Contract
EXHIBIT 99.2
The depositor has purchased mortgage loans from IndyMac Bank, F.S.B. (“IndyMac Bank”) pursuant to a pooling and servicing agreement, dated as of March 1, 2007, among IndyMac Bank, as seller and servicer, the depositor and the trustee, and assigned to the trustee for the benefit of holders of the certificates the mortgage loans (the “Closing Date Mortgage Loans”). Pursuant to each subsequent transfer instrument, the trust acquired subsequen
t mortgage loans (the “Subsequent Mortgage Loans” and together with the Closing Date Mortgage Loans, the “Mortgage Loans”) to be included in the mortgage pool. The Mortgage Loans have an aggregate principal balance as of the subsequent cut-off date of approximately $1,299,661,637. The Mortgage Loans included in loan group I have an aggregate principal balance equal to approximately $358,436,455 and the Mortgage Loans included in loan group II have an aggregate principal balance equal to approximately $941,225,182.
At origination, approximately 98.54% and 98.03% of the Mortgage Loans in loan group I and loan group II, respectively, had stated terms to maturity of 30 years and the remaining loans in each loan group had stated terms to maturity at origination of less than 30 years. Substantially all of the Mortgage Loans provide for payments due on the first day of each month. Scheduled monthly payments made by the mortgagors on the mortgage loans either earlier or later than the scheduled due dates thereof will not affect the amortization schedule or the relative application of those payments to principal and interest.
A portion of the mortgage loans
included in the trust will be mortgage loans that only require the related mortgagor to pay interest on the principal balance of the mortgage loan for either the first two, five or ten years after its origination, but require that the entire principal balance of the mortgage loan be fully amortized over the related remaining term of the mortgage loan following such interest only period (such mortgage loans are referred to as “Interest-Only Mortgage Loans”). The mortgage rate at which interest is calculated during the period in which only payments of interest are due may be fixed or adjustable or initially fixed and then adjustable. Approximately 71 of the Mortgage Loans in loan group I and approximately 527 of the Mortgage Loans in loan group II, representing approximately 4.82% and 16.69%, respectively, of the Mortgage Loans in that loan group are Interest Only Mortgage Loans. See the tables entitled “Product Type” for additional characteristics of the Interest-Only Mortgage Loans i
ncluded in the mortgage pool.
A portion of the mortgage loans included in the trust will be secured by a second lien on the related mortgages property (each a “Second Lien Loan”). Approximately 1.13% of the Mortgage Loans in loan group I and approximately 1.42% of the Loans in loan group II are Second Lien Loans.
A portion of the mor
tgage loans included in the trust will be balloon loans that provide for equal monthly payments, consisting of principal and interest, based on a stated amortization schedule, and a single payment of the remaining principal balance of the loan at maturity. Approximately 33.31% of the Mortgage Loans in loan group I and approximately 26.05% of the Mortgage Loans in loan group II are balloon loans. See the tables entitled “Product Type” for the balloon loans included in the mortgage pool.
A portion of the mortgage loans included in the trust will contain prepayment charges. Prepayment charges provide that if the borrower were to prepay the mortgage loan in full at an
y time from the origination of the mortgage loan to a date set forth in the related mortgage note (the “Prepayment Charge Period”), the borrower would also have to pay a fee in addition to the amount necessary to repay the mortgage loan. The Prepayment Charge Period for the mortgage loans vary from one year to three years, depending on the terms set forth in the related mortgage note. The prepayment charges that are imposed on such mortgage loans can either be hard prepayment charges or soft prepayment charges. Mortgage loans that impose soft prepayment charges require the mortgagor to pay a prepayment charge if the mortgagor prepays the mortgage loan for a reason other than as a result of selling the mortgaged property. Mortgage loans that impose hard prepayment charges require the payment of a prepayment charge in connection with any prepayment, regardless of the reason for that prepayment.
The amount of the prepayment charge varies. Approximately 62.46% of the Mortgage Loans in loan group I and approximately 58.86% of the Mortgage Loans in loan group II contain prepayment charges.
The mortgage rate of each of the fixed-rate mortgage loans will be fixed for the life of the loan. The Mortgage Rates for a substantial majority of the adjustable-rate mortgage loans will be fixed for a period after the origination of each such mortgage loan, after which it will adjust semi-annually or annually based on the applicable Loan Index. After an initial period during which their rate is fixed
, the rates on these mortgage loans adjust periodically on a date (the “Adjustment Date”) that ends on their initial Adjustment Date. The change in the interest rate of any adjustable rate mortgage loan on any single Adjustment Date (other than the initial Adjustment Date) may not exceed a maximum known as its “Periodic Rate Cap” nor will the rate ever exceed the maximum known as the “Maximum Mortgage Rate”. The interest rate for each of these mortgage loans is computed as a margin specified in the related mortgage note over the applicable Loan Index which may be 6-month LIBOR, 1-year LIBOR or 1-year CMT. “6-month LIBOR” is the average of interbank offered rates for six month U.S. dollar deposits, respectively, in the London market based on quotations of major banks, as published either (x) by Xxxxxx Xxx either 30 or 45 days before the Adjustment Date or (y) in the “Money Rates” section of The Wall Street Journal as of the first business day of the month before the Adjustment Date. “1-year LIBOR” is the average of interbank offered rates for one year U.S. dollar deposits, respectively, in the London market based on quotations of major banks, as published either (x) by Xxxxxx Mae either 30 or 45 days before the Adjustment Date or (y) in the “Money Rates” section of The Wall Street Journal as of the first business day of the month before the Adjustment Date. “1-year CMT” is the weekly average yield on U.S. Treasury Securities adjusted to a constant maturity of one year as made available by the Federal Reserve. The following tables summarize these characteristics of the di
fferent loan programs for the different types of adjustable-rate mortgage loans that will be included in the trust. See the tables entitled “Product Type” for the adjustable-rate mortgage loans included in the mortgage pool.
Type
| Initial Fixed Rate Period
| Base Index
| Periodic Rate Adjustment Period
|
2/6 LIBOR Adjustable Mortgage Loans
| 2 years
| 6-month LIBOR
| 6 mos.
|
3/6 LIBOR Adjustable Mortgage Loans
| 3 years
| 6-month LIBOR
| 6 mos.
|
3/1 LIBOR Adjustable Mortgage Loans
| 3 years
| 1-year LIBOR
| 1 year
|
3/1 CMT Adjustable Mortgage Loans
| 3 years
| 1-year CMT
| 1 year
|
5/6 LIBOR Adjustable Mortgage Loans
| 5 years
| 6-month LIBOR
| 6 mos.
|
5/1 LIBOR Adjustable Mortgage Loans
| 5 years
| 1-year LIBOR
| 1 year
|
7/6 LIBOR Adjustable Mortgage Loans
| 7 years
| 6-month LIBOR
| 6 mos.
|
7/1 LIBOR Adjustable Mortgage Loans
| 7 years
| 1-year LIBOR
| 1 year
|
10/1 LIBOR Adjustable Mortgage Loans
| 10 years
| 1-year LIBOR
| 1 year
|
The 2/28 Adjustable Mortgage Loans and the 30-year Fixed Rate Mortgage Loans will include performance loans (“Performance Loans”) that provide borrowers the potential of a mortgage rate or margin reduction for good payment history. If the related borrower has made scheduled payments in full since the origination of that loan, the loan is eligible for one or more reductions (ranging from 0.25% to 1.00%) in the mortgage rate or the margin used to calculate the mortgage rate. Approximately 2.70% of the Mortgage Loans are Performance Loans.
