MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV RATE CAP (%) LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------- ------------- --------------------- ---------------- --------------- --------- ------------ -------- ----------- 1.000 7,920 $1,360,015,809.05 100.00 6,017 $ 1,039,984,059.99 100.00% 356 40.58 7.715% 586 74.37 ============================================================================================================================== 40.62 7.715 587 74.36 ------------------- ------------- --------------------- ---------------- --------------- --------- ------------ -------- ----------- TOTAL: 7,920 $1,360,015,809.05 100.00 6,017 $ 1,039,984,059.99 100.00% 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.62 7.715 587 74.36 ------------------- ------------- --------------------- ---------------- --------------- --------- ------------ -------- ----------- GROUP I MORTGAGE LOAN STATISTICS The Initial Group I Mortgage Loans consist of 9,364 7,158 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.771,040,115,541, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Initial Group I Mortgage Loans had a first Due Date prior to March 1, 2004, 2004 or after January November 1, 20052004, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Initial Group I Mortgage Loan is December October 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------ ------------------ ---------------- ---------- ------------ ------------ -------- ----------- 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 5,541 $ 832,088,290.42 80.00% 355 40.58 7.827% 7.827 584 73.91 FIXED 2,067 272,018,913.34 1,617 208,027,250.72 20.00 326 37.66 7.318 325 37.65 7.319 672 76.16 ============================================================================================================================== 76.17 ------------------------- ----------- ------------------ --------------- ------------ -------- -------------- -------- ------------- TOTAL: 9,364 7,158 $1,360,149,506.77 100.00 350 40.00 7.7251,040,115,541.14 100.00% 349 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL REMAINING DEBT- RANGE OF PRINCIPAL BALANCE AS TERM TO TO- PRINCIPAL REMAINING PRINCIPAL BALANCES NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV MORTGAGE AT ORIGINATION ($) MORTGAGE LOANS AS OF ORIGINATION ORIGINATION (MONTHS) )* (%) )* RATES (%) FICO )* FICO* OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 )* ------------------------- --------------- ------------------ --------------- -------------- -------- ----------- ------ ------------ 50,000.01 - 100,000 3,197 100,000.00 2,517 $ 248,912,671.00 18.29 195,118,289.00 18.74% 337 37.67 8.374 596 71.17 100,001 37.74 8.346 597 71.15 100,000.01- 150,000.00 1,963 242,386,578.00 23.28 346 39.36 7.792 603 74.74 150,000.01 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 200,000.00 1,135 198,382,547.00 19.05 352 40.31 7.607 602 74.87 150,001 74.07 200,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 250,000.00 699 156,342,621.00 15.02 356 40.74 7.558 597 75.46 250,000.01 - 250,000 906 202,697,051.00 14.89 300,000.00 528 144,761,272.00 13.90 355 41.45 7.397 601 75.42 300,000.01 - 350,000.00 272 86,682,412.00 8.33 356 40.87 7.535 598 75.12 250,001 41.58 7.29 611 77.39 350,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 400,000.00 27 10,147,950.00 0.97 359 45.34 7.585 619 75.03 400,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 450,000.00 13 5,421,750.00 0.52 359 44.29 7.656 613 73.61 450,000.01 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 500,000.00 4 1,959,998.00 0.14 0.19 359 32.27 7.062 662 75.53 ============================================================================================================================== ------------------------- --------------- ------------------ --------------- -------------- -------- ----------- ------ ------------ TOTAL: 9,364 7,158 $1,361,271,535.00 100.00 350 1,041,203,417.00 100.00% 349 39.99 7.725 601 602 74.36 ------------------------------------------------------------------------------------------------------------------------------ ------------------------- --------------- ------------------ --------------- -------------- -------- ----------- ------ ------------ *Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R10
CONFORMING BALANCE. CONFORMING % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV BALANCE LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------- --------- ------------------ ------------- ------------ ------------ ------------ -------- ---------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 202 $ 16,328,386.73 6.28% 316 40.13 10.277 579 75.98 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 555 243,555,775.36 93.72 357 40.35 7.205 610 76.21 ============================================================================================================================== 76.19 -------------------------- ---------- ----------------- -------------- ------------- -------- --------------- ------- ---------- TOTAL: 10,353 757 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 259,884,162.09 100.00% 355 40.34 7.398 608 76.18 ----------------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE REMAINING DEBT- NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING RATE LOANS TERM TO TO- RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) RATES (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 ----------------------------------------- ------------------ --------------- ----------- --------- ------------ -------- --------- 11.500 - 11.999 43 $ 55,708,305.50 4.10 19,342,317.91 9.30% 353 35.98 5.901 676 74.85 12.000 - 12.499 69 29,923,283.59 14.39 359 40.25 6.270 621 74.32 12.500 - 12.999 130 55,631,844.97 26.76 359 40.26 6.749 607 77.74 13.000 - 13.499 53 22,440,595.85 10.79 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 40.84 7.271 573 75.85 13.500 - 13.999 94 41,198,029.83 19.82 359 42.07 7.747 573 75.72 14.000 - 14.499 18 8,169,871.46 3.93 359 47.50 8.267 564 75.72 14.500 - 14.999 42 19,297,053.47 9.28 359 41.20 8.728 568 76.85 15.000 - 15.499 7 3,318,696.25 1.60 359 41.96 9.190 595 76.88 15.500 - 15.999 17 7,287,982.69 3.51 359 43.64 9.765 558 75.52 16.000 - 16.499 2 755,291.31 0.36 359 40.27 10.236 573 80.46 16.500 - 16.999 1 530,802.24 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 28.00 10.800 642 90.00 -------------------------- ----------- ------------------- -------------- -------------- --------- ------------- ------- ----------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 476 $ 207,895,769.57 100.00% 358 40.77 7.266 598 76.16 ----------------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE REMAINING DEBT- NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER RATE LOANS TERM TO TO- RANGE OF MINIMUM MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME MORTGAGE MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) RATES (%) FICO OLTV (%) -------------------------------------- ------------------ --------------- ----------- --------- ------------ -------- --------- 5.500 - 5.999 43 $ 19,342,317.91 9.30% 353 35.98 5.901 676 74.85 6.000 - 6.499 69 29,923,283.59 14.39 359 40.25 6.270 621 74.32 6.500 - 6.999 130 55,631,844.97 26.76 359 40.26 6.749 607 77.74 7.000 - 7.499 53 22,440,595.85 10.79 354 40.84 7.271 573 75.85 7.500 - 7.999 94 41,198,029.83 19.82 359 42.07 7.747 573 75.72 8.000 - 8.499 18 8,169,871.46 3.93 359 47.50 8.267 564 75.72 8.500 - 8.999 42 19,297,053.47 9.28 359 41.20 8.728 568 76.85 9.000 - 9.499 7 3,318,696.25 1.60 359 41.96 9.190 595 76.88 9.500 - 9.999 17 7,287,982.69 3.51 359 43.64 9.765 558 75.52 10.000 - 10.499 2 755,291.31 0.36 359 40.27 10.236 573 80.46 10.500 - 10.999 1 530,802.24 0.26 359 28.00 10.800 642 90.00 ------------------------ ------------ ------------------- ---------------- ---------- --------- ------------ ------- ---------- TOTAL: 476 $ 207,895,769.57 100.00% 358 40.77 7.266 598 76.16 ------------------------ ------------ ------------------- ---------------- ---------- --------- ------------ ------- ---------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF ADJUSTABLE REMAINING DEBT- NUMBER OF ADJUSTABLE RATE RATE LOANS TERM TO TO- RANGE OF GROSS MORTGAGE LOANS AS OF THE AS OF THE MATURITY INCOME MORTGAGE MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) RATES(%) FICO OLTV (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000---------------------- --------------- ------------------ --------------- ----------- --------- ------------ -------- --------- 3.000 - 3.249 6 1 $ 988,618.69 0.07 435,605.85 0.21% 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 49.00 6.500 646 80.74 4.000 - 4.249 1 356,748.03 0.17 359 49.00 7.750 609 85.00 4.250 - 4.499 1 441,665.35 0.21 359 41.00 7.400 568 73.67 4.500 - 4.749 4 588,462.63 0.04 1,728,343.54 0.83 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 45.40 6.237 711 72.15 4.750 - 4.999 13 5,349,204.19 2.57 359 50.00 41.16 6.513 723 75.55 5.000 - 5.249 15 7,143,626.10 3.44 359 44.66 6.314 684 79.79 5.250 - 5.499 22 10,657,058.48 5.13 349 33.40 6.242 665 75.75 5.500 - 5.749 59 26,305,245.18 12.65 359 38.78 6.897 648 81.34 5.750 - 5.999 44 18,588,805.04 8.94 359 39.91 6.859 614 78.21 6.000 - 6.249 170 74,782,016.94 35.97 358 41.22 7.215 588 76.18 6.250 - 6.499 41 17,319,709.69 8.33 357 40.88 7.585 573 77.74 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 - 6.749 65 28,033,549.42 13.48 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-40.91 7.901 544 71.90 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 40 16,754,191.76 8.06 359 25.00 10.450 529 75.00 ============================================================================================================================== 44.50 8.546 530 70.28 --------------------- ------------- ------------------ ----------------- ------------ --------- ------------ -------- ---------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 476 $ 207,895,769.57 100.00% 358 40.77 7.266 598 76.16 --------------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE REMAINING DEBT- NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF RATE LOANS TERM TO TO- NEXT RATE ADJUSTMENT MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT MORTGAGE DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%RATES(%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT---------------------- -------------- ------------------ --------------- ----------- --------- ------------ -------- --------- 2006-OFF DATE CUT04 3 $ 1,154,892.75 0.56% 354 49.12 7.469 526 77.77 2006-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 07 2 690,618.82 0.33 357 25.92 7.252 589 89.83 2006-08 10 4,094,656.07 1.97 358 40.37 7.349 579 70.96 2006-09 434 190,553,010.93 91.66 358 40.93 7.264 599 76.22 2006-10 27 11,402,591.00 5.48 360 38.33 7.258 601 76.16 ---------------------- ------------ ------------------- ---------------- ----------- --------- ------------ --------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715476 $ 207,895,769.57 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 358 40.77 7.266 598 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.---------------------- ------------ ------------------- ---------------- ----------- --------- ------------ --------- ---------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R10
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 3,649 $ 471,290,900.20 100.00% 356 38.43% 7.523% 606 82.69% ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 3,649 $ 471,290,900.20 100.00% 356 38.43% 7.523% 606 82.69% ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 24 $ 4,582,347.18 1.20% 359 35.28% 5.420% 642 78.38% 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-133 24,524,064.17 6.45 357 38.43 5.724 632 75.45 12.000 - 12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-186 32,262,906.48 8.48 358 38.79 6.255 624 79.26 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-421 64,470,835.10 16.95 359 38.69 6.749 620 82.97 13.000 - 13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-435 60,878,221.05 16.00 359 39.10 7.254 609 83.72 13.500 - 13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-546 73,616,406.06 19.35 358 37.64 7.735 599 85.18 14.000 - 14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-373 43,933,973.99 11.55 358 38.25 8.223 589 85.21 14.500 - 14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-332 38,113,884.39 10.02 359 38.08 8.712 576 85.29 15.000 - 15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-199 21,522,284.61 5.66 359 37.91 9.193 573 84.84 15.500 - 15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-93 9,842,140.57 2.59 359 38.72 9.733 558 82.39 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-30 2,884,524.22 0.76 359 40.07 10.173 549 73.87 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17 1,975,610.74 0.52 359 38.17 10.704 534 74.14 17.000 - 17.499 35 3,468,151.40 0.26 6 795,763.28 0.21 359 41.82 11.270 560 74.17 17.500-48.66 11.057 529 69.37 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-6 546,753.42 0.14 359 44.00 11.721 516 63.02 18.000 - 18.499 10 658,207.29 0.05 5 452,603.78 0.12 358 40.37 12.143 517 63.04 18.500 - 18.999 1 67,583.27 0.02 359 36.88 12.238 45.00 12.650 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 65.00 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,807 $ 380,469,902.31 100.00% 358 38.39% 7.549% 602 83.05% ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------ 5.000 - 5.499 24 $ 4,582,347.18 1.20% 359 35.28% 5.420% 642 78.38% 5.500 - 5.999 133 24,524,064.17 6.45 357 38.43 5.724 632 75.45 6.000 - 6.499 186 32,262,906.48 8.48 358 38.79 6.255 624 79.26 6.500 - 6.999 421 64,470,835.10 16.95 359 38.69 6.749 620 82.97 7.000 - 7.499 435 60,878,221.05 16.00 359 39.10 7.254 609 83.72 7.500 - 7.999 546 73,616,406.06 19.35 358 37.64 7.735 599 85.18 8.000 - 8.499 373 43,933,973.99 11.55 358 38.25 8.223 589 85.21 8.500 - 8.999 332 38,113,884.39 10.02 359 38.08 8.712 576 85.29 9.000 - 9.499 199 21,522,284.61 5.66 359 37.91 9.193 573 84.84 9.500 - 9.999 93 9,842,140.57 2.59 359 38.72 9.733 558 82.39 10.000 - 10.499 30 2,884,524.22 0.76 359 40.07 10.173 549 73.87 10.500 - 10.999 17 1,975,610.74 0.52 359 38.17 10.704 534 74.14 11.000 - 11.499 6 795,763.28 0.21 359 48.66 11.057 529 69.37 11.500 - 11.999 6 546,753.42 0.14 359 44.00 11.721 516 63.02 12.000 - 12.499 5 452,603.78 0.12 358 40.37 12.143 517 63.04 12.500 - 12.999 1 67,583.27 0.02 359 45.00 12.650 543 65.00 ------------------------------------------------------------------------------------------------------------------------------------ Total: 2,807 $ 380,469,902.31 100.00% 358 38.39% 7.549% 602 83.05% ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-5.999 213 RATE LOANS ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 58 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 6,359,326.32 1.67% 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 38.96% 7.636% 595 85.49% 5.000 - 5.249 93 14,712,811.02 3.87 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 37.67 7.371 635 86.57 5.500 - 5.749 135 22,291,845.33 5.86 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 40.07 7.675 599 82.05 6.000 - 6.249 2,468 329,085,317.66 86.49 358 38.21 7.516 602 83.19 6.500 - 6.749 27 3,699,587.42 0.97 358 37.20 7.951 561 73.28 7.000 - 7.249 26 4,321,014.56 1.14 359 42.20 12.756 540 79.17 45.79 9.551 536 69.83 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 2,807 $ 380,469,902.31 100.00% 358 38.39% 7.549% 602 83.05% ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000------------------------------------------------------------------------------------------------------------------------------------ 2006-3.249 6 04 11 $ 988,618.69 0.07 1,180,612.69 0.31% 353 37.82% 7.382% 574 77.51% 2006-05 17 1,324,245.20 0.35 354 38.53 7.901 558 81.67 2006-06 12 1,465,049.57 0.39 355 42.98 7.514 553 78.34 2006-07 22 3,256,095.03 0.86 356 43.50 7.763 565 86.00 2006-08 14 2,277,268.55 0.60 357 40.17 7.771 573 82.04 2006-09 230 29,432,518.02 7.74 357 37.91 7.416 592 82.37 2006-10 1,670 227,027,922.28 59.67 359 39.97 7.108 606 79.96 3.25038.59 7.587 602 82.86 2006-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.50011 167 17,482,285.00 4.59 358 38.33 7.923 600 82.37 2007-3.749 04 4 588,462.63 0.04 773,004.38 0.20 353 46.22 7.056 571 76.45 2007-06 4 723,385.32 0.19 355 31.34 6.707 568 85.15 2007-07 7 1,253,820.22 0.33 356 38.46 7.379 611 83.06 2007-08 4 971,126.10 0.26 357 33.91 8.153 609 88.67 2007-09 66 8,493,131.14 2.23 358 35.72 7.507 588 83.48 2007-10 503 76,052,042.81 19.99 359 41.76 6.551 618 70.60 3.75038.48 7.402 615 84.34 2007-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 11 76 8,757,396.00 2.30 358 34.04 7.481 595 80.54 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT 2,807 $ 380,469,902.31 100.00% 358 38.39% 7.549% 602 83.05% ------------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE ADJUSTMENT DATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 ------------------------------------------------------------------------------------------------------------------------------------ 2.000 2,807 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 380,469,902.31 100% 358 38.39% 7.549% 602 83.05% ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL 2,807 $ 380,469,902.31 100% 358 38.39% 7.549% 602 83.05% ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL SUBSEQUENT PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715------------------------------------------------------------------------------------------------------------------------------------ 1.000 2,807 $ 380,469,902.31 100% 586 74.37 358 38.39% 7.549% 602 83.05% ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.7152,807 $ 380,469,902.31 100% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF 358 38.39% OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.7157.549% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715602 83.05% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Wwf1
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 Balance 18,447 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 2,748,442,071.39 79.66% 357 38.84% 7.517% 608 82.82% ------------------------------------------------------------------------------------------------------------------------------------ Non-Conforming Balance 728 318,514,875.35 18.74 1,696 701,558,953.52 20.34 358 40.17 7.208 610 76.21 40.40 7.063 620 83.36 ==================================================================================================================================== TOTAL: 10,353 20,143 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 3,450,001,024.91 100.00% 357 39.16% 7.425% 610 82.93% ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 139 $ 34,530,830.90 1.24% 358 41.23% 5.403% 640 79.74% 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-789 191,078,692.23 6.88 358 40.08 5.745 633 78.10 12.000 - 12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-1,250 268,806,626.76 9.68 358 39.12 6.254 633 81.03 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 2,462 498,159,765.67 17.94 359 39.20 6.748 621 82.48 13.000 - 13.499 2,329 423,167,508.58 15.24 359 39.20 7.241 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-83.99 13.500 - 13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-3,209 553,437,623.86 19.93 359 39.07 7.741 598 85.59 14.000 - 14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-1,961 316,422,331.78 11.39 359 39.13 8.227 589 85.95 14.500 - 14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-1,799 268,745,946.49 9.68 358 38.70 8.710 580 86.16 15.000 - 15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-879 118,007,191.74 4.25 359 38.57 9.207 570 85.11 15.500 - 15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-436 59,603,526.60 2.15 359 40.62 9.720 557 81.92 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-147 20,700,144.85 0.75 359 39.76 10.196 553 78.53 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-93 15,048,793.57 0.54 358 41.41 10.695 536 72.30 17.000 - 17.499 35 3,468,151.40 0.26 31 4,953,382.33 0.18 359 41.82 11.270 560 74.17 17.500-40.74 11.138 524 68.98 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-24 3,449,313.76 0.12 359 40.89 11.639 526 71.03 18.000 - 18.499 10 658,207.29 0.05 951,502.91 0.03 359 36.88 12.238 39.39 12.168 517 71.21 18.500 - 18.999 1 67,583.27 0.00 359 45.00 12.650 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 65.00 ==================================================================================================================================== TOTAL: 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,777,130,765.30 100.00% 359 39.22% 7.477% 605 83.58% ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 139 $ 34,530,830.90 1.24% 358 41.23% 5.403% 640 79.74% 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-789 191,078,692.23 6.88 358 40.08 5.745 633 78.10 6.000 - 6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-1,250 268,806,626.76 9.68 358 39.12 6.254 633 81.03 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 2,462 498,159,765.67 17.94 359 39.20 6.748 621 82.48 7.000 - 7.499 2,329 423,167,508.58 15.24 359 39.20 7.241 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-83.99 7.500 - 7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-3,209 553,437,623.86 19.93 359 39.07 7.741 598 85.59 8.000 - 8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-1,961 316,422,331.78 11.39 359 39.13 8.227 589 85.95 8.500 - 8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-1,799 268,745,946.49 9.68 358 38.70 8.710 580 86.16 9.000 - 9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-879 118,007,191.74 4.25 359 38.57 9.207 570 85.11 9.500 - 9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-436 59,603,526.60 2.15 359 40.62 9.720 557 81.92 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-147 20,700,144.85 0.75 359 39.76 10.196 553 78.53 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-93 15,048,793.57 0.54 358 41.41 10.695 536 72.30 11.000 - 11.499 35 3,468,151.40 0.26 31 4,953,382.33 0.18 359 41.82 11.270 560 74.17 11.500-40.74 11.138 524 68.98 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-24 3,449,313.76 0.12 359 40.89 11.639 526 71.03 12.000 - 12.499 10 658,207.29 0.05 951,502.91 0.03 359 36.88 12.238 39.39 12.168 517 71.21 12.500 - 12.999 1 67,583.27 0.00 359 45.00 12.650 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 65.00 ==================================================================================================================================== TOTAL: 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,777,130,765.30 100.00% 359 39.22% 7.477% 605 83.58% ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 263 $ 988,618.69 0.07 44,711,484.31 1.61% 357 38.79% 7.351% 611 85.16% 4.750 - 4.999 1 212,503.93 0.01 353 53.00 10.050 512 70.00 5.000 - 5.249 670 118,627,799.84 4.27 359 39.97 7.108 606 79.96 3.250-3.499 38.11 7.522 626 86.27 5.500 - 5.749 767 159,200,680.84 5.73 359 40.03 7.567 601 83.08 6.000 - 6.249 13,569 2,404,323,484.79 86.58 359 39.20 7.445 605 83.63 6.250 - 6.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 553,774.73 0.02 359 50.00 45.91 6.481 577 88.69 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-- 6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-162 26,583,436.08 0.96 358 38.98 8.187 570 79.13 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 279,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 43.00 6.250 612 89.71 7.000 - 7.249 123 22,638,600.78 0.82 359 25.00 10.450 529 75.00 42.67 9.379 535 69.68 ==================================================================================================================================== TOTAL: 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,777,130,765.30 100.00% 359 39.22% 7.477% 605 83.58% ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 ---------------------------------------------------------------------------------------------------------------------------------- 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2 $ 589,008.85 0.02% 352 47.09% 5.821% 598 78.84% 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 47 7,394,549.56 0.27 353 40.88 7.567 557 78.28 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 47 5,008,859.17 0.18 354 39.65 7.494 577 82.63 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 108 18,039,363.05 0.65 355 40.13 7.529 574 77.95 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 150 27,116,866.41 0.98 354 40.03 7.694 580 83.03 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 83 14,356,912.94 0.52 357 40.21 7.476 591 85.26 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 1,144 187,973,686.26 6.77 358 39.33 7.460 592 83.20 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 8,999 1,612,549,818.67 58.07 359 39.36 7.493 604 83.37 2006-11 25 4,341,967.29 931 164,152,760.00 5.91 360 39.49 7.743 598 84.76 2007-03 2 193,107.03 0.01 352 25.04 7.976 580 87.24 2007-04 16 2,729,117.80 0.10 353 39.03 7.030 580 80.26 2007-05 10 1,484,356.40 0.05 348 35.97 6.759 601 84.82 2007-06 28 5,185,353.02 0.19 355 39.70 7.482 578 83.27 2007-07 55 9,133,675.87 0.33 356 40.75 7.336 601 79.84 2007-08 38 8,809,336.38 0.32 355 41.06 7.803 584 71.11 2006357 40.00 7.327 599 83.49 2007-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 09 367 60,784,202.37 2.19 358 39.79 7.337 602 83.49 2007-10 3,191 588,017,552.52 21.17 359 38.63 7.372 617 84.10 2007-11 341 63,612,239.00 2.29 359 38.36 7.493 612 84.92 ================================================================================================================================== TOTAL: 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,777,130,765.30 100.00% 359 39.22% 7.477% 605 83.58% ---------------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.7152,777,130,765.30 100.00% 586 74.37 359 39.22% 7.477% 605 83.58% ==================================================================================================================================== TOTAL: 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.7152,777,130,765.30 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.22% 7.477% 605 83.58% ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP SUBSEQUENT PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.7152,777,130,765.30 100.00% 586 74.37 359 39.22% 7.477% 605 83.58% ==================================================================================================================================== TOTAL: 7,920 15,559 $1,360,015,809.05 100.00 356 40.58 7.7152,777,130,765.30 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.22% 7.477% 605 83.58% ------------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Initial Group I Mortgage Loans consist of 9,364 14,647 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77$ 2,260,929,084, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Initial Group I Mortgage Loans had a first Due Date prior to March April 1, 2004, 2004 or after January December 1, 2005, 2004 or will have a remaining term to stated maturity of less than 116 173 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Initial Group I Mortgage Loan is December November 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 ------------------------------------------------------------------------------------------------------------------------------------ 2-yr Fixed/ 8,304 $1,088,130,593.43 80.00 356 40.58 7.8271,319,990,599.29 58.38% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 359 39.04% 7.586% 601 83.30% Adjustable Rate 3-year Fixed/ Adjustable Rate 3,068 515,274,069.50 22.79 358 38.43 7.386 613 83.74 Fixed 3,275 425,664,415.23 18.83 349 39.24 7.376 625 80.18 ==================================================================================================================================== TOTAL: 9,364 14,647 $1,360,149,506.77 100.00 350 40.00 7.7252,260,929,084.02 100.00% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 357 38.94% 7.501% 608 82.81% ------------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING RANGE OF PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) )* (%) )* (%) FICO )* FICO* (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 )* ------------------------------------------------------------------------------------------------------------------------------------ <=50,000.00 633 $ 22,459,539.00 0.99% 350 36.40% 10.782% 634 93.81% 50,000.01 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 100,000.00 3,606 275,509,672.00 12.17 354 36.38 8.099 602 83.65 100,000.01 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 150,000.00 3,808 475,293,407.00 21.00 356 38.16 7.654 602 74.87 150,001 83.38 150,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 200,000.00 2,814 489,570,697.00 21.63 358 38.97 7.479 605 82.33 200,000.01 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 250,000.00 1,767 395,820,867.00 17.49 358 39.96 7.301 608 81.80 250,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 300,000.00 1,234 338,350,430.00 14.95 358 40.51 7.174 607 82.01 300,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 350,000.00 604 192,454,575.00 8.50 357 40.26 7.117 620 83.61 350,000.01 - 400,000 30 11,293,368.00 0.83 400,000.00 105 39,718,593.00 1.76 358 38.80 7.139 648 83.88 400,000.01 - 450,000.00 46 19,265,487.00 0.85 359 43.74 7.534 622 75.01 400,001 37.73 6.832 656 82.70 450,000.01 - 450,000 14 5,822,750.00 0.43 500,000.00 25 12,026,169.00 0.53 359 44.27 7.552 624 73.34 450,001 35.53 6.815 639 78.83 500,000.01 - 500,000 550,000.00 4 1,959,998.00 0.14 2,030,500.00 0.09 359 32.27 7.062 662 75.53 34.23 6.780 712 85.66 600,000.01 - 650,000.00 1 639,999.00 0.03 359 47.00 6.500 669 82.58 ==================================================================================================================================== TOTAL: 9,364 14,647 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *2,263,139,935.00 100.00% 357 38.94% 7.501% 608 82.81% ------------------------------------------------------------------------------------------------------------------------------------ * Based on the original balances of the Initial Mortgage Loans.
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Wwf1
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 3,359 $ 448,562,697.24 35.13 358 37.99 8.131 598 85.11 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 1,900 828,364,268.08 64.87 359 39.75 6.780 618 82.26 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 5,259 $1,699,990,769.94 1,276,926,965.32 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 358 39.13 7.255 611 83.26 -------------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING ADJUSTABLE RATE TERM TO DEBT- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 -------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 71 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 26,979,439.99 2.64 359 39.99 5.327 633 80.19 11.500 - 11.999 255 96,569,133.09 9.46 360 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 5.790 624 81.11 12.000 - 12.499 332 112,192,007.80 10.99 360 39.40 6.243 622 82.33 12.500 - 12.999 568 175,888,173.88 17.23 360 40.24 6.755 607 83.22 13.000 - 13.499 484 126,068,334.65 12.35 360 38.83 7.239 611 86.34 13.500 - 13.999 633 155,151,927.52 15.20 360 39.04 7.725 592 85.30 14.000 - 14.499 394 92,280,532.46 9.04 360 39.85 8.213 590 87.46 14.500 - 14.999 821 130,575,764.06 12.79 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 38.35 8.735 585 87.49 15.000 - 15.499 411 58,930,449.76 5.77 360 38.82 9.196 581 87.36 15.500 - 15.999 188 27,009,110.23 2.65 360 39.44 9.675 567 84.20 16.000 - 16.499 73 9,828,869.17 0.96 360 37.77 10.190 549 77.84 16.500 - 16.999 38 5,302,319.39 0.52 358 40.70 10.694 537 74.91 17.000 - 17.499 17 2,405,319.09 0.24 360 40.50 11.131 527 78.63 17.500 - 17.999 10 658,207.29 1,291,295.85 0.13 360 34.26 11.723 522 70.22 18.000 - 18.499 4 469,000.00 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 360 35.58 12.230 508 56.81 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 4,299 $1,360,015,809.05 1,020,941,676.94 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 360 39.30 7.453 601 84.60 -------------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE ADJUSTABLE RATE TERM TO DEBT- MORTGAGE RANGE OF MINIMUM MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) -------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 71 $ 26,979,439.99 2.64 359 39.99 5.327 633 80.19 5.500 - 5.999 255 96,569,133.09 9.46 360 39.46 5.790 624 81.11 6.000 - 6.499 332 112,192,007.80 10.99 360 39.40 6.243 622 82.33 6.500 - 6.999 568 175,888,173.88 17.23 360 40.24 6.755 607 83.22 7.000 - 7.499 484 126,068,334.65 12.35 360 38.83 7.239 611 86.34 7.500 - 7.999 633 155,151,927.52 15.20 360 39.04 7.725 592 85.30 8.000 - 8.499 394 92,280,532.46 9.04 360 39.85 8.213 590 87.46 8.500 - 8.999 821 130,575,764.06 12.79 359 38.35 8.735 585 87.49 9.000 - 9.499 411 58,930,449.76 5.77 360 38.82 9.196 581 87.36 9.500 - 9.999 188 27,009,110.23 2.65 360 39.44 9.675 567 84.20 10.000 - 10.499 73 9,828,869.17 0.96 360 37.77 10.190 549 77.84 10.500 - 10.999 38 5,302,319.39 0.52 358 40.70 10.694 537 74.91 11.000 - 11.499 17 2,405,319.09 0.24 360 40.50 11.131 527 78.63 11.500 - 11.999 10 1,291,295.85 0.13 360 34.26 11.723 522 70.22 12.000 - 12.499 4 469,000.00 0.05 360 35.58 12.230 508 56.81 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 4,299 $1,020,941,676.94 100 360 39.30 7.453 601 84.60 -------------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 -------------------------------------------------------------------------------------------------------------------------------- 4.500 - 4.749 46 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 9,821,860.44 0.96 357 38.07 7.190 594 82.63 5.000 - 5.249 296 57,791,101.68 5.66 360 38.97 7.900 612 86.27 5.500 - 5.749 291 70,879,010.81 6.94 360 40.18 7.708 611 84.96 6.000 - 6.249 3,567 864,034,731.85 84.63 360 39.22 7.386 600 84.61 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 - 6.749 62 10,850,084.31 1.06 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-40.83 7.795 587 82.98 7.000 - 7.249 1 91,000.00 0.01 37 7,564,887.85 0.74 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 42.18 9.161 540 72.01 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 4,299 $1,360,015,809.05 1,020,941,676.94 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 360 39.30 7.453 601 84.60 -------------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE NEXT RATE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2006-01 3 $ 392,582.18 0.04 349 47.96 7.393 544 81.13 2006-02 1 $ 111,090.53 98,024.60 0.01 352 45.00 5.990 608 80.00 350 50.00 6.175 758 87.61 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2 522,286.89 0.05 352 34.34 5.982 616 79.47 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 13 4,061,270.67 0.40 353 41.21 7.208 570 82.25 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 9 1,911,510.66 0.19 354 38.19 6.836 570 77.73 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 7 1,203,968.72 0.12 355 32.32 7.928 546 74.61 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 5 531,131.56 0.05 356 36.94 7.511 621 86.91 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 10 2,030,961.58 0.20 357 43.05 7.789 606 85.91 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 20 5,359,559.08 0.52 358 41.43 6.386 624 86.45 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 360 82,714,403.64 8.10 358 39.82 7.470 603 84.60 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2,160 527,955,648.05 51.71 360 39.32 7.516 598 84.67 2006-12 1,817 306,055,796.00 22.50 618 126,105,595.00 12.35 360 38.67 7.435 598 84.63 2007-02 2 133,849.94 0.01 350 36.86 9.970 580 71.38 2007-04 7 1,929,905.96 0.19 353 44.02 6.683 620 86.27 2007-05 4 916,331.95 0.09 354 26.68 6.441 637 82.60 2007-06 1 192,957.97 0.02 355 49.00 8.950 616 90.00 2007-07 1 101,288.17 0.01 356 47.00 9.275 514 79.92 2007-08 5 951,242.71 0.09 357 40.46 7.718 586 74.23 ============================================================================================================================== 34.55 8.192 606 89.15 2007-09 7 1,181,692.19 0.12 358 36.64 7.014 630 86.24 2007-10 111 27,095,799.84 2.65 359 39.27 7.254 622 85.30 2007-11 746 190,031,597.58 18.61 360 39.37 7.386 606 84.18 2007-12 207 45,520,068.00 4.46 360 39.40 7.327 609 85.47 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 4,299 $1,360,015,809.05 1,020,941,676.94 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 360 39.30 7.453 601 84.60 -------------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE INITIAL PERIODIC MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2.000 7,920 4,299 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 1,020,941,676.94 100 360 39.30 7.453 601 84.60 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 4,299 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,020,941,676.94 100 360 39.30 7.453 601 84.60 -------------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.LOANS
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Whq2
CONFORMING BALANCE. PRINCIPAL % OF REMAINING BALANCE PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ---------- --------------- ------------ ---------------- --------- ------- ----- ----- ----- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 16,993 $ 2,422,815,336.93 80.76% 354 38.39 7.625 620 83.70 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 1,352 577,184,634.10 19.24 357 40.48 7.074 632 84.60 ============================================================================================================= ================== ======= === ===== ===== === ===== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 18,345 $ 2,999,999,971.03 100.00% 354 38.79 7.519 622 83.87 MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------- PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING TERM TO DEBT-TO- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV (%MORTGAGE RATES(%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------ --------------- ------------ ---------------- --------- ------- ----- ----- -------- 10.000 - 10.499 1 $ 429,690.91 0.02% 356 49.00 4.450 664 83.08 10.500 - 10.999 20 4,676,772.97 0.22 352 43.26 4.844 650 78.51 11.000 - 11.499 115 26,875,349.88 1.25 354 39.75 5.297 658 78.84 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-501 114,141,088.86 5.30 357 40.02 5.790 658 81.28 12.000 - 12.499 552 127,719,528.30 9.39 754 154,000,056.84 7.15 357 39.62 6.286 631 75.99 12.500-40.14 6.263 646 82.57 12.500 - 12.999 1,304 274,131,417.90 20.16 1,720 336,607,068.52 15.62 358 39.29 6.760 641 84.83 13.000 - 13.499 1,870 345,376,685.07 16.03 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-39.00 7.245 629 86.27 13.500 - 13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-2,621 443,993,550.84 20.60 357 38.43 7.743 616 87.25 14.000 - 14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-1,943 298,093,651.11 13.83 358 38.58 8.225 607 87.85 14.500 - 14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-1,709 249,795,266.78 11.59 358 37.91 8.706 594 87.70 15.000 - 15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-742 99,214,353.89 4.60 358 39.16 9.209 584 86.87 15.500 - 15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-315 42,469,406.37 1.97 358 39.01 9.725 568 82.75 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 141 18,539,673.50 0.86 358 41.52 10.223 551 72.28 16.500-76.29 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-80 11,105,024.02 0.52 358 41.82 10.730 546 69.15 17.000 - 17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-44 5,077,764.56 0.24 358 41.70 11.240 536 64.83 17.500 - 17.999 30 2,719,675.36 0.20 3,296,504.72 0.15 357 40.74 11.691 551 69.41 18.000-36.13 11.711 532 65.27 18.000 - 18.499 10 658,207.29 11 981,186.20 0.05 358 46.23 12.103 532 70.02 18.500 - 18.999 5 433,747.85 0.02 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 45.09 12.701 527 60.14 ============================================================================================================= ================== ======= === ===== ====== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 12,622 $ 2,155,106,842.89 100.00% 357 38.95 7.602 620 85.68 MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------- PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%RATES(%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------ --------------- ------------ ---------------- --------- ------- ----- ----- -------- 4.000 - 4.499 1 $ 429,690.91 0.02% 356 49.00 4.450 664 83.08 4.500 - 4.999 20 4,676,772.97 0.22 352 43.26 4.844 650 78.51 5.000 - 5.499 115 26,875,349.88 1.25 354 39.75 5.297 658 78.84 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-501 114,141,088.86 5.30 357 40.02 5.790 658 81.28 6.000 - 6.499 552 127,719,528.30 9.39 754 154,000,056.84 7.15 357 39.62 6.286 631 75.99 6.500-40.14 6.263 646 82.57 6.500 - 6.999 1,304 274,131,417.90 20.16 1,720 336,607,068.52 15.62 358 39.29 6.760 641 84.83 7.000 - 7.499 1,870 345,376,685.07 16.03 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-39.00 7.245 629 86.27 7.500 - 7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-2,621 443,993,550.84 20.60 357 38.43 7.743 616 87.25 8.000 - 8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-1,943 298,093,651.11 13.83 358 38.58 8.225 607 87.85 8.500 - 8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-1,709 249,795,266.78 11.59 358 37.91 8.706 594 87.70 9.000 - 9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-742 99,214,353.89 4.60 358 39.16 9.209 584 86.87 9.500 - 9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-315 42,469,406.37 1.97 358 39.01 9.725 568 82.75 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 141 18,539,673.50 0.86 358 41.52 10.223 551 72.28 10.500-76.29 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-80 11,105,024.02 0.52 358 41.82 10.730 546 69.15 11.000 - 11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-44 5,077,764.56 0.24 358 41.70 11.240 536 64.83 11.500 - 11.999 30 2,719,675.36 0.20 3,296,504.72 0.15 357 40.74 11.691 551 69.41 12.000-36.13 11.711 532 65.27 12.000 - 12.499 10 658,207.29 11 981,186.20 0.05 358 46.23 12.103 532 70.02 12.500 - 12.999 5 433,747.85 0.02 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 45.09 12.701 527 60.14 ============================================================================================================= ================== ======= === ===== ====== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 12,622 $ 2,155,106,842.89 100.00% 357 38.95 7.602 620 85.68 MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) )* (%) )* FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 )* ----------------- --------------- ------------ ---------------- --------- ------- ----- ----- -------- 4.500 - 4.749 1,332 $ 988,618.69 0.07 198,026,320.70 9.19% 355 38.61 7.529 605 84.86 4.750 - 4.999 2 384,328.95 0.02 357 45.00 6.450 557 81.61 5.000 - 5.249 4 639,468.45 0.03 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 40.84 9.154 628 91.89 5.500 - 5.749 811 164,779,273.73 7.65 358 40.12 7.482 605 84.26 5.750 - 5.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 280,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 45.00 6.650 774 80.00 6.000 - 6.249 9,828 1,681,699,831.97 78.03 358 38.87 7.616 624 86.16 6.250 - 6.499 7 880,446.54 0.04 355 36.42 8.514 584 78.72 6.500 - 6.749 540 92,023,941.09 4.27 354 38.62 7.333 606 84.11 6.750 - 6.999 1 93,712.34 119,295.36 0.01 359 25.00 10.450 529 75.00 354 48.00 6.250 624 88.24 7.000 - 7.249 96 16,273,936.10 0.76 358 41.09 9.708 539 69.68 ============================================================================================================= ================== ======= === ===== ===== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 12,622 $ 2,155,106,842.89 100.00% 357 38.95 7.602 620 85.68 NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------- PRINCIPAL BALANCE OF % OF ADJUSTABLE REMAINING NEXT RATE BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE ADJUSTMENT NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) )* (%) )* FICO (%) ------------------------------------------------------------------------------------------------------------------------------ )* --------- --------------- ------------ ---------------- --------- ------- ----- ----- -------- 2005-12 13 $ 2,620,271.74 0.12% 351 40.54 7.454 600 87.46 2006-01 170 28,693,244.02 1.33 351 39.64 7.422 586 84.04 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 130 21,868,164.04 1.01 353 38.39 7.131 613 85.41 2006-03 3 520,676.90 0.04 243 38,736,368.78 1.80 353 43.98 8.023 566 75.22 38.41 7.241 606 83.83 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 368 53,297,688.19 2.47 354 38.89 7.569 593 85.30 2006-05 4 762,197.44 0.06 385 57,872,084.62 2.69 355 49.37 8.170 621 77.03 39.02 7.432 608 82.43 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 785 132,234,300.75 6.14 357 39.57 7.592 607 85.24 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 4,864 820,002,484.75 38.05 358 39.07 7.608 623 85.84 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2,477 444,294,821.28 20.62 359 39.04 7.651 616 85.30 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 296 47,138,065.00 2.19 359 38.07 7.838 597 81.89 2006-12 1,817 306,055,796.00 22.50 1 211,526.71 0.01 351 45.00 7.450 589 74.74 2007-01 11 2,372,197.57 0.11 352 31.03 7.243 592 88.82 2007-02 20 4,165,336.44 0.19 353 41.56 7.013 618 88.18 2007-03 32 6,523,358.30 0.30 354 36.21 7.212 626 90.69 2007-04 96 15,464,932.59 0.72 355 38.79 7.619 606 85.98 2007-05 98 14,279,185.40 0.66 356 42.81 7.422 585 81.83 2007-06 216 39,661,628.53 1.84 357 40.46 7.718 586 74.23 39.88 7.624 615 86.69 2007-07 1,512 269,270,526.90 12.49 358 38.31 7.607 638 87.01 2007-08 809 142,637,949.28 6.62 359 38.49 7.650 630 87.30 2007-09 96 13,762,708.00 0.64 360 39.32 7.902 605 84.03 ============================================================================================================= ================== ======= === ===== ===== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 12,622 $ 2,155,106,842.89 100.00% 357 38.95 7.602 620 85.68 INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ )* --------------- --------------- ------------ ---------------- --------- ------- ----- ----- -------- 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.71512,622 $ 2,155,106,842.89 100.00% 586 74.37 357 38.95 7.602 620 85.68 ============================================================================================================= ================== ====== === ===== ===== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.71512,622 $ 2,155,106,842.89 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 357 38.95 7.602 620 85.68 SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------- PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RATE CAP MORTGAGE INITIAL PERIODIC NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ )* --------------- --------------- ------------ ---------------- --------- ------- ----- ----- -------- 1.000 7,920 12,622 $1,360,015,809.05 100.00 356 40.58 7.7152,155,106,842.89 100.00% 586 74.37 357 38.95 7.602 620 85.68 ============================================================================================================== ================= ====== === ===== ===== === ===== TOTAL: 7,920 12,622 $1,360,015,809.05 100.00 356 40.58 7.7152,155,106,842.89 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 357 38.95 7.602 620 85.68 GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 14,253 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, 2,126,722,864 after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March January 1, 2004 or after October 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 172 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December September 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ --------------- PRINCIPAL % OF REMAINING BALANCE PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ )* --------------- --------------- ------------ ---------------- --------- ------- ----- ----- -------- 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.8277,846 $ 1,166,072,352.64 54.83% 584 73.91 357 38.69 7.700 619 84.33 3 YEAR ARMS 2,280 367,005,683.72 17.26 358 38.27 7.671 629 86.94 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 4,127 593,644,827.33 27.91 345 38.19 7.361 626 81.07 ============================================================================================================= ================== ======= === ===== ===== === ===== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.72514,253 $ 2,126,722,863.69 100.00% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 354 38.48 7.601 623 83.87 PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ --------------------------------- PRINCIPAL % OF REMAINING RANGE OF PRINCIPAL BALANCE PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE BALANCES BALANCE AT MORTGAGE NUMBER OF AS OF THE BALANCE AS OF MATURITY INCOME RATES OLTV ORIGINATION ($ORGINATION(%) MORTGAGE LOANS ORIGINATION ORIGINATION CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) )* (%) FICO )* FICO* (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 )* --------------- --------------- ------------ ---------------- --------- ------- ----- ----- -------- <= 50,000.01 433 $ 16,213,281.00 0.76% 340 36.49 10.198 635 42.85 50,000.01 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 100,000.00 4,186 319,473,575.00 14.99 349 36.40 8.140 613 81.62 100,000.01 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 150,000.00 3,823 475,204,738.00 22.30 353 37.45 7.741 618 84.44 150,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 200,000.00 2,506 435,362,436.00 20.43 355 38.97 7.569 620 84.44 200,000.01 - 250,000 906 202,697,051.00 14.89 250,000.00 1,489 334,178,386.00 15.68 356 40.87 7.535 598 75.12 250,001 39.56 7.408 626 84.77 250,000.01 - 300,000 675 184,908,229.00 13.58 300,000.00 1,057 288,716,692.00 13.55 356 41.63 7.410 601 75.15 300,001 39.82 7.288 625 84.59 300,000.01 - 350,000 331 105,337,098.00 7.74 350,000.00 530 169,313,187.00 7.94 356 41.50 7.273 611 77.26 350,001 39.54 7.188 635 85.64 350,000.01 - 400,000 30 11,293,368.00 0.83 400,000.00 131 49,103,400.00 2.30 358 38.90 7.270 648 86.08 400,000.01 - 450,000.00 60 25,173,589.00 1.18 358 40.79 7.058 639 82.58 450,000.01 - 500,000.00 37 17,842,274.00 0.84 357 38.57 6.802 663 82.37 550,000.01 - 600,000.00 1 580,000.00 0.03 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 32.00 7.500 618 80.00 ============================================================================================================== ================= ======= === ===== ===== === ===== TOTAL: 9,364 14,253 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *2,131,161,558.00 100.00% 354 38.50 7.600 623 83.87 ---------- * Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Wcw2
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV CONFORMING BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 5,737 $ 939,456,745.15 100.00 357 40.89 7.375 613 82.64 ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 5,737 $ 939,456,745.15 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 357 40.89 7.375 613 82.64 ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MORTGAGE RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------ 11.000 - 11.499 28 $ 5,679,345.50 0.75 357 40.17 5.417 640 76.89 11.500 - 11.999 333 66,364,197.93 8.74 358 40.84 5.748 634 78.71 12.000 - 12.499 394 77,136,620.51 10.16 359 40.89 6.249 634 80.27 12.500 - 12.999 716 137,055,373.27 18.05 359 40.98 6.749 624 82.06 13.000 - 13.499 655 116,260,424.56 15.31 359 40.94 7.243 613 83.97 13.500 - 13.999 928 155,544,283.03 20.48 359 40.87 7.753 598 85.85 14.000 - 14.499 501 81,373,670.19 10.71 359 41.30 8.225 591 86.93 14.500 - 14.999 413 64,887,175.38 8.54 359 40.60 8.716 583 86.70 15.000 - 15.499 200 28,265,799.26 3.72 359 41.16 9.239 571 85.91 15.500 - 15.999 108 16,118,671.09 2.12 359 41.55 9.708 568 83.52 16.000 - 16.499 33 5,150,089.38 0.68 359 39.68 10.212 548 80.33 16.500 - 16.999 21 3,937,644.31 0.52 359 44.43 10.755 546 70.54 17.000 - 17.499 7 921,233.16 0.12 359 43.59 11.143 523 75.64 17.500 - 17.999 5 606,609.56 0.08 359 42.23 11.644 537 69.89 18.000 - 18.499 1 59,023.10 0.01 359 29.00 12.000 531 80.00 18.500 - 18.999 1 84,636.14 0.01 357 43.00 12.700 523 70.00 ==================================================================================================================================== Total: 4,344 $ 759,444,796.37 100.00 359 40.96 7.418 608 83.62 ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE REMAINING NUMBER OF MORTGAGE LOANS % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MAXIMUM MORTGAGE AS OF BALANCE AS OF MATURITY -INCOME RATES MORTGAGE RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 5.000 - 5.499 28 $ 5,679,345.50 0.75 357 40.17 5.417 640 76.89 5.500 - 5.999 333 66,364,197.93 8.74 358 40.84 5.748 634 78.71 6.000 - 6.499 394 77,136,620.51 10.16 359 40.89 6.249 634 80.27 6.500 - 6.999 716 137,055,373.27 18.05 359 40.98 6.749 624 82.06 7.000 - 7.499 655 116,260,424.56 15.31 359 40.94 7.243 613 83.97 7.500 - 7.999 928 155,544,283.03 20.48 359 40.87 7.753 598 85.85 8.000 - 8.499 501 81,373,670.19 10.71 359 41.30 8.225 591 86.93 8.500 - 8.999 413 64,887,175.38 8.54 359 40.60 8.716 583 86.70 9.000 - 9.499 200 28,265,799.26 3.72 359 41.16 9.239 571 85.91 9.500 - 9.999 108 16,118,671.09 2.12 359 41.55 9.708 568 83.52 10.000 - 10.499 33 5,150,089.38 0.68 359 39.68 10.212 548 80.33 10.500 - 10.999 21 3,937,644.31 0.52 359 44.43 10.755 546 70.54 11.000 - 11.499 7 921,233.16 0.12 359 43.59 11.143 523 75.64 11.500 - 11.999 213 5 606,609.56 0.08 359 42.23 11.644 537 69.89 12.000 - 12.499 1 59,023.10 0.01 359 29.00 12.000 531 80.00 12.500 - 12.999 1 84,636.14 0.01 357 43.00 12.700 523 70.00 ==================================================================================================================================== Total: 4,344 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000759,444,796.37 100.00 359 40.96 7.418 608 83.62 ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500RATE LOANS ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE REMAINING NUMBER OF MORTGAGE LOANS % OF PRINCIPAL TERM TO DEBT-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY -INCOME RATES MARGINS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 22 $ 3,785,692.36 0.50 359 37.94 7.313 599 84.55 5.000 - 5.249 1,030 179,593,958.33 23.65 359 40.79 7.477 621 84.88 5.500 - 5.749 329 59,635,205.04 7.85 359 41.34 7.685 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 83.13 6.000 - 6.249 2,922 509,413,198.42 67.08 359 40.98 7.344 603 83.35 6.250 - 6.499 1 54,428.29 0.01 360 51.00 9.200 551 80.00 6.500 - 6.749 23 4,136,913.30 0.54 359 41.67 8.790 554 76.33 7.000 - 7.249 17 2,825,400.63 0.37 359 41.94 9.544 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 71.86 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 4,344 $ 759,444,796.37 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES 359 40.96 7.418 608 83.62 ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM NEXT RATE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MORTGAGE RATES ADJUSTMENT DATE (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------ 2006-5.999 213 06 1 $ 55,708,305.50 4.10 261,110.07 0.03 353 49.00 9.200 514 75.00 2006-07 2 483,669.51 0.06 354 36.35 5.909 672 73.94 6.00037.40 8.078 556 68.66 2006-6.499 552 127,719,528.30 9.39 08 5 903,407.84 0.12 355 47.13 6.227 607 86.09 2006-09 29 5,549,380.70 0.73 356 41.09 6.967 618 81.61 2006-10 16 2,789,769.25 0.37 357 39.62 6.286 43.26 7.951 571 80.48 2006-11 318 47,551,846.46 6.26 357 40.38 7.427 607 84.96 2006-12 1,776 320,382,172.98 42.19 359 41.21 7.461 602 83.19 2007-01 822 138,795,375.00 18.28 360 40.89 7.352 608 84.08 2007-02 89 10,219,415.17 1.35 360 43.10 7.871 588 83.75 2007-08 1 195,918.52 0.03 355 50.00 5.700 631 75.99 6.50074.34 2007-6.999 1,304 274,131,417.90 20.16 09 11 2,324,610.97 0.31 356 42.98 6.393 612 79.90 2007-10 6 972,568.88 0.13 357 39.46 6.772 612 76.67 7.00036.80 8.409 575 89.88 2007-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.50011 97 16,973,456.72 2.23 358 39.77 7.530 602 81.38 2007-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.00012 778 144,377,801.30 19.01 359 40.62 7.398 613 83.81 2008-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.50001 364 63,309,843.00 8.34 360 40.73 7.272 632 84.29 2008-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 02 29 4,354,450.00 0.57 360 41.69 8.316 621 85.10 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 4,344 $ 759,444,796.37 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 359 40.96 7.418 608 83.62 ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE PERIODIC MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MARGINS RATE CAP (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 2.000 4,344 $ 988,618.69 0.07 759,444,796.37 100.00 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 40.96 7.418 608 83.62 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 4,344 $ 759,444,796.37 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT 359 40.96 7.418 608 83.62 ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE ADJUSTMENT DATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING SUBSEQUENT NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE NEXT RATE PERIODIC MORTGAGE AS OF THE BALANCE AS OF MATURITY -INCOME RATES RATE CAP (%) LOANS THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 ------------------------------------------------------------------------------------------------------------------------------------ 1.000 4,344 $ 111,090.53 0.01 352 45.00 5.990 759,444,796.37 100.00 359 40.96 7.418 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 83.62 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 4,344 $ 759,444,796.37 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.40.96 7.418 608 83.62 ------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-Wch1
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- Conforming 9,625 Balance 23,468 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 3,471,635,150.19 80.74 358 38.75 7.403 608 83.05 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 1,900 828,364,268.08 19.26 359 39.75 6.780 618 82.26 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 25,368 $1,699,990,769.94 4,299,999,418.27 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 358 38.94 7.283 610 82.90 -------------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING ADJUSTABLE RATE TERM TO DEBT- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 388 $ 91,870,895.47 2.67 359 38.73 5.321 635 78.39 11.500 - 11.999 1,237 289,949,982.30 8.43 359 39.05 5.784 629 79.16 12.000 - 12.499 1,736 364,225,313.80 10.59 360 39.34 6.253 627 80.95 12.500 - 12.999 3,169 625,842,238.30 18.19 360 39.28 6.750 615 82.46 13.000 - 13.499 2,908 515,320,004.86 14.98 360 39.12 7.235 609 84.64 13.500 - 13.999 3,858 651,573,458.29 18.94 359 38.78 7.739 597 85.62 14.000 - 14.499 2,373 369,559,430.09 10.74 360 38.96 8.222 590 86.73 14.500 - 14.999 2,061 296,361,425.19 8.61 359 38.49 8.718 583 86.58 15.000 - 15.499 929 122,968,510.60 3.57 360 38.64 9.207 573 85.96 15.500 - 15.999 468 63,051,773.79 1.83 360 39.15 9.701 562 82.92 16.000 - 16.499 182 24,437,060.23 0.71 360 40.38 10.210 539 74.62 16.500 - 16.999 107 14,457,404.89 0.42 359 42.00 10.714 535 72.45 17.000 - 17.499 37 5,283,610.91 0.15 360 41.43 11.211 529 74.94 17.500 - 17.999 33 4,058,766.08 0.12 360 41.97 11.709 520 70.46 18.000 - 18.499 10 967,950.00 0.03 360 38.51 12.224 514 64.06 18.500 - 18.999 2 273,150.00 0.01 360 28.71 12.768 512 73.12 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 19,498 $3,440,200,974.80 100.00 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE ADJUSTABLE RATE TERM TO DEBT- MORTGAGE RANGE OF MINIMUM MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) -------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 388 $ 91,870,895.47 2.67 359 38.73 5.321 635 78.39 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-1,237 289,949,982.30 8.43 359 39.05 5.784 629 79.16 6.000 - 6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-1,736 364,225,313.80 10.59 360 39.34 6.253 627 80.95 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-3,169 625,842,238.30 18.19 360 39.28 6.750 615 82.46 7.000 - 7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-2,908 515,320,004.86 14.98 360 39.12 7.235 609 84.64 7.500 - 7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-3,858 651,573,458.29 18.94 359 38.78 7.739 597 85.62 8.000 - 8.499 692 102,835,053.36 7.56 356 41.99 8.260 2,373 369,559,430.09 10.74 360 38.96 8.222 590 86.73 8.500 - 8.999 2,061 296,361,425.19 8.61 359 38.49 8.718 583 86.58 9.000 - 9.499 929 122,968,510.60 3.57 360 38.64 9.207 573 85.96 9.500 - 9.999 468 63,051,773.79 1.83 360 39.15 9.701 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-82.92 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-182 24,437,060.23 0.71 360 40.38 10.210 539 74.62 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-107 14,457,404.89 0.42 359 42.00 10.714 535 72.45 11.000 - 11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-37 5,283,610.91 0.15 360 41.43 11.211 529 74.94 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-33 4,058,766.08 0.12 360 41.97 11.709 520 70.46 12.000 - 12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-967,950.00 0.03 360 38.51 12.224 514 64.06 12.500 - 12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 2 273,150.00 0.01 360 28.71 12.768 512 73.12 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 -------------------------------------------------------------------------------------------------------------------------------- 4.500 - 4.749 260 $ 43,571,274.12 1.27 357 39.09 7.170 598 83.24 5.000 - 5.249 1,651 279,416,070.53 8.12 360 39.40 7.534 618 85.79 5.250 - 5.499 1 41,150.49 0.00 353 22.00 8.450 559 79.81 5.500 - 5.749 1,120 208,478,166.98 6.06 360 40.07 7.761 603 83.48 5.750 - 5.999 1 247,000.00 0.01 360 30.00 5.900 626 70.57 6.000 - 6.249 16,009 2,832,155,503.73 82.33 359 38.89 7.290 605 83.65 6.250 - 6.499 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 1,462,853.41 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 360 37.76 7.286 612 83.74 6.500 - 6.749 277 43,450,477.29 1.26 357 38.82 7.830 579 80.82 6.750 - 6.999 5 617,947.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 38.97 7.572 611 77.27 7.000 - 7.249 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 30,760,530.46 0.89 360 41.68 9.471 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 70.64 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE NEXT RATE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2005-12 1 $ 216,915.62 0.01 348 43.00 7.950 542 85.00 2006-01 6 758,476.41 0.02 349 43.90 7.318 571 83.74 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 98,024.60 0.00 350 50.00 6.175 758 87.61 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 6 825,239.16 0.02 352 37.13 7.061 589 74.18 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 65 11,752,662.37 0.34 353 40.04 7.151 565 81.48 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 38 6,090,748.59 0.18 354 39.61 6.912 570 81.96 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 33 5,445,785.52 0.16 355 37.22 7.820 566 79.88 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 43 5,730,702.96 0.17 356 37.82 7.604 600 86.39 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 69 10,282,907.79 0.30 357 39.27 7.460 609 83.45 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 132 24,044,062.97 0.70 358 40.27 6.832 609 83.52 2006-10 383 55,373,445.51 4.07 355 1,864 297,679,434.02 8.65 359 39.15 7.787 605 76.57 7.416 607 83.80 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 9,761 1,728,380,826.22 50.24 360 39.14 7.420 601 83.59 2006-12 1,817 306,055,796.00 22.50 2,601 440,048,245.00 12.79 360 38.94 7.324 603 83.61 2007-02 2 133,849.94 0.00 350 36.86 9.970 580 71.38 2007-04 34 7,200,700.48 0.21 353 39.58 6.659 600 81.93 2007-05 12 2,985,804.54 0.09 354 29.86 6.672 610 85.00 2007-06 8 1,002,172.23 0.03 355 40.39 7.011 660 82.82 2007-07 9 1,736,307.21 0.05 356 36.95 7.405 597 83.43 2007-08 16 3,364,846.96 0.10 357 40.46 7.718 586 74.23 ============================================================================================================================== 38.57 7.668 625 88.21 2007-09 35 6,192,452.58 0.18 358 39.86 6.914 618 84.65 2007-10 479 88,214,011.37 2.56 358 38.51 7.346 618 84.13 2007-11 3,380 636,682,131.26 18.51 360 38.82 7.285 612 83.79 2007-12 903 161,334,667.00 4.69 360 38.93 7.217 613 83.71 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE INITIAL PERIODIC MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2.000 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF SUBSEQUENT REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING ADJUSTABLE RATE TERM TO DEBT- MORTGAGE SUBSEQUENT PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 1.000 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 19,498 $1,360,015,809.05 3,440,200,974.80 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.03 7.363 605 83.66 -------------------------------------------------------------------------------------------------------------------------------- GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 14,904 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.772,356,427,256, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Collateral Selection Date, and subject to a permitted variance of plus or minus 55.0%. None of the Group I Mortgage Loans had a first Due Date prior to March January 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 175 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2 YEAR ARMS 7,297 8,287 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 1,368,002,028.23 58.05 360 39.20 7.352 604 83.31 3 YEAR ARMS 2,976 517,703,633.49 21.97 359 38.74 7.249 614 83.49 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== 3,641 470,721,593.98 19.98 352 38.84 7.170 629 80.95 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 14,904 $1,360,149,506.77 2,356,427,255.70 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 358 39.02 7.293 611 82.88 -------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF REMAINING RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE PRINCIPAL BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES OLTV AT ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) )* (%) )* (%)* FICO OLTV(%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 -------------------------------------------------------------------------------------------------------------------------------- <= 50,000.00 734 $ 25,425,364.00 1.08 351 36.91 10.968 651 25.39 50,000.01 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 100,000.00 3,348 255,937,254.00 10.86 355 36.15 7.985 608 79.69 100,000.01 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 150,000.00 3,856 481,942,627.00 20.45 357 38.07 7.426 607 83.16 150,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 200,000.00 2,758 479,650,728.00 20.35 359 39.35 7.230 608 82.32 200,000.01 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 250,000.00 1,912 428,885,005.00 18.20 358 39.68 7.108 608 82.02 250,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 300,000.00 1,366 374,021,753.00 15.87 359 40.23 7.010 614 82.17 300,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 350,000.00 744 237,014,516.00 10.06 359 40.77 6.897 614 82.65 350,000.01 - 400,000 30 11,293,368.00 0.83 400,000.00 121 45,494,450.00 1.93 360 38.27 6.931 642 85.46 400,000.01 - 450,000.00 49 20,589,150.00 0.87 360 38.81 7.079 649 86.53 450,000.01 - 500,000.00 13 6,166,350.00 0.26 360 37.70 6.959 642 84.02 550,000.01 - 600,000.00 2 1,166,400.00 0.05 359 43.74 7.534 622 75.01 400,001 36.02 5.749 717 80.00 600,000.01 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== 650,000.00 1 630,000.00 0.03 360 34.00 6.300 686 80.00 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 14,904 $1,361,271,535.00 2,356,923,597.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *358 39.02 7.293 611 81.65 -------------------------------------------------------------------------------------------------------------------------------- * Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Whq2