&#
160;
CLOSING DATE MORTGAGE LOANS AND SUBSEQUENT MORTGAGE LOANS
CURRENT STATED PRINCIPAL BALANCE
Range of Current Stated Principal Balance ($)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
50,000.00 or less
| 398
| $
| 14,691,510
| 1.13
| %
| $
| 36,913
| 10.397
| %
| 79.78
| %
| 609
| 44.78
| %
| 34.91
| %
|
||||||||||||
50,000.01-100,000.00
| 1,168
| 89,021,017
| 6.85
| 76,217
| 9.515
| 78.53
| 600
| 53.68
| 36.96
| |||||||||||||||||||
100,000.01-150,000.00
| 1,220
| 153,396,271
| 11.80
| 125,735
| 8.961
| 78.92
| 594
| 56.98
| 38.97
| |||||||||||||||||||
150,000.01-200,000.00
| 1,134
| 198,732,192
| 15.29
| 175,249
| 8.587
| 77.72
| 596
| 49.13
| 40.15
| |||||||||||||||||||
200,000.01-250,000.00
| 804
| 181,230,778
| 13.94
| 225,411
| 8.390
| 77.68
| 601
| 47.03
| 41.19
| |||||||||||||||||||
250,000.01-300,000.00
| 608
| 166,785,968
| 12.83
| 274,319
| 8.279
| 78.95
| 603
| 40.08
| 42.06
| |||||||||||||||||||
300,000.01-350,000.00
| 377
| 122,762,394
| 9.45
| 325,630
| 8.193
| 79.77
| 604
| 38.59
| 42.02
| |||||||||||||||||||
350,000.01-400,000.00
| 323
| 120,789,253
| 9.29
| 373,961
| 8.104
| 81.17
| 608
| 35.75
| 41.44
| |||||||||||||||||||
400,000.01-450,000.00
| 175
| 74,304,168
| 5.72
| 424,595
| 7.921
| 81.77
| 620
| 35.74
| 42.50
| |||||||||||||||||||
450,000.01-500,000.00
| 127
| 61,076,594
| 4.70
| 480,918
| 7.957
| 81.25
| 616
| 37.65
| 44.35
| |||||||||||||||||||
500,000.01-550,000.00
| 50
| 26,441,749
| 2.03
| 528,835
| 7.617
| 81.04
| 634
| 45.96
| 42.82
| |||||||||||||||||||
550,000.01-600,000.00
| 47
| 27,326,924
| 2.10
| 581,424
| 7.848
| 85.22
| 623
| 40.19
| 42.70
| |||||||||||||||||||
600,000.01-650,000.00
| 38
| 24,011,176
| 1.85
| 631,873
| 7.834
| 82.73
| 626
| 34.34
| 42.53
| |||||||||||||||||||
650,000.01-700,000.00
| 11
| 7,462,143
| 0.57
| 678,377
| 7.596
| 77.06
| 641
| 36.62
| 42.97
| |||||||||||||||||||
700,000.01-750,000.00
| 11
| 8,037,311
| 0.62
| 730,665
| 8.277
| 86.78
| 653
| 9.33
| 41.26
| |||||||||||||||||||
750,000.01-800,000.00
| 7
| 5,451,545
| 0.42
| 778,792
| 7.247
| 80.16
| 637
| 85.83
| 45.24
| |||||||||||||||||||
800,000.01-850,000.00
| 8
| 6,686,238
| 0.51
| 835,780
| 7.160
| 74.38
| 641
| 50.00
| 40.63
| |||||||||||||||||||
850,000.01-900,000.00
| 2
| 1,788,000
| 0.14
| 894,000
| 7.620
| 70.07
| 689
| 0.00
| 43.84
| |||||||||||||||||||
900,000.01-950,000.00
| 3
| 2,745,428
| 0.21
| 915,143
| 7.665
| 74.97
| 667
| 33.53
| 42.81
| |||||||||||||||||||
950,000.01-1,000,000.00
| 6
| 5,872,131
| 0.45
| 978,688
| 7.645
| 76.64
| 658
| 50.39
| 43.05
| |||||||||||||||||||
1,000,000.01-1,250,000.00
| 1
| 1,048,846
| 0.08
| 1,048,846
| 8.990
| 94.60
| 623
| 0.00
| 39.99
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
FICO SCORE
FICO Score
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
500 or less
| 18
| $
| 2,974,267
| 0.23
| %
| $
| 165,237
| 10.183
| %
| 68.20
| %
| 500
| 50.78
| %
| 36.65
| %
|
||||||||||||
501-520
| 437
| 67,898,907
| 5.22
| 155,375
| 9.940
| 69.47
| 510
| 54.75
| 41.59
| |||||||||||||||||||
521-540
| 502
| 85,927,789
| 6.61
| 171,171
| 9.154
| 71.19
| 531
| 56.85
| 41.21
| |||||||||||||||||||
541-560
| 664
| 121,857,778
| 9.38
| 183,521
| 8.769
| 74.54
| 551
| 57.78
| 41.35
| |||||||||||||||||||
561-580
| 721
| 143,832,802
| 11.07
| 199,491
| 8.517
| 76.01
| 570
| 55.51
| 41.19
| |||||||||||||||||||
581-600
| 939
| 203,782,976
| 15.68
| 217,021
| 8.426
| 80.22
| 591
| 48.55
| 41.56
| |||||||||||||||||||
601-620
| 1,033
| 211,602,154
| 16.28
| 204,842
| 8.404
| 82.89
| 611
| 49.94
| 41.37
| |||||||||||||||||||
621-640
| 692
| 150,638,888
| 11.59
| 217,686
| 8.054
| 82.52
| 630
| 36.00
| 40.80
| |||||||||||||||||||
641-660
| 540
| 113,899,613
| 8.76
| 210,925
| 8.050
| 83.03
| 650
| 32.04
| 40.47
| |||||||||||||||||||
661-680
| 446
| 84,341,619
| 6.49
| 189,107
| 7.896
| 83.09
| 670
| 27.12
| 39.56
| |||||||||||||||||||
681-700
| 236
| 48,458,497
| 3.73
| 205,333
| 7.902
| 82.95
| 689
| 24.89
| 39.85
| |||||||||||||||||||
701-720
| 127
| 27,825,878
| 2.14
| 219,101
| 7.588
| 82.51
| 711
| 17.65
| 39.45
| |||||||||||||||||||
000-000
| 00
| 00,584,165
| 1.20
| 229,179
| 7.350
| 80.93
| 731
| 13.72
| 39.51
| |||||||||||||||||||
000-000
| 00
| 00,163,052
| 0.78
| 207,409
| 7.475
| 85.04
| 751
| 11.67
| 39.36
| |||||||||||||||||||
761-780
| 23
| 5,546,348
| 0.43
| 241,146
| 7.534
| 77.42
| 771
| 14.76
| 41.54
| |||||||||||||||||||
781-800
| 18
| 4,382,067
| 0.34
| 243,448
| 7.565
| 78.43
| 788
| 19.73
| 37.30
| |||||||||||||||||||
801-820
| 4
| 801,686
| 0.06
| 200,422
| 9.416
| 100.00
| 809
| 29.93
| 42.56
| |||||||||||||||||||
821-840
| 1
| 143,150
| 0.01
| 143,150
| 6.750
| 80.00
| 837
| 100.00
| 43.34
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
ORIGINAL TERM TO MATURITY
Original Term to Maturity (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
180 or less
| 326
| $
| 23,512,494
| 1.81
| %
| $
| 72,124
| 10.005
| %
| 85.03
| %
| 654
| 18.60
| %
| 39.71
| %
|
||||||||||||
181-240
| 11
| 313,728
| 0.02
| 28,521
| 11.006
| 90.31
| 645
| 41.67
| 38.85
| |||||||||||||||||||
301-360
| 6,181
| 1,275,835,414
| 98.17
| 206,412
| 8.392
| 79.25
| 605
| 44.98
| 40.99
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
REMAINING TERM TO MATURITY
Remaining Term to Maturity (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
180 or less
| 326
| $
| 23,512,494
| 1.81
| %
| $
| 72,124
| 10.005
| %
| 85.03
| %
| 654
| 18.60
| %
| 39.71
| %
|
||||||||||||
181-240
| 11
| 313,728
| 0.02
| 28,521
| 11.006
| 90.31
| 645
| 41.67
| 38.85
| |||||||||||||||||||
241-300
| 14
| 1,265,296
| 0.10
| 90,378
| 8.316
| 81.95
| 589
| 64.42
| 42.85
| |||||||||||||||||||
301-360
| 6,167
| 1,274,570,118
| 98.07
| 206,676
| 8.392
| 79.25
| 605
| 44.96
| 40.99
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
As of March 1, 2007, the weighted average remaining term to maturity of the Mortgage Loans was approximately 355 months.
PROPERTY TYPE
Property Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
2 Unit
| 318
| $
| 78,468,429
| 6.04
| %
| $
| 246,756
| 8.417
| %
| 77.37
| %
| 617
| 27.34
| %
| 42.38
| %
|
||||||||||||
3 Unit
| 57
| 16,482,325
| 1.27
| 289,164
| 8.331
| 73.33
| 635
| 29.59
| 40.16
| |||||||||||||||||||
4 Xxxx
| 00
| 6,769,903
| 0.52
| 260,381
| 8.781
| 69.50
| 621
| 19.10
| 37.59
| |||||||||||||||||||
Condo Xxxx
| 000
| 70,389,892
| 5.42
| 182,831
| 8.512
| 81.30
| 625
| 37.52
| 40.53
| |||||||||||||||||||
High Rise Condo
| 31
| 7,184,868
| 0.55
| 231,770
| 8.473
| 78.91
| 640
| 35.60
| 39.82
| |||||||||||||||||||
PUD
| 735
| 169,103,447
| 13.01
| 230,073
| 8.296
| 83.06
| 620
| 45.16
| 40.81
| |||||||||||||||||||
Single Family Residence
| 4,700
| 913,553,532
| 70.29
| 194,373
| 8.429
| 78.89
| 600
| 46.45
| 41.01
| |||||||||||||||||||
Townhouse
| 266
| 37,709,241
| 2.90
| 141,764
| 8.617
| 79.13
| 598
| 55.93
| 39.67
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
OCCUPANCY TYPE
Occupancy Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Second Home
| 54
| $
| 11,449,031
| 0.88
| %
| $
| 212,019
| 8.779
| %
| 75.55
| %
| 611
| 9.24
| %
| 41.89
| %
|
||||||||||||
Investor Occupied
| 650
| 90,225,361
| 6.94
| 138,808
| 8.993
| 79.41
| 645
| 17.43
| 36.23
| |||||||||||||||||||
Owner Occupied
| 5,814
| 1,197,987,246
| 92.18
| 206,052
| 8.375
| 79.39
| 602
| 46.88
| 41.31
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
Based on representations of the related mortgagors at the time of origination.