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 Balance 2,140 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 320,874,701.15 80.22 357 39.14 7.520 606 83.35 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 185 79,126,491.16 19.78 360 40.60 7.226 613 84.17 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 10,353 2,325 $1,699,990,769.94 400,001,192.31 100.00 351 40.03 7.660 603 74.73 357 39.43 7.462 607 83.51 ------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES MORTGAGE RANGE OF MAXIMUM NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 12 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 2,334,415.89 0.75 360 37.32 5.873 626 78.12 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 183 38,796,595.46 12.44 360 40.48 6.274 625 82.22 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 292 60,363,992.75 19.35 360 39.07 6.767 618 82.53 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 275 53,971,809.47 17.30 359 39.09 7.228 612 85.37 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 368 67,225,147.21 21.55 360 39.50 7.749 599 86.76 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 205 36,199,991.35 11.61 360 38.88 8.223 596 88.38 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 210 32,051,048.49 10.28 360 40.65 8.705 581 86.51 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 65 8,398,994.54 2.69 360 39.77 9.216 564 85.64 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 49 7,111,665.99 2.28 360 39.67 9.797 546 77.81 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 15 1,879,240.54 0.60 355 38.66 10.226 549 76.22 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 13 2,156,684.86 0.69 360 41.43 10.814 533 67.13 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 6 867,512.80 0.28 360 44.86 11.306 512 66.62 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 2 394,110.28 0.13 359 41.52 11.733 518 69.53 18.000-18.499 10 658,207.29 1 170,000.00 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 360 37.00 12.225 509 48.57 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715 586 74.37 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 12 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 2,334,415.89 0.75 360 37.32 5.873 626 78.12 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 183 38,796,595.46 12.44 360 40.48 6.274 625 82.22 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 292 60,363,992.75 19.35 360 39.07 6.767 618 82.53 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 275 53,971,809.47 17.30 359 39.09 7.228 612 85.37 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 368 67,225,147.21 21.55 360 39.50 7.749 599 86.76 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 205 36,199,991.35 11.61 360 38.88 8.223 596 88.38 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 210 32,051,048.49 10.28 360 40.65 8.705 581 86.51 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 65 8,398,994.54 2.69 360 39.77 9.216 564 85.64 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 49 7,111,665.99 2.28 360 39.67 9.797 546 77.81 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 15 1,879,240.54 0.60 355 38.66 10.226 549 76.22 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 13 2,156,684.86 0.69 360 41.43 10.814 533 67.13 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 6 867,512.80 0.28 360 44.86 11.306 512 66.62 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 2 394,110.28 0.13 359 41.52 11.733 518 69.53 12.000-12.499 10 658,207.29 1 170,000.00 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 360 37.00 12.225 509 48.57 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715 586 74.37 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 22 $ 4,247,528.29 1.36 360 44.05 8.014 616 89.36 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 132 27,424,401.92 8.79 360 39.14 7.732 598 83.25 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 1,484 270,180,825.19 86.62 360 39.46 7.475 605 85.20 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 19 3,311,030.89 1.06 359 38.93 8.437 571 82.07 7.000-7.249 1 91,000.00 0.01 39 6,757,423.35 2.17 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 41.68 9.725 542 69.12 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715 586 74.37 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE ADJUSTMENT NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 06 3 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 670,037.76 0.21 354 22.76 6.881 607 85.01 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 3 427,382.37 0.14 355 38.28 7.865 579 90.00 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 1 262,685.63 0.08 356 42.00 7.450 584 85.00 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 15 3,315,918.76 1.06 357 40.47 8.224 607 90.68 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 25 5,407,707.12 1.73 358 41.10 7.661 607 87.72 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 164 31,595,711.41 10.13 359 40.28 7.715 593 82.04 2006-12 1,817 306,055,796.00 22.50 1,032 190,956,438.76 61.22 360 39.45 7.566 600 84.55 2007-09 4 788,438.22 0.25 357 40.46 7.718 586 74.23 ============================================================================================================================== 39.32 7.425 590 85.95 2007-10 11 2,355,826.95 0.76 358 43.57 7.335 614 86.92 2007-11 36 6,436,488.66 2.06 359 41.41 7.790 614 86.63 2007-12 402 69,704,574.00 22.35 360 39.10 7.446 614 85.51 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715 586 74.37 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE RATE NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715% 586 74.37 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RATE CAP MORTGAGE SUBSEQUENT PERIODIC NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 1,696 $1,360,015,809.05 311,921,209.64 100.00 356 40.58 7.715% 586 74.37 360 39.53 7.564 603 84.70 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 1,901 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77293,017,913.56, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Collateral Selection Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March June 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 178 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 1,035 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 173,184,730.00 59.10 360 39.40 7.651 598 84.39 3 YEAR ARMS 391 61,135,675.21 20.86 360 39.41 7.514 615 85.45 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== 475 58,697,508.35 20.03 347 38.87 7.172 621 79.32 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 9,364 1,901 $1,360,149,506.77 293,017,913.56 100.00 350 40.00 7.725% 601 74.36 357 39.30 7.527 606 83.59 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------- % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER RANGE OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE PRINCIPAL BALANCES AT MORTGAGE NUMBER OF AS OF AS OF MATURITY INCOME RATES OLTV AT ORIGINATION ($) MORTGAGE LOANS ORIGINATION ORIGINATION (MONTHS) )* (%) )* (%) FICO )* FICO* OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 )* ------------------------------------------------------------------------------------------------------------------------------- 50,000.01-100,000.00 528 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 42,117,853.00 14.37 348 36.95 7.843 603 81.61 100,000.01-150,000.00 565 69,817,189.00 23.82 356 38.01 7.659 605 83.99 150,000.01-200,000.00 356 61,878,600.00 21.11 359 39.33 7.812 7.584 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 83.90 200,000.01-250,000.00 200 44,789,720.00 15.28 359 43.74 7.534 622 75.01 400,001 - 450,000 40.33 7.406 606 83.35 250,000.01-300,000.00 168 46,257,616.00 15.78 360 41.60 7.272 608 83.27 300,000.01-350,000.00 62 19,712,775.00 6.73 360 41.74 7.047 617 85.10 350,000.01-400,000.00 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== 5,102,680.00 1.74 360 34.35 7.419 645 90.52 400,000.01-450,000.00 8 3,390,600.00 1.16 360 42.73 7.854 627 82.98 ------------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 1,901 $1,361,271,535.00 293,067,033.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *357 39.30 7.527 606 83.59 ------------------------------------------------------------------------------------------------------------------------------- * Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Argent Securities Inc Asset-Backed Pass-Through Certificates, Series 2004-W11
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF REMAINING NUMBER OF BALANCE BALANCE ADJUSTABLE RATE ADJUSTABLE TERM TO DEBT-TO TO- MORTGAGE CONFORMING OF MORTGAGE AS OF THE RATE LOANS AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 2,549 186,186,852.34 30.96 348 36.53 8.527 599 84.02 Non-Conforming Balance 728 318,514,875.35 18.74 933 415,101,498.29 69.04 358 40.17 7.208 610 76.21 ============================================================================================================================== 40.41 7.151 618 84.21 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 3,482 601,288,350.63 100 355 39.21 7.577 612 84.15 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM OF MORTGAGE AS OF THE RATE LOANS AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------- ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-70 23,457,631.04 5.78 358 41.11 5.89 637 83.78 12.000 - 12.499 552 127,719,528.30 9.39 163 49,288,319.23 12.14 358 38.95 6.231 623 83.81 12.500 - 12.999 290 88,135,694.45 21.71 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 40.6 6.762 620 85.98 13.000 - 13.499 260 62,088,419.39 15.29 358 38.94 7.234 611 85.33 13.500 - 13.999 347 77,662,693.35 19.13 358 40.67 7.75 592 85.63 14.000 - 14.499 241 43,318,312.46 10.67 358 39.84 8.247 579 84.86 14.500 - 14.999 219 37,561,422.44 9.25 359 41.72 8.709 579 86.56 15.000 - 15.499 77 11,319,762.52 2.79 359 39.9 9.184 567 83.12 15.500 - 15.999 68 8,785,699.58 2.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 39.09 9.683 570 83.58 16.000 - 16.499 19 2,356,114.51 0.58 358 40.62 10.202 544 76.98 16.500 - 16.999 7 885,030.09 0.22 359 40.67 10.727 539 72.93 17.000- 17.499 7 762,446.74 0.19 358 46.87 11.257 516 71.03 17.500 - 17.999 5 294,676.09 0.07 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 38.11 11.761 529 63.42 18.000 - 18.499 2 113,353.65 0.03 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 49.37 12.157 523 68.75 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,775 406,029,575.54 100 358 40.17 7.42 603 85.1 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM OF MORTGAGE AS OF THE RATE LOANS AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------- ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-70 23,457,631.04 5.78 358 41.11 5.89 637 83.78 6.000 - 6.499 552 127,719,528.30 9.39 163 49,288,319.23 12.14 358 38.95 6.231 623 83.81 6.500 - 6.999 290 88,135,694.45 21.71 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 40.6 6.762 620 85.98 7.000 - 7.499 260 62,088,419.39 15.29 358 38.94 7.234 611 85.33 7.500 - 7.999 347 77,662,693.35 19.13 358 40.67 7.75 592 85.63 8.000 - 8.499 241 43,318,312.46 10.67 358 39.84 8.247 579 84.86 8.500 - 8.999 219 37,561,422.44 9.25 359 41.72 8.709 579 86.56 9.000 - 9.499 77 11,319,762.52 2.79 359 39.9 9.184 567 83.12 9.500 - 9.999 68 8,785,699.58 2.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 39.09 9.683 570 83.58 10.000 - 10.499 19 2,356,114.51 0.58 358 40.62 10.202 544 76.98 10.500 - 10.999 7 885,030.09 0.22 359 40.67 10.727 539 72.93 11.000 - 11.499 7 762,446.74 0.19 358 46.87 11.257 516 71.03 11.500 - 11.999 5 294,676.09 0.07 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 38.11 11.761 529 63.42 12.000 - 12.499 2 113,353.65 0.03 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 49.37 12.157 523 68.75 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,775 406,029,575.54 100 358 40.17 7.42 603 85.1 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE GROSS OF MORTGAGE AS OF THE RATE LOANS AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 4.500 - 4.749 51 8,579,347.94 2.11 357 38.41 7.189 613 85.81 4.750 - 4.999 5 1,769,806.69 0.44 359 42.52 6.332 701 86.9 5.000 - 5.249 2 1,092,515.56 0.27 359 27.05 6.553 675 90.75 5.250 - 5.499 7 2,986,980.20 0.74 359 42.31 6.282 668 86.92 5.500 - 5.749 115 40,174,245.69 9.89 359 40.94 7.316 617 87.53 5.750 - 5.999 12 5,079,397.34 1.25 359 40.61 7.184 618 84.97 6.000 - 6.249 1,497 329,812,624.56 81.23 358 40.06 7.425 602 85.17 6.250 - 6.499 3 610,258.77 0.15 359 45.29 8.271 564 83.33 6.500 - 6.749 61 11,479,407.19 2.83 358 42.51 7.918 556 79.38 6.750 - 6.999 6 $ 988,618.69 0.07 1,049,433.91 0.26 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-36.67 9.052 526 64.68 7.000 - 7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 16 3,395,557.69 0.84 358 38.95 8.581 516 69.36 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,775 406,029,575.54 100 358 40.17 7.42 603 85.1 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NEXT RATE NUMBER ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE ADJUSTMENT OF MORTGAGE AS OF THE RATE LOANS AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 2006-OFF DATE CUT03 1 438,886.73 0.11 353 33 8 571 90 2006-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 04 27 3,305,761.10 0.81 354 40.5 7.033 592 86.88 2006-05 59 5,936,008.51 1.46 355 37.1 7.378 595 83.42 2006-06 74 8,724,556.01 2.15 355 34.32 7.287 607 81.84 2006-07 122 17,378,853.37 4.28 356 40.58 7.715% 586 74.37 ============================================================================================================================== 39.91 7.623 599 86.98 2006-08 299 47,669,859.58 11.74 357 39.47 7.723 596 85.9 2006-09 845 231,876,369.29 57.11 358 41.11 7.386 600 84.43 2006-10 21 7,314,109.00 1.8 360 38.7 8.085 568 80.21 2007-05 17 1,723,223.24 0.42 355 41.63 7.709 595 87.54 2007-06 7 1,096,315.08 0.27 350 27.78 6.915 596 87.46 2007-07 39 5,767,814.94 1.42 355 40.18 7.603 617 89.39 2007-08 57 10,185,399.90 2.51 358 40.61 7.219 625 87.55 2007-09 205 63,765,218.79 15.7 359 38.79 7.239 623 86.59 2007-10 2 847,200.00 0.21 360 36.7 7.431 546 82.17 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 1,775 406,029,575.54 100 358 40.17 7.42 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.85.1 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- ---------
Appears in 1 contract
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- Conforming 9,625 Balance 7,896 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 1,173,914,503.42 78.26 351 40.23 7.535 611 77.62 Non-Conforming Balance 728 318,514,875.35 18.74 676 326,083,640.80 21.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 40.85 7.061 634 79.89 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 8,572 $1,699,990,769.94 1,499,998,144.22 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 352 40.36 7.432 616 78.11 --------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 --------------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 262 $ 55,708,305.50 4.10 60,445,986.72 5.10 357 39.55 5.905 678 78.97 12.000 - 12.499 636 148,234,127.62 12.50 356 40.02 6.269 645 80.08 12.500 - 12.999 1,259 263,575,618.64 22.23 357 40.08 6.764 620 80.62 13.000 - 13.499 727 131,564,456.93 11.10 357 40.18 7.259 596 78.05 13.500 - 13.999 1,539 260,008,373.88 21.93 356 41.06 7.757 579 76.72 14.000 - 14.499 519 74,262,852.84 6.26 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 41.89 8.256 565 76.05 14.500 - 14.999 890 126,574,828.65 10.67 356 41.47 8.762 567 77.82 15.000 - 15.499 284 36,745,762.62 3.10 355 41.00 9.252 565 76.90 15.500 - 15.999 375 47,219,057.78 3.98 356 41.85 9.747 561 77.57 16.000 - 16.499 100 10,960,141.36 0.92 351 41.18 10.234 550 77.71 16.500 - 16.999 129 15,583,430.43 1.31 354 44.07 10.729 560 80.03 17.000 - 17.499 30 4,212,901.12 0.36 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 44.24 11.311 557 80.75 17.500 - 17.999 32 4,371,152.72 0.37 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 40.04 11.780 563 82.92 18.000 - 18.499 7 835,086.94 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 46.44 12.195 550 75.31 18.500 - 18.999 7 1,049,333.95 0.09 359 33.69 12.688 562 80.76 19.500 - 19.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 262 $ 60,445,986.72 5.10 357 39.55 5.905 678 78.97 6.000 - 6.499 636 148,234,127.62 12.50 356 40.02 6.269 645 80.08 6.500 - 6.999 1,259 263,575,618.64 22.23 357 40.08 6.764 620 80.62 7.000 - 7.499 727 131,564,456.93 11.10 357 40.18 7.259 596 78.05 7.500 - 7.999 1,539 260,008,373.88 21.93 356 41.06 7.757 579 76.72 8.000 - 8.499 519 74,262,852.84 6.26 354 41.89 8.256 565 76.05 8.500 - 8.999 890 126,574,828.65 10.67 356 41.47 8.762 567 77.82 9.000 - 9.499 284 36,745,762.62 3.10 355 41.00 9.252 565 76.90 9.500 - 9.999 375 47,219,057.78 3.98 356 41.85 9.747 561 77.57 10.000 - 10.499 100 10,960,141.36 0.92 351 41.18 10.234 550 77.71 10.500 - 10.999 129 15,583,430.43 1.31 354 44.07 10.729 560 80.03 11.000 - 11.499 30 4,212,901.12 0.36 357 44.24 11.311 557 80.75 11.500 - 11.999 32 4,371,152.72 0.37 359 40.04 11.780 563 82.92 12.000 - 12.499 7 835,086.94 0.07 359 46.44 12.195 550 75.31 12.500 - 12.999 7 1,049,333.95 0.09 359 33.69 12.688 562 80.76 13.500 - 13.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 6,797 $1,185,715,890.36 100.00 356 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- MARGINS OF THE ADJUSTABLE-RATE LOANS --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000---------------------------------------------------------------------------------------------------------------------------- 3.000 - 3.249 5 $ 636,978.04 0.05 345 44.45 7.453 578 86.64 3.250 - 3.499 3 705,234.64 0.06 360 29.51 7.365 561 67.85 3.500 - 3.749 6 $ 988,618.69 779,315.57 0.07 360 36.81 7.340 625 86.33 3.750 - 3.999 5 842,821.54 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-41.90 7.475 663 76.26 4.000 - 4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-723,347.45 0.06 343 42.51 7.832 615 79.70 4.250 - 4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-15 1,949,830.16 0.16 360 44.3 7.560 599 81.29 4.500 - 4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-32 5,090,313.50 0.43 353 37.64 6.832 701 83.31 4.750 - 4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-208 40,956,668.26 3.45 355 39.06 6.535 721 82.88 5.000 - 5.249 209 41,273,340.19 3.03 296 61,203,203.28 5.16 356 40.04 6.598 684 82.82 5.250 - 5.499 331 69,974,891.78 5.90 356 39.97 6.668 662 82.89 5.500 - 5.749 549 117,328,471.72 9.90 356 40.36 6.828 643 83.14 5.750 - 5.999 772 153,249,068.15 12.92 356 40.52 7.138 619 81.52 6.000 - 6.249 1,939 352,448,302.50 29.72 357 40.5 7.509 590 80.13 6.250 - 6.499 624 99,192,790.41 8.37 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 40.84 8.312 567 78.06 6.500 - 6.749 1,197 170,261,930.05 14.36 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 42.02 8.505 543 72.72 6.750 - 6.999 809 110,372,723.31 9.31 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 41.48 8.490 534 66.11 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 --------------------------------------------------------------------------------------------------------------------------- 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 8 $ 1,093,296.81 0.09 353 41.79 8.415 564 63.89 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 3 443,055.33 0.04 355 45.98 6.762 609 89.00 2006-07 14 2,456,137.84 0.18 22 3,347,579.01 0.28 353 36.93 7.921 587 78.49 39.74 7.824 611 84.28 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 121 19,820,135.84 1.67 356 41.63 7.751 610 84.45 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 363 58,510,148.06 4.93 355 41.30 7.933 605 81.17 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 4,705 821,741,372.89 69.30 356 40.66 7.517 599 78.19 2006-11 25 4,341,967.29 0.32 330 55,280,080.63 4.66 355 41.06 7.803 584 71.11 40.14 7.656 595 78.46 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== 1,245 225,480,221.79 19.02 358 40.79 7.583 599 78.24 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- 2.000 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE % OF PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- 1.000 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 6,797 $1,360,015,809.05 1,185,715,890.36 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.71 7.562 599 78.48 --------------------------------------------------------------------------------------------------------------------------- GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 7,865 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.771,170,033,930, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March May 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 114 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- COLLATERAL TYPE PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- 2 YEAR ARMS 7,297 $1,088,130,593.43 6,273 $ 936,034,859.65 80.00 356 40.58 7.827% 584 73.91 355 40.59 7.665 594 78.09 FIXED 2,067 272,018,913.34 1,592 233,999,070.05 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== 331 38.87 7.019 679 75.81 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 7,865 $1,360,149,506.77 1,170,033,929.69 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 351 40.24 7.535 611 77.63 --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF --------------------------------------------------------------------------------------------------------------------------- RANGE OF PRINCIPAL PRINCIPAL % OF REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES OLTV AT ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) )* (%) )* (%) FICO )* FICO* OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 )* --------------------------------------------------------------------------------------------------------------------------- 50,000.01 - 100,000 3,197 100,000.00 2,460 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 193,149,861.00 16.49 341 38.76 8.36 588 73.49 100,000.01 - 150,000 2,629 324,888,606.00 23.87 347 150,000.00 2,164 271,193,115.00 23.15 349 39.33 7.812 602 74.87 150,001 7.605 608 77.63 150,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 200,000.00 1,525 265,947,402.00 22.71 352 40.59 7.323 614 78.83 200,000.01 - 250,000 906 202,697,051.00 14.89 250,000.00 888 198,454,789.00 16.94 355 40.76 7.329 617 78.20 250,000.01 - 300,000.00 575 157,187,608.00 13.42 356 40.87 7.535 598 75.12 250,001 41.52 7.206 620 79.84 300,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 350,000.00 195 61,813,965.00 5.28 355 41.43 7.112 628 77.59 350,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 400,000.00 31 11,490,400.00 0.98 355 44.65 7.666 634 78.16 400,000.01 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 450,000.00 17 7,174,500.00 0.61 345 43.15 7.139 679 78.06 450,000.01 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 500,000.00 7 3,220,500.00 0.27 333 33.72 6.856 640 78.34 500,000.01 - 500,000 4 1,959,998.00 550,000.00 3 1,607,000.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== 358 48.68 7.806 688 86.47 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 7,865 $1,361,271,535.00 1,171,239,140.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *351 40.24 7.535 611 77.63 --------------------------------------------------------------------------------------------------------------------------- * Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R11
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non----------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ========6,346 936,033,245.99 100.00 350 40.24 7.535 611 77.63 ====================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 6,346 936,033,245.99 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 350 40.24 7.535 611 77.63 ---------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- NUMBER OF OF THE OF THE TERM TO TO- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBTCUT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE OFF CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500----------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 199 36,030,276.89 4.81 357 39.62 6.286 631 75.99 12.500-5.916 676 79.15 12.000 - 12.499 441 78,976,855.47 10.55 354 39.80 6.269 644 79.89 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-888 153,314,676.70 20.47 355 39.97 6.774 617 80.71 13.000 - 13.499 774 151,227,928.96 11.12 523 82,746,505.16 11.05 355 39.69 7.265 592 77.13 13.500 - 13.999 1,182 175,845,660.97 23.48 355 40.85 7.763 575 76.69 14.000 - 14.499 376 48,237,732.53 6.44 351 41.57 8.257 562 75.35 14.500 - 14.999 695 87,816,829.72 11.73 355 41.56 8.767 569 76.97 15.000 - 15.499 203 23,473,021.95 3.13 353 40.63 9.254 565 76.65 15.500 - 15.999 307 33,517,564.68 4.48 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 40.99 9.755 554 77.19 16.000 - 16.499 83 8,503,748.69 1.14 348 40.76 10.233 551 77.36 16.500 - 16.999 112 12,821,796.03 1.71 353 44.33 10.732 554 80.22 17.000 - 17.499 25 2,416,314.68 0.32 355 42.79 11.231 550 80.54 17.500 - 17.999 28 3,137,223.69 0.42 359 42.72 11.750 554 80.92 18.000 - 18.499 7 835,086.94 0.11 359 46.44 12.195 550 75.31 18.500 - 18.999 7 1,049,333.95 0.14 359 33.69 12.688 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ========80.76 19.500 - 19.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.57 7.664 594 78.09 ---------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- RANGE OF NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MORTGAGE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500----------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 199 36,030,276.89 4.81 357 39.62 6.286 631 75.99 6.500-5.916 676 79.15 6.000 - 6.499 441 78,976,855.47 10.55 354 39.80 6.269 644 79.89 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-888 153,314,676.70 20.47 355 39.97 6.774 617 80.71 7.000 - 7.499 774 151,227,928.96 11.12 523 82,746,505.16 11.05 355 39.69 7.265 592 77.13 7.500 - 7.999 1,182 175,845,660.97 23.48 355 40.85 7.763 575 76.69 8.000 - 8.499 376 48,237,732.53 6.44 351 41.57 8.257 562 75.35 8.500 - 8.999 695 87,816,829.72 11.73 355 41.56 8.767 569 76.97 9.000 - 9.499 203 23,473,021.95 3.13 353 40.63 9.254 565 76.65 9.500 - 9.999 307 33,517,564.68 4.48 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 40.99 9.755 554 77.19 10.000 - 10.499 83 8,503,748.69 1.14 348 40.76 10.233 551 77.36 10.500 - 10.999 112 12,821,796.03 1.71 353 44.33 10.732 554 80.22 11.000 - 11.499 25 2,416,314.68 0.32 355 42.79 11.231 550 80.54 11.500 - 11.999 28 3,137,223.69 0.42 359 42.72 11.750 554 80.92 12.000 - 12.499 7 835,086.94 0.11 359 46.44 12.195 550 75.31 12.500 - 12.999 7 1,049,333.95 0.14 359 33.69 12.688 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ========80.76 13.500 - 13.