LOAN PURPOSE
Loan Purpose
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Cash Out Refinance
| 4,328
| $
| 895,947,464
| 68.94
| %
| $
| 207,012
| 8.351
| %
| 76.46
| %
| 594
| 44.90
| %
| 41.14
| %
|
||||||||||||
Purchase
| 1,676
| 310,343,274
| 23.88
| 185,169
| 8.565
| 87.76
| 639
| 41.07
| 40.72
| |||||||||||||||||||
Rate & Term Refinance
| 514
| 93,370,899
| 7.18
| 181,655
| 8.621
| 79.25
| 607
| 52.04
| 40.16
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
ORIGINAL LOAN-TO-VALUE RATIOS
Original Loan-to-Value Ratios (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
50.00 or less
| 325
| $
| 48,898,050
| 3.76
| %
| $
| 150,456
| 8.350
| %
| 41.01
| %
| 589
| 45.55
| %
| 39.51
| %
|
||||||||||||
50.01-55.00
| 169
| 30,934,448
| 2.38
| 183,044
| 8.581
| 53.04
| 584
| 38.97
| 39.50
| |||||||||||||||||||
55.01-60.00
| 202
| 36,994,094
| 2.85
| 183,139
| 8.505
| 58.02
| 574
| 39.67
| 41.12
| |||||||||||||||||||
60.01-65.00
| 359
| 72,649,837
| 5.59
| 202,367
| 8.449
| 63.29
| 579
| 41.30
| 40.78
| |||||||||||||||||||
65.01-70.00
| 579
| 112,684,331
| 8.67
| 194,619
| 8.746
| 68.78
| 576
| 54.23
| 40.39
| |||||||||||||||||||
70.01-75.00
| 625
| 133,805,706
| 10.30
| 214,089
| 8.204
| 74.06
| 589
| 36.74
| 41.26
| |||||||||||||||||||
75.01-80.00
| 1,324
| 287,015,115
| 22.08
| 216,779
| 7.979
| 79.54
| 617
| 41.80
| 40.94
| |||||||||||||||||||
80.01-85.00
| 629
| 130,397,231
| 10.03
| 207,309
| 8.392
| 84.46
| 594
| 45.89
| 41.08
| |||||||||||||||||||
85.01-90.00
| 1,360
| 276,764,939
| 21.30
| 203,504
| 8.456
| 89.56
| 621
| 35.87
| 41.01
| |||||||||||||||||||
90.01-95.00
| 429
| 91,749,336
| 7.06
| 213,868
| 8.570
| 94.66
| 625
| 58.51
| 42.02
| |||||||||||||||||||
95.01-100.00
| 517
| 77,768,550
| 5.98
| 150,423
| 9.626
| 99.98
| 633
| 72.41
| 41.48
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
Includes the Combined Loan-to-Value Ratio for Second Lien Loans.
GEOGRAPHIC DISTRIBUTION
Geographic Distribution
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Florida
| 754
| $
| 153,298,128
| 11.80
| %
| $
| 203,313
| 8.525
| %
| 80.36
| %
| 608
| 42.30
| %
| 40.87
| %
|
||||||||||||
Southern California
| 538
| 148,201,832
| 11.40
| 275,468
| 8.111
| 75.35
| 613
| 30.20
| 42.43
| |||||||||||||||||||
New York
| 444
| 136,935,728
| 10.54
| 308,414
| 7.969
| 76.23
| 609
| 40.02
| 42.65
| |||||||||||||||||||
New Jersey
| 500
| 127,615,488
| 9.82
| 255,231
| 8.380
| 77.01
| 599
| 41.92
| 40.96
| |||||||||||||||||||
Maryland
| 440
| 100,409,063
| 7.73
| 228,202
| 8.184
| 79.00
| 597
| 50.91
| 41.42
| |||||||||||||||||||
Illinois
| 360
| 70,397,157
| 5.42
| 195,548
| 8.623
| 82.00
| 608
| 41.54
| 41.46
| |||||||||||||||||||
Northern California
| 181
| 52,483,676
| 4.04
| 289,965
| 7.822
| 76.14
| 617
| 37.73
| 42.61
| |||||||||||||||||||
Virginia
| 233
| 50,096,016
| 3.85
| 215,004
| 8.464
| 79.15
| 596
| 46.63
| 41.00
| |||||||||||||||||||
Massachusetts
| 174
| 43,477,006
| 3.35
| 249,868
| 8.379
| 78.33
| 605
| 41.60
| 41.54
| |||||||||||||||||||
Georgia
| 210
| 35,306,470
| 2.72
| 168,126
| 8.746
| 88.38
| 611
| 57.07
| 39.94
| |||||||||||||||||||
Other
| 2,684
| 381,441,074
| 29.35
| 142,117
| 8.753
| 81.79
| 603
| 52.09
| 39.44
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
ZIP CODE
Zip Code
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
20743
| 16
| $
| 3,294,526
| 0.25
| %
| $
| 205,908
| 8.072
| %
| 80.63
| %
| 597
| 59.41
| %
| 40.95
| %
|
||||||||||||
11550
| 10
| 3,182,146
| 0.24
| 318,215
| 8.340
| 83.14
| 586
| 54.77
| 42.00
| |||||||||||||||||||
11691
| 7
| 2,872,426
| 0.22
| 410,347
| 8.020
| 76.39
| 661
| 16.07
| 44.43
| |||||||||||||||||||
11717
| 8
| 2,759,025
| 0.21
| 344,878
| 7.470
| 79.08
| 634
| 11.15
| 44.30
| |||||||||||||||||||
11413
| 7
| 2,708,060
| 0.21
| 386,866
| 7.965
| 75.36
| 595
| 53.24
| 41.71
| |||||||||||||||||||
33064
| 12
| 2,636,878
| 0.20
| 219,740
| 8.862
| 91.85
| 621
| 66.14
| 40.27
| |||||||||||||||||||
11706
| 8
| 2,559,259
| 0.20
| 319,907
| 8.321
| 76.63
| 614
| 42.63
| 44.19
| |||||||||||||||||||
02131
| 8
| 2,541,484
| 0.20
| 317,685
| 8.249
| 89.72
| 671
| 13.46
| 43.59
| |||||||||||||||||||
92503
| 7
| 2,469,393
| 0.19
| 352,770
| 8.245
| 78.08
| 636
| 14.58
| 46.29
| |||||||||||||||||||
20744
| 8
| 2,468,812
| 0.19
| 308,601
| 7.661
| 78.94
| 605
| 53.47
| 41.61
| |||||||||||||||||||
Other
| 6,427
| 1,272,169,629
| 97.88
| 197,941
| 8.428
| 79.33
| 605
| 44.62
| 40.93
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
TYPE OF DOCUMENTATION PROGRAM
Type of Documentation Program
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Full
| 3,127
| $
| 578,365,044
| 44.50
| %
| $
| 184,958
| 8.260
| %
| 80.06
| %
| 592
| 100.00
| %
| 41.34
| %
|
||||||||||||
Bank Statements
| 208
| 47,335,626
| 3.64
| 227,575
| 8.289
| 82.58
| 601
| 0.00
| 35.58
| |||||||||||||||||||
No Document
| 23
| 3,718,291
| 0.29
| 161,665
| 7.762
| 71.16
| 656
| 0.00
| 0.00
| |||||||||||||||||||
No Income No Assets
| 15
| 4,327,088
| 0.33
| 288,473
| 8.014
| 74.52
| 666
| 0.00
| 0.00
| |||||||||||||||||||
No Ratio
| 41
| 9,709,639
| 0.75
| 236,820
| 7.259
| 75.04
| 694
| 0.00
| 0.00
| |||||||||||||||||||
Stated
| 3,104
| 656,205,949
| 50.49
| 211,407
| 8.597
| 78.65
| 616
| 0.00
| 41.04
| |||||||||||||||||||
Total:
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
LIEN STATUS
Lien
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Combined Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
First Lien
| 6,225
| $
| 1,282,281,447
| 98.66
| %
| $
| 205,989
| 8.385
| %
| 79.15
| %
| 605
| 44.98
| %
| 40.98
| %
|
||||||||||||
Second Lien
| 293
| 17,380,190
| 1.34
| 59,318
| 11.119
| 94.73
| 670
| 9.54
| 40.33
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
MORTGAGE RATE
Current Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
3.501-4.000
| 1
| $
| 324,792
| 0.02
| %
| $
| 324,792
| 3.875
| %
| 80.00
| %
| 675
| 0.00
| %
| 40.05
| %
|
||||||||||||
4.001-4.500
| 5
| 1,409,245
| 0.11
| 281,849
| 4.375
| 80.00
| 695
| 0.00
| 39.50
| |||||||||||||||||||
4.501-5.000
| 9
| 2,534,392
| 0.20
| 281,599
| 5.000
| 80.00
| 668
| 65.44
| 41.81
| |||||||||||||||||||
5.001-5.500
| 8
| 1,504,529
| 0.12
| 188,066
| 5.307
| 80.00
| 675
| 57.57
| 45.46
| |||||||||||||||||||
5.501-6.000
| 34
| 9,478,791
| 0.73
| 278,788
| 5.884
| 80.00
| 668
| 66.42
| 42.26
| |||||||||||||||||||
6.001-6.500
| 158
| 45,479,283
| 3.50
| 287,844
| 6.384
| 71.96
| 653
| 67.45
| 41.55
| |||||||||||||||||||
6.501-7.000
| 415
| 113,328,132
| 8.72
| 273,080
| 6.849
| 75.34
| 633
| 56.25
| 41.82
| |||||||||||||||||||
7.001-7.500
| 620
| 163,432,761
| 12.58
| 263,601
| 7.356
| 77.66
| 621
| 53.93
| 41.25
| |||||||||||||||||||
7.501-8.000
| 907
| 219,676,552
| 16.90
| 242,201
| 7.812
| 78.48
| 610
| 47.18
| 41.14
| |||||||||||||||||||
8.001-8.500
| 896
| 195,188,672
| 15.02
| 217,845
| 8.325
| 80.28
| 607
| 39.00
| 41.16
| |||||||||||||||||||
8.501-9.000
| 1,009
| 196,186,658
| 15.10
| 194,437
| 8.796
| 81.85
| 597
| 37.77
| 41.20
| |||||||||||||||||||
9.001-9.500
| 735
| 130,195,933
| 10.02
| 177,137
| 9.315
| 83.21
| 591
| 34.86
| 40.99
| |||||||||||||||||||
9.501-10.000
| 647
| 96,688,089
| 7.44
| 149,441
| 9.799
| 83.01
| 586
| 34.48
| 40.08
| |||||||||||||||||||
10.001-10.500
| 317
| 41,993,946
| 3.23
| 132,473
| 10.301
| 81.07
| 573
| 35.45
| 39.36
| |||||||||||||||||||
10.501-11.000
| 298
| 35,180,541
| 2.71
| 118,056
| 10.795
| 78.42
| 572
| 43.93
| 40.00
| |||||||||||||||||||
11.001-11.500
| 162
| 21,293,767
| 1.64
| 131,443
| 11.306
| 72.42
| 551
| 48.54
| 39.53
| |||||||||||||||||||
11.501-12.000
| 135
| 13,778,528
| 1.06
| 102,063
| 11.821
| 70.20
| 557
| 58.14
| 37.43
| |||||||||||||||||||
12.001-12.500
| 101
| 7,852,887
| 0.60
| 77,751
| 12.274
| 73.33
| 566
| 56.41
| 37.81
| |||||||||||||||||||
12.501-13.000
| 48
| 3,522,812
| 0.27
| 73,392
| 12.792
| 81.41
| 596
| 30.88
| 38.56
| |||||||||||||||||||
13.001-13.500
| 10
| 463,130
| 0.04
| 46,313
| 13.346
| 92.14
| 617
| 37.44
| 36.95
| |||||||||||||||||||
13.501-14.000
| 3
| 148,197
| 0.01
| 49,399
| 13.677
| 90.00
| 642
| 0.00
| 39.23
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
MAXIMUM MORTGAGE RATE
Maximum Mortg
age Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
10.000 and below
| 1
| $
| 324,792
| 0.03
| %
| $
| 324,792
| 3.875
| %
| 80.00
| %
| 675
| 0.00
| %
| 40.05
| %
|
||||||||||||
10.001-10.500
| 5
| 1,409,245
| 0.14
| 281,849
| 4.375
| 80.00
| 695
| 0.00
| 39.50
| |||||||||||||||||||
10.501-11.000
| 17
| 4,574,676
| 0.46
| 269,099
| 5.508
| 76.63
| 651
| 64.01
| 41.94
| |||||||||||||||||||
11.001-11.500
| 21
| 5,126,284
| 0.52
| 244,109
| 6.071
| 73.67
| 661
| 65.78
| 43.09
| |||||||||||||||||||
11.501-12.000
| 42
| 13,597,937
| 1.38
| 323,760
| 6.515
| 77.47
| 656
| 61.88
| 43.63
| |||||||||||||||||||
12.001-12.500
| 96
| 25,889,716
| 2.62
| 269,685
| 6.710
| 74.64
| 632
| 71.26
| 40.79
| |||||||||||||||||||
12.501-13.000
| 244
| 68,124,338
| 6.89
| 279,198
| 6.962
| 78.75
| 630
| 55.95
| 41.92
| |||||||||||||||||||
13.001-13.500
| 434
| 119,304,741
| 12.08
| 274,896
| 7.424
| 78.54
| 618
| 51.95
| 41.78
| |||||||||||||||||||
13.501-14.000
| 671
| 167,352,701
| 16.94
| 249,408
| 7.839
| 79.53
| 610
| 45.44
| 41.57
| |||||||||||||||||||
14.001-14.500
| 658
| 151,506,258
| 15.33
| 230,253
| 8.338
| 81.06
| 604
| 36.41
| 41.47
| |||||||||||||||||||
14.501-15.000
| 768
| 160,598,471
| 16.25
| 209,113
| 8.791
| 82.57
| 597
| 33.11
| 41.57
| |||||||||||||||||||
15.001-15.500
| 554
| 104,698,139
| 10.60
| 188,986
| 9.268
| 83.46
| 589
| 31.77
| 40.73
| |||||||||||||||||||
15.501-16.000
| 462
| 77,832,338
| 7.88
| 168,468
| 9.715
| 82.45
| 583
| 31.15
| 40.19
| |||||||||||||||||||
16.001-16.500
| 242
| 36,527,974
| 3.70
| 150,942
| 10.103
| 80.22
| 570
| 36.12
| 39.44
| |||||||||||||||||||
16.501-17.000
| 178
| 26,289,039
| 2.66
| 147,691
| 10.679
| 77.72
| 561
| 51.63
| 40.18
| |||||||||||||||||||
17.001-17.500
| 91
| 13,802,609
| 1.40
| 151,677
| 11.153
| 70.73
| 542
| 53.29
| 40.11
| |||||||||||||||||||
17.501-18.000
| 63
| 7,513,254
| 0.76
| 119,258
| 11.737
| 66.09
| 547
| 61.16
| 36.59
| |||||||||||||||||||
18.001-18.500
| 20
| 2,497,539
| 0.25
| 124,877
| 11.875
| 63.62
| 528
| 62.72
| 37.38
| |||||||||||||||||||
18.501-19.000
| 7
| 916,550
| 0.09
| 130,936
| 12.767
| 56.44
| 526
| 66.50
| 35.73
| |||||||||||||||||||
19.001-19.500
| 1
| 41,919
| 0.00
| 41,919
| 13.250
| 60.00
| 517
| 100.00
| 17.87
| |||||||||||||||||||
20.001-20.500
| 1
| 98,540
| 0.01
| 98,540
| 8.125
| 94.57
| 605
| 100.00
| 46.17
| |||||||||||||||||||
Total
| 4,576
| $
| 988,027,060
| 100.00
| %
| $
| 215,915
| 8.435
| %
| 80.22
| %
| 602
| 42.12
| %
| 41.23
| %
|
||||||||||||
As of March 1, 2007, the weighted average maximum mortgage rate of the Mortgage Loans is approximately 14.415%.