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.57 7.664 594 78.09 ---------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBT-TO TO- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE AS OF THE AS OF THE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000----------------------------------------------------------------------------------------------------------------------- 3.000 - 3.249 6 $ 988,618.69 3 435,178.04 0.06 338 45.28 7.474 563 87.09 3.250 - 3.499 1 199,584.64 0.03 359 4.00 6.950 584 85.00 3.500 - 3.749 3 349,815.57 0.05 359 30.22 7.894 585 82.60 3.750 - 3.999 3 388,312.29 0.05 359 46.08 8.044 615 85.77 4.000 - 4.249 4 522,247.45 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-337 40.01 8.068 622 78.49 4.250 - 4.499 7 1,843,227.73 0.14 798,437.16 0.11 359 39.93 7.163 607 77.72 4.500-48.33 7.578 597 81.00 4.500 - 4.749 24 4,950,699.97 0.36 23 2,816,656.31 0.38 348 39.34 6.703 687 82.69 4.750 - 4.999 149 22,911,999.56 3.06 353 39.10 6.516 724 82.86 5.000 - 5.249 227 38,869,552.77 5.19 355 40.59 6.672 686 83.37 5.250 - 5.499 233 37,731,629.58 5.04 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 39.27 6.799 662 84.52 5.500 - 5.749 358 59,452,782.72 7.94 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 40.96 6.844 645 83.52 5.750 - 5.999 542 88,861,819.82 11.87 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 40.31 7.149 617 81.77 6.000 - 6.249 1,469 223,710,070.65 29.88 356 40.32 7.539 589 80.03 6.250 - 6.499 493 67,546,966.91 9.02 353 40.59 8.421 565 77.82 6.500 - 6.749 966 125,393,654.79 16.75 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 41.47 8.513 542 72.68 6.750 - 6.999 596 78,806,697.94 10.52 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ========40.93 8.487 533 65.75 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.57 7.664 594 78.09 ---------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 ---------------------------------------------------------------------------------------------------------------------- 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 8 1,093,296.81 0.15 353 41.79 8.415 564 63.89 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 3 443,055.33 0.06 355 45.98 6.762 609 89.00 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 20 2,702,159.81 0.36 352 38.39 7.798 615 83.08 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 111 16,361,713.59 2.19 356 41.27 7.880 603 83.97 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 320 42,088,910.09 5.62 354 41.94 8.111 601 80.87 2006-10 383 55,373,445.51 4.07 4,336 649,678,372.57 86.76 355 39.15 7.787 605 76.57 40.55 7.623 594 77.83 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 279 36,427,898.00 4.86 353 39.19 7.757 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ========76.67 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.57 7.664 594 78.09 ---------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- 2.000 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715% 586 74.37 ========355 40.57 7.664 594 78.09 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.57 7.664 594 78.09 ---------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF SUBSEQUENT ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING PERIODIC DEBT- NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBTTO- MORTGAGE SUBSEQUENT PERIODIC MORTGAGE CUT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE OFF CUT-OFF MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- 1.000 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715% 586 74.37 ========355 40.57 7.664 594 78.09 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,077 748,795,406.20 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.57 7.664 594 78.09 ---------------------------------------------------------------------------------------------------------------------- GROUP I II MORTGAGE LOAN STATISTICS The Group I II Mortgage Loans consist of 9,364 559 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77263,984,945.51, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I II Mortgage Loans had a first Due Date prior to March April 1, 2004 or after December 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 177 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I II Collateral Selection Date Mortgage Loan is December November 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 415 199,784,713.59 75.68 359 41.26 7.178 619 79.86 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ========144 64,200,231.92 24.32 352 39.44 6.728 683 79.49 ====================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 559 263,984,945.51 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 357 40.82 7.069 635 79.77 ---------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL DEBT- RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE PRINCIPAL BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV AT ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 ---------------------------------------------------------------------------------------------------------------------- 50,000.01 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 100,000.00 9 692,330.00 0.26 310 30.71 8.055 651 76.29 100,000.01 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 150,000.00 9 1,135,096.00 0.43 330 33.75 7.899 641 77.18 150,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 200,000.00 1 185,000.00 0.07 358 29.00 7.300 658 61.67 200,000.01 - 250,000 906 202,697,051.00 14.89 250,000.00 1 201,600.00 0.08 358 42.00 6.600 706 80.00 300,000.01 - 350,000.00 37 12,657,261.00 4.79 359 41.22 6.989 626 80.33 350,000.01 - 400,000.00 129 48,261,532.00 18.26 359 39.94 6.953 638 78.44 400,000.01 - 450,000.00 81 34,439,957.00 13.03 359 40.77 7.214 634 80.20 450,000.01 - 500,000.00 55 26,382,453.00 9.98 359 38.50 7.035 641 78.88 500,000.01 - 550,000.00 68 36,128,213.00 13.67 355 40.35 6.983 633 81.21 550,000.01 - 600,000.00 106 61,519,500.00 23.28 356 40.87 7.535 598 75.12 250,001 41.39 7.176 631 82.42 600,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 650,000.00 26 16,239,136.00 6.14 352 43.03 7.354 616 79.94 650,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 700,000.00 17 11,640,646.00 4.40 359 42.26 6.748 652 76.39 700,000.01 - 400,000 30 11,293,368.00 0.83 750,000.00 19 13,928,145.00 5.27 359 43.74 7.534 622 75.01 400,001 43.81 6.843 643 72.51 850,000.01 - 450,000 14 5,822,750.00 0.43 900,000.00 1 880,000.00 0.33 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ========45.00 6.600 664 76.52 ====================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 559 264,290,869.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *357 40.82 7.068 635 79.77 ---------------------------------------------------------------------------------------------------------------------- * Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 13,598 $ 2,034,724,687.75 100.00% 356 39.00% 7.566% 610 76.21 ============================================================================================================================== 83.18% ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 13,598 $ 2,034,724,687.75 100.00% 356 39.00% 7.566% 610 83.18% ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF RATE BALANCE REMAINING DEBT- MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE AS OF AS OF TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 213 263 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-50,545,813.47 3.11% 358 38.82% 5.869% 638 77.36% 12.000 - 12.499 552 127,719,528.30 9.39 768 139,960,689.03 8.61 358 38.58 6.251 631 81.37 12.500 - 12.999 1,615 284,674,100.03 17.51 358 38.81 6.755 622 82.84 13.000 - 13.499 1,554 246,179,311.06 15.15 358 39.44 7.234 614 84.93 13.500 - 13.999 2,233 340,835,388.95 20.97 358 39.43 7.755 601 85.69 14.000 - 14.499 1,545 214,657,629.35 13.21 358 38.52 8.228 593 85.96 14.500 - 14.999 1,410 189,776,208.96 11.68 358 38.75 8.724 585 86.17 15.000 - 15.499 659 83,223,832.36 5.12 358 38.98 9.197 579 85.75 15.500 - 15.999 383 46,523,819.26 2.86 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 39.55 9.705 568 82.15 16.000 - 16.499 109 12,959,565.68 0.80 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 41.91 10.195 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-78.43 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-79 8,792,812.75 0.54 352 40.31 10.739 537 74.38 17.000 - 17.499 35 3,468,151.40 0.26 38 4,593,548.28 0.28 359 41.82 11.270 560 74.17 17.500-43.44 11.225 533 67.34 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-17 2,080,755.07 0.13 359 43.49 11.709 535 66.42 18.000 - 18.499 10 658,207.29 0.05 4 349,208.30 0.02 359 36.88 12.238 543 71.04 18.500-37.10 12.321 611 75.80 18.500 - 18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 4 280,400.60 0.02 358 31.98 12.707 559 72.92 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,681 $ 1,625,433,083.15 100.00% 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE AS OF AS OF TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 213 263 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-50,545,813.47 3.11% 358 38.82% 5.869% 638 77.36% 6.000 - 6.499 552 127,719,528.30 9.39 768 139,960,689.03 8.61 358 38.58 6.251 631 81.37 6.500 - 6.999 1,615 284,674,100.03 17.51 358 38.81 6.755 622 82.84 7.000 - 7.499 1,554 246,179,311.06 15.15 358 39.44 7.234 614 84.93 7.500 - 7.999 2,233 340,835,388.95 20.97 358 39.43 7.755 601 85.69 8.000 - 8.499 1,545 214,657,629.35 13.21 358 38.52 8.228 593 85.96 8.500 - 8.999 1,410 189,776,208.96 11.68 358 38.75 8.724 585 86.17 9.000 - 9.499 659 83,223,832.36 5.12 358 38.98 9.197 579 85.75 9.500 - 9.999 383 46,523,819.26 2.86 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 39.55 9.705 568 82.15 10.000 - 10.499 109 12,959,565.68 0.80 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 41.91 10.195 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-78.43 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-79 8,792,812.75 0.54 352 40.31 10.739 537 74.38 11.000 - 11.499 35 3,468,151.40 0.26 38 4,593,548.28 0.28 359 41.82 11.270 560 74.17 11.500-43.44 11.225 533 67.34 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-17 2,080,755.07 0.13 359 43.49 11.709 535 66.42 12.000 - 12.499 10 658,207.29 0.05 4 349,208.30 0.02 359 36.88 12.238 543 71.04 12.500-37.10 12.321 611 75.80 12.500 - 12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 4 280,400.60 0.02 358 31.98 12.707 559 72.92 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,681 $ 1,625,433,083.15 100.00% 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE AS OF AS OF TERM TO DEBT-TO TO- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 159 $ 988,618.69 0.07 19,395,107.74 1.19% 355 36.89% 7.584% 615 86.04% 4.750 - 4.999 17 2,159,002.86 0.13 351 39.41 6.809 712 81.53 5.000 - 5.249 122 19,096,773.78 1.17 360 38.85 7.391 641 88.33 5.250 - 5.499 28 4,468,053.70 0.27 355 39.58 6.889 662 81.32 5.500 - 5.749 571 103,895,718.18 6.39 358 39.89 7.559 603 81.83 5.750 - 5.999 64 9,600,393.33 0.59 353 40.81 7.507 609 80.28 6.000 - 6.249 8,814 1,344,405,318.23 82.71 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 38.87 7.610 608 85.27 6.250 - 6.499 139 18,655,758.84 1.15 350 39.52 8.392 567 74.58 6.500 - 6.749 497 64,336,157.45 3.96 354 40.43 8.398 561 78.38 6.750 - 6.999 176 23,656,548.63 1.46 355 40.72 8.550 545 67.08 7.000 - 7.249 94 15,764,250.41 0.97 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 42.11 9.246 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 69.85 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,681 $ 1,625,433,083.15 100.00% 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE AS OF AS OF TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 ------------------------------------------------------------------------------------------------------------------------------------ 2006-03 3 520,676.90 0.04 7 $ 458,705.10 0.03% 353 43.98 8.023 566 75.22 34.24% 8.354% 603 87.44% 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 62 6,835,862.20 0.42 354 39.05 7.823 595 87.03 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 93 8,552,102.13 0.53 354 35.85 7.684 617 84.53 2006-06 2 308,540.02 0.02 140 17,117,575.67 1.05 356 43.85 7.885 612 89.19 40.18 7.673 582 86.91 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 330 44,351,330.44 2.73 357 38.78 7.596 614 89.41 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 1,148 153,660,701.94 9.45 358 38.94 7.750 606 86.80 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 4,585 721,568,052.91 44.39 358 39.42 7.712 600 82.68 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 218 28,552,831.64 1.76 358 38.83 7.964 588 86.08 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 364 57,179,406.66 3.52 359 39.58 7.600 600 84.27 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 1,258 188,315,686.00 11.59 359 39.19 7.720 600 83.66 2007-01 19 3,496,300.00 0.22 360 38.15 6.630 570 80.55 2007-03 2 461,737.86 0.03 353 41.15 7.616 558 83.81 2007-04 17 1,240,124.82 0.08 354 33.62 7.361 643 83.69 2007-05 38 3,477,487.20 0.21 355 36.72 7.574 625 87.69 2007-06 38 5,087,923.38 0.31 356 41.38 7.317 599 87.66 2007-07 112 15,160,383.39 0.93 355 39.07 7.591 619 89.17 2007-08 315 43,768,736.27 2.69 358 38.31 7.524 626 87.50 2007-09 1,378 236,543,324.42 14.55 359 38.29 7.574 614 85.05 2007-10 67 10,016,417.47 0.62 358 39.54 7.895 596 87.24 2007-11 113 18,678,112.65 1.15 359 38.70 7.446 615 84.13 2007-12 368 59,427,431.00 3.66 360 38.08 7.426 622 85.15 2008-01 9 1,482,850.00 0.09 360 39.83 6.680 586 74.23 ============================================================================================================================== 68.77 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,681 $ 1,625,433,083.15 100.00% 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE AS OF AS OF TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.71510,681 $ 1,625,433,083.15 100.00% 586 74.37 ============================================================================================================================== 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.71510,681 $ 1,625,433,083.15 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING PERIODIC DEBT- NUMBER OF MORTGAGE LOANS BALANCE AS OF AS OF TERM TO DEBTTO- MORTGAGE SUBSEQUENT MORTGAGE THE CUT-TO MORTGAGE RATE CAP MORTGAGE AS OF OFF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV PERIODIC RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.71510,681 $ 1,625,433,083.15 100.00% 586 74.37 ============================================================================================================================== 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.71510,681 $ 1,625,433,083.15 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 39.05% 7.670% 604 84.24% ------------------------------------------------------------------------------------------------------------------------------------ GROUP I II MORTGAGE LOAN STATISTICS The Group I II Mortgage Loans consist of 9,364 4,267 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77765,275,219.20, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I II Mortgage Loans had a first Due Date prior to March April 1, 2004, 2004 or after January February 1, 2005, or will have a remaining term to stated maturity of less than 116 119 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I II Mortgage Loan is December January 1, 20342035. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.8271,734 $ 410,860,184.64 53.69% 584 73.91 358 40.41% 7.458% 599 84.70% 3 YEAR ARMS 401 105,929,977.27 13.84 359 39.24 7.296 619 86.52 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== 2,132 248,485,057.29 32.47 348 37.29 7.896 632 82.23 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.7254,267 $ 765,275,219.20 100.00% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 355 39.23% 7.578% 612 84.15% ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 697 $ 26,659,962.20 3.48% 347 34.54% 9.917% 624 85.95% 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 1,808 121,001,549.00 15.79 345 35.70 8.651 602 83.55 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 356 42,522,921.00 5.55 351 37.99 7.977 591 84.28 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 128 21,773,665.00 2.84 356 38.67 7.891 595 83.76 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 42 9,273,135.00 1.21 359 39.23 8.006 599 83.46 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 38 10,485,910.00 1.37 347 42.30 7.614 588 82.24 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 152 51,455,877.00 6.72 359 40.89 7.358 611 77.26 83.80 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 324 121,541,620.00 15.87 358 41.40 7.238 613 84.32 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 235 100,352,810.00 13.10 357 40.12 7.285 618 86.79 450,001 - 500,000 4 1,959,998.00 0.14 252 121,131,023.00 15.81 357 39.73 7.206 623 86.00 500,001 - 550,000 77 40,769,599.00 5.32 359 32.27 7.062 662 75.53 ============================================================================================================================== 41.08 6.968 613 82.10 550,001 - 600,000 71 40,801,026.00 5.33 359 39.74 6.875 620 81.05 600,001 - 650,000 43 26,946,465.00 3.52 359 40.02 7.053 612 84.01 650,001 - 700,000 20 13,576,830.00 1.77 359 40.69 6.858 628 76.80 700,001 - 750,000 23 16,919,681.00 2.21 359 36.24 6.647 624 76.85 850,001 - 900,000 1 880,000.00 0.11 359 41.00 7.350 684 80.00 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 4,267 $ 766,092,073.20 100.00% 355 39.23% 7.578% 612 84.15% ------------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.
Appears in 1 contract
CONFORMING BALANCE. PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING TERM TO -TO- MORTGAGE CONFORMING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 14,585 $ 2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 100.00 14,585 $ 2,116,067,324.09 100.00% 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF TERM TO -TO- MORTGAGE MAXIMUM MORTGAGE NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATES (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 98 $ 20,243,969.72 1.14% 352 37.59 5.350 704 75.09 11.500 - 11.999 213 $ 55,708,305.50 4.10 1,031 197,713,782.55 1.15 354 36.35 5.909 672 73.94 12.000-38.63 5.817 661 78.16 12.000 - 12.499 552 127,719,528.30 9.39 998 176,035,755.23 9.92 355 38.56 6.261 627 79.05 12.500 - 12.999 2,174 362,896,614.61 0.46 355 39.08 6.772 611 80.13 13.000 - 13.499 1,123 173,363,940.80 9.77 355 39.63 7.259 588 77.70 13.500 - 13.999 2,283 329,007,378.62 8.55 355 39.61 7.768 574 77.75 14.000 - 14.499 895 117,259,509.35 6.61 355 40.40 8.251 566 77.49 14.500 - 14.999 1,546 188,690,585.50 0.64 355 40.32 8.757 562 77.26 15.000 - 15.499 463 54,611,269.37 3.08 356 40.50 9.247 563 77.90 15.500 - 15.999 718 81,644,464.38 4.60 354 39.99 9.743 558 77.52 16.000 - 16.499 253 26,633,090.58 1.50 355 40.74 10.238 558 77.40 16.500 - 16.999 268 26,588,713.33 1.50 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 40.77 10.729 553 77.89 17.000 - 17.499 83 7,246,054.05 0.41 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 40.55 11.249 554 75.44 17.500 - 17.999 82 7,540,774.12 0.43 355 39.05 11.740 556 72.25 15.500-15.999 586 72,162,847.92 5.31 77.55 18.000 - 18.499 23 2,731,661.89 0.15 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-42.83 12.260 557 78.15 18.500 - 18.999 6 923,045.98 0.07 359 42.20 12.756 17 1,743,404.63 0.10 358 38.66 12.741 540 79.17 76.45 ==================================================================================================================================== TOTAL: 7,920 12,055 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF 1,773,950,968.73 100.00% OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 39.48 7.518 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.78.29 ------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Certificates Series 2004-R8
CONFORMING BALANCE. PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING TERM TO -TO- MORTGAGE CONFORMING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 79 $ 10,247,779.55 2.67% 347 40.19 7.908 599 72.53 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 879 373,685,061.11 97.33 356 39.88 6.709 632 80.27 ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 958 $ 383,932,840.66 100.00% 356 39.89 6.741 631 80.07 ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING TERM TO -TO- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 33 $ 13,660,307.66 4.18% 352 35.51 5.361 706 76.89 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-225 93,824,930.93 28.72 357 39.69 5.820 666 80.35 12.000 - 12.499 552 127,719,528.30 9.39 112 49,327,522.26 15.10 358 40.12 6.238 624 79.52 12.500 - 12.999 189 78,393,146.62 24.00 358 39.94 6.748 618 82.31 13.000 - 13.499 46 19,175,967.04 5.87 358 41.35 7.241 597 78.23 13.500 - 13.999 87 35,204,146.52 10.78 358 41.30 7.739 577 78.75 14.000 - 14.499 21 7,834,028.60 2.40 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 35.68 8.263 611 82.33 14.500 - 14.999 40 13,733,442.85 4.20 358 41.42 8.762 571 79.57 15.000 - 15.499 14 5,112,152.11 1.56 353 39.14 9.239 558 82.80 15.500 - 15.999 29 8,130,084.83 2.49 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-44.16 9.657 561 79.29 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 2 151,048.22 0.05 359 36.88 12.238 543 71.04 18.500-38.83 10.294 528 84.42 16.500 - 16.999 3 303,190.87 0.09 359 48.34 10.960 531 80.39 17.000 - 17.499 1 72,250.00 0.02 180 41.00 11.150 521 85.00 17.500 - 17.999 2 396,812.55 0.12 358 35.64 11.830 523 80.65 18.000 - 18.499 3 1,217,979.82 0.37 359 40.42 12.382 576 87.39 18.500 - 18.999 6 923,045.98 0.07 1 71,381.72 0.02 359 42.20 12.756 540 79.17 48.00 12.500 538 85.00 19.000 - 19.499 1 63,985.69 0.02 359 52.00 13.100 575 79.01 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 809 $ 326,672,378.29 100.00% 357 40.00 6.751 626 80.31 ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO -TO- MORTGAGE RANGE OF MINIMUM MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 33 $ 13,660,307.66 4.18% 352 35.51 5.361 706 76.89 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-225 93,824,930.93 28.72 357 39.69 5.820 666 80.35 6.000 - 6.499 552 127,719,528.30 9.39 112 49,327,522.26 15.10 358 40.12 6.238 624 79.52 6.500 - 6.999 189 78,393,146.62 24.00 358 39.94 6.748 618 82.31 7.000 - 7.499 46 19,175,967.04 5.87 358 41.35 7.241 597 78.23 7.500 - 7.999 87 35,204,146.52 10.78 358 41.30 7.739 577 78.75 8.000 - 8.499 21 7,834,028.60 2.40 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 35.68 8.263 611 82.33 8.500 - 8.999 40 13,733,442.85 4.20 358 41.42 8.762 571 79.57 9.000 - 9.499 14 5,112,152.11 1.56 353 39.14 9.239 558 82.80 9.500 - 9.999 29 8,130,084.83 2.49 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-44.16 9.657 561 79.29 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 2 151,048.22 0.05 359 36.88 12.238 543 71.04 12.500-38.83 10.294 528 84.42 10.500 - 10.999 3 303,190.87 0.09 359 48.34 10.960 531 80.39 11.000 - 11.499 1 72,250.00 0.02 180 41.00 11.150 521 85.00 11.500 - 11.999 2 396,812.55 0.12 358 35.64 11.830 523 80.65 12.000 - 12.499 3 1,217,979.82 0.37 359 40.42 12.382 576 87.39 12.500 - 12.999 6 923,045.98 0.07 1 71,381.72 0.02 359 42.20 12.756 540 79.17 48.00 12.500 538 85.00 13.000 - 13.499 1 63,985.69 0.02 359 52.00 13.100 575 79.01 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 809 $ 326,672,378.29 100.00% 357 40.00 6.751 626 80.31 ------------------------------------------------------------------------------------------------------------------------------------ GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO -TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE GROSS NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000------------------------------------------------------------------------------------------------------------------------------------- 3.000 - 3.249 6 1 $ 988,618.69 0.07 559,387.05 0.17% 359 39.97 7.108 606 79.96 3.250-3.499 35.00 5.500 742 79.43 3.500 - 3.749 2 859,766.30 0.26 359 34.68 5.548 703 66.68 4.500 - 4.749 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 1,459,446.30 0.45 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 44.84 5.658 728 83.71 4.750 - 4.999 59 25,092,453.63 7.68 357 38.99 6.032 726 82.85 5.000 - 5.249 79 34,062,550.38 10.43 359 50.00 40.71 6.053 686 81.06 5.250 - 5.499 90 37,275,307.06 11.41 355 39.21 6.129 664 81.59 5.500 - 5.749 97 39,621,915.20 12.13 358 39.81 6.334 645 81.87 5.750 - 5.999 88 37,475,525.53 11.47 356 39.68 6.459 626 81.63 6.000 - 6.249 225 93,401,907.55 28.59 358 39.70 6.948 594 80.97 6.250 - 6.499 51 18,897,917.01 5.78 357 38.97 7.752 570 79.11 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 - 6.749 78 25,966,536.70 7.95 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 42.91 8.273 542 75.99 6.750 - 6.999 36 11,999,665.58 3.67 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 41.91 8.328 546 66.31 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 809 $ 326,672,378.29 100.00% 357 40.00 6.751 626 80.31 ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT NEXT RATE BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING TERM TO -TO- MORTGAGE ADJUSTMENT NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2006-01 10 $ 3,008,786.91 0.92% 353 40.36 7.891 616 77.61 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 28 10,725,630.84 3.28 354 40.16 6.891 609 79.21 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 11 4,248,848.53 1.30 355 38.34 6.938 586 83.78 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 3 772,204.73 0.24 356 44.07 6.377 633 83.61 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2 872,873.55 0.27 357 47.31 7.208 684 81.94 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 24 8,364,470.31 2.56 358 38.27 7.050 609 81.26 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 723 297,964,013.42 91.21 358 40.05 6.718 627 80.31 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 8 715,550.00 0.22 212 31.94 8.791 529 71.47 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF 809 $ 326,672,378.29 100.00% OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 357 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.6.751 626 80.31 ------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Certificates Series 2004-R8
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 350 $ 35,831,062.73 9.74 343 38.66 7.828 622 72.19 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 =720 331,945,168.35 90.26 356 40.72 6.964 633 79.73 ============================================================================================================================= TOTAL: 10,353 $1,699,990,769.94 1,070 $ 367,776,231.08 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.500 - 11.999 74 $ 32,401,151.88 10.88 358 41.01 5.861 690 79.39 12.000 - 12.499 108 44,833,479.45 15.06 359 40.78 6.256 641 81.07 12.500 - 12.999 213 $ 55,708,305.50 4.10 83,617,650.34 28.09 358 39.57 6.753 617 80.44 13.000 - 13.499 111 42,650,340.83 14.33 359 41.51 7.248 595 78.91 13.500 - 13.999 150 47,129,741.19 15.83 357 42.54 7.726 583 79.41 14.000 - 14.499 41 10,647,744.83 3.58 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 41.15 8.282 598 80.20 14.500 - 14.999 70 16,093,514.63 5.41 358 42.31 8.760 578 78.77 15.000 - 15.499 27 6,694,133.42 2.25 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 44.65 9.252 584 76.76 15.500 - 15.999 35 7,428,678.76 2.50 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-43.32 9.772 561 78.65 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-8 2,126,026.56 0.71 349 42.21 10.263 569 85.94 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-13 3,095,987.17 1.04 359 40.53 10.843 584 79.82 17.000 - 17.499 35 3,468,151.40 0.26 5 758,571.86 0.25 359 41.82 11.270 560 74.17 17.500-40.03 11.180 642 83.18 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-1 74,727.13 0.03 359 39.00 11.70 522 65.00 18.000 - 18.499 10 658,207.29 0.05 1 59,983.76 0.02 359 36.88 12.238 543 71.04 18.500-51.00 12.25 511 68.18 18.500 - 18.999 6 923,045.98 0.07 1 61,584.23 0.02 359 42.20 12.756 540 79.17 =54.00 12.50 503 55.00 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 41.10 7.183 614 79.84 ----------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.500 - 5.999 74 $ 32,401,151.88 10.88 358 41.01 5.861 690 79.39 6.000 - 6.499 108 44,833,479.45 15.06 359 40.78 6.256 641 81.07 6.500 - 6.999 213 $ 55,708,305.50 4.10 83,617,650.34 28.09 358 39.57 6.753 617 80.44 7.000 - 7.499 111 42,650,340.83 14.33 359 41.51 7.248 595 78.91 7.500 - 7.999 150 47,129,741.19 15.83 357 42.54 7.726 583 79.41 8.000 - 8.499 41 10,647,744.83 3.58 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 41.15 8.282 598 80.20 8.500 - 8.999 70 16,093,514.63 5.41 358 42.31 8.760 578 78.77 9.000 - 9.499 27 6,694,133.42 2.25 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 44.65 9.252 584 76.76 9.500 - 9.999 35 7,428,678.76 2.50 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-43.32 9.772 561 78.65 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-8 2,126,026.56 0.71 349 42.21 10.263 569 85.94 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-13 3,095,987.17 1.04 359 40.53 10.843 584 79.82 11.000 - 11.499 35 3,468,151.40 0.26 5 758,571.86 0.25 359 41.82 11.270 560 74.17 11.500-40.03 11.180 642 83.18 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-1 74,727.13 0.03 359 39.00 11.700 522 65.00 12.000 - 12.499 10 658,207.29 0.05 1 59,983.76 0.02 359 36.88 12.238 543 71.04 12.500-51.00 12.250 511 68.18 12.500 - 12.999 6 923,045.98 0.07 1 61,584.23 0.02 359 42.20 12.756 540 79.17 =54.00 12.500 503 55.00 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 41.10 7.183 614 79.84 ----------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE GROSS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 3.500 - 3.749 1 $ 988,618.69 0.07 89,937.74 0.03 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 24.00 7.85 615 75.00 4.500 - 4.749 4 588,462.63 0.04 1,249,452.44 0.42 358 41.38 6.572 721 84.50 4.750 - 4.999 34 14,327,732.81 4.81 358 37.53 6.148 737 80.30 5.000 - 5.249 58 22,414,458.67 7.53 358 43.70 6.713 685 84.12 5.250 - 5.499 67 24,068,805.81 8.09 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 40.62 6.426 662 83.04 5.500 - 5.749 92 36,418,030.74 12.23 359 50.00 39.40 6.747 644 84.33 5.750 - 5.999 122 45,246,076.26 15.20 358 40.11 7.038 619 80.04 6.000 - 6.249 293 103,220,544.96 34.68 358 41.03 7.272 588 79.73 6.250 - 6.499 55 18,184,587.61 6.11 358 42.06 8.063 573 74.12 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-- 6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 101 24,648,621.33 8.28 358 45.01 8.511 542 71.11 6.750-73.02 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 =31 7,805,067.67 2.62 352 41.97 8.321 524 70.41 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 41.10 7.183 614 79.84 ----------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING NEXT RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 07 5 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 2,060,290.26 0.69 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 43.59 8.182 576 87.41 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 16 6,189,636.84 2.08 356 39.85 7.096 625 89.04 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 32 11,525,252.37 3.87 357 39.57 7.284 618 84.64 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 45 15,569,368.25 5.23 354 40.66 7.212 611 81.74 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 611 211,462,735.32 71.04 358 41.33 7.163 615 79.26 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 =75 23,415,179.00 7.87 359 40.28 7.262 623 80.33 2007-01 74 27,450,854.00 9.22 360 41.08 7.160 606 78.15 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 41.10 7.183 614 79.84 ----------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING INITIAL NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715% 586 74.37 =358 41.1 7.183 614 79.84 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 41.1 7.183 614 79.84 ----------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RATE CAP PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715% 586 74.37 =358 41.1 7.183 614 79.84 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 858 $ 297,673,316.04 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.358 41.1 7.183 614 79.84 -----------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Asset-Backed Pass-Through Certificates, Series 2004-R12