MINIMUM MORTGAGE RATE
Minimum Mortgage Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
4.000 and below
| 94
| $
| 25,028,352
| 2.53
| %
| $
| 266,259
| 6.999
| %
| 77.72
| %
| 670
| 23.79
| %
| 39.40
| %
|
||||||||||||
4.001-4.500
| 266
| 54,091,883
| 5.47
| 203,353
| 8.563
| 81.88
| 603
| 44.79
| 41.47
| |||||||||||||||||||
4.501-5.000
| 44
| 8,204,630
| 0.83
| 186,469
| 7.824
| 81.30
| 605
| 56.13
| 41.81
| |||||||||||||||||||
5.001-5.500
| 241
| 55,173,803
| 5.58
| 228,937
| 7.486
| 79.58
| 660
| 44.68
| 42.45
| |||||||||||||||||||
5.501-6.000
| 2,245
| 483,060,275
| 48.89
| 215,172
| 8.375
| 83.70
| 606
| 40.26
| 41.29
| |||||||||||||||||||
6.001-6.500
| 993
| 234,398,812
| 23.72
| 236,051
| 8.452
| 76.37
| 586
| 39.76
| 41.05
| |||||||||||||||||||
6.501-7.000
| 349
| 66,656,959
| 6.75
| 190,994
| 9.040
| 74.77
| 576
| 49.53
| 41.21
| |||||||||||||||||||
7.001-7.500
| 202
| 33,065,739
| 3.35
| 163,692
| 10.184
| 67.77
| 568
| 72.41
| 39.90
| |||||||||||||||||||
7.501-8.000
| 76
| 15,495,030
| 1.57
| 203,882
| 8.536
| 82.13
| 607
| 50.89
| 40.74
| |||||||||||||||||||
8.001-8.500
| 31
| 6,099,221
| 0.62
| 196,749
| 8.794
| 80.14
| 607
| 36.52
| 41.28
| |||||||||||||||||||
8.501-9.000
| 18
| 3,335,356
| 0.34
| 185,298
| 9.873
| 76.53
| 575
| 41.31
| 42.47
| |||||||||||||||||||
9.001-9.500
| 7
| 1,330,414
| 0.13
| 190,059
| 9.292
| 75.35
| 582
| 30.10
| 44.23
| |||||||||||||||||||
9.501-10.000
| 4
| 1,158,163
| 0.12
| 289,541
| 9.727
| 76.51
| 574
| 11.39
| 42.73
| |||||||||||||||||||
10.001-10.500
| 3
| 532,808
| 0.05
| 177,603
| 10.191
| 67.57
| 573
| 0.00
| 43.17
| |||||||||||||||||||
11.001-11.500
| 3
| 395,616
| 0.04
| 131,872
| 11.166
| 75.43
| 572
| 23.81
| 37.13
| |||||||||||||||||||
Total
| 4,576
| $
| 988,027,060
| 100.00
| %
| $
| 215,915
| 8.435
| %
| 80.22
| %
| 602
| 42.12
| %
| 41.23
| %
|
||||||||||||
As of March 1, 2007, the weighted average minimum mortgage rate of the Mortgage Loans is approximately 6.005%.
PRODUCT TYPE
Product Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
10/1 Arm 1 Year LIBOR -120 Month IO
| 6
| $
| 1,862,200
| 0.14
| %
| $
| 310,367
| 6.660
| %
| 65.71
| %
| 668
| 50.48
| %
| 35.98
| %
|
||||||||||||
15 YEAR Balloon
| 242
| 15,091,111
| 1.16
| 62,360
| 11.072
| 95.10
| 675
| 3.49
| 40.29
| |||||||||||||||||||
15 YEAR Fixed
| 84
| 8,421,383
| 0.65
| 100,255
| 8.092
| 66.99
| 615
| 45.67
| 38.61
| |||||||||||||||||||
2/6 Month LIBOR
| 2,278
| 407,098,536
| 31.32
| 178,709
| 8.877
| 78.78
| 589
| 40.98
| 40.63
| |||||||||||||||||||
2/6 Month LIBOR-24 Month IO
| 18
| 4,666,536
| 0.36
| 259,252
| 6.862
| 81.00
| 669
| 41.14
| 39.41
| |||||||||||||||||||
2/6 Month LIBOR-40 Year Amterm
| 817
| 214,478,438
| 16.50
| 262,520
| 8.234
| 83.81
| 609
| 37.46
| 42.12
| |||||||||||||||||||
2/6 Month LIBOR-60 Month IO
| 6
| 1,754,893
| 0.14
| 292,482
| 8.247
| 68.77
| 614
| 41.34
| 44.41
| |||||||||||||||||||
2/6 Month LIBOR -120 Month IO
| 327
| 94,542,731
| 7.27
| 289,122
| 7.586
| 81.64
| 650
| 45.31
| 41.52
| |||||||||||||||||||
30 Year Fixed
| 1,305
| 212,621,155
| 16.36
| 162,928
| 8.461
| 75.30
| 606
| 54.38
| 39.86
| |||||||||||||||||||
30 Year Fixed -120 Month IO
| 101
| 28,706,953
| 2.21
| 284,227
| 7.235
| 75.80
| 659
| 43.63
| 39.96
| |||||||||||||||||||
3/1 ARM 1 Year CMT
| 2
| 255,501
| 0.02
| 127,750
| 6.837
| 66.57
| 607
| 0.00
| 35.56
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR
| 472
| 97,111,316
| 7.47
| 205,744
| 8.704
| 76.78
| 579
| 44.10
| 40.81
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR-40 YEAR Amterm
| 291
| 80,394,328
| 6.19
| 276,269
| 7.982
| 82.19
| 602
| 43.35
| 42.43
| |||||||||||||||||||
3/1 ARM 1 YEAR LIBOR -120 Month IO
| 72
| 23,522,296
| 1.81
| 326,699
| 7.730
| 84.16
| 619
| 63.19
| 42.11
| |||||||||||||||||||
3/6 Month LIBOR
| 106
| 17,806,783
| 1.37
| 167,989
| 8.902
| 76.51
| 584
| 50.61
| 40.04
| |||||||||||||||||||
3/6 Month LIBOR-60 Month IO
| 9
| 1,393,223
| 0.11
| 154,803
| 8.426
| 85.19
| 638
| 100.00
| 42.25
| |||||||||||||||||||
3/6 Month LIBOR -120 Month IO
| 1
| 239,476
| 0.02
| 239,476
| 7.625
| 80.00
| 597
| 0.00
| 49.98
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR
| 70
| 15,185,127
| 1.17
| 216,930
| 8.404
| 77.53
| 611
| 36.23
| 40.49
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR-40 Year Amterm
| 32
| 7,226,254
| 0.56
| 225,820
| 7.734
| 78.27
| 616
| 52.54
| 42.94
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR-60 Month IO
| 1
| 457,000
| 0.04
| 457,000
| 6.625
| 63.65
| 617
| 0.00
| 49.33
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR -120 Month IO
| 50
| 15,622,040
| 1.20
| 312,441
| 7.473
| 76.59
| 648
| 50.42
| 39.49
| |||||||||||||||||||
5/6 Month LIBOR
| 6
| 1,463,075
| 0.11
| 243,846
| 7.638
| 77.17
| 613
| 60.60
| 37.52
| |||||||||||||||||||
5/6 Month LIBOR-40 Year Amterm
| 2
| 600,995
| 0.05
| 300,498
| 7.436
| 79.84
| 614
| 100.00
| 43.63
| |||||||||||||||||||
5/6 Month LIBOR -120 Month IO
| 5
| 1,182,148
| 0.09
| 236,430
| 7.268
| 80.00
| 620
| 62.78
| 40.37
| |||||||||||||||||||
7/1 ARM 1 Year LIBOR
| 2
| 353,648
| 0.03
| 176,824
| 7.351
| 83.32
| 635
| 43.83
| 39.71
| |||||||||||||||||||
7/1 ARM 1 Year LIBOR -120 Month IO
| 1
| 336,000
| 0.03
| 336,000
| 7.125
| 80.00
| 664
| 0.00
| 0.00
| |||||||||||||||||||
7/6 Month LIBOR
| 1
| 374,516
| 0.03
| 374,516
| 7.250
| 80.00
| 579
| 0.00
| 33.00
| |||||||||||||||||||
7/6 Month LIBOR -120 Month IO
| 1
| 100,000
| 0.01
| 100,000
| 5.750
| 54.35
| 592
| 100.00
| 53.35
| |||||||||||||||||||
Fixed-40/30 Balloon
| 210
| 46,793,973
| 3.60
| 222,828
| 7.889
| 78.91
| 609
| 63.39
| 41.69
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
PREPAYMENT PENALTY TERM
Prepayment Penalty Term (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
None
| 2,576
| $
| 521,761,113
| 40.15
| %
| $
| 202,547
| 8.539
| %
| 78.64
| %
| 608
| 40.94
| %
| 40.62
| %
|
||||||||||||
12
| 374
| 96,009,980
| 7.39
| 256,711
| 8.369
| 79.31
| 607
| 40.32
| 41.95
| |||||||||||||||||||
24
| 2,025
| 391,630,993
| 30.13
| 193,398
| 8.457
| 80.63
| 601
| 44.98
| 41.15
| |||||||||||||||||||
36
| 1,543
| 290,259,551
| 22.33
| 188,114
| 8.180
| 78.94
| 606
| 51.64
| 41.03
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
CREDIT GRADE
Credit Grade
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1++
| 3,910
| $
| 797,076,216
| 61.33
| %
| $
| 203,856
| 8.299
| %
| 82.62
| %
| 615
| 41.25
| %
| 41.20
| %
|
||||||||||||
1+
| 900
| 180,106,312
| 13.86
| 200,118
| 8.301
| 78.92
| 602
| 41.88
| 40.75
| |||||||||||||||||||
1
| 452
| 98,147,397
| 7.55
| 217,140
| 8.507
| 74.71
| 578
| 47.81
| 41.00
| |||||||||||||||||||
2
| 356
| 66,853,201
| 5.14
| 187,790
| 8.861
| 71.41
| 563
| 54.43
| 40.09
| |||||||||||||||||||
N/A
| 288
| 62,757,305
| 4.83
| 217,907
| 7.478
| 75.60
| 647
| 39.65
| 40.21
| |||||||||||||||||||
3
| 334
| 55,700,399
| 4.29
| 166,768
| 9.072
| 67.35
| 563
| 56.80
| 41.45
| |||||||||||||||||||
4
| 278
| 39,020,806
| 3.00
| 140,363
| 11.106
| 63.24
| 552
| 87.86
| 39.07
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
NEXT RATE ADJUSTMENT DATE
N
ext Rate Adjustment Date
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
April 1, 2007
| 10
| $
| 1,233,484
| 0.12
| %
| $
| 123,348
| 7.746
| %
| 68.86
| %
| 562
| 77.09
| %
| 38.09
| %
|
||||||||||||
May 1, 2007
| 21
| 4,090,499
| 0.41
| 194,786
| 7.449
| 72.70
| 554
| 66.75
| 42.01
| |||||||||||||||||||
June 1, 2007
| 15
| 2,720,615
| 0.28
| 181,374
| 7.932
| 76.14
| 559
| 86.06
| 43.20
| |||||||||||||||||||
July 1, 2007
| 6
| 783,487
| 0.08
| 130,581
| 8.599
| 82.08
| 588
| 74.15
| 37.31
| |||||||||||||||||||
August 1, 2007
| 2
| 274,097
| 0.03
| 137,049
| 8.223
| 78.03
| 533
| 100.00
| 31.32
| |||||||||||||||||||
September 1, 2007
| 4
| 966,061
| 0.10
| 241,515
| 7.312
| 83.80
| 597
| 73.55
| 44.36
| |||||||||||||||||||
March 1, 2008
| 1
| 30,703
| 0.00
| 30,703
| 7.500
| 15.05
| 710
| 0.00
| 0.00
| |||||||||||||||||||
April 1, 2008
| 1
| 236,300
| 0.02
| 236,300
| 7.000
| 92.67
| 685
| 0.00
| 34.16
| |||||||||||||||||||
May 1, 2008
| 1
| 101,418
| 0.01
| 101,418
| 8.950
| 80.00
| 609
| 0.00
| 34.46
| |||||||||||||||||||
June 1, 2008
| 2
| 723,597
| 0.07
| 361,799
| 7.247
| 80.00
| 630
| 17.68
| 45.25
| |||||||||||||||||||
July 1, 2008
| 4
| 1,245,885
| 0.13
| 311,471
| 8.394
| 84.08
| 655
| 20.38
| 44.75
| |||||||||||||||||||
August 1, 2008
| 7
| 1,902,238
| 0.19
| 271,748
| 8.485
| 77.75
| 649
| 15.02
| 44.72
| |||||||||||||||||||
September 1, 2008
| 35
| 7,382,923
| 0.75
| 210,941
| 7.905
| 82.06
| 642
| 61.58
| 40.80
| |||||||||||||||||||
October 1, 2008
| 52
| 11,974,704
| 1.21
| 230,283
| 7.972
| 80.36
| 643
| 50.06
| 40.77
| |||||||||||||||||||
November 1, 2008
| 41
| 7,799,489
| 0.79
| 190,231
| 8.174
| 79.29
| 627
| 29.29
| 39.73
| |||||||||||||||||||
December 1, 2008
| 165
| 31,475,233
| 3.19
| 190,759
| 8.648
| 81.82
| 591
| 43.61
| 41.00
| |||||||||||||||||||
January 1, 2009
| 858
| 179,180,192
| 18.14
| 208,835
| 8.577
| 81.95
| 600
| 40.14
| 41.16
| |||||||||||||||||||
February 1, 2009
| 1,187
| 253,223,981
| 25.63
| 213,331
| 8.478
| 80.73
| 604
| 39.54
| 40.91
| |||||||||||||||||||
March 1, 2009
| 968
| 204,033,241
| 20.65
| 210,778
| 8.537
| 80.69
| 605
| 39.54
| 41.49
| |||||||||||||||||||
April 1, 2009
| 71
| 13,695,137
| 1.39
| 192,889
| 8.734
| 62.55
| 601
| 38.78
| 43.00
| |||||||||||||||||||
June 1, 2009
| 1
| 209,730
| 0.02
| 209,730
| 7.250
| 65.00
| 620
| 0.00
| 0.00
| |||||||||||||||||||
August 1, 2009
| 1
| 98,193
| 0.01
| 98,193
| 7.675
| 74.77
| 659
| 0.00
| 30.70
| |||||||||||||||||||
September 1, 2009
| 3
| 308,310
| 0.03
| 102,770
| 9.536
| 92.20
| 582
| 100.00
| 38.01
| |||||||||||||||||||
October 1, 2009
| 5
| 736,863
| 0.07
| 147,373
| 8.395
| 85.67
| 594
| 37.16
| 42.63
| |||||||||||||||||||
November 1, 2009
| 11
| 2,642,997
| 0.27
| 240,272
| 8.551
| 82.52
| 571
| 50.55
| 39.75
| |||||||||||||||||||
December 1, 2009
| 38
| 7,958,465
| 0.81
| 209,433
| 8.793
| 82.10
| 574
| 60.62
| 42.99
| |||||||||||||||||||
January 1, 2010
| 310
| 69,950,245
| 7.08
| 225,646
| 8.460
| 81.00
| 595
| 48.28
| 41.89
| |||||||||||||||||||
February 1, 2010
| 295
| 66,819,269
| 6.76
| 226,506
| 8.303
| 79.10
| 590
| 45.43
| 41.84
| |||||||||||||||||||
March 1, 2010
| 268
| 68,018,021
| 6.88
| 253,799
| 8.211
| 78.90
| 595
| 44.62
| 40.73
| |||||||||||||||||||
April 1, 2010
| 16
| 3,448,680
| 0.35
| 215,543
| 8.600
| 62.97
| 585
| 44.12
| 40.40
| |||||||||||||||||||
June 1, 2011
| 2
| 440,000
| 0.04
| 220,000
| 7.273
| 80.00
| 640
| 0.00
| 33.43
| |||||||||||||||||||
October 1, 2011
| 3
| 1,238,124
| 0.13
| 412,708
| 7.865
| 80.47
| 645
| 42.57
| 44.93
| |||||||||||||||||||
November 1, 2011
| 10
| 2,109,253
| 0.21
| 210,925
| 7.655
| 78.08
| 644
| 49.51
| 42.32
| |||||||||||||||||||
December 1, 2011
| 10
| 3,342,826
| 0.34
| 334,283
| 7.822
| 78.06
| 623
| 40.51
| 38.75
| |||||||||||||||||||
January 1, 2012
| 35
| 7,955,028
| 0.81
| 227,287
| 7.737
| 77.28
| 617
| 51.48
| 41.30
| |||||||||||||||||||
February 1, 2012
| 54
| 12,909,488
| 1.31
| 239,065
| 7.921
| 76.90
| 622
| 49.35
| 41.35
| |||||||||||||||||||
March 1, 2012
| 45
| 12,048,995
| 1.22
| 267,755
| 7.848
| 78.66
| 638
| 42.71
| 39.41
| |||||||||||||||||||
April 1, 2012
| 7
| 1,692,925
| 0.17
| 241,846
| 8.227
| 63.88
| 592
| 51.24
| 41.91
| |||||||||||||||||||
June 1, 2013
| 1
| 198,648
| 0.02
| 198,648
| 7.625
| 80.00
| 648
| 0.00
| 0.00
| |||||||||||||||||||
September 1, 2013
| 1
| 100,000
| 0.01
| 100,000
| 5.750
| 54.35
| 592
| 100.00
| 53.35
| |||||||||||||||||||
October 1, 2013
| 1
| 374,516
| 0.04
| 374,516
| 7.250
| 80.00
| 579
| 0.00
| 33.00
| |||||||||||||||||||
December 1, 2013
| 1
| 336,000
| 0.03
| 336,000
| 7.125
| 80.00
| 664
| 0.00
| 0.00
| |||||||||||||||||||
March 1, 2014
| 1
| 155,000
| 0.02
| 155,000
| 7.000
| 87.57
| 618
| 100.00
| 39.71
| |||||||||||||||||||
October 1, 2016
| 1
| 600,000
| 0.06
| 600,000
| 6.875
| 75.00
| 729
| 0.00
| 0.00
| |||||||||||||||||||
January 1, 2017
| 1
| 400,000
| 0.04
| 400,000
| 6.250
| 68.97
| 610
| 100.00
| 39.54
| |||||||||||||||||||
March 1, 2017
| 3
| 552,200
| 0.06
| 184,067
| 6.601
| 59.51
| 677
| 41.65
| 32.55
| |||||||||||||||||||
April 1, 2017
| 1
| 310,000
| 0.03
| 310,000
| 6.875
| 54.58
| 607
| 100.00
| 35.77
| |||||||||||||||||||
Total
| 4,576
| $
| 988,027,060
| 100.00
| %
| $
| 215,915
| 8.435
| %
| 80.22
| %
| 602
| 42.12
| %
| 41.23
| %
|
||||||||||||
As of March 1, 2007, the weighted average number of months to the next adjustment date for the Mortgage Loans is approximately 27 months.