CONFORMING BALANCE. CONFORMING BALANCE PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non---------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 7,865 $1,170,033,929.69 100 351 40.24 7.535 611 77.63 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 7,865 $1,699,990,769.94 100.00 1,170,033,929.69 100 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 40.24 7.535 611 77.63 --------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 --------------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 221 $ 55,708,305.50 4.10 40,990,091.02 4.38 357 39.45 5.916 676 79.48 12.000 - 12.499 528 96,316,136.16 10.29 354 36.35 5.909 39.82 6.278 645 80.31 12.500 - 12.999 1,112 191,851,561.89 20.50 356 39.81 6.777 619 80.98 13.000 - 13.499 672 73.94 6.000-6.499 105,962,022.55 11.32 356 39.91 7.264 595 77.28 13.500 - 13.999 1,458 220,901,718.53 23.60 356 40.9 7.762 577 76.60 14.000 - 14.499 502 66,162,765.85 7.07 354 42.01 8.253 561 75.37 14.500 - 14.999 852 109,308,588.61 11.68 356 41.32 8.764 566 76.73 15.000 - 15.499 274 32,275,374.35 3.45 354 40.91 9.253 561 76.39 15.500 - 15.999 356 39,301,985.46 4.20 356 41.22 9.760 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 16.000 - 16.499 99 10,595,789.37 1.13 351 41.02 10.229 550 77.29 16.500 - 16.999 127 14,594,388.44 1.56 353 44.14 10.728 556 79.70 17.000 - 17.499 27 2,539,764.68 0.27 355 41.95 11.232 549 79.91 17.500 - 17.999 30 3,277,473.69 0.35 359 42.02 11.744 556 80.66 18.000 - 18.499 7 835,086.94 0.09 359 46.44 12.195 550 75.31 18.500 - 18.999 7 1,049,333.95 0.11 359 33.69 12.688 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 80.76 19.500 - 19.999 1 72,778.15 0.01 353 44.00 13.75 554 79.22 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF RANGE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING MINIMUM NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 221 $ 40,990,091.02 4.38 357 39.45 5.916 676 79.48 6.000 - 6.499 528 96,316,136.16 10.29 354 39.82 6.278 645 80.31 6.500 - 6.999 1,112 191,851,561.89 20.50 356 39.81 6.777 619 80.98 7.000 - 7.499 672 105,962,022.55 11.32 356 39.91 7.264 595 77.28 7.500 - 7.999 1,458 220,901,718.53 23.60 356 40.90 7.762 577 76.60 8.000 - 8.499 502 66,162,765.85 7.07 354 42.01 8.253 561 75.37 8.500 - 8.999 852 109,308,588.61 11.68 356 41.32 8.764 566 76.73 9.000 - 9.499 274 32,275,374.35 3.45 354 40.91 9.253 561 76.39 9.500 - 9.999 356 39,301,985.46 4.20 356 41.22 9.760 552 76.67 10.000 - 10.499 99 10,595,789.37 1.13 351 41.02 10.229 550 77.29 10.500 - 10.999 127 14,594,388.44 1.56 353 44.14 10.728 556 79.70 11.000 - 11.499 27 2,539,764.68 0.27 355 41.95 11.232 549 79.91 11.500 - 11.999 30 3,277,473.69 0.35 359 42.02 11.744 556 80.66 12.000 - 12.499 7 835,086.94 0.09 359 46.44 12.195 550 75.31 12.500 - 12.999 7 1,049,333.95 0.11 359 33.69 12.688 562 80.76 13.500 - 13.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 6,273 $ 936,034,859.65 100.00 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF BALANCE OF ADJUSTABLE RATE ADJUSTABLE REMAINING NUMBER OF LOANS RATE LOANS TERM TO DEBT-TO- MORTGAGE RANGE OF GROSS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000---------------------------------------------------------------------------------------------------------------------------- 3.000 - 3.249 6 5 $ 988,618.69 636,978.04 0.07 359 39.97 7.108 606 79.96 3.250-345 44.45 7.453 578 86.64 3.250 - 3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-705,234.64 0.08 360 29.51 7.365 561 67.85 3.500 - 3.749 6 779,315.57 0.08 360 36.81 7.340 625 86.33 3.750 - 3.999 4 588,462.63 0.04 489,112.29 0.05 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-46.89 7.827 626 86.64 4.000 - 4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-723,347.45 0.08 343 42.51 7.832 615 79.70 4.250 - 4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-15 1,949,830.16 0.21 360 44.30 7.560 599 81.29 4.500 - 4.749 24 4,950,699.97 0.36 29 3,778,406.31 0.40 351 38.59 6.849 681 83.15 4.750 - 4.999 181 28,276,015.25 3.02 353 39.11 6.533 723 83.05 5.000 - 5.249 260 44,499,911.85 4.75 355 40.66 6.705 684 83.67 5.250 - 5.499 283 46,224,842.75 4.94 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 39.16 6.776 660 84.64 5.500 - 5.749 478 80,607,900.42 8.61 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 40.69 6.851 644 83.67 5.750 - 5.999 688 112,664,241.51 12.04 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 40.28 7.154 618 82.03 6.000 - 6.249 1,760 269,149,037.70 28.75 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 40.09 7.534 590 80.16 6.250 - 6.499 599 86,837,531.35 9.28 355 40.79 8.318 567 77.58 6.500 - 6.749 1,164 155,332,611.44 16.59 355 41.72 8.519 544 72.50 6.750 - 6.999 792 103,380,542.91 11.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 41.30 8.518 534 65.85 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 --------------------------------------------------------------------------------------------------------------------------- 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 8 $ 1,093,296.81 0.12 353 41.79 8.415 564 63.89 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 3 443,055.33 0.05 355 45.98 6.762 609 89.00 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 21 2,938,985.74 0.31 352 39.01 7.661 617 83.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 113 16,683,335.08 1.78 356 41.30 7.887 604 83.97 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 334 44,582,585.81 4.76 355 41.87 8.055 603 81.12 2006-10 383 55,373,445.51 4.07 4,358 652,585,719.42 69.72 355 39.15 7.787 605 76.57 40.54 7.623 594 77.85 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 293 38,599,237.67 4.12 353 39.34 7.725 585 76.86 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== 1,143 179,108,643.79 19.13 358 40.65 7.684 594 77.89 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- 2.000 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING PERIODIC SUBSEQUENT NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE RATE CAP PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- 1.000 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 6,273 $ 936,034,859.65 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 355 40.59 7.665 594 78.09 --------------------------------------------------------------------------------------------------------------------------- GROUP I II MORTGAGE LOAN STATISTICS The Group I II Mortgage Loans consist of 9,364 707 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77329,964,215, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I II Mortgage Loans had a first Due Date prior to March April 1, 2004, 2004 or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 177 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I II Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 524 $ 249,681,030.71 75.67 359 41.17 7.177 619 79.92 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== 183 80,283,183.82 24.33 353 39.63 6.720 683 79.43 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 $1,360,149,506.77 707 $ 329,964,214.53 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 357 40.80 7.066 635 79.80 --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF --------------------------------------------------------------------------------------------------------------------------- RANGE OF PRINCIPAL PRINCIPAL % OF REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE PRINCIPAL BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES OLTV AT ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) )* (%) )* (%) FICO )* FICO* OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 )* --------------------------------------------------------------------------------------------------------------------------- 50,000.01 - 100,000 3,197 100,000.00 15 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 1,150,830.00 0.35 299 30.15 8.147 646 75.36 100,000.01 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 150,000.00 11 1,377,346.00 0.42 335 36.15 7.893 643 75.99 150,000.01 - 200,000 1,578 275,451,764.00 20.23 200,000.00 2 335,400.00 0.10 304 34.38 7.098 701 70.47 200,000.01 - 250,000.00 1 201,600.00 0.06 358 42.00 6.600 706 80.00 300,000.01 - 350,000.00 47 16,079,241.00 4.87 359 41.63 7.065 623 78.96 350,000.01 - 400,000.00 167 62,466,069.00 18.91 359 39.76 6.946 637 79.28 400,000.01 - 450,000.00 109 46,241,957.00 14.00 359 41.32 7.184 634 81.03 450,000.01 - 500,000.00 74 35,470,291.00 10.74 359 39.12 7.009 638 78.94 500,000.01 - 550,000.00 78 41,457,004.00 12.55 356 39.85 7.030 631 81.75 550,000.01 - 600,000.00 123 71,389,925.00 21.61 357 41.65 7.152 633 81.99 600,000.01 - 650,000.00 32 19,972,386.00 6.05 353 40.37 7.576 603 74.43 200,001 42.50 7.248 622 80.38 650,000.01 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 700,000.00 23 15,625,396.00 4.73 359 43.26 6.747 652 75.80 700,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 750,000.00 24 17,635,743.00 5.34 359 41.33 7.003 638 71.25 850,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 900,000.00 1 880,000.00 0.27 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== 45.00 6.600 664 76.52 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 9,364 $1,361,271,535.00 707 $ 330,283,188.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *357 40.80 7.066 635 79.80 --------------------------------------------------------------------------------------------------------------------------- * Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R11
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non--------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 5,205 $ 666,645,197.25 100.00 356 38.27 7.301 605 82.29 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 $1,699,990,769.94 5,205 $ 666,645,197.25 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 356 38.27 7.301 605 82.29 -------------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING ADJUSTABLE RATE TERM TO DEBT- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 -------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 92 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 17,351,128.10 3.25 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 38.91 5.303 630 78.94 11.500 - 11.999 252 42,433,473.47 7.95 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 38.76 5.778 626 78.48 12.000 - 12.499 372 59,662,948.68 11.18 359 38.98 6.254 632 80.44 12.500 - 12.999 619 98,012,819.79 18.37 359 38.25 6.753 614 82.20 13.000 - 13.499 610 84,801,583.46 15.89 360 38.62 7.235 603 83.71 13.500 - 13.999 767 101,543,987.34 19.03 359 38.23 7.746 597 85.53 14.000 - 14.499 503 57,228,197.97 10.73 359 38.12 8.227 591 85.87 14.500 - 14.999 351 36,355,399.11 6.81 358 37.29 8.695 580 84.60 15.000 - 15.499 172 16,651,796.94 3.12 360 38.28 9.235 565 82.40 15.500 - 15.999 104 10,791,294.84 2.02 360 38.98 9.722 554 82.42 16.000 - 16.499 42 3,659,843.39 0.69 360 36.50 10.213 547 75.66 16.500 - 16.999 28 2,530,162.81 0.47 360 39.57 10.726 540 72.05 17.000 - 17.499 10 1,143,991.82 0.21 360 37.62 11.247 543 73.12 17.500 - 17.999 11 1,080,908.42 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 39.61 11.642 517 71.17 18.000 - 18.499 2 203,200.00 0.04 360 42.72 12.193 514 72.14 18.500 - 18.999 1 102,900.00 0.02 360 15.00 12.550 508 70.00 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE ADJUSTABLE RATE TERM TO DEBT- MORTGAGE RANGE OF MINIMUM MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) -------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 92 $ 17,351,128.10 3.25 357 38.91 5.303 630 78.94 5.500 - 5.999 252 42,433,473.47 7.95 359 38.76 5.778 626 78.48 6.000 - 6.499 372 59,662,948.68 11.18 359 38.98 6.254 632 80.44 6.500 - 6.999 619 98,012,819.79 18.37 359 38.25 6.753 614 82.20 7.000 - 7.499 610 84,801,583.46 15.89 360 38.62 7.235 603 83.71 7.500 - 7.999 767 101,543,987.34 19.03 359 38.23 7.746 597 85.53 8.000 - 8.499 503 57,228,197.97 10.73 359 38.12 8.227 591 85.87 8.500 - 8.999 351 36,355,399.11 6.81 358 37.29 8.695 580 84.60 9.000 - 9.499 172 16,651,796.94 3.12 360 38.28 9.235 565 82.40 9.500 - 9.999 104 10,791,294.84 2.02 360 38.98 9.722 554 82.42 10.000 - 10.499 42 3,659,843.39 0.69 360 36.50 10.213 547 75.66 10.500 - 10.999 28 2,530,162.81 0.47 360 39.57 10.726 540 72.05 11.000 - 11.499 10 1,143,991.82 0.21 360 37.62 11.247 543 73.12 11.500 - 11.999 11 1,080,908.42 0.20 359 39.61 11.642 517 71.17 12.000 - 12.499 2 203,200.00 0.04 360 42.72 12.193 514 72.14 12.500 - 12.999 1 102,900.00 0.02 360 15.00 12.550 508 70.00 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 3,936 $ 533,553,636.14 100.00 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 -------------------------------------------------------------------------------------------------------------------------------- 4.500 - 4.749 54 $ 988,618.69 0.07 7,217,753.39 1.35 358 36.75 7.041 606 82.87 5.000 - 5.249 249 37,886,145.61 7.10 359 39.97 7.108 606 79.96 3.250-3.499 38.45 7.382 621 85.60 5.250 - 5.499 1 41,150.49 0.01 353 22.00 8.450 559 79.81 5.500 - 5.749 230 31,724,423.88 5.95 360 39.31 7.846 594 83.15 6.000 - 6.249 3,283 440,021,567.32 82.47 359 38.27 7.246 605 82.89 6.250 - 6.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 841,985.36 0.16 360 42.10 7.592 626 84.67 6.500 - 6.749 70 8,990,586.97 1.69 356 39.66 8.174 566 78.58 6.750 - 6.999 2 187,147.79 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-24.36 6.455 639 84.46 7.000 - 7.249 1 91,000.00 0.01 44 6,642,875.33 1.25 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 41.18 9.375 535 72.56 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE NEXT RATE MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2005-12 1 $ 216,915.62 0.04 348 43.00 7.950 542 85.00 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 01 3 365,894.23 0.07 349 39.54 7.237 599 86.53 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2 84,028.23 0.02 352 34.45 9.718 532 70.36 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 13 1,482,676.40 0.28 353 35.90 7.285 553 76.27 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 11 1,589,065.46 0.30 354 44.82 6.893 582 83.67 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 7 1,079,982.75 0.20 355 35.78 8.006 549 81.95 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 9 733,075.06 0.14 356 37.45 7.886 566 78.42 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 15 1,498,506.67 0.28 357 40.98 7.954 581 70.97 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 35 4,458,865.00 0.84 358 41.71 6.920 597 82.94 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 470 56,399,798.82 10.57 358 38.22 7.541 599 83.70 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2,055 277,477,274.13 52.01 360 38.54 7.383 601 82.59 2006-12 1,817 306,055,796.00 22.50 504 65,024,978.00 12.19 359 38.54 7.236 599 82.73 2007-04 5 891,357.64 0.17 353 43.26 7.009 562 79.55 2007-05 1 82,425.50 0.02 354 30.00 7.500 550 90.00 2007-06 1 206,893.33 0.04 355 37.00 5.700 737 80.00 2007-07 4 889,648.04 0.17 355 42.89 6.953 647 90.78 2007-08 3 497,177.24 0.09 357 40.46 7.718 586 74.23 ============================================================================================================================== 37.26 6.703 599 81.19 2007-09 10 1,310,223.58 0.25 358 40.99 6.114 644 82.92 2007-10 85 13,423,308.65 2.52 356 38.31 7.238 621 83.65 2007-11 558 85,469,561.79 16.02 359 37.63 7.214 616 83.78 2007-12 144 20,371,980.00 3.82 360 37.75 7.063 618 82.66 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE ADJUSTABLE RATE TERM TO DEBT-TO DEBT- MORTGAGE INITIAL PERIODIC MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 2.000 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF SUBSEQUENT REMAINING NUMBER OF ADJUSTABLE RATE PRINCIPAL REMAINING ADJUSTABLE RATE TERM TO DEBT- MORTGAGE SUBSEQUENT PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE LOANS AS OF THE MATURITY TO-INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------------------- 1.000 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 3,936 $ 533,553,636.14 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 38.38 7.331 604 82.90 -------------------------------------------------------------------------------------------------------------------------------- GROUP I III MORTGAGE LOAN STATISTICS The Group I III Mortgage Loans consist of 9,364 5,259 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.771,276,926,965, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I III Mortgage Loans had a first Due Date prior to March February 1, 2004, 2004 or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 172 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I II Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Whq2
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 21 2,538,060.83 0.96 333 32.49 7.673 667 77.69 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ========538 261,446,884.68 99.04 357 40.90 7.063 634 79.79 ====================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 559 263,984,945.51 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 357 40.82 7.069 635 79.77 ---------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL REMAINING RATE RANGE OF LOANS AS LOANS AS REMAINING DEBT- MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500----------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-34 16,157,225.70 8.09 355 39.05 5.878 680 78.15 12.000 - 12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-87 42,151,612.38 21.10 359 40.81 6.241 646 79.57 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-115 56,953,236.94 28.51 359 40.39 6.731 621 78.97 13.000 - 13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-42 20,089,628.22 10.06 359 41.13 7.225 599 80.09 13.500 - 13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-64 30,909,442.28 15.47 359 42.43 7.720 590 78.14 14.000 - 14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-13 5,959,587.99 2.98 359 44.28 8.245 599 84.45 14.500 - 14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 28 13,134,310.04 6.57 359 42.92 8.750 578 84.84 15.000 - 15.499 8 3,695,888.27 1.85 359 41.34 9.260 598 80.33 15.500 - 15.999 16 6,613,572.32 3.31 359 44.96 9.684 614 83.11 16.000 - 16.499 1 364,351.99 0.18 359 46.00 10.400 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-90.00 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-2 989,041.99 0.50 359 43.08 10.753 621 84.95 17.000 - 17.499 35 3,468,151.40 0.26 3 1,673,136.44 0.84 359 41.82 11.270 560 74.17 17.500-47.70 11.432 569 82.02 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 2 1,093,679.03 0.55 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ========34.12 11.888 584 89.67 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 415 199,784,713.59 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 41.26 7.178 619 79.86 ---------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE DEBT- RANGE OF MINIMUM MORTGAGE AS NUMBER OF OF THE AS OF THE TERM TO TO- MORTGAGE MORTGAGE MORTGAGE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500----------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-34 16,157,225.70 8.09 355 39.05 5.878 680 78.15 6.000 - 6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-87 42,151,612.38 21.10 359 40.81 6.241 646 79.57 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-115 56,953,236.94 28.51 359 40.39 6.731 621 78.97 7.000 - 7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-42 20,089,628.22 10.06 359 41.13 7.225 599 80.09 7.500 - 7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-64 30,909,442.28 15.47 359 42.43 7.720 590 78.14 8.000 - 8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-13 5,959,587.99 2.98 359 44.28 8.245 599 84.45 8.500 - 8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 28 13,134,310.04 6.57 359 42.92 8.750 578 84.84 9.000 - 9.499 8 3,695,888.27 1.85 359 41.34 9.260 598 80.33 9.500 - 9.999 16 6,613,572.32 3.31 359 44.96 9.684 614 83.11 10.000 - 10.499 1 364,351.99 0.18 359 46.00 10.400 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-90.00 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-2 989,041.99 0.50 359 43.08 10.753 621 84.95 11.000 - 11.499 35 3,468,151.40 0.26 3 1,673,136.44 0.84 359 41.82 11.270 560 74.17 11.500-47.70 11.432 569 82.02 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 2 1,093,679.03 0.55 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ========34.12 11.888 584 89.67 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 415 199,784,713.59 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 41.26 7.178 619 79.86 ---------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBT-TO TO- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE AS OF THE AS OF THE CUT-OFF CUT-OFF MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 ---------------------------------------------------------------------------------------------------------------------- 3.750 - 3.999 1 353,709.25 0.18 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 35.00 6.990 714 61.90 4.500 - 4.749 2 886,907.19 0.44 359 41.52 6.300 734 83.17 4.750 - 4.999 20 9,752,973.01 4.88 359 39.20 6.523 720 83.59 5.000 - 5.249 31 14,196,791.43 7.11 359 38.85 6.294 684 81.08 5.250 - 5.499 39 19,193,204.50 9.61 359 41.37 6.479 665 78.98 5.500 - 5.749 56 28,987,018.73 14.51 357 39.23 6.824 638 81.23 5.750 - 5.999 65 31,586,797.64 15.81 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 7.095 623 80.70 6.000 - 6.249 143 67,836,233.77 33.95 359 50.00 41.88 7.442 592 79.78 6.250 - 6.499 22 11,090,579.06 5.55 359 40.97 8.291 566 80.91 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 - 6.749 24 10,898,818.61 5.46 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-44.80 8.290 540 74.70 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 12 5,001,680.40 2.50 359 25.00 10.450 529 75.00 ========45.19 7.916 549 69.94 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 415 199,784,713.59 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 41.26 7.178 619 79.86 ---------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE RATE PRINCIPAL RATE LOANS AS LOANS AS REMAINING DEBT- NEXT RATE NUMBER OF MORTGAGE LOANS BALANCE OF THE OF THE TERM TO DEBTTO- MORTGAGE ADJUSTMENT MORTGAGE CUT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE OFF CUT-OFF MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 ---------------------------------------------------------------------------------------------------------------------- 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 1 408,593.27 0.20 356 45.00 8.990 563 90.00 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 8 3,136,800.76 1.57 357 43.37 7.029 639 87.00 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 26 12,343,978.57 6.18 358 40.40 7.571 613 80.52 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 345 168,156,429.99 84.17 359 41.19 7.114 619 79.48 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ========35 15,738,911.00 7.88 360 42.13 7.534 616 81.74 ====================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 415 199,784,713.59 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.41.26 7.178 619 79.86 ----------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 261 $ 21,326,387.82 6.28 318 40.41 10.245% 577 76.04% Non-Conforming Balance 728 318,514,875.35 18.74 93.72 358 40.17 7.208 610 76.21 ============================================================================================================================== TOTAL: 10,353 989 $1,699,990,769.94 339,841,263.17 100.00 351 40.03 7.660 603 74.73 355 40.19 7.399% 608 76.20% ------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.500 - 11.999 213 50 $ 55,708,305.50 4.10 22,681,017.91 8.34 354 36.35 5.909 672 73.94 12.000-36.07 5.903 673 75.17 12.000 - 12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-89 38,584,310.08 14.19 359 39.30 6.285 624 74.84 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-177 76,726,566.21 28.22 359 39.70 6.757 609 77.37 13.000 - 13.499 774 151,227,928.96 11.12 76 32,629,243.00 12.00 356 40.21 7.264 41.14 7.259 579 76.18 13.500 - 13.999 112 48,451,009.00 17.82 359 42.45 7.740 573 75.80 14.000 - 14.499 28 12,489,121.46 4.59 359 43.98 8.255 566 75.45 14.500 - 14.999 58 26,002,375.47 9.56 359 41.89 8.743 568 76.93 15.000 - 15.499 9 4,113,696.25 1.51 359 42.91 9.221 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-75.90 15.500 - 15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-19 8,086,982.69 2.97 359 43.85 9.741 558 75.13 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-4 1,590,091.31 0.58 359 43.48 10.189 561 75.49 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 1 530,802.24 0.20 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 28.00 10.800 642 90.00 ============================================================================================================================== TOTAL: 7,920 623 $1,360,015,809.05 271,885,215.62 100.00 356 358 40.58 7.715 586 74.37 7.267 598 76.20 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.500 - 5.999 213 50 $ 55,708,305.50 4.10 22,681,017.91 8.34 354 36.35 5.909 672 73.94 6.000-36.07 5.903 673 75.17 6.000 - 6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-89 38,584,310.08 14.19 359 39.30 6.285 624 74.84 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-177 76,726,566.21 28.22 359 39.70 6.757 609 77.37 7.000 - 7.499 774 151,227,928.96 11.12 76 32,629,243.00 12.00 356 40.21 7.264 41.14 7.259 579 76.18 7.500 - 7.999 112 48,451,009.00 17.82 359 42.45 7.740 573 75.80 8.000 - 8.499 28 12,489,121.46 4.59 359 43.98 8.255 566 75.45 8.500 - 8.999 58 26,002,375.47 9.56 359 41.89 8.743 568 76.93 9.000 - 9.499 9 4,113,696.25 1.51 359 42.91 9.221 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-75.90 9.500 - 9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-19 8,086,982.69 2.97 359 43.85 9.741 558 75.13 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-4 1,590,091.31 0.58 359 43.48 10.189 561 75.49 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 1 530,802.24 0.20 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 28.00 10.800 642 90.00 ============================================================================================================================== TOTAL: 7,920 623 $1,360,015,809.05 271,885,215.62 100.00 356 358 40.58 7.715 586 74.37 7.267 598 76.20 ------------------------------------------------------------------------------------------------------------------------------ GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE GROSS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.000 - 3.249 6 1 $ 988,618.69 0.07 435,605.85 0.16 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 49.00 6.500 646 80.74 4.000 - 4.249 1 356,748.03 0.13 359 49.00 7.750 609 85.00 4.250 - 4.499 1 441,665.35 0.16 359 41.00 7.400 568 73.67 4.500 - 4.749 4 588,462.63 0.04 1,728,343.54 0.64 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 45.40 6.237 711 72.15 4.750 - 4.999 13 5,349,204.19 1.97 359 50.00 41.16 6.513 723 75.55 5.000 - 5.249 18 8,465,126.10 3.11 359 44.04 6.349 686 79.49 5.250 - 5.499 28 13,633,808.48 5.01 351 33.26 6.316 663 77.31 5.500 - 5.749 88 39,451,585.96 14.51 359 37.82 6.828 647 80.53 5.750 - 5.999 61 26,208,791.50 9.64 359 40.96 6.882 615 77.85 6.000 - 6.249 225 98,641,163.75 36.28 358 40.77 7.209 589 76.08 6.250 - 6.499 53 22,123,009.69 8.14 357 41.29 7.620 573 76.83 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 - 6.749 82 35,251,971.42 12.97 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-41.68 8.022 543 72.51 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 48 19,798,191.76 7.28 359 25.00 10.450 44.52 8.545 529 75.00 70.03 ============================================================================================================================== TOTAL: 7,920 623 $1,360,015,809.05 271,885,215.62 100.00 356 358 40.58 7.715 586 74.37 7.267 598 76.20 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING NEXT RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 04 3 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 1,154,892.75 0.42 354 49.12 7.469 526 77.77 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2 690,618.82 0.25 357 25.92 7.252 589 89.83 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 10 4,094,656.07 1.51 358 40.37 7.349 579 70.96 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 437 191,776,294.89 70.54 358 40.93 7.263 599 76.28 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 30 12,669,080.91 4.66 360 38.55 7.192 604 76.38 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 1 376,659.18 0.14 359 50.00 6.500 590 72.50 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 140 61,123,013.00 22.48 360 39.86 7.289 600 76.10 ============================================================================================================================== TOTAL: 7,920 623 $1,360,015,809.05 271,885,215.62 100.00 356 358 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 7.267 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.76.20 ------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R10
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV CONFORMING BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 3,810 $ 496,883,575.69 100.00 356 34.86 7.408 605 80.58 ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 3,810 $ 496,883,575.69 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 356 34.86 7.408 605 80.58 ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MORTGAGE RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 97 $ 21,040,090.62 5.27 359 40.12 5.310 623 76.19 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-130 26,047,342.05 6.52 356 35.59 5.774 628 78.87 12.000 - 12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-183 33,148,594.28 8.30 359 36.57 6.244 625 80.26 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-356 55,811,020.14 13.97 359 34.11 6.749 615 79.89 13.000 - 13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-376 52,059,320.47 13.03 359 35.23 7.237 608 82.24 13.500 - 13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-574 72,562,959.79 18.16 359 32.51 7.741 598 83.76 14.000 - 14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-398 41,794,462.45 10.46 359 34.27 8.224 589 84.19 14.500 - 14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 449 50,640,092.48 12.67 359 34.06 8.722 579 83.57 15.000 - 15.499 222 20,641,394.12 5.17 359 32.71 9.202 567 83.54 15.500 - 15.999 134 15,114,023.24 3.78 359 33.29 9.707 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-80.41 16.000 - 16.499 185 21,168,173.97 56 6,238,324.56 1.56 354 41.79 10.257 551 72.28 16.500-359 38.38 10.206 549 77.54 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-23 2,427,666.31 0.61 359 35.33 10.727 536 77.32 17.000 - 17.499 35 3,468,151.40 0.26 14 1,258,783.04 0.32 359 41.82 11.270 560 74.17 17.500-34.49 11.175 527 73.19 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-9 565,980.51 0.14 359 39.11 11.699 532 71.02 18.000 - 18.499 10 658,207.29 0.05 2 142,860.32 0.04 359 36.88 12.238 543 71.04 18.500-43.96 12.137 513 74.37 18.500 - 18.999 6 923,045.98 0.07 2 118,920.04 0.03 359 42.20 12.756 540 79.17 31.40 12.573 533 65.00 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 34.58 7.557 599 81.70 ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MORTGAGE RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 97 $ 21,040,090.62 5.27 359 40.12 5.310 623 76.19 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-130 26,047,342.05 6.52 356 35.59 5.774 628 78.87 6.000 - 6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-183 33,148,594.28 8.30 359 36.57 6.244 625 80.26 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-356 55,811,020.14 13.97 359 34.11 6.749 615 79.89 7.000 - 7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-376 52,059,320.47 13.03 359 35.23 7.237 608 82.24 7.500 - 7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-574 72,562,959.79 18.16 359 32.51 7.741 598 83.76 8.000 - 8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-398 41,794,462.45 10.46 359 34.27 8.224 589 84.19 8.500 - 8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 449 50,640,092.48 12.67 359 34.06 8.722 579 83.57 9.000 - 9.499 222 20,641,394.12 5.17 359 32.71 9.202 567 83.54 9.500 - 9.999 134 15,114,023.24 3.78 359 33.29 9.707 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-80.41 10.000 - 10.499 185 21,168,173.97 56 6,238,324.56 1.56 354 41.79 10.257 551 72.28 10.500-359 38.38 10.206 549 77.54 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-23 2,427,666.31 0.61 359 35.33 10.727 536 77.32 11.000 - 11.499 35 3,468,151.40 0.26 14 1,258,783.04 0.32 359 41.82 11.270 560 74.17 11.500-34.49 11.175 527 73.19 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-9 565,980.51 0.14 359 39.11 11.699 532 71.02 12.000 - 12.499 10 658,207.29 0.05 2 142,860.32 0.04 359 36.88 12.238 543 71.04 12.500-43.96 12.137 513 74.37 12.500 - 12.999 6 923,045.98 0.07 2 118,920.04 0.03 359 42.20 12.756 540 79.17 31.40 12.573 533 65.00 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 34.58 7.557 599 81.70 ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MARGINS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 19 $ 988,618.69 0.07 2,711,419.78 0.68 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 34.10 7.002 619 86.50 5.000 - 5.249 153 23,799,255.23 5.96 360 25.96 7.589 629 84.34 5.500 - 5.749 241 32,788,070.49 8.20 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 35.60 7.953 589 80.24 6.000 - 6.249 2,585 336,984,583.61 84.33 358 35.12 7.506 598 81.65 6.500 - 6.749 12 1,216,764.64 0.30 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 29.62 8.633 579 79.88 7.000 - 7.249 15 2,111,740.67 0.53 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 33.13 9.223 558 76.73 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 34.58 7.557 599 81.70 ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV ADJUSTMENT DATE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 ------------------------------------------------------------------------------------------------------------------------------------ 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2 $ 422,082.08 0.11 354 45.60 5.322 602 55.12 2006-08 243 32,919,027.21 2.42 4 528,065.91 0.13 355 38.71 7.758 585 77.94 27.76 5.586 622 76.78 2006-09 5,416 954,773,648.45 70.20 20 3,882,244.63 0.97 356 40.75 7.707 586 74.15 37.58 6.587 597 81.10 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 13 1,547,067.15 0.39 357 23.18 7.647 601 79.16 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 420 46,700,765.40 11.69 358 35.70 7.622 590 81.72 2006-12 1,817 306,055,796.00 22.50 1,565 209,325,939.22 52.38 358 35.13 7.559 595 81.04 2007-01 456 59,613,524.00 14.92 359 34.32 7.534 608 83.24 2007-02 59 5,375,231.74 1.35 360 39.92 8.618 576 82.14 2007-08 1 107,792.41 0.03 355 43.00 5.500 619 77.86 2007-09 5 496,747.59 0.12 356 23.86 7.396 568 77.44 2007-10 1 126,175.65 0.03 357 40.46 7.718 586 74.23 43.00 8.650 518 80.00 2007-11 59 6,669,088.84 1.67 358 28.27 7.911 605 80.65 2007-12 349 53,398,396.02 13.36 359 33.53 7.506 607 82.26 2008-01 65 10,770,080.00 2.70 360 27.38 7.377 646 86.21 2008-02 6 648,633.78 0.16 360 38.00 8.021 580 72.63 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL 359 34.58 7.557 599 81.70 ------------------------------------------------------------------------------------------------------------------------------------ PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC RATE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV RATE CAP (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715% 586 74.37 359 34.58 7.557 599 81.70 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 34.58 7.557 599 81.70 ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV CAP (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715% 586 74.37 359 34.58 7.557 599 81.70 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 3,025 $ 399,611,834.42 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.34.58 7.557 599 81.70 ------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-Wch1