GROSS MARGIN
Gross Margin (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
4.000 and below
| 116
| $
| 29,228,774
| 2.96
| %
| $
| 251,972
| 7.052
| %
| 77.48
| %
| 669
| 25.20
| %
| 39.19
| %
|
||||||||||||
4.001-4.500
| 281
| 56,831,640
| 5.75
| 202,248
| 8.542
| 81.72
| 603
| 44.14
| 41.48
| |||||||||||||||||||
4.501-5.000
| 56
| 11,041,592
| 1.12
| 197,171
| 7.991
| 80.32
| 606
| 56.81
| 41.98
| |||||||||||||||||||
5.001-5.500
| 241
| 55,112,209
| 5.58
| 228,681
| 7.472
| 79.77
| 661
| 44.30
| 42.34
| |||||||||||||||||||
5.501-6.000
| 2,367
| 505,349,055
| 51.15
| 213,498
| 8.395
| 83.90
| 606
| 40.33
| 41.30
| |||||||||||||||||||
6.001-6.500
| 1,018
| 241,239,584
| 24.42
| 236,974
| 8.453
| 76.28
| 585
| 40.24
| 41.03
| |||||||||||||||||||
6.501-7.000
| 307
| 59,444,242
| 6.02
| 193,629
| 9.155
| 72.28
| 570
| 48.41
| 41.47
| |||||||||||||||||||
7.001-7.500
| 172
| 26,604,914
| 2.69
| 154,680
| 10.828
| 64.43
| 558
| 84.22
| 39.52
| |||||||||||||||||||
7.501-8.000
| 16
| 2,789,059
| 0.28
| 174,316
| 8.950
| 82.27
| 587
| 34.28
| 40.52
| |||||||||||||||||||
8.001-8.500
| 2
| 385,990
| 0.04
| 192,995
| 9.125
| 80.00
| 633
| 0.00
| 43.91
| |||||||||||||||||||
Total
| 4,576
| $
| 988,027,060
| 100.00
| %
| $
| 215,915
| 8.435
| %
| 80.22
| %
| 602
| 42.12
| %
| 41.23
| %
|
||||||||||||
As of March 1, 2007, the weighted average gross margin of the Mortgage Loans is approximately 5.912%.
INITIAL PERIODIC RATE CAP
Initial Periodic Rate Cap (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1.000
| 1
| $
| 56,988
| 0.01
| %
| $
| 56,988
| 7.500
| %
| 80.00
| %
| 596
| 100.00
| %
| 45.07
| %
|
||||||||||||
1.500
| 2
| 240,772
| 0.02
| 120,386
| 7.778
| 72.28
| 569
| 100.00
| 36.88
| |||||||||||||||||||
2.000
| 843
| 202,739,095
| 20.52
| 240,497
| 8.298
| 79.79
| 593
| 45.82
| 41.60
| |||||||||||||||||||
3.000
| 3,393
| 709,695,301
| 71.83
| 209,165
| 8.517
| 80.66
| 603
| 40.41
| 41.19
| |||||||||||||||||||
5.000
| 176
| 44,384,660
| 4.49
| 252,186
| 7.778
| 76.87
| 628
| 46.16
| 40.44
| |||||||||||||||||||
6.000
| 51
| 12,276,965
| 1.24
| 240,725
| 7.636
| 79.18
| 645
| 45.25
| 41.52
| |||||||||||||||||||
7.000
| 110
| 18,633,280
| 1.89
| 169,393
| 8.908
| 77.11
| 588
| 54.32
| 40.20
| |||||||||||||||||||
Total
| 4,576
| $
| 988,027,060
| 100.00
| %
| $
| 215,915
| 8.435
| %
| 80.22
| %
| 602
| 42.12
| %
| 41.23
| %
|
||||||||||||
SUBSEQUENT PERIODIC RATE CAP
Subsequent Periodic Rate Cap (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1.000
| 3,445
| $
| 723,484,617
| 73.23
| %
| $
| 210,010
| 8.501
| %
| 80.63
| %
| 603
| 40.61
| %
| 41.21
| %
|
||||||||||||
1.500
| 114
| 19,036,098
| 1.93
| 166,983
| 8.876
| 77.20
| 588
| 54.44
| 40.18
| |||||||||||||||||||
2.000
| 1,016
| 245,091,216
| 24.81
| 241,232
| 8.211
| 79.27
| 600
| 45.52
| 41.37
| |||||||||||||||||||
3.000
| 1
| 415,129
| 0.04
| 415,129
| 5.750
| 80.00
| 709
| 100.00
| 24.77
| |||||||||||||||||||
Total
| 4,576
| $
| 988,027,060
| 100.00
| %
| $
| 215,915
| 8.435
| %
| 80.22
| %
| 602
| 42.12
| %
| 41.23
| %
|
||||||||||||
INTEREST ONLY TERM
Interest Only Term (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
None
| 5,920
| $
| 1,125,276,141
| 86.58
| %
| $
| 190,080
| 8.562
| %
| 79.23
| %
| 599
| 43.94
| %
| 40.94
| %
|
||||||||||||
24
| 18
| 4,666,536
| 0.36
| 259,252
| 6.862
| 81.00
| 669
| 41.14
| 39.41
| |||||||||||||||||||
60
| 16
| 3,605,116
| 0.28
| 225,320
| 8.110
| 74.47
| 624
| 58.77
| 44.20
| |||||||||||||||||||
120
| 564
| 166,113,845
| 12.78
| 294,528
| 7.520
| 80.30
| 647
| 48.09
| 41.15
| |||||||||||||||||||
Total
| 6,518
| $
| 1,299,661,637
| 100.00
| %
| $
| 199,396
| 8.422
| %
| 79.36
| %
| 605
| 44.50
| %
| 40.97
| %
|
||||||||||||
CLOSING DATE MORTGAGE LOANS AND SUBSEQUENT MORTGAGE LOANS
IN LOAN GROUP I
The Mortgage Loans to be included in loan group I consist o
f 1,927 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance of $358,436,455.13, subject to a permitted variance of plus or minus 5%. The Mortgage Loans included in loan group I have the characteristics set forth below (the sum in any column may not equal the total indicated due to rounding).