CONFORMING BALANCE. PRINCIPAL % OF REMAINING BALANCE PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ------------------ --------------- ------------ ------------------ --------- ------- ----- ---- ----- CONFORMING BALANCE 14,253 $ 2,126,722,863.69 100.00% 354 38.48 7.601 623 83.87 ============================================================================================================= ================== ====== === ===== ===== === ===== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 14,253 $ 2,126,722,863.69 100.00% 354 38.48 7.601 623 83.87 MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------- PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING TERM TO DEBT-TO- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------- --------------- ------------ ------------------ --------- ------- ----- ---- ----- 10.500 - 10.999 16 $ 3,060,666.26 0.20% 350 44.08 4.838 657 75.62 11.000 - 11.499 78 15,772,868.57 1.04 357 38.93 5.297 659 77.85 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-361 70,235,285.08 4.64 357 39.86 5.792 661 80.58 12.000 - 12.499 596 108,573,972.90 7.17 357 39.31 6.273 646 82.17 12.500 - 12.999 1,381 240,806,761.37 15.90 358 38.92 6.756 645 84.43 13.000 - 13.499 1,065 175,506,915.10 11.59 357 38.42 7.222 633 86.02 13.500 - 13.999 2,169 339,235,051.24 22.41 357 38.27 7.745 618 87.23 14.000 - 14.499 1,649 239,677,856.95 15.83 358 38.40 8.221 610 88.20 14.500 - 14.999 1,455 201,788,426.73 13.33 358 37.58 8.706 594 87.67 15.000 - 15.499 621 81,710,341.40 5.40 357 38.93 9.213 587 87.36 15.500 - 15.999 133 15,639,179.58 1.03 358 40.22 9.598 571 83.98 16.000 - 16.499 37 4,670,592.45 0.31 358 41.78 10.372 552 127,719,528.30 9.39 75.39 16.500 - 16.999 66 8,942,954.54 0.59 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 41.69 10.743 538 68.77 17.000 - 17.499 33 4,197,022.77 0.28 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-41.62 11.260 535 64.66 17.500 - 17.999 30 2,719,675.36 27 2,985,735.90 0.20 357 40.74 11.691 551 69.41 18.000-36.68 11.726 529 64.62 18.000 - 18.499 10 658,207.29 9 801,240.32 0.05 358 46.71 12.080 533 70.03 18.500 - 18.999 5 433,747.85 0.03 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 45.09 12.701 527 60.14 ============================================================================================================= ================== ====== === ===== ====== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 9,701 $ 1,514,038,619.01 100.00% 357 38.58 7.648 621 85.77 MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------- PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------- --------------- ------------ ------------------ --------- ------- ----- ---- ----- 4.500 - 4.999 16 $ 3,060,666.26 0.20% 350 44.08 4.838 657 75.62 5.000 - 5.499 78 15,772,868.57 1.04 357 38.93 5.297 659 77.85 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-361 70,235,285.08 4.64 357 39.86 5.792 661 80.58 6.000 - 6.499 596 108,573,972.90 7.17 357 39.31 6.273 646 82.17 6.500 - 6.999 1,381 240,806,761.37 15.90 358 38.92 6.756 645 84.43 7.000 - 7.499 1,065 175,506,915.10 11.59 357 38.42 7.222 633 86.02 7.500 - 7.999 2,169 339,235,051.24 22.41 357 38.27 7.745 618 87.23 8.000 - 8.499 1,649 239,677,856.95 15.83 358 38.40 8.221 610 88.20 8.500 - 8.999 1,455 201,788,426.73 13.33 358 37.58 8.706 594 87.67 9.000 - 9.499 621 81,710,341.40 5.40 357 38.93 9.213 587 87.36 9.500 - 9.999 133 15,639,179.58 1.03 358 40.22 9.598 571 83.98 10.000 - 10.499 37 4,670,592.45 0.31 358 41.78 10.372 552 127,719,528.30 9.39 75.39 10.500 - 10.999 66 8,942,954.54 0.59 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 41.69 10.743 538 68.77 11.000 - 11.499 33 4,197,022.77 0.28 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-41.62 11.260 535 64.66 11.500 - 11.999 30 2,719,675.36 27 2,985,735.90 0.20 357 40.74 11.691 551 69.41 12.000-36.68 11.726 529 64.62 12.000 - 12.499 10 658,207.29 9 801,240.32 0.05 358 46.71 12.080 533 70.03 12.500 - 12.999 5 433,747.85 0.03 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 45.09 12.701 527 60.14 ============================================================================================================= ================== ====== === ===== ====== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 9,701 $ 1,514,038,619.01 100.00% 357 38.58 7.648 621 85.77 GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE MORTGAGE GROSS NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------ --------------- ------------ ------------------ --------- ------- ----- ---- ----- 4.500 - 4.749 1,020 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 148,416,301.14 9.80% 355 38.90 7.519 604 84.72 4.750 - 4.999 1 263,261.79 314,400.67 0.02 359 50.00 358 49.00 6.250 557 79.75 5.000 - 5.249 2 228,726.20 0.02 358 31.88 7.774 659 92.80 5.500 - 5.749 609 111,624,534.48 7.37 358 39.75 7.526 605 83.68 6.000 - 6.249 7,566 1,175,076,419.20 77.61 358 38.40 7.677 626 86.35 6.250 - 6.499 7 880,446.54 0.06 355 36.42 8.514 584 78.72 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 - 6.749 437 67,454,988.07 4.46 354 38.77 7.307 607 77.72 4.500-4.749 24 4,950,699.97 0.36 83.78 6.750 - 6.999 1 119,295.36 0.01 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 48.00 6.250 624 88.24 7.000 - 7.249 58 9,923,507.35 0.66 358 41.50 9.852 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 70.19 ============================================================================================================= ================== ====== === ===== ===== === ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 9,701 $ 1,514,038,619.01 100.00% 357 38.58 7.648 621 85.77 NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE REMAINING BALANCE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE ADJUSTMENT NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE MORTGAGE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ -------------------- --------------- ------------ ------------------ --------- ------- ----- ---- ----- 2005-12 11 $ 1,955,094.82 0.13% 351 38.97 7.403 603 85.94 2006-01 143 22,185,848.48 1.47 351 39.17 7.456 581 84.09 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 103 14,909,345.91 0.98 353 38.36 7.207 609 83.48 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 213 32,872,151.06 2.17 352 39.28 7.243 609 84.01 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 257 36,643,919.04 2.42 354 39.33 7.517 594 85.15 2006-05 4 762,197.44 0.06 292 42,746,575.30 2.82 355 49.37 8.170 621 77.03 39.12 7.446 609 82.46 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 559 84,970,255.95 5.61 357 39.10 7.687 607 85.73 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 3,744 578,344,473.07 38.20 358 38.77 7.654 626 86.00 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 1,869 299,073,652.87 19.75 359 38.25 7.707 617 85.28 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 232 33,646,668.00 2.22 358 37.89 7.819 600 82.15 2006-12 1,817 306,055,796.00 22.50 1 211,526.71 0.01 351 45.00 7.450 589 74.74 2007-01 10 1,910,579.94 0.13 352 34.90 7.229 583 87.32 2007-02 17 3,261,772.68 0.22 353 42.50 6.955 606 87.15 2007-03 24 4,063,814.49 0.27 354 37.00 7.280 624 89.91 2007-04 74 10,793,164.74 0.71 355 39.03 7.580 596 84.22 2007-05 77 10,970,397.82 0.72 356 42.44 7.463 585 82.08 2007-06 165 27,522,364.73 1.82 357 40.46 7.718 586 74.23 39.09 7.677 606 86.38 2007-07 1,178 189,865,291.18 12.54 358 37.81 7.694 637 87.33 2007-08 661 109,054,014.22 7.20 359 38.37 7.690 630 87.26 2007-09 71 9,037,708.00 0.60 360 38.03 7.827 622 84.45 ============================================================================================================= ================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 === ===== ===== ================================================================================================================== ===== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.7159,701 $ 1,514,038,619.01 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.357 38.58 7.648 621 85.77
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Wcw2
CONFORMING BALANCE. PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING TERM TO -TO- MORTGAGE CONFORMING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 Balance 14,664 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 2,126,315,103.64 85.05% 351 39.28 7.483 604 78.07 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 879 373,685,061.11 14.95 356 39.88 6.709 632 80.27 ==================================================================================================================================== TOTAL: 10,353 15,543 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 2,500,000,164.75 100.00% 352 39.37 7.367 608 78.40 ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF TERM TO -TO- MORTGAGE MAXIMUM MORTGAGE NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATES (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 131 $ 33,904,277.38 1.61% 352 36.75 5.355 704 75.82 11.500 - 11.999 213 $ 55,708,305.50 4.10 1,256 291,538,713.48 13.88 355 38.97 5.818 663 78.86 12.000 - 12.499 1,110 225,363,277.49 10.73 355 38.90 6.256 627 79.15 12.500 - 12.999 2,363 441,289,761.23 21.01 355 39.23 6.768 612 80.52 13.000 - 13.499 1,169 192,539,907.84 9.17 355 39.80 7.258 589 77.75 13.500 - 13.999 2,370 364,211,525.14 17.34 355 39.77 7.766 574 77.85 14.000 - 14.499 916 125,093,537.95 5.96 356 40.11 8.251 569 77.79 14.500 - 14.999 1,586 202,424,028.35 9.64 355 40.39 8.757 562 77.42 15.000 - 15.499 477 59,723,421.48 2.84 355 40.38 9.247 562 78.32 15.500 - 15.999 747 89,774,549.21 4.27 354 36.35 5.909 672 73.94 12.000-12.499 40.37 9.735 559 77.68 16.000 - 16.499 255 26,784,138.80 1.28 355 40.73 10.238 557 77.44 16.500 - 16.999 271 26,891,904.20 1.28 357 40.86 10.731 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 77.92 17.000 - 17.499 84 7,318,304.05 0.35 354 40.55 11.248 553 75.54 17.500 - 17.999 84 7,937,586.67 0.38 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 38.88 11.745 555 77.71 18.000 - 18.499 26 3,949,641.71 0.19 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 42.08 12.297 563 81.00 18.500 - 18.999 18 1,814,786.35 0.09 358 39.02 12.731 540 76.79 19.000 - 19.499 1 63,985.69 0.00 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 52.00 13.100 575 79.01 ==================================================================================================================================== TOTAL: 7,920 12,864 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,100,623,347.02 100.00% 355 39.56 7.399 600 78.60 ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING TERM TO -TO- MORTGAGE MINIMUM MORTGAGE NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 131 $ 33,904,277.38 1.61% 352 36.75 5.355 704 75.82 5.500 - 5.999 213 $ 55,708,305.50 4.10 1,256 291,538,713.48 13.88 355 38.97 5.818 663 78.86 6.000 - 6.499 1,110 225,363,277.49 10.73 355 38.90 6.256 627 79.15 6.500 - 6.999 2,363 441,289,761.23 21.01 355 39.23 6.768 612 80.52 7.000 - 7.499 1,169 192,539,907.84 9.17 355 39.80 7.258 589 77.75 7.500 - 7.999 2,370 364,211,525.14 17.34 355 39.77 7.766 574 77.85 8.000 - 8.499 916 125,093,537.95 5.96 356 40.11 8.251 569 77.79 8.500 - 8.999 1,586 202,424,028.35 9.64 355 40.39 8.757 562 77.42 9.000 - 9.499 477 59,723,421.48 2.84 355 40.38 9.247 562 78.32 9.500 - 9.999 747 89,774,549.21 4.27 354 36.35 5.909 672 73.94 6.000-6.499 40.37 9.735 559 77.68 10.000 - 10.499 255 26,784,138.80 1.28 355 40.73 10.238 557 77.44 10.500 - 10.999 271 26,891,904.20 1.28 357 40.86 10.731 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 77.92 11.000 - 11.499 84 7,318,304.05 0.35 354 40.55 11.248 553 75.54 11.500 - 11.999 84 7,937,586.67 0.38 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 38.88 11.745 555 77.71 12.000 - 12.499 26 3,949,641.71 0.19 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 42.08 12.297 563 81.00 12.500 - 12.999 18 1,814,786.35 0.09 358 39.02 12.731 540 76.79 13.000 - 13.499 1 63,985.69 0.00 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 52.00 13.100 575 79.01 ==================================================================================================================================== TOTAL: 7,920 12,864 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,100,623,347.02 100.00% 355 39.56 7.399 600 78.60 ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING TERM TO -TO- MORTGAGE MORTGAGE NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000------------------------------------------------------------------------------------------------------------------------------------- 3.000 - 3.249 6 1 $ 988,618.69 0.07 559,387.05 0.03% 359 39.97 7.108 606 79.96 3.250-35.00 5.500 742 79.43 3.250 - 3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-407,679.98 0.02 359 32.57 7.333 593 83.21 3.500 - 3.749 4 588,462.63 2 859,766.30 0.04 359 41.76 6.551 618 70.60 3.750-34.68 5.548 703 66.68 3.750 - 3.999 1 263,261.79 0.02 4 931,681.71 0.04 358 34.09 7.594 749 83.57 4.000 - 4.249 8 1,319,238.38 0.06 359 50.00 40.20 7.296 597 84.05 4.250 - 4.499 11 1,474,996.82 0.07 349 37.76 6.716 645 81.00 4.500 - 4.749 39 6,838,499.48 0.33 356 38.40 5.762 730 80.44 4.750 - 4.999 387 82,532,726.17 3.93 355 38.52 6.156 727 81.65 5.000 - 5.249 569 116,773,027.91 5.56 355 39.59 6.248 686 81.87 5.250 - 5.499 640 127,901,702.30 6.09 354 38.90 6.334 663 81.91 5.500 - 5.749 876 171,371,800.11 8.16 356 39.48 6.475 646 82.33 5.750 - 5.999 1,337 231,505,325.65 11.02 355 38.90 6.796 619 80.97 6.000 - 6.249 4,040 657,093,407.80 31.28 355 38.99 7.346 590 80.31 6.250 - 6.499 1,217 185,961,365.29 8.85 356 39.08 8.062 571 78.26 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 - 6.749 2,219 311,209,644.67 14.82 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 41.56 8.531 547 75.27 6.750 - 6.999 1,511 203,883,097.40 9.71 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 8.598 537 67.41 ==================================================================================================================================== TOTAL: 7,920 12,864 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,100,623,347.02 100.00% 355 39.56 7.399 600 78.60 ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT NEXT RATE BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING TERM TO -TO- MORTGAGE ADJUSTMENT NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2005-12 2 $ 191,727.68 0.01% 352 32.48 8.225 608 89.77 2006-01 289 40,783,298.43 1.94 347 39.78 8.512 586 77.18 2006-02 1 $ 111,090.53 0.01 511 82,336,572.47 3.92 352 45.00 5.990 608 80.00 41.13 7.744 585 78.61 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 316 50,709,095.25 2.41 351 39.45 7.308 582 78.35 2006-04 12 2,393,281.86 24 3,848,294.63 0.18 342 45.09 7.564 548 75.88 356 42.49 7.827 571 77.03 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 20 3,425,304.59 0.16 357 45.14 7.719 639 84.76 2006-06 2 308,540.02 0.02 276 41,357,167.57 1.97 356 43.85 7.885 612 89.19 38.49 7.463 593 78.37 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 11,138 1,839,530,892.40 87.57 356 39.47 7.342 602 78.65 2006-08 243 32,919,027.21 2.42 288 38,440,994.00 1.83 352 40.90 8.174 587 78.05 ==================================================================================================================================== Total: 12,864 $2,100,623,347.02 100.00% 355 38.71 7.758 585 77.94 200639.56 7.399 600 78.60 ------------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006RATE LOANS ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT INITIAL BALANCE % OF PRINCIPAL TERM TO -TO- MORTGAGE PERIODIC NUMBER OF AS OF BALANCE AS OF MATURITY INCOME RATES OLTV RATE CAP (%) MORTGAGE LOANS THE CUT-10 383 55,373,445.51 4.07 OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------------ 2 12,864 $2,100,623,347.02 100.00% 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 39.56 7.399 600 78.60 ==================================================================================================================================== TOTAL: 7,920 12,864 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL 2,100,623,347.02 100.00% 355 39.56 7.399 600 78.60 ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT SUBSEQUENT BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING TERM TO -TO- MORTGAGE PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 ------------------------------------------------------------------------------------------------------------------------------------ 1 12,864 $1,360,015,809.05 100.00 356 40.58 7.7152,100,623,347.02 100.00% 586 74.37 355 39.56 7.399 600 78.60 ==================================================================================================================================== TOTAL: 7,920 12,864 $1,360,015,809.05 100.00 356 40.58 7.7152,100,623,347.02 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE355 39.56 7.399 600 78.60 ------------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 14,585 adjustable-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $2,116,067,324.09, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-off Date. None of the Group I Mortgage Loans had a first Due Date prior to January 2004 or after September 2004, or will have a remaining term to stated maturity of less than 114 months or greater than360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is August 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC TERM TO -TO- MORTGAGE COLLATERAL NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV (%) TYPE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 ------------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 12,055 $1,360,015,809.05 100.00 356 40.58 7.7151,773,950,968.73 83.83% 586 74.37 355 39.48 7.518 596 78.29 FIXED 2,530 342,116,355.36 16.17 334 38.23 7.286 645 77.13 ==================================================================================================================================== TOTAL: 7,920 14,585 $1,360,015,809.05 100.00 356 40.58 7.7152,116,067,324.09 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL REMAINING DEBT PRINCIPAL BALANCE % OF PRINCIPAL PRINCIPAL REMAINING TERM TO -TO- MORTGAGE BALANCES AT NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE ORIGINATION ($) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO FICO* (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 50,000.01 - 100,000.00 4,811 $ 376,981,381.00 17.79% 342 37.02 8.361 591 74.86 100,000.01 - 150,000.00 4,189 517,843,390.00 24.43 351 38.88 7.597 598 78.48 150,000.01 - 200,000.00 2,576 448,711,837.00 21.17 353 39.62 7.328 602 78.34 200,000.01 - 250,000.00 1,534 342,956,653.00 16.18 355 40.25 7.143 610 78.79 250,000.01 - 300,000.00 975 266,756,334.00 12.59 356 40.52 7.015 613 79.12 300,000.01 - 350,000.00 421 133,971,032.00 6.32 356 40.52 6.955 625 80.98 350,000.01 - 400,000.00 43 15,963,050.00 0.75 358 39.66 7.054 628 79.10 400,000.01 - 450,000.00 21 8,880,158.00 0.42 358 43.14 7.177 649 77.80 450,000.01 - 500,000.00 11 5,322,990.00 0.25 358 41.94 6.852 658 79.11 500,000.01 - 550,000.00 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 1,032,000.00 0.05 357 49.98 7.836 663 81.83 550,000.01 - 600,000.00 2 1,162,500.00 0.05 359 44.39 6.061 745 79.98 ==================================================================================================================================== TOTAL: 9,364 14,585 $1,360,149,506.77 100.00 350 40.00 7.7252,119,581,325.00 100.00% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 351 39.27 7.480 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Certificates Series 2004-R8
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 Balance 7,649 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 1,168,055,027.04 77.87 350 39.95 7.439 620 76.86 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 720 331,945,168.35 22.13 356 40.72 6.964 633 79.73 ============================================================================================================================== TOTAL: 10,353 8,369 $1,699,990,769.94 1,500,000,195.39 100.00 351 40.03 7.660 603 74.73 40.12 7.334 623 77.49 ------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.500 - 11.999 213 348 $ 55,708,305.50 4.10 87,502,699.60 7.43 356 39.36 5.851 683 78.11 12.000 - 12.499 578 134,427,711.97 11.42 358 40.47 6.272 643 80.67 12.500 - 12.999 1,275 273,831,594.37 23.26 356 39.91 6.765 618 80.48 13.000 - 13.499 688 136,292,063.91 11.58 357 40.99 7.251 594 78.78 13.500 - 13.999 1,354 233,672,033.48 19.85 357 41.04 7.754 576 77.66 14.000 - 14.499 439 65,700,255.02 5.58 355 41.03 8.264 567 76.52 14.500 - 14.999 713 101,003,678.45 8.58 356 41.43 8.758 566 77.52 15.000 - 15.499 258 34,256,241.94 2.91 358 42.19 9.239 559 75.79 15.500 - 15.999 431 56,295,538.31 4.78 355 42.30 9.769 554 76.52 16.000 - 16.499 145 16,737,820.58 1.42 354 36.35 5.909 672 73.94 12.000-12.499 42.61 10.271 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 78.56 16.500 - 16.999 186 22,020,535.28 1.87 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 43.45 10.752 552 75.76 17.000 - 17.499 61 6,566,359.73 0.56 352 41.17 11.255 554 75.66 17.500 - 17.999 53 5,707,455.16 0.48 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 42.61 11.697 553 72.47 17.000-17.499 35 3,468,151.40 0.26 76.28 18.000 - 18.499 18 1,730,095.73 0.15 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-41.33 12.213 557 76.82 18.500 - 18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 12 1,442,477.84 0.12 358 46.50 12.700 537 76.81 ============================================================================================================================== TOTAL: 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715 586 74.37 40.79 7.552 600 78.6 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.500 - 5.999 213 348 $ 55,708,305.50 4.10 87,502,699.60 7.43 356 39.36 5.851 683 78.11 6.000 - 6.499 578 134,427,711.97 11.42 358 40.47 6.272 643 80.67 6.500 - 6.999 1,275 273,831,594.37 23.26 356 39.91 6.765 618 80.48 7.000 - 7.499 688 136,292,063.91 11.58 357 40.99 7.251 594 78.78 7.500 - 7.999 1,354 233,672,033.48 19.85 357 41.04 7.754 576 77.66 8.000 - 8.499 439 65,700,255.02 5.58 355 41.03 8.264 567 76.52 8.500 - 8.999 713 101,003,678.45 8.58 356 41.43 8.758 566 77.52 9.000 - 9.499 258 34,256,241.94 2.91 358 42.19 9.239 559 75.79 9.500 - 9.999 431 56,295,538.31 4.78 355 42.30 9.769 554 76.52 10.000 - 10.499 145 16,737,820.58 1.42 354 36.35 5.909 672 73.94 6.000-6.499 42.61 10.271 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 78.56 10.500 - 10.999 186 22,020,535.28 1.87 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 43.45 10.752 552 75.76 11.000 - 11.499 61 6,566,359.73 0.56 352 41.17 11.255 554 75.66 11.500 - 11.999 53 5,707,455.16 0.48 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 42.61 11.697 553 72.47 11.000-11.499 35 3,468,151.40 0.26 76.28 12.000 - 12.499 18 1,730,095.73 0.15 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-41.33 12.213 557 76.82 12.500 - 12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 12 1,442,477.84 0.12 358 46.50 12.700 537 76.81 ============================================================================================================================== TOTAL: 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715 586 74.37 40.79 7.552 600 78.60 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.000 - 3.249 2 $ 145,950.97 0.01 359 33.59 7.562 592 76.04 3.500 - 3.749 6 $ 988,618.69 867,885.44 0.07 359 39.97 7.108 606 79.96 3.250-3.499 43.42 7.458 656 85.50 3.750 - 3.999 5 579,515.76 0.05 328 36.77 7.834 597 80.29 4.000 - 4.249 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 453,138.31 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 46.35 6.578 615 78.92 4.250 - 4.499 2 242,883.08 0.02 359 50.00 35.99 6.576 696 77.69 4.500 - 4.749 30 5,068,653.86 0.43 357 41.57 6.650 719 77.60 4.750 - 4.999 164 38,875,631.78 3.30 357 38.71 6.310 728 81.67 5.000 - 5.249 288 63,200,848.84 5.37 355 41.38 6.594 687 83.59 5.250 - 5.499 370 77,131,804.13 6.55 356 40.66 6.530 664 82.71 5.500 - 5.749 559 113,996,988.62 9.68 357 39.78 6.794 644 83.91 5.750 - 5.999 711 143,363,945.96 12.18 357 39.88 7.021 620 81.25 6.000 - 6.249 1,953 365,661,852.59 31.06 356 40.52 7.454 589 80.34 6.250 - 6.499 540 88,533,562.77 7.52 356 40.62 8.305 567 77.27 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 - 6.749 1,025 151,402,738.39 12.86 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 42.45 8.683 540 73.10 6.750 - 6.999 901 127,661,160.87 10.84 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 42.00 8.754 532 67.38 ============================================================================================================================== TOTAL: 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715 586 74.37 40.79 7.552 600 78.60 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NEXT RATE NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 $ 337,227.39 0.03 354 44.82 5.963 676 90.00 2006-07 14 2,456,137.84 0.18 52 9,190,560.77 0.78 353 36.93 7.921 587 78.49 42.36 7.830 588 83.62 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 183 32,355,115.74 2.75 353 41.01 7.781 599 84.61 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 215 39,753,523.79 3.38 355 41.12 7.652 609 84.40 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 414 66,970,800.21 5.69 354 40.59 7.661 595 78.91 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 4,303 798,763,895.47 67.85 356 40.84 7.517 599 77.96 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 600 96,531,829.00 8.20 358 41.27 7.669 614 80.98 2007-01 790 133,283,609.00 11.32 358 39.94 7.522 591 76.93 ============================================================================================================================== TOTAL: 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715 586 74.37 40.79 7.552 600 78.60 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715% 586 74.37 40.79 7.552 600 78.6 ============================================================================================================================== TOTAL: 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715% 586 74.37 40.79 7.552 600 78.6 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP SUBSEQUENT PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715% 586 74.37 40.79 7.552 600 78.60 ============================================================================================================================== TOTAL: 7,920 6,559 $1,360,015,809.05 1,177,186,561.37 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 40.79 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.600 78.60 ------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Asset-Backed Pass-Through Certificates, Series 2004-R12
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE CONFORMING OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 13,126 1,784,898,715.37 81.13 355 38.75 7.666 609 83.27 Balance Non-Conforming 933 415,101,498.29 18.87 358 40.41 7.151 618 84.21 Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 14,059 2,200,000,213.66 100 356 39.06 7.569 611 83.45 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % RANGE OF ADJUSTABLE RATE PRINCIPAL % OF REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATES (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------- ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-275 62,992,205.70 3.73 358 39.68 5.88 638 80.08 12.000 - 12.499 552 127,719,528.30 9.39 773 158,755,438.37 9.41 358 38.79 6.246 626 82.38 12.500 - 12.999 1,578 310,821,902.16 18.43 358 39.19 6.758 621 83.69 13.000 - 13.499 1,469 253,776,718.66 15.05 358 39.33 7.234 614 85.05 13.500 - 13.999 2,111 344,699,246.52 20.44 358 39.75 7.755 599 85.75 14.000 - 14.499 1,449 212,279,667.07 12.59 358 38.79 8.234 591 85.73 14.500 - 14.999 1,349 190,782,620.33 11.31 358 39.37 8.72 584 86.23 15.000 - 15.499 611 79,675,452.49 4.72 358 38.95 9.195 579 85.53 15.500 - 15.999 369 45,677,976.99 2.71 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 39.32 9.699 568 82.14 16.000 - 16.499 102 12,862,371.33 0.76 359 41.54 10.194 556 78.09 16.500 - 16.999 61 7,742,549.11 0.46 353 41.01 10.734 533 72.73 17.000 - 17.499 34 4,197,397.16 0.25 358 44.96 11.235 527 66.34 17.500 - 17.999 19 2,024,986.16 0.12 359 43.89 11.731 519 63.92 18.000 - 18.499 4 228,271.95 0.01 358 48.01 12.275 533 64.47 18.500 - 18.999 3 162,000.60 0.01 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 24.65 12.858 558 67.75 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % RANGE OF ADJUSTABLE RATE PRINCIPAL % OF REMAINING MINIMUM NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE RANGE MORTGAGE OF MINIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------- ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-275 62,992,205.70 3.73 358 39.68 5.88 638 80.08 6.000 - 6.499 552 127,719,528.30 9.39 773 158,755,438.37 9.41 358 38.79 6.246 626 82.38 6.500 - 6.999 1,578 310,821,902.16 18.43 358 39.19 6.758 621 83.69 7.000 - 7.499 1,469 253,776,718.66 15.05 358 39.33 7.234 614 85.05 7.500 - 7.999 2,111 344,699,246.52 20.44 358 39.75 7.755 599 85.75 8.000 - 8.499 1,449 212,279,667.07 12.59 358 38.79 8.234 591 85.73 8.500 - 8.999 1,349 190,782,620.33 11.31 358 39.37 8.72 584 86.23 9.000 - 9.499 611 79,675,452.49 4.72 358 38.95 9.195 579 85.53 9.500 - 9.999 369 45,677,976.99 2.71 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 39.32 9.699 568 82.14 10.000 - 10.499 102 12,862,371.33 0.76 359 41.54 10.194 556 78.09 10.500 - 10.999 61 7,742,549.11 0.46 353 41.01 10.734 533 72.73 11.000 - 11.499 34 4,197,397.16 0.25 358 44.96 11.235 527 66.34 11.500 - 11.999 19 2,024,986.16 0.12 359 43.89 11.731 519 63.92 12.000 - 12.499 4 228,271.95 0.01 358 48.01 12.275 533 64.47 12.500 - 12.999 3 162,000.60 0.01 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 24.65 12.858 558 67.75 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE RANGE MORTGAGE OF MORTGAGE MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 4.500 - 4.749 202 27,003,134.19 1.6 356 37.46 7.477 614 86.03 4.750 - 4.999 16 3,405,032.03 0.2 359 39.97 7.108 40.74 6.553 701 84.76 5.000 - 5.249 27 4,769,544.93 0.28 359 39.38 7.048 649 90.83 5.250 - 5.499 27 5,904,998.05 0.35 356 39.78 6.565 664 82.88 5.500 - 5.749 661 140,537,448.38 8.33 358 40.36 7.5 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 83.67 5.750 - 5.999 51 10,841,159.43 0.64 355 40.31 7.351 613 80.6 6.000 - 6.249 8,440 1,382,014,300.19 81.94 358 39.13 7.58 607 85.37 6.250 - 6.499 78 11,177,086.63 0.66 348 39.45 7.994 568 71.57 6.500 - 6.749 466 64,138,870.14 3.8 356 40.43 8.241 562 78.81 6.750 - 6.999 132 18,072,047.46 1.07 354 40.24 8.507 544 65.44 7.000 - 7.249 107 18,815,183.17 1.12 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 41.66 9.129 537 69.59 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE REMAINING NEXT RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE NEXT RATE ADJUSTMENT OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 2006-03 3 520,676.90 0.04 8 897,591.83 0.05 353 43.98 8.023 566 75.22 33.63 8.181 587 88.69 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 89 10,141,623.30 0.6 354 39.52 7.565 594 86.98 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 152 14,488,110.64 0.86 354 36.36 7.559 608 84.08 2006-06 2 308,540.02 0.02 210 25,342,771.87 1.5 356 43.85 7.885 612 89.19 38.26 7.535 592 85.13 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 448 61,246,137.37 3.63 357 39.05 7.599 610 88.77 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 1,444 200,845,293.36 11.91 358 39.07 7.745 604 86.56 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 5,390 948,686,053.01 56.25 358 39.81 7.63 600 83.11 2006-10 383 55,373,445.51 4.07 196 30,357,107.00 1.8 359 38.64 7.985 584 84.59 2007-03 2 461,737.86 0.03 353 41.15 7.616 558 83.81 2007-04 17 1,240,124.82 0.07 354 33.62 7.361 643 83.69 2007-05 55 5,200,710.44 0.31 355 39.15 7.787 605 76.57 200638.35 7.619 615 87.64 2007-11 25 4,341,967.29 0.32 06 44 6,050,447.15 0.36 355 41.06 7.803 584 71.11 200638.85 7.24 597 87.79 2007-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== 07 150 20,609,461.68 1.22 355 39.35 7.599 619 89.63 2007-08 370 53,507,702.69 3.17 358 38.72 7.473 626 87.67 2007-09 1,578 299,646,615.58 17.77 359 38.41 7.502 616 85.38 2007-10 54 7,957,316.00 0.47 360 39.25 7.762 576 84.9 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING INITIAL NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF REMAINING SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE RATE CAP PERIODIC OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 10,207 1,686,678,804.60 100 358 39.31 7.618 604 84.48 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- GROUP I MORTGAGE LOAN STATISTICS The Initial Group I Mortgage Loans consist of 9,364 10,577 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.771,598,711,863.03, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off off Date, and subject to a permitted variance of plus or minus 5%. None of the Initial Group I Mortgage Loans had a first Due Date prior to March April 1, 2004 or after November 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 119 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Initial Group I Mortgage Loan is December October 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 6,489 969,360,284.79 60.63 358 39.25 7.716 601 83.83 3 YEAR ARMS 1,943 311,288,944.27 19.47 358 38.39 7.569 615 85.71 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== 2,145 318,062,633.97 19.89 348 38.88 7.105 633 78.72 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 10,577 1,598,711,863.03 100 356 39.01 7.566 610 83.18 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING RANGE OF NUMBER BALANCE PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE PRINCIPAL BALANCES AT OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES OLTV ORIGINATION ($AT ORIGINATION($) LOANS ORIGINATION ORIGINATION (MONTHS) )* (%) )* (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 )* FICO* OLTV(%)* ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- Less than 50,000.00 211 9,934,081.00 0.62 350 31.64 8.406 602 72.26 50,000.01 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 100,000.00 3,149 230,034,268.00 14.37 352 36.15 8.015 606 82.76 100,000.01- 150,000.00 2,662 332,310,501.00 20.76 355 38.19 7.701 608 83.75 150,000.01 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 00 1,905 332,443,558.00 20.77 357 39.52 7.503 606 83.04 200,000.01 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 00 1,289 288,944,586.00 18.05 357 40.35 7.419 610 82.79 250,000.01 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 00 843 231,124,603.00 14.44 358 39.94 7.33 610 82.51 300,000.01 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 00 401 127,761,997.00 7.98 359 40.7 7.328 623 85.05 350,000.01 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 00 62 23,344,049.00 1.46 357 38.59 7.508 640 86.32 400,000.01 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 00 34 14,063,618.00 0.88 358 41.61 7.467 647 87.64 450,000.01 - 500,000 00 15 7,331,200.00 0.46 359 40.15 7.1 629 76.61 500,000.01 - 550,000 00 4 1,959,998.00 0.14 2,076,100.00 0.13 359 32.27 7.062 662 75.53 ============================================================================================================================== 30.23 6.885 641 84.89 550,000.01 - 600,000 00 2 1,148,000.00 0.07 359 39.56 6.92 629 80 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ 10,577 1,600,516,561.00 100 356 39.01 7.566 610 83.18 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- *Based on the original balances of the Initial Mortgage Loans.
Appears in 1 contract
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 Balance 7,299 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 =1,132,223,964.31 100.00 350 39.99 7.427 620 77.00 ============================================================================================================================= TOTAL: 10,353 7,299 $1,699,990,769.94 1,132,223,964.31 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 350 39.99 7.427 620 77.00 ----------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.500 - 11.999 213 274 $ 55,708,305.50 4.10 55,101,547.72 6.27 354 36.35 5.909 672 73.94 12.000-38.39 5.844 678 77.36 12.000 - 12.499 552 127,719,528.30 9.39 470 89,594,232.52 10.19 357 39.62 6.286 631 75.99 12.500-40.31 6.279 644 80.48 12.500 - 12.999 1,304 274,131,417.90 20.16 1,062 190,213,944.03 21.63 355 40.06 6.769 619 80.50 13.000 - 13.499 577 93,641,723.08 10.65 356 40.75 7.252 593 78.71 13.500 - 13.999 1,204 186,542,292.29 21.21 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 40.66 7.761 575 77.22 14.000 - 14.499 398 55,052,510.19 6.26 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 41.01 8.261 560 75.81 14.500 - 14.999 643 84,910,163.82 9.65 355 41.26 8.757 563 77.28 15.000 - 15.499 231 27,562,108.52 3.13 358 41.60 9.236 553 75.55 15.500 - 15.999 396 48,866,859.55 5.56 355 42.15 9.769 553 76.19 16.000 - 16.499 137 14,611,794.02 1.66 355 42.67 10.272 549 77.48 16.500 - 16.999 173 18,924,548.11 2.15 355 43.93 10.737 547 75.09 17.000 - 17.499 56 5,807,787.87 0.66 351 41.32 11.265 543 74.68 17.500 - 17.999 52 5,632,728.03 0.64 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 42.66 11.697 553 72.47 17.000-17.499 35 3,468,151.40 0.26 76.43 18.000 - 18.499 17 1,670,111.97 0.19 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-40.98 12.212 559 77.13 18.500 - 18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 =11 1,380,893.61 0.16 358 46.17 12.709 539 77.78 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.68 7.677 595 78.17 ----------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.500 - 5.999 213 274 $ 55,708,305.50 4.10 55,101,547.72 6.27 354 36.35 5.909 672 73.94 6.000-38.39 5.844 678 77.36 6.000 - 6.499 552 127,719,528.30 9.39 470 89,594,232.52 10.19 357 39.62 6.286 631 75.99 6.500-40.31 6.279 644 80.48 6.500 - 6.999 1,304 274,131,417.90 20.16 1,062 190,213,944.03 21.63 355 40.06 6.769 619 80.50 7.000 - 7.499 577 93,641,723.08 10.65 356 40.75 7.252 593 78.71 7.500 - 7.999 1,204 186,542,292.29 21.21 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 40.66 7.761 575 77.22 8.000 - 8.499 398 55,052,510.19 6.26 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 41.01 8.261 560 75.81 8.500 - 8.999 643 84,910,163.82 9.65 355 41.26 8.757 563 77.28 9.000 - 9.499 231 27,562,108.52 3.13 358 41.60 9.236 553 75.55 9.500 - 9.999 396 48,866,859.55 5.56 355 42.15 9.769 553 76.19 10.000 - 10.499 137 14,611,794.02 1.66 355 42.67 10.272 549 77.48 10.500 - 10.999 173 18,924,548.11 2.15 355 43.93 10.737 547 75.09 11.000 - 11.499 56 5,807,787.87 0.66 351 41.32 11.265 543 74.68 11.500 - 11.999 52 5,632,728.03 0.64 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 42.66 11.697 553 72.47 11.000-11.499 35 3,468,151.40 0.26 76.43 12.000 - 12.499 17 1,670,111.97 0.19 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-40.98 12.212 559 77.13 12.500 - 12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 =11 1,380,893.61 0.16 358 46.17 12.709 539 77.78 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.68 7.677 595 78.17 ----------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE GROSS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 2 $ 988,618.69 0.07 145,950.97 0.02 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 33.59 7.562 592 76.04 3.500-3.749 4 588,462.63 0.04 5 777,947.70 0.09 359 41.76 6.551 618 70.60 45.67 7.412 660 86.72 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 5 579,515.76 0.07 328 36.77 7.834 597 80.29 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 3 453,138.31 0.05 359 46.35 6.578 615 78.92 4.250-4.499 7 1,843,227.73 0.14 2 242,883.08 0.03 359 39.93 7.163 607 77.72 35.99 6.576 696 77.69 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 26 3,819,201.42 0.43 357 41.63 6.675 718 75.34 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 130 24,547,898.97 2.79 357 39.40 6.404 723 82.47 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 230 40,786,390.17 4.64 354 40.10 6.529 688 83.29 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 303 53,062,998.32 6.03 354 40.67 6.578 664 82.57 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 467 77,578,957.88 8.82 356 39.97 6.816 645 83.72 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 589 98,117,869.70 11.16 357 39.78 7.013 621 81.81 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 1,660 262,441,307.63 29.84 355 40.32 7.526 590 76.13 80.58 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 485 70,348,975.16 8.00 356 40.25 8.367 566 78.09 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 924 126,754,117.06 14.41 356 41.95 8.716 540 73.12 6.750-6.999 1,527 219,206,428.35 16.12 870 119,856,093.20 13.63 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 =42.00 8.782 532 67.19 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.68 7.677 595 78.17 ----------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING NEXT RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE NEXT RATE ADJUSTMENT MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 $ 337,227.39 0.04 354 44.82 5.963 676 90.00 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 47 7,130,270.51 0.81 352 42.01 7.728 591 82.52 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 167 26,165,478.90 2.97 353 41.29 7.943 593 83.56 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 183 28,228,271.42 3.21 354 41.75 7.803 605 84.31 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 369 51,401,431.96 5.84 353 40.57 7.797 590 78.06 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 3,692 587,301,160.15 66.78 356 40.67 7.645 594 77.50 2006-12 1,817 306,055,796.00 22.50 525 73,116,650.00 8.31 358 41.59 7.799 611 81.19 2007-01 716 105,832,755.00 12.03 357 40.46 7.718 586 74.23 =39.64 7.616 588 76.61 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.68 7.677 595 78.17 ----------------------------------------------------------------------------------------------------------------------------- INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING INITIAL NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715% 586 74.37 =40.68 7.677 595 78.17 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.68 7.677 595 78.17 ----------------------------------------------------------------------------------------------------------------------------- SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE RATE LOANS BALANCE RATE LOANS TERM TO DEBT-TO MORTGAGE RATE CAP PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715% 586 74.37 =40.68 7.677 595 78.17 ============================================================================================================================= TOTAL: 7,920 $1,360,015,809.05 5,701 $ 879,513,245.33 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE 40.68 7.677 595 78.17 ----------------------------------------------------------------------------------------------------------------------------- LOB ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING NUMBER OF BALANCE BALANCE RATE LOANS RATE LOANS TERM TO DEBT-TO MORTGAGE LOB MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE ORIGINATIONS LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 AMC 6,905 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 =1,062,288,484.87 93.82 350 40.14 7.452 619 77.17 Quest 1 92,419.57 0.01 359 49 6.700 515 30.23 TCCC 393 69,843,059.87 6.17 349 37.65 7.042 641 74.58 ============================================================================================================================= TOTAL: 9,364 7,299 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 1,132,223,964.31 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.7.427 620 77.00 -----------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Asset-Backed Pass-Through Certificates, Series 2004-R12
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 6,367 938,571,306.82 78.21 350 40.21 7.535 611 77.64 Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ========538 261,446,884.68 21.79 357 40.90 7.063 634 79.79 ====================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 6,905 1,200,018,191.50 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 352 40.36 7.432 616 78.10 ---------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE MORTGAGE % OF ADJUSTABLE RATE RANGE OF LOANS AS PRINCIPAL REMAINING RANGE OF DEBT- MAXIMUM NUMBER OF MORTGAGE LOANS OF THE BALANCE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE CUT-OFF AS OF THE MATURITY INCOME RATES OLTV RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500--------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-233 52,187,502.59 5.50 356 39.45 5.904 677 78.84 12.000 - 12.499 528 121,128,467.85 12.77 356 40.15 6.260 645 79.78 12.500 - 12.999 1,003 210,267,913.64 22.17 356 40.08 6.762 618 80.24 13.000 - 13.499 565 102,836,133.38 10.84 356 39.97 7.257 593 77.71 13.500 - 13.999 1,246 206,755,103.25 21.80 356 41.09 7.757 578 76.91 14.000 - 14.499 389 54,197,320.52 5.71 352 41.87 8.256 566 76.35 14.500 - 14.999 723 100,951,139.76 10.64 356 41.74 8.765 570 77.99 15.000 - 15.499 211 27,168,910.22 2.86 353 40.73 9.255 570 77.15 15.500 - 15.999 323 40,131,137.00 4.23 357 41.65 9.743 563 78.17 16.000 - 16.499 84 8,868,100.68 0.93 349 40.98 10.240 552 127,719,528.30 9.39 77.88 16.500 - 16.999 114 13,810,838.02 1.46 353 44.24 10.734 559 80.56 17.000 - 17.499 28 4,089,451.12 0.43 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-44.80 11.313 558 81.15 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-4,230,902.72 0.45 359 40.50 11.785 562 83.18 18.000 - 18.499 10 658,207.29 0.05 7 835,086.94 0.09 359 36.88 12.238 543 71.04 18.500-46.44 12.195 550 75.31 18.500 - 18.999 6 923,045.98 0.07 7 1,049,333.95 0.11 359 42.20 12.756 540 79.17 ================33.69 12.688 562 80.76 19.500 - 19.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 ============================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,492 948,580,119.79 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.72 7.561 599 78.46 -------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE MORTGAGE % OF ADJUSTABLE RATE RANGE OF LOANS AS PRINCIPAL REMAINING DEBT- MINIMUM NUMBER OF MORTGAGE LOANS OF THE BALANCE TERM TO DEBTTO- MORTGAGE MORTGAGE MORTGAGE CUT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE OFF AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500--------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-233 52,187,502.59 5.50 356 39.45 5.904 677 78.84 6.000 - 6.499 528 121,128,467.85 12.77 356 40.15 6.260 645 79.78 6.500 - 6.999 1,003 210,267,913.64 22.17 356 40.08 6.762 618 80.24 7.000 - 7.499 565 102,836,133.38 10.84 356 39.97 7.257 593 77.71 7.500 - 7.999 1,246 206,755,103.25 21.80 356 41.09 7.757 578 76.91 8.000 - 8.499 389 54,197,320.52 5.71 352 41.87 8.256 566 76.35 8.500 - 8.999 723 100,951,139.76 10.64 356 41.74 8.765 570 77.99 9.000 - 9.499 211 27,168,910.22 2.86 353 40.73 9.255 570 77.15 9.500 - 9.999 323 40,131,137.00 4.23 357 41.65 9.743 563 78.17 10.000 - 10.499 84 8,868,100.68 0.93 349 40.98 10.240 552 127,719,528.30 9.39 77.88 10.500 - 10.999 114 13,810,838.02 1.46 353 44.24 10.734 559 80.56 11.000 - 11.499 28 4,089,451.12 0.43 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-44.80 11.313 558 81.15 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-4,230,902.72 0.45 359 40.50 11.785 562 83.18 12.000 - 12.499 10 658,207.29 0.05 7 835,086.94 0.09 359 36.88 12.238 543 71.04 12.500-46.44 12.195 550 75.31 12.500 - 12.999 6 923,045.98 0.07 7 1,049,333.95 0.11 359 42.20 12.756 540 79.17 ================33.69 12.688 562 80.76 13.500 - 13.999 1 72,778.15 0.01 353 44.00 13.750 554 79.22 ============================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,492 948,580,119.79 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.72 7.561 599 78.46 -------------------------------------------------------------------------------------------------------------- MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE MORTGAGE % OF ADJUSTABLE RATE LOANS AS PRINCIPAL REMAINING DEBT- RANGE OF NUMBER OF MORTGAGE LOANS OF THE BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF TO- MORTGAGE MORTGAGE AS OF THE MORTGAGE CUT-OFF AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000--------------------------------------------------------------------------------------------------------------- 3.000 - 3.249 6 $ 988,618.69 0.07 3 435,178.04 0.05 338 45.28 7.47 563 87.09 3.250 - 3.499 1 199,584.64 0.02 359 39.97 7.108 606 79.96 3.250-3.499 4.00 6.95 584 85.00 3.500 - 3.749 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 349,815.57 0.04 359 41.76 6.551 618 70.60 3.750-30.22 7.89 585 82.60 3.750 - 3.999 1 263,261.79 0.02 4 742,021.54 0.08 359 50.00 6.500 560 85.00 4.000-40.80 7.54 662 74.39 4.000 - 4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4 522,247.45 0.06 337 40.01 8.06 622 78.49 4.250 - 4.499 7 1,843,227.73 0.14 798,437.16 0.08 359 39.93 7.163 607 77.72 4.500-48.33 7.57 597 81.00 4.500 - 4.749 24 4,950,699.97 0.36 354 41.83 6.473 25 3,703,563.50 0.39 350 39.86 6.60 698 77.44 4.750-82.81 4.750 - 4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-169 32,664,972.57 3.44 355 39.13 6.51 723 83.07 5.000 - 5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 258 53,066,344.20 5.59 356 40.13 7.416 6.57 685 82.76 5.250 - 5.499 272 56,924,834.08 6.00 356 39.98 6.69 663 82.65 5.500 - 5.749 414 88,439,801.45 9.32 355 40.40 6.83 643 82.77 5.750 - 5.999 607 120,448,617.46 12.70 356 40.69 7.13 618 81.49 6.000 - 6.249 1,612 291,546,304.42 30.74 356 40.68 7.51 590 76.13 6.250-79.98 6.250 - 6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-515 78,637,545.97 8.29 354 40.64 8.40 565 78.25 6.500 - 6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 990 136,292,473.40 14.37 355 41.74 8.49 542 71.11 6.750-72.84 6.750 - 6.999 1,527 219,206,428.35 16.12 608 83,808,378.34 8.84 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ================41.18 8.45 534 66.00 ============================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,492 948,580,119.79 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 40.72 7.56 599 78.46 -------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCE OF ADJUSTABLE RATE MORTGAGE % OF ADJUSTABLE RATE LOANS AS PRINCIPAL REMAINING DEBT- NEXT RATE NUMBER OF MORTGAGE LOANS OF THE BALANCE TERM TO DEBTTO- MORTGAGE ADJUSTMENT MORTGAGE CUT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE OFF AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 -------------------------------------------------------------------------------------------------------------- 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 8 1,093,296.81 0.12 353 41.79 8.415 564 63.89 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 3 443,055.33 0.05 355 45.98 6.762 609 89.00 2006-07 14 2,456,137.84 0.18 21 3,110,753.08 0.33 353 36.93 7.921 587 78.49 39.26 7.955 608 83.99 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 119 19,498,514.35 2.06 356 41.60 7.743 609 84.46 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 346 54,432,888.66 5.74 355 41.59 7.988 604 80.79 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 4,681 817,834,802.56 86.22 356 40.68 7.518 599 78.17 2006-11 25 4,341,967.29 0.32 314 52,166,809.00 5.50 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ================40.08 7.689 594 78.20 ============================================================================================================== TOTAL: 7,920 $1,360,015,809.05 5,492 948,580,119.79 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.40.72 7.561 599 78.46 --------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE CONFORMING OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------- ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 10,577 1,598,711,863.03 100 356 39.01 7.566 610 76.21 ============================================================================================================================== 83.18 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 10,577 1,598,711,863.03 100 356 39.01 7.566 610 83.18 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- &&& MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 11.500 - 11.999 205 39,534,574.66 3.09 358 38.83 5.874 639 77.88 12.000 - 12.499 610 109,467,119.14 8.55 358 38.72 6.253 628 81.73 12.500 - 12.999 1,288 222,686,207.71 17.39 358 38.63 6.756 621 82.78 13.000 - 13.499 1,209 191,688,299.27 14.97 358 39.46 7.234 616 84.96 13.500 - 13.999 1,764 267,036,553.17 20.85 358 39.48 7.757 602 85.78 14.000 - 14.499 1,208 168,961,354.61 13.19 358 38.52 8.23 594 85.95 14.500 - 14.999 1,130 153,221,197.89 11.96 358 38.79 8.723 586 86.15 15.000 - 15.499 534 68,355,689.97 5.34 358 38.79 9.197 581 85.92 15.500 - 15.999 301 36,892,277.41 2.88 357 39.38 9.702 567 81.8 16.000 - 16.499 83 10,506,256.82 0.82 359 41.75 10.192 558 78.34 16.500 - 16.999 54 6,857,519.02 0.54 353 41.06 10.734 532 72.7 17.000 - 17.499 27 3,434,950.42 0.27 359 44.54 11.23 529 65.3 17.500 - 17.999 14 1,730,310.07 0.14 359 44.88 11.726 518 64 18.000 - 18.499 2 114,918.30 0.01 357 46.67 12.391 543 60.25 18.500 - 18.999 3 162,000.60 0.01 356 40.58 7.715% 586 74.37 ============================================================================================================================== 24.65 12.858 558 67.75 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.8,432 1,280,649,229.06 100 358 39.04 7.681 604 84.29 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- ---------
Appears in 1 contract
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non------------------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 14,647 $2,260,929,084.02 100% 357 38.94% 7.501% 608 82.81% ==================================================================================================================================== TOTAL: 10,353 14,647 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 2,260,929,084.02 100% 357 38.94% 7.501% 608 82.81% ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 87 $ 17,945,664.03 0.98% 357 41.22% 5.404% 639 77.34% 11.500 - 11.999 213 $ 55,708,305.50 510 102,259,073.93 5.57 358 39.53 5.754 636 77.45 12.000 - 12.499 911 169,893,728.99 9.26 358 38.98 6.252 635 80.52 12.500 - 12.999 1,772 317,436,409.68 17.30 359 38.98 6.749 623 81.71 13.000 - 13.499 1,729 289,813,029.23 15.79 359 38.87 7.237 612 83.92 13.500 - 13.999 2,438 382,151,438.84 20.82 359 38.55 7.748 598 85.29 14.000 - 14.499 1,455 216,277,832.02 11.78 358 38.71 8.221 586 85.66 14.500 - 14.999 1,373 193,541,724.01 10.55 358 38.69 8.714 580 86.51 15.000 - 15.499 585 75,332,052.12 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 359 37.94 9.200 567 84.97 15.500 - 15.999 300 40,253,242.49 2.19 358 40.68 9.719 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-82.31 16.000 - 16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-102 14,647,451.31 0.80 359 39.22 10.196 549 78.65 16.500 - 16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-65 8,996,333.24 0.49 358 41.16 10.713 534 71.46 17.000 - 17.499 35 3,468,151.40 0.26 23 3,659,369.41 0.20 359 41.82 11.270 560 74.17 17.500-38.64 11.163 522 69.05 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-17 2,558,420.36 0.14 359 39.00 11.640 532 70.86 18.000 - 18.499 10 658,207.29 0.05 5 498,899.13 0.03 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 38.51 12.190 517 78.62 ==================================================================================================================================== TOTAL: 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,835,264,668.79 100.00% 359 38.87% 7.530% 604 83.42% ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 87 $ 17,945,664.03 0.98% 357 41.22% 5.404% 639 77.34% 5.500 - 5.999 213 $ 55,708,305.50 510 102,259,073.93 5.57 358 39.53 5.754 636 77.45 6.000 - 6.499 911 169,893,728.99 9.26 358 38.98 6.252 635 80.52 6.500 - 6.999 1,772 317,436,409.68 17.30 359 38.98 6.749 623 81.71 7.000 - 7.499 1,729 289,813,029.23 15.79 359 38.87 7.237 612 83.92 7.500 - 7.999 2,438 382,151,438.84 20.82 359 38.55 7.748 598 85.29 8.000 - 8.499 1,455 216,277,832.02 11.78 358 38.71 8.221 586 85.66 8.500 - 8.999 1,373 193,541,724.01 10.55 358 38.69 8.714 580 86.51 9.000 - 9.499 585 75,332,052.12 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 359 37.94 9.200 567 84.97 9.500 - 9.999 300 40,253,242.49 2.19 358 40.68 9.719 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-82.31 10.000 - 10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-102 14,647,451.31 0.80 359 39.22 10.196 549 78.65 10.500 - 10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-65 8,996,333.24 0.49 358 41.16 10.713 534 71.46 11.000 - 11.499 35 3,468,151.40 0.26 23 3,659,369.41 0.20 359 41.82 11.270 560 74.17 11.500-38.64 11.163 522 69.05 11.500 - 11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-17 2,558,420.36 0.14 359 39.00 11.640 532 70.86 12.000 - 12.499 10 658,207.29 0.05 5 498,899.13 0.03 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 38.51 12.190 517 78.62 ==================================================================================================================================== TOTAL: 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,835,264,668.79 100.00% 359 38.87% 7.530% 604 83.42% ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 182 $ 988,618.69 0.07 28,746,867.73 1.57% 357 38.84% 7.343% 610 84.43% 4.750 - 4.999 1 212,503.93 0.01 353 53.00 10.050 512 70.00 5.000 - 5.249 541 90,263,248.33 4.92 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 38.36 7.520 623 85.84 5.500 - 5.749 527 94,428,629.24 5.15 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-39.75 7.678 597 82.40 6.000 - 6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-9,902 1,585,135,809.84 86.37 358 38.81 7.497 604 83.51 6.250 - 6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 2 216,627.10 0.01 359 25.00 10.450 529 75.00 47.34 7.620 519 86.65 6.500 - 6.749 126 19,746,008.81 1.08 358 38.61 8.286 574 79.83 6.750 - 6.999 1 279,000.00 0.02 360 43.00 6.250 612 89.71 7.000 - 7.249 90 16,235,973.81 0.88 358 42.40 9.376 535 69.63 ==================================================================================================================================== TOTAL: 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,835,264,668.79 100.00% 359 38.87% 7.53% 604 83.42% ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 ------------------------------------------------------------------------------------------------------------------------------------ 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 1 $ 136,992.52 0.01% 352 54.00% 6.55% 576 75.00% 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 35 5,716,856.54 0.31 353 41.51 7.655 557 78.87 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 29 3,535,075.15 0.19 354 39.84 7.261 583 82.26 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 86 12,784,914.10 0.70 355 38.81 7.567 570 77.47 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 110 18,349,979.37 1.00 354 38.96 7.671 585 82.36 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 55 7,996,120.35 0.44 357 38.61 7.531 595 85.11 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 830 126,669,250.35 6.90 358 39.57 7.636 589 83.17 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 6,516 1,049,475,923.91 57.18 359 39.00 7.560 604 83.26 2006-11 25 4,341,967.29 0.32 642 95,325,487.00 5.19 360 38.73 7.806 593 85.03 2007-03 2 193,107.03 0.01 352 25.04 7.976 580 87.24 2007-04 10 1,474,620.08 0.08 353 38.74 6.953 583 80.73 2007-05 10 1,484,356.40 0.08 348 35.97 6.759 601 84.82 2007-06 23 4,125,536.79 0.22 355 41.06 7.803 584 71.11 200641.63 7.547 579 82.39 2007-12 1,817 306,055,796.00 22.50 07 46 7,417,454.36 0.40 356 40.68 7.308 603 79.01 2007-08 24 4,146,451.01 0.23 357 40.46 7.718 586 74.23 39.29 7.366 602 82.11 2007-09 279 43,430,883.13 2.37 358 39.74 7.411 601 83.47 2007-10 2,453 416,815,396.70 22.71 359 38.21 7.376 615 83.77 2007-11 221 36,186,264.00 1.97 359 38.52 7.509 606 85.11 ==================================================================================================================================== TOTAL: 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,835,264,668.79 100.00% 359 38.87% 7.53% 604 83.42% ------------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.7151,835,264,668.79 100.00% 586 74.37 359 38.87% 7.53% 604 83.42% ==================================================================================================================================== TOTAL: 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.7151,835,264,668.79 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 38.87% 7.53% 604 83.42% ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC SUBSEQUENT NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.7151,835,264,668.79 100.00% 586 74.37 359 38.87% 7.53% 604 83.42% ==================================================================================================================================== TOTAL: 7,920 11,372 $1,360,015,809.05 100.00 356 40.58 7.7151,835,264,668.79 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ 359 38.87% OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.8277.53% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725604 83.42% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Wwf1
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance Non---------------------------------------------------------------------------------------------------------------------------- Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 1,901 $1,699,990,769.94 293,017,913.56 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL BALANCE OF % BALANCE OF RANGE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF RATE MORTGAGE LOANS BALANCE RATE MORTGAGE TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES MORTGAGE LOANS AS OF THE LOANS AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 ----------------------------------------------------------------------------------------------------------------------------- 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 9 $ 1,453,765.89 0.62 360 37.15 5.868 656 80.45 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 146 28,286,079.41 12.07 360 40.05 6.281 626 81.77 12.500-12.999 6 923,045.98 233 41,743,576.58 17.81 360 38.92 6.768 622 82.15 13.000-13.499 229 39,028,690.61 16.66 359 38.59 7.242 614 85.41 13.500-13.999 316 53,092,053.37 22.66 360 39.53 7.752 598 86.57 14.000-14.499 175 26,735,981.16 11.41 360 38.67 8.214 590 87.81 14.500-14.999 186 26,347,349.20 11.24 360 41.07 8.699 582 87.09 15.000-15.499 60 7,717,490.95 3.29 360 39.11 9.213 562 85.22 15.500-15.999 40 5,232,634.52 2.23 360 39.76 9.766 554 81.72 16.000-16.499 14 1,760,590.58 0.75 354 38.36 10.224 548 74.96 16.500-16.999 11 1,690,819.86 0.72 360 41.62 10.823 530 65.76 17.000-17.499 4 667,262.80 0.28 360 46.66 11.307 514 64.97 17.500-17.999 2 394,110.28 0.17 359 41.52 11.733 518 69.53 18.000-18.499 1 170,000.00 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 360 37.00 12.225 509 48.57 ----------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 1,426 $1,360,015,809.05 234,320,405.21 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 39.41 7.616 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.84.66 -----------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Argent Securities Inc Asset-Backed Pass-Through Certificates, Series 2004-W11
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 31 $ 3,880,573.73 1.18 328 36.23 7.533 672 72.07 Non-Conforming Balance 728 318,514,875.35 18.74 676 326,083,640.80 98.82 358 40.17 7.208 610 76.21 ============================================================================================================================== 40.85 7.061 634 79.89 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 10,353 $1,699,990,769.94 707 $ 329,964,214.53 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 357 40.80 7.066 635 79.80 --------------------------------------------------------------------------------------------------------------------------- MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 --------------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 41 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 19,455,895.70 7.79 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 39.76 5.882 680 77.89 12.000 - 12.499 108 51,917,991.46 20.79 359 40.41 6.254 645 79.66 12.500 - 12.999 147 71,724,056.75 28.73 359 40.81 6.729 622 79.64 13.000 - 13.499 55 25,602,434.38 10.25 359 41.3 7.236 602 81.23 13.500 - 13.999 81 39,106,655.36 15.66 359 42.01 7.730 594 77.39 14.000 - 14.499 17 8,100,086.99 3.24 359 40.89 8.281 596 81.56 14.500 - 14.999 38 17,266,240.04 6.92 359 42.38 8.752 572 84.70 15.000 - 15.499 10 4,470,388.27 1.79 359 41.66 9.240 589 80.59 15.500 - 15.999 19 7,917,072.32 3.17 359 45.01 9.682 609 82.04 16.000 - 16.499 1 364,351.99 0.15 359 46.00 10.400 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 90.00 16.500 - 16.999 2 989,041.99 0.40 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 43.08 10.753 621 84.95 17.000 - 17.499 3 1,673,136.44 0.67 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 47.7 11.432 569 82.02 17.500 - 17.999 2 1,093,679.03 0.44 359 42.20 12.756 540 79.17 ============================================================================================================================== 34.12 11.888 584 89.67 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 524 $ 249,681,030.71 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 359 41.17 7.177 619 79.92 --------------------------------------------------------------------------------------------------------------------------- MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE RANGE OF MORTGAGE MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 41 $ 19,455,895.70 7.79 356 39.76 5.882 680 77.89 6.000 - 6.499 108 51,917,991.46 20.79 359 40.41 6.254 645 79.66 6.500 - 6.999 147 71,724,056.75 28.73 359 40.81 6.729 622 79.64 7.000 - 7.499 55 25,602,434.38 10.25 359 41.30 7.236 602 81.23 7.500 - 7.999 81 39,106,655.36 15.66 359 42.01 7.730 594 77.39 8.000 - 8.499 17 8,100,086.99 3.24 359 40.89 8.281 596 81.56 8.500 - 8.999 38 17,266,240.04 6.92 359 42.38 8.752 572 84.70 9.000 - 9.499 10 4,470,388.27 1.79 359 41.66 9.240 589 80.59 9.500 - 9.999 19 7,917,072.32 3.17 359 45.01 9.682 609 82.04 10.000 - 10.499 1 364,351.99 0.15 359 46.00 10.400 560 90.00 10.500 - 10.999 2 989,041.99 0.40 359 43.08 10.753 621 84.95 11.000 - 11.499 3 1,673,136.44 0.67 359 47.70 11.432 569 82.02 11.500 - 11.999 2 1,093,679.03 0.44 359 34.12 11.888 584 89.67 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 524 $ 249,681,030.71 100.00 359 41.17 7.177 619 79.92 --------------------------------------------------------------------------------------------------------------------------- GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF BALANCE OF ADJUSTABLE RATE ADJUSTABLE REMAINING NUMBER OF LOANS RATE LOANS TERM TO DEBT-TO- MORTGAGE RANGE OF GROSS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750---------------------------------------------------------------------------------------------------------------------------- 3.750 - 3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 $ 353,709.25 0.14 359 39.93 7.163 607 77.72 4.500-35.00 6.990 714 61.90 4.500 - 4.749 24 4,950,699.97 0.36 354 3 1,311,907.19 0.53 359 34.87 6.786 757 83.76 4.750 - 4.999 27 12,680,653.01 5.08 359 38.96 6.540 717 82.51 5.000 - 5.249 36 16,703,291.43 6.69 359 38.40 6.312 684 80.56 5.250 - 5.499 48 23,750,049.03 9.51 359 41.53 6.459 665 79.49 5.500 - 5.749 71 36,720,571.30 14.71 357 39.63 6.777 640 81.98 5.750 - 5.999 84 40,584,826.64 16.25 359 41.17 7.094 623 80.10 6.000 - 6.249 179 83,299,264.80 33.36 359 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-7.428 592 80.03 6.250 - 6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-25 12,355,259.06 4.95 359 41.20 8.274 566 81.38 6.500 - 6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-33 14,929,318.61 5.98 359 45.06 8.356 540 74.99 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 17 6,992,180.40 2.80 359 25.00 10.450 529 75.00 ============================================================================================================================== 44.08 8.071 544 70.05 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 524 $ 249,681,030.71 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 41.17 7.177 619 79.92 --------------------------------------------------------------------------------------------------------------------------- NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF PRINCIPAL BALANCE OF % BALANCE OF ADJUSTABLE RATE PRINCIPAL ADJUSTABLE REMAINING NUMBER OF MORTGAGE LOANS BALANCE RATE LOANS TERM TO DEBT-TO TO- MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT--------------------------------------------------------------------------------------------------------------------------- 2006-OFF DATE CUT07 1 $ 408,593.27 0.16 356 45.00 8.990 563 90.00 2006-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== 08 8 3,136,800.76 1.26 357 43.37 7.029 639 87.00 2006-09 29 13,927,562.25 5.58 358 39.46 7.543 613 81.33 2006-10 347 169,155,653.47 67.75 359 41.14 7.110 620 79.52 2006-11 37 16,680,842.97 6.68 360 42.01 7.498 618 82.15 2006-12 102 46,371,578.00 18.57 360 41.34 7.194 617 79.60 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 7,920 $1,360,015,809.05 524 $ 249,681,030.71 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.41.17 7.177 619 79.92 ---------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R11
CONFORMING BALANCE. PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING DEBT- NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO TO- MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 Balance 3,080 $ 236,612,374.90 30.92% 348 36.77% 8.504% 601 74.39 Balance 83.77% Non-Conforming Balance 728 318,514,875.35 18.74 1,187 528,662,844.30 69.08 358 40.17 7.208 610 76.21 ============================================================================================================================== 40.33 7.163 618 84.32 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 4,267 $ 765,275,219.20 100.00% 355 39.23% 7.578% 612 84.15% ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING DEBT- LOANS AS OF AS OF TERM TO TO- MORTGAGE RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBTTHE CUT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF OFF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.500 - 11.999 213 83 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-29,711,749.68 5.75% 358 40.34% 5.888% 638 84.13% 12.000 - 12.499 552 127,719,528.30 9.39 189 59,492,066.17 11.51 358 39.14 6.238 622 84.05 12.500 - 12.999 361 113,779,312.29 22.02 358 40.29 6.758 622 86.10 13.000 - 13.499 309 78,120,514.56 15.12 359 39.55 7.232 607 84.52 13.500 - 13.999 435 102,927,378.34 19.92 358 40.53 7.753 591 85.49 14.000 - 14.499 287 55,325,423.66 10.71 358 39.94 8.245 580 84.99 14.500 - 14.999 259 47,013,878.34 9.10 359 41.55 8.709 583 87.02 15.000 - 15.499 89 13,409,535.22 2.59 359 39.59 9.179 562 83.06 15.500 - 15.999 78 11,503,119.54 2.23 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 40.15 9.692 563 81.93 16.000 - 16.499 21 2,500,184.51 0.48 358 40.14 10.211 544 77.14 16.500 - 16.999 9 1,530,030.09 0.30 359 41.36 10.838 560 79.54 17.000 - 17.499 8 1,068,939.77 0.21 358 46.05 11.212 518 70.73 17.500 - 17.999 5 294,676.09 0.06 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 38.11 11.761 529 63.42 18.000 - 18.499 2 113,353.65 0.02 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 49.37 12.157 523 68.75 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,135 $ 516,790,161.91 100.00% 358 40.17% 7.425% 603 85.07% ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING NUMBER DEBT- LOANS AS OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.500 - 5.999 213 83 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-29,711,749.68 5.75% 358 40.34% 5.888% 638 84.13% 6.000 - 6.499 552 127,719,528.30 9.39 189 59,492,066.17 11.51 358 39.14 6.238 622 84.05 6.500 - 6.999 361 113,779,312.29 22.02 358 40.29 6.758 622 86.10 7.000 - 7.499 309 78,120,514.56 15.12 359 39.55 7.232 607 84.52 7.500 - 7.999 435 102,927,378.34 19.92 358 40.53 7.753 591 85.49 8.000 - 8.499 287 55,325,423.66 10.71 358 39.94 8.245 580 84.99 8.500 - 8.999 259 47,013,878.34 9.10 359 41.55 8.709 583 87.02 9.000 - 9.499 89 13,409,535.22 2.59 359 39.59 9.179 562 83.06 9.500 - 9.999 78 11,503,119.54 2.23 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 40.15 9.692 563 81.93 10.000 - 10.499 21 2,500,184.51 0.48 358 40.14 10.211 544 77.14 10.500 - 10.999 9 1,530,030.09 0.30 359 41.36 10.838 560 79.54 11.000 - 11.499 8 1,068,939.77 0.21 358 46.05 11.212 518 70.73 11.500 - 11.999 5 294,676.09 0.06 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 38.11 11.761 529 63.42 12.000 - 12.499 2 113,353.65 0.02 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== 49.37 12.157 523 68.75 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,135 $ 516,790,161.91 100.00% 358 40.17% 7.425% 603 85.07% ------------------------------------------------------------------------------------------------------------------------------------ GROSS MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING NUMBER DEBT- LOANS AS OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE RANGE OF GROSS MORTGAGE MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 55 $ 988,618.69 0.07 9,396,966.58 1.82% 357 39.15% 7.212% 611 85.77% 4.750 - 4.999 5 1,769,806.69 0.34 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 42.52 6.332 701 86.90 5.000 - 5.249 35 8,358,001.47 1.62 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 38.81 7.424 636 84.60 5.250 - 5.499 12 4,430,343.54 0.86 358 38.24 6.490 668 86.63 5.500 - 5.749 125 42,992,938.52 8.32 359 50.00 40.95 7.314 617 87.44 5.750 - 5.999 16 6,878,397.34 1.33 359 41.58 7.139 620 84.70 6.000 - 6.249 1,775 420,170,789.70 81.30 358 40.02 7.418 602 85.26 6.250 - 6.499 8 2,642,016.43 0.51 359 41.30 8.529 567 84.46 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-- 6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-68 12,860,370.52 2.49 358 42.81 7.954 555 79.09 6.750 - 6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-19 3,498,628.91 0.68 360 42.66 8.396 516 70.87 7.000 - 7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== 17 3,791,902.21 0.73 358 39.90 8.624 516 68.75 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,135 $ 516,790,161.91 100.00% 358 40.17% 7.425% 603 85.07% ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING NUMBER DEBT- NEXT RATE LOANS AS OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBTTO- MORTGAGE ADJUSTMENT MORTGAGE THE CUT-TO MORTGAGE NEXT RATE MORTGAGE AS OF OFF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 ------------------------------------------------------------------------------------------------------------------------------------ 2006-03 3 520,676.90 0.04 1 $ 438,886.73 0.08% 353 43.98 8.023 566 75.22 33.00% 8.000% 571 90.00% 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 27 3,305,761.10 0.64 354 40.50 7.033 592 86.88 2006-05 4 762,197.44 0.06 59 5,936,008.51 1.15 355 49.37 8.170 621 77.03 37.10 7.378 595 83.42 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 75 9,069,651.72 1.75 355 34.04 7.316 605 82.15 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 123 17,433,916.29 3.37 356 39.93 7.625 599 86.97 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 299 47,669,859.58 9.22 357 39.47 7.723 596 85.90 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 852 234,628,135.56 45.40 358 41.10 7.393 599 84.44 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 48 18,708,485.61 3.62 359 39.60 7.590 595 85.11 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 47 14,923,552.54 2.89 359 40.55 7.466 602 85.55 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 193 55,992,428.00 10.83 360 40.23 7.458 600 84.03 2007-01 10 2,753,499.00 0.53 360 38.11 7.496 557 85.63 2007-05 17 1,723,223.24 0.33 355 41.63 7.709 595 87.54 2007-06 7 1,096,315.08 0.21 350 27.78 6.915 596 87.46 2007-07 39 5,767,814.94 1.12 355 40.18 7.603 617 89.39 2007-08 57 10,185,399.90 1.97 358 40.61 7.219 625 87.55 2007-09 207 64,215,127.79 12.43 359 38.83 7.248 622 86.60 2007-10 4 1,907,396.45 0.37 359 38.22 7.100 607 87.69 2007-11 14 4,603,835.87 0.89 359 44.61 7.644 586 74.23 ============================================================================================================================== 81.55 2007-12 55 15,780,864.00 3.05 359 39.02 7.349 612 85.49 2008-01 1 650,000.00 0.13 360 33.00 6.990 730 89.66 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 2,135 $ 516,790,161.91 100.00% 358 40.17% 7.425% 603 85.07% ------------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE PRINCIPAL RATE PRINCIPAL BALANCE REMAINING NUMBER DEBT- INITIAL LOANS AS OF MORTGAGE LOANS BALANCE AS OF TERM TO DEBT-TO TO- MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF CUT-OFF THE CUT-OFF MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.7152,135 $ 516,790,161.91 100.00% 586 74.37 ============================================================================================================================== 358 40.17% 7.425% 603 85.07% ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.7152,135 $ 516,790,161.91 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 358 40.17% 7.425% 603 85.07% ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.LOANS
Appears in 1 contract
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CONFORMING BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 151 $ 16,222,087.17 2.26% 357 37.46% 9.543% 590 88.79% ------------------------------------------------------------------------------------------------------------------------------------ Non-Conforming Balance 728 318,514,875.35 18.74 1,696 701,558,953.52 97.74 358 40.17 7.208 610 76.21 40.40 7.063 620 83.36 ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 1,847 $ 717,781,040.69 100.00% 358 40.33% 7.119% 619 83.48% ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 28 $ 12,002,819.69 2.14% 359 43.51% 5.396% 640 83.83% 11.500 - 11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-146 64,295,554.13 11.45 359 41.59 5.738 629 80.15 12.000 - 12.499 552 127,719,528.30 9.39 357 39.62 6.286 153 66,649,991.29 11.87 359 39.65 6.257 631 75.99 12.500-83.19 12.500 - 12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-269 116,252,520.89 20.71 359 40.11 6.743 615 84.32 13.000 - 13.499 774 151,227,928.96 11.12 165 72,476,258.30 12.91 359 40.62 7.243 615 84.46 13.500 - 13.999 225 97,669,778.96 17.40 359 42.17 7.715 601 87.04 14.000 - 14.499 133 56,210,525.77 10.01 359 41.43 8.251 602 87.62 14.500 - 14.999 94 37,090,338.09 6.61 358 39.39 8.691 581 85.18 15.000 - 15.499 95 21,152,855.01 3.77 359 41.47 9.245 579 85.88 15.500 - 15.999 43 9,508,143.54 1.69 359 42.35 9.708 558 79.77 16.000 - 16.499 15 3,168,169.32 0.56 359 41.99 10.217 574 82.26 16.500 - 16.999 11 4,076,849.59 0.73 359 43.53 10.653 540 73.25 17.000 - 17.499 2 498,249.64 0.09 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 43.53 11.081 533 67.89 17.500 - 17.999 1 344,139.98 0.06 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 50.00 11.500 501 85.00 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,380 $ 561,396,194.20 100.00% 359 40.94% 7.254% 610 84.45% ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------- 5.000 - 5.499 28 $ 12,002,819.69 2.14% 359 43.51% 5.396% 640 83.83% 5.500 - 5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-146 64,295,554.13 11.45 359 41.59 5.738 629 80.15 6.000 - 6.499 552 127,719,528.30 9.39 357 39.62 6.286 153 66,649,991.29 11.87 359 39.65 6.257 631 75.99 6.500-83.19 6.500 - 6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-269 116,252,520.89 20.71 359 40.11 6.743 615 84.32 7.000 - 7.499 774 151,227,928.96 11.12 165 72,476,258.30 12.91 359 40.62 7.243 615 84.46 7.500 - 7.999 225 97,669,778.96 17.40 359 42.17 7.715 601 87.04 8.000 - 8.499 133 56,210,525.77 10.01 359 41.43 8.251 602 87.62 8.500 - 8.999 94 37,090,338.09 6.61 358 39.39 8.691 581 85.18 9.000 - 9.499 95 21,152,855.01 3.77 359 41.47 9.245 579 85.88 9.500 - 9.999 43 9,508,143.54 1.69 359 42.35 9.708 558 79.77 10.000 - 10.499 15 3,168,169.32 0.56 359 41.99 10.217 574 82.26 10.500 - 10.999 11 4,076,849.59 0.73 359 43.53 10.653 540 73.25 11.000 - 11.499 2 498,249.64 0.09 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 43.53 11.081 533 67.89 11.500 - 11.999 1 344,139.98 0.06 359 41.82 11.270 560 74.17 50.00 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 . 501 85.00 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,380 $ 561,396,194.20 100.00% 359 40.94% 7.254% 610 84.45% ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 23 $ 988,618.69 0.07 9,605,290.26 1.71% 358 38.53% 7.187% 625 87.13% 5.000 - 5.249 36 13,651,740.49 2.43 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 36.94 7.703 634 88.84 5.500 - 5.749 105 42,480,206.27 7.57 359 41.76 6.551 618 70.60 3.750-3.999 40.64 7.266 611 85.13 6.000 - 6.249 1,199 490,102,357.29 87.30 359 41.12 7.232 609 84.29 6.250 - 6.499 1 263,261.79 0.02 337,147.63 0.06 359 50.00 45.00 5.750 614 90.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 - 6.749 9 3,137,839.85 0.56 357 43.44 7.844 559 81.65 7.000 - 7.249 7 1,843,227.73 0.14 2,081,612.41 0.37 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 38.24 9.044 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 69.74 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,380 $ 561,396,194.20 100.00% 359 40.94% 7.254% 610 84.45% ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 ------------------------------------------------------------------------------------------------------------------------------------ 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 1 $ 452,016.33 0.08% 352 45.00% 5.600% 605 80.00% 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 1 497,080.33 0.09 353 41.00 7.000 516 73.31 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 1 149,538.82 0.03 354 45.00 9.400 605 100.00 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 10 3,789,399.38 0.67 355 43.47 7.406 596 79.41 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 18 5,510,792.01 0.98 356 41.54 7.733 570 83.54 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 14 4,083,524.04 0.73 357 43.35 7.203 594 87.34 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 84 31,871,917.89 5.68 358 39.67 6.802 607 84.09 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 813 336,045,972.48 59.86 359 41.00 7.220 606 84.07 2006-11 25 4,341,967.29 0.32 122 51,344,988.00 9.15 360 41.33 7.564 606 85.09 2007-04 2 481,493.34 0.09 353 28.40 7.225 584 84.91 2007-06 1 336,430.91 0.06 355 41.06 7.803 584 71.11 200634.00 8.350 581 90.00 2007-12 1,817 306,055,796.00 22.50 07 2 462,401.29 0.08 356 48.00 7.675 533 84.35 2007-08 10 3,691,759.27 0.66 357 40.46 7.718 586 74.23 42.40 7.067 593 83.67 2007-09 22 8,860,188.10 1.58 358 43.92 6.813 618 83.60 2007-10 235 95,150,113.01 16.95 359 40.57 7.333 627 85.40 2007-11 44 18,668,579.00 3.33 359 40.06 7.469 629 86.62 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 1,380 $ 561,396,194.20 100.00% 359 40.94% 7.254% 610 84.45% ------------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.7151,380 $ 561,396,194.20 100.00% 586 74.37 359 40.94% 7.254% 610 84.45% ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.7151,380 $ 561,396,194.20 100.00% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF 359 40.94% OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.7157.254% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715610 84.45% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Wwf1
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV BALANCE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 Balance 9,364 $1,381,475,894.59 81.26 349 1,360,149,506.77 100.00 350 40.00 7.764 7.725% 601 74.39 Balance Non-Conforming Balance 728 318,514,875.35 18.74 358 40.17 7.208 610 76.21 ============================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500-11.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-17.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 17.500-17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500-5.999 213 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 12.000-12.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000-3.249 6 $ 988,618.69 0.07 359 39.97 7.108 606 79.96 3.250-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.500-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE NEXT RATE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATE CAP (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 74.36 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL BALANCE OF BALANCE OF ADJUSTABLE ADJUSTABLE REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE RATE LOANS RATE LOANS TERM TO DEBT-TO MORTGAGE BALANCES AT RANGE OF MAXIMUM MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ORIGINATION MORTGAGE RATES ($%) LOANS ORIGINATION ORIGINATION CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 11.500 - 100,000 3,197 11.999 163 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 33,027,287.59 3.04 353 36.54 5.913 672 73.10 12.000 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 12.499 463 89,135,218.22 8.19 356 39.75 6.286 634 76.49 12.500 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 12.999 1,127 197,404,851.69 18.14 356 39.36 6.778 614 76.40 13.000 - 250,000 906 202,697,051.00 14.89 13.499 698 118,598,685.96 10.90 356 40.87 7.535 598 75.12 250,001 39.96 7.265 590 74.68 13.500 - 300,000 675 184,908,229.00 13.58 13.999 1,684 256,884,537.68 23.61 356 41.63 7.410 601 75.15 300,001 41.16 7.759 571 73.36 14.000 - 350,000 331 105,337,098.00 7.74 14.499 664 90,345,931.90 8.30 356 41.50 7.273 611 77.26 350,001 41.72 8.260 562 71.98 14.500 - 400,000 14.999 1,110 147,158,268.73 13.52 356 41.52 8.746 558 72.67 15.000 - 15.499 392 46,605,609.63 4.28 356 41.94 9.240 553 71.93 15.500 - 15.999 567 64,075,865.23 5.89 355 41.09 9.752 549 72.06 16.000 - 16.499 181 19,578,082.66 1.80 354 41.65 10.262 550 72.02 16.500 - 16.999 167 17,547,174.11 1.61 356 41.03 10.707 551 71.94 17.000 - 17.499 35 3,468,151.40 0.32 359 41.82 11.270 560 74.17 17.500 - 17.999 30 11,293,368.00 0.83 2,719,675.36 0.25 357 40.74 11.691 551 69.41 18.000 - 18.499 10 658,207.29 0.06 359 43.74 7.534 622 75.01 400,001 36.88 12.238 543 71.04 18.500 - 450,000 14 5,822,750.00 0.43 18.999 6 923,045.98 0.08 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 42.20 12.756 540 79.17 ============================================================================================================================== TOTAL: 9,364 7,297 $1,361,271,535.00 1,088,130,593.43 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.356 40.58 7.827 584 73.91 ------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R10
CONFORMING BALANCE. OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE CONFORMING MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV CONFORMING BALANCE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ Conforming 9,625 $1,381,475,894.59 81.26 349 40.00 7.764 601 74.39 Balance 941 $ 119,599,064.89 25.79 356 39.20 8.572 600 87.27 ------------------------------------------------------------------------------------------------------------------------------------ Non-Conforming Balance 728 318,514,875.35 18.74 739 344,060,718.58 74.21 358 40.17 7.208 610 76.21 39.59 6.941 612 82.87 ==================================================================================================================================== TOTAL: 10,353 $1,699,990,769.94 1,680 $ 463,659,783.47 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ 358 39.49 7.362 609 84.01 ------------------------------------------------------------------------------------------------------------------------------------ MAXIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING NUMBER OF BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING RANGE OF MAXIMUM NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE RATES RANGE OF MAXIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MORTGAGE RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 11.500------------------------------------------------------------------------------------------------------------------------------------- 11.000 - 11.499 27 $ 12,272,901.76 3.40 358 42.92 5.338 627 78.85 11.500 - 11.999 213 $ 55,708,305.50 95 43,951,006.94 12.18 359 38.70 5.746 629 82.32 12.000 - 12.499 69 30,016,700.68 8.32 359 39.11 6.247 615 82.83 12.500 - 12.999 133 57,562,089.50 15.95 359 40.46 6.768 605 83.82 13.000 - 13.499 79 32,867,826.24 9.11 359 39.25 7.232 605 85.57 13.500 - 13.999 282 76,840,357.89 21.29 359 39.65 7.779 593 85.69 14.000 - 14.499 157 42,209,115.82 11.69 359 39.61 8.243 583 86.76 14.500 - 14.999 154 36,754,194.27 10.18 358 39.68 8.694 584 86.06 15.000 - 15.499 58 14,805,234.27 4.10 354 36.35 5.909 672 73.94 12.000-12.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 12.500-12.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 13.000-13.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 13.500-13.999 1,796 305,335,546.68 22.45 356 41.37 7.756 40.78 9.201 575 85.64 15.500 - 15.999 38 8,100,554.92 2.24 359 38.07 9.733 557 82.76 16.000 - 16.499 14 3,604,714.24 1.00 359 42.62 10.251 549 68.25 16.500 - 16.999 8 1,572,510.92 0.44 359 40.48 10.738 571 73.75 14.000-14.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 14.500-14.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 15.000-15.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 15.500-15.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 16.000-16.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 16.500-16.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 17.000-73.48 17.000 - 17.499 35 3,468,151.40 0.26 3 323,193.64 0.09 359 41.82 11.270 560 74.17 17.500-35.70 11.273 512 74.13 17.500 - 17.999 30 2,719,675.36 0.20 357 40.74 11.691 551 69.41 18.000-18.499 10 658,207.29 0.05 359 36.88 12.238 543 71.04 18.500-18.999 6 923,045.98 0.07 359 42.20 12.756 540 79.17 1 63,019.73 0.02 360 52.00 11.550 530 70.00 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 1,118 $ 360,943,420.82 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ 359 39.73 7.401 599 84.36 ------------------------------------------------------------------------------------------------------------------------------------ MINIMUM MORTGAGE RATES OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MINIMUM MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV MORTGAGE RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 5.500------------------------------------------------------------------------------------------------------------------------------------ 5.000 - 5.499 27 $ 12,272,901.76 3.40 358 42.92 5.338 627 78.85 5.500 - 5.999 95 43,951,006.94 12.18 359 38.70 5.746 629 82.32 6.000 - 6.499 69 30,016,700.68 8.32 359 39.11 6.247 615 82.83 6.500 - 6.999 133 57,562,089.50 15.95 359 40.46 6.768 605 83.82 7.000 - 7.499 79 32,867,826.24 9.11 359 39.25 7.232 605 85.57 7.500 - 7.999 282 76,840,357.89 21.29 359 39.65 7.779 593 85.69 8.000 - 8.499 157 42,209,115.82 11.69 359 39.61 8.243 583 86.76 8.500 - 8.999 154 36,754,194.27 10.18 358 39.68 8.694 584 86.06 9.000 - 9.499 58 14,805,234.27 4.10 357 40.78 9.201 575 85.64 9.500 - 9.999 38 8,100,554.92 2.24 359 38.07 9.733 557 82.76 10.000 - 10.499 14 3,604,714.24 1.00 359 42.62 10.251 549 68.25 10.500 - 10.999 8 1,572,510.92 0.44 359 40.48 10.738 571 73.48 11.000 - 11.499 3 323,193.64 0.09 359 35.70 11.273 512 74.13 11.500 - 11.999 1 63,019.73 0.02 360 52.00 11.550 530 70.00 ==================================================================================================================================== Total: 1,118 $ 360,943,420.82 100.00 359 39.73 7.401 599 84.36 ------------------------------------------------------------------------------------------------------------------------------------ MARGINS OF THE ADJUSTABLE-5.999 213 RATE LOANS ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF ADJUSTABLE RATE REMAINING NUMBER OF MORTGAGE LOANS % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE AS OF BALANCE AS OF MATURITY -INCOME RATES MORTGAGE MARGINS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 4.500 - 4.749 3 $ 55,708,305.50 4.10 354 36.35 5.909 672 73.94 6.000-6.499 552 127,719,528.30 9.39 357 39.62 6.286 631 75.99 6.500-6.999 1,304 274,131,417.90 20.16 357 39.46 6.772 612 76.67 7.000-7.499 774 151,227,928.96 11.12 356 40.21 7.264 587 75.00 7.500-7.999 1,796 305,335,546.68 22.45 356 41.37 7.756 571 73.75 8.000-8.499 692 102,835,053.36 7.56 356 41.99 8.260 562 72.40 8.500-8.999 1,168 173,160,644.20 12.73 357 41.58 8.745 560 73.31 9.000-9.499 401 50,719,305.88 3.73 356 42.02 9.238 556 72.25 9.500-9.999 586 72,162,847.92 5.31 355 41.40 9.750 550 72.40 10.000-10.499 185 21,168,173.97 1.56 354 41.79 10.257 551 72.28 10.500-10.999 168 18,077,976.35 1.33 356 40.65 10.710 553 72.47 11.000-11.499 35 3,468,151.40 0.26 359 41.82 11.270 560 74.17 11.500-11.999 30 2,719,675.36 720,837.96 0.20 357 40.74 11.691 551 69.41 12.000-12.499 38.44 7.656 571 83.68 5.000 - 5.249 168 38,645,564.46 10.71 358 40.66 7.889 613 86.59 5.500 - 5.749 93 29,338,385.62 8.13 359 43.04 7.437 598 84.68 6.000 - 6.249 837 288,377,811.39 79.90 359 39.31 7.311 598 84.11 6.500 - 6.749 10 658,207.29 0.05 2,247,382.77 0.62 359 36.88 12.238 543 71.04 12.500-12.999 6 923,045.98 0.07 35.19 8.572 561 82.57 7.000 - 7.249 7 1,613,438.62 0.45 359 42.20 12.756 540 79.17 40.29 9.310 528 71.99 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 1,118 $ 360,943,420.82 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ MARGINS 359 39.73 7.401 599 84.36 ------------------------------------------------------------------------------------------------------------------------------------ NEXT RATE ADJUSTMENT DATE OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE RANGE OF MORTGAGE NEXT RATE MORTGAGE AS OF THE BALANCE AS OF MATURITY -INCOME RATES ADJUSTMENT DATE LOANS THE MATURITY INCOME RATES OLTV MARGINS (%) LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 3.000------------------------------------------------------------------------------------------------------------------------------------ 2006-3.249 07 4 $ 1,194,502.03 0.33 354 29.65 5.618 587 78.50 2006-09 16 4,919,532.70 1.36 356 44.21 6.607 601 81.80 2006-10 47 14,945,051.11 4.14 357 38.30 7.950 582 83.53 2006-11 81 22,060,390.81 6.11 357 39.68 7.606 594 80.37 2006-12 507 179,047,700.65 49.61 359 39.77 7.352 595 84.12 2007-01 129 33,433,774.00 9.26 360 41.38 7.420 600 87.26 2007-02 37 8,833,838.81 2.45 360 40.99 7.405 587 80.62 2007-08 1 582,733.09 0.16 355 53.00 5.450 614 72.35 2007-09 6 $ 988,618.69 0.07 2,554,963.55 0.71 356 40.07 6.009 651 80.34 2007-10 24 6,932,550.63 1.92 357 40.90 7.252 616 86.08 2007-11 20 5,730,815.07 1.59 358 42.17 7.538 589 85.89 2007-12 176 63,531,596.16 17.60 359 39.97 7.108 606 79.96 3.25038.54 7.472 610 85.43 2008-3.499 3 362,326.53 0.03 306 39.71 8.460 583 76.95 3.50001 20 8,541,860.00 2.37 360 37.28 7.265 615 85.37 2008-3.749 4 588,462.63 0.04 359 41.76 6.551 618 70.60 3.750-3.999 1 263,261.79 0.02 359 50.00 6.500 560 85.00 4.000-4.249 6 924,974.18 0.07 312 45.67 7.577 616 79.95 4.250-4.499 7 1,843,227.73 0.14 359 39.93 7.163 607 77.72 4.500-4.749 24 4,950,699.97 0.36 354 41.83 6.473 698 77.44 4.750-4.999 168 28,594,418.19 2.10 354 38.22 6.700 727 79.66 5.000-5.249 209 41,273,340.19 3.03 355 40.52 6.757 685 79.79 5.250-5.499 285 55,925,263.78 4.11 355 37.59 6.700 661 78.34 5.500-5.749 512 110,319,250.07 8.11 357 39.12 6.932 644 80.29 5.750-5.999 728 136,702,324.73 10.05 356 39.67 7.041 616 77.48 6.000-6.249 2,076 381,328,432.63 28.04 356 40.13 7.416 590 76.13 6.250-6.499 718 123,631,039.08 9.09 357 40.54 7.940 567 73.88 6.500-6.749 1,644 252,929,028.17 18.60 357 42.02 8.424 542 71.11 6.750-6.999 1,527 219,206,428.35 16.12 356 42.05 8.713 536 67.54 7.000-7.249 1 91,000.00 0.01 02 50 8,634,112.21 2.39 360 52.00 9.200 511 52.00 8.500-8.749 1 93,712.34 0.01 359 25.00 10.450 529 75.00 40.46 7.746 627 86.32 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 1,118 $ 360,943,420.82 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ NEXT 359 39.73 7.401 599 84.36 ------------------------------------------------------------------------------------------------------------------------------------ PERIODIC RATE ADJUSTMENT DATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE NEXT RATE PERIODIC MORTGAGE AS OF THE BALANCE AS OF MATURITY -INCOME RATES RATE CAP (%) LOANS THE MATURITY INCOME RATES OLTV ADJUSTMENT DATE LOANS CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------ 2006-02 1 ------------------------------------------------------------------------------------------------------------------------------------ 2.000 1,118 $ 111,090.53 0.01 352 45.00 5.990 608 80.00 2006-03 3 520,676.90 0.04 353 43.98 8.023 566 75.22 2006-04 12 2,393,281.86 0.18 342 45.09 7.564 548 75.88 2006-05 4 762,197.44 0.06 355 49.37 8.170 621 77.03 2006-06 2 308,540.02 0.02 356 43.85 7.885 612 89.19 2006-07 14 2,456,137.84 0.18 353 36.93 7.921 587 78.49 2006-08 243 32,919,027.21 2.42 355 38.71 7.758 585 77.94 2006-09 5,416 954,773,648.45 70.20 356 40.75 7.707 586 74.15 2006-10 383 55,373,445.51 4.07 355 39.15 7.787 605 76.57 2006-11 25 4,341,967.29 0.32 355 41.06 7.803 584 71.11 2006-12 1,817 306,055,796.00 22.50 357 40.46 7.718 586 74.23 360,943,420.82 100.00 359 39.73 7.401 599 84.36 ==================================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 1,118 $ 360,943,420.82 100.00 356 40.58 7.715 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ INITIAL 359 39.73 7.401 599 84.36 ------------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF ADJUSTABLE RATE PRINCIPAL REMAINING SUBSEQUENT NUMBER OF MORTGAGE LOANS BALANCE % OF PRINCIPAL TERM TO DEBT-TO MORTGAGE INITIAL PERIODIC MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV RATE CAP (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ SUBSEQUENT PERIODIC RATE CAP OF THE ADJUSTABLE-RATE LOANS ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCE OF % OF SUBSEQUENT ADJUSTABLE RATE PRINCIPAL REMAINING PERIODIC NUMBER OF MORTGAGE LOANS BALANCE TERM TO DEBT-TO MORTGAGE RATE CAP MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 1.000 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ============================================================================================================================== TOTAL: 7,920 $1,360,015,809.05 100.00 356 40.58 7.715% 586 74.37 ------------------------------------------------------------------------------------------------------------------------------ GROUP I MORTGAGE LOAN STATISTICS The Group I Mortgage Loans consist of 9,364 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance as of the Cut-off Date of approximately $1,360,149,506.77, after application of scheduled payments due on or before the Cut-off Date whether or not received and application of all unscheduled payments of principal received prior to the Cut-Off Date, and subject to a permitted variance of plus or minus 5%. None of the Group I Mortgage Loans had a first Due Date prior to March 1, 2004, or after January 1, 2005, or will have a remaining term to stated maturity of less than 116 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is December 1, 2034. COLLATERAL TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 7,297 $1,088,130,593.43 80.00 356 40.58 7.827% 584 73.91 FIXED 2,067 272,018,913.34 20.00 326 37.66 7.318 672 76.16 ============================================================================================================================== TOTAL: 9,364 $1,360,149,506.77 100.00 350 40.00 7.725% 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE BALANCES AT MORTGAGE AS OF AS OF MATURITY INCOME RATES OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 50,001 - 100,000 3,197 $ 248,912,671.00 18.29 337 37.67 8.374 596 71.17 100,001 - 150,000 2,629 324,888,606.00 23.87 347 39.33 7.812 602 74.87 150,001 - 200,000 1,578 275,451,764.00 20.23 353 40.37 7.576 603 74.43 200,001 - 250,000 906 202,697,051.00 14.89 356 40.87 7.535 598 75.12 250,001 - 300,000 675 184,908,229.00 13.58 356 41.63 7.410 601 75.15 300,001 - 350,000 331 105,337,098.00 7.74 356 41.50 7.273 611 77.26 350,001 - 400,000 30 11,293,368.00 0.83 359 43.74 7.534 622 75.01 400,001 - 450,000 14 5,822,750.00 0.43 359 44.27 7.552 624 73.34 450,001 - 500,000 4 1,959,998.00 0.14 359 32.27 7.062 662 75.53 ============================================================================================================================== TOTAL: 9,364 $1,361,271,535.00 100.00 350 39.99 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ *Based on the original balances of the Mortgage Loans.------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-Wch1