CURRENT STATED PRINCIPAL BALANCE
Range of Current Stated Principal Balance ($)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
50,000.00 or less
| 68
| $
| 2,515,614
| 0.70
| %
| $
| 36,994
| 10.541
| %
| 83.31
| %
| 609
| 57.82
| %
| 37.60
| %
|
||||||||||||
50,000.01-100,000.00
| 318
| 24,653,286
| 6.88
| 77,526
| 9.522
| 82.59
| 609
| 58.58
| 39.18
| |||||||||||||||||||
100,000.01-150,000.00
| 431
| 54,805,095
| 15.29
| 127,158
| 8.907
| 80.99
| 599
| 59.18
| 40.12
| |||||||||||||||||||
150,000.01-200,000.00
| 386
| 67,886,801
| 18.94
| 175,873
| 8.504
| 80.00
| 603
| 47.71
| 40.25
| |||||||||||||||||||
200,000.01-250,000.00
| 267
| 60,054,183
| 16.75
| 224,922
| 8.255
| 78.50
| 607
| 43.61
| 41.79
| |||||||||||||||||||
250,000.01-300,000.00
| 200
| 54,886,767
| 15.31
| 274,434
| 8.202
| 78.20
| 608
| 31.01
| 41.99
| |||||||||||||||||||
300,000.01-350,000.00
| 105
| 34,295,677
| 9.57
| 326,625
| 8.020
| 78.74
| 604
| 34.42
| 42.22
| |||||||||||||||||||
350,000.01-400,000.00
| 113
| 42,104,556
| 11.75
| 372,607
| 7.976
| 81.04
| 601
| 32.88
| 42.99
| |||||||||||||||||||
400,000.01-450,000.00
| 29
| 12,070,758
| 3.37
| 416,233
| 7.998
| 80.88
| 621
| 20.29
| 42.01
| |||||||||||||||||||
450,000.01-500,000.00
| 6
| 2,876,841
| 0.80
| 479,474
| 8.244
| 85.90
| 635
| 15.68
| 43.81
| |||||||||||||||||||
500,000.01-550,000.00
| 2
| 1,036,630
| 0.29
| 518,315
| 6.576
| 75.26
| 631
| 48.38
| 46.50
| |||||||||||||||||||
600,000.01-650,000.00
| 2
| 1,250,247
| 0.35
| 625,123
| 7.364
| 62.19
| 664
| 48.02
| 41.26
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
FICO SCORE
FICO Score
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
500 or less
| 5
| $
| 933,945
| 0.26
| %
| $
| 186,789
| 10.119
| %
| 68.06
| %
| 500
| 31.72
| %
| 38.43
| %
|
||||||||||||
000-000
| 00
| 00,996,905
| 3.07
| 171,827
| 9.897
| 69.12
| 509
| 41.64
| 42.63
| |||||||||||||||||||
521-540
| 119
| 21,648,227
| 6.04
| 181,918
| 9.226
| 73.16
| 531
| 48.79
| 40.70
| |||||||||||||||||||
541-560
| 165
| 30,847,237
| 8.61
| 186,953
| 8.811
| 79.50
| 552
| 56.92
| 42.19
| |||||||||||||||||||
561-580
| 182
| 37,501,004
| 10.46
| 206,049
| 8.537
| 79.18
| 571
| 53.56
| 42.01
| |||||||||||||||||||
581-600
| 325
| 59,462,153
| 16.59
| 182,960
| 8.590
| 81.72
| 590
| 51.02
| 41.73
| |||||||||||||||||||
601-620
| 472
| 82,470,811
| 23.01
| 174,726
| 8.428
| 81.96
| 612
| 47.10
| 41.27
| |||||||||||||||||||
621-640
| 215
| 42,184,233
| 11.77
| 196,206
| 8.006
| 79.24
| 630
| 29.00
| 40.72
| |||||||||||||||||||
641-660
| 160
| 31,085,536
| 8.67
| 194,285
| 7.961
| 80.19
| 650
| 28.04
| 40.40
| |||||||||||||||||||
661-680
| 105
| 18,723,029
| 5.22
| 178,315
| 7.770
| 79.67
| 670
| 29.88
| 41.17
| |||||||||||||||||||
000-000
| 00
| 00,450,138
| 2.92
| 213,268
| 7.734
| 80.65
| 688
| 17.96
| 40.65
| |||||||||||||||||||
701-720
| 35
| 6,632,233
| 1.85
| 189,492
| 7.657
| 81.87
| 710
| 19.78
| 41.08
| |||||||||||||||||||
721-740
| 11
| 2,589,432
| 0.72
| 235,403
| 6.985
| 83.38
| 730
| 43.37
| 40.40
| |||||||||||||||||||
741-760
| 11
| 1,911,623
| 0.53
| 173,784
| 8.013
| 85.47
| 748
| 11.67
| 33.79
| |||||||||||||||||||
761-780
| 3
| 371,311
| 0.10
| 123,770
| 8.529
| 60.92
| 772
| 22.60
| 29.90
| |||||||||||||||||||
781-800
| 3
| 333,745
| 0.09
| 111,248
| 8.334
| 72.06
| 788
| 0.00
| 41.38
| |||||||||||||||||||
801-820
| 2
| 151,744
| 0.04
| 75,872
| 9.763
| 100.00
| 805
| 0.00
| 44.94
| |||||||||||||||||||
821-840
| 1
| 143,150
| 0.04
| 143,150
| 6.750
| 80.00
| 837
| 100.00
| 43.34
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
ORIGINAL TERM TO MATURITY
Original Term to Maturity (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
180 or less
| 66
| $
| 5,071,451
| 1.41
| %
| $
| 76,840
| 9.477
| %
| 84.58
| %
| 655
| 22.11
| %
| 41.91
| %
|
||||||||||||
181-240
| 5
| 172,490
| 0.05
| 34,498
| 11.619
| 90.88
| 625
| 75.78
| 37.75
| |||||||||||||||||||
301-360
| 1,856
| 353,192,514
| 98.54
| 190,298
| 8.408
| 79.75
| 604
| 43.13
| 41.27
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
REMAINING TERM TO MATURITY
Remaining Term to Xxxxxx
xx (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
180 or less
| 66
| $
| 5,071,451
| 1.41
| %
| $
| 76,840
| 9.477
| %
| 84.58
| %
| 655
| 22.11
| %
| 41.91
| %
|
||||||||||||
181-240
| 5
| 172,490
| 0.05
| 34,498
| 11.619
| 90.88
| 625
| 75.78
| 37.75
| |||||||||||||||||||
301-360
| 1,856
| 353,192,514
| 98.54
| 190,298
| 8.408
| 79.75
| 604
| 43.13
| 41.27
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
As of March 1, 2007, the weighted average remaining term to maturity of the Group I Mortgage Loans was approximately 356 months.
PROPERTY TYPE
Property Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
2 Unit
| 80
| $
| 20,036,336
| 5.59
| %
| $
| 250,454
| 8.457
| %
| 78.13
| %
| 611
| 23.95
| %
| 43.53
| %
|
||||||||||||
3 Unit
| 16
| 4,027,220
| 1.12
| 251,701
| 8.101
| 70.27
| 662
| 28.94
| 36.61
| |||||||||||||||||||
4 Xxxx
| 0
| 1,765,591
| 0.49
| 353,118
| 8.146
| 68.84
| 617
| 5.65
| 39.81
| |||||||||||||||||||
Condo Xxxx
| 000
| 19,075,447
| 5.32
| 165,873
| 8.650
| 79.18
| 616
| 32.74
| 42.53
| |||||||||||||||||||
High Rise Condo
| 9
| 1,395,722
| 0.39
| 155,080
| 8.372
| 75.18
| 616
| 32.81
| 36.80
| |||||||||||||||||||
Pud
| 227
| 43,571,145
| 12.16
| 191,943
| 8.404
| 82.57
| 611
| 50.25
| 40.94
| |||||||||||||||||||
Single Family Residence
| 1,400
| 257,057,631
| 71.72
| 183,613
| 8.418
| 79.76
| 601
| 43.97
| 41.18
| |||||||||||||||||||
Townhouse
| 75
| 11,507,362
| 3.21
| 153,431
| 8.402
| 80.53
| 616
| 51.14
| 41.32
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
OCCUPANCY TYPE
Occupancy Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Second Home
| 12
| $
| 2,103,683
| 0.59
| %
| $
| 175,307
| 8.559
| %
| 71.13
| %
| 621
| 3.80
| %
| 42.84
| %
|
||||||||||||
Investor Occupied
| 143
| 22,862,872
| 6.38
| 159,880
| 8.766
| 76.34
| 647
| 8.89
| 37.52
| |||||||||||||||||||
Owner Occupied
| 1,772
| 333,469,900
| 93.03
| 188,188
| 8.401
| 80.12
| 602
| 45.42
| 41.53
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
Based on representations of the related mortgagors at the time of origination.
LOAN PURPOSE
Loan Purpose
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Cash Out Refinance
| 1,443
| $
| 288,942,409
| 80.61
| %
| $
| 200,237
| 8.328
| %
| 77.83
| %
| 602
| 38.73
| %
| 41.17
| %
|
||||||||||||
Purchase
| 321
| 40,617,441
| 11.33
| 126,534
| 9.211
| 93.00
| 618
| 67.27
| 42.40
| |||||||||||||||||||
Rate & Term Refinance
| 163
| 28,876,605
| 8.06
| 177,157
| 8.291
| 81.24
| 615
| 49.63
| 40.87
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
ORIGINAL LOAN-TO-VALUE RATIOS
Original <
font style="DISPLAY: inline; FONT-SIZE: 10pt; FONT-FAMILY: Times New Roman">Loan-to-Value Ratios (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
50.00 or less
| 87
| $
| 14,770,852
| 4.12
| %
| $
| 169,780
| 8.069
| %
| 40.99
| %
| 612
| 32.25
| %
| 41.07
| %
|
||||||||||||
50.01-55.00
| 56
| 11,149,582
| 3.11
| 199,100
| 8.433
| 52.93
| 604
| 33.67
| 39.56
| |||||||||||||||||||
55.01-60.00
| 67
| 11,600,008
| 3.24
| 173,134
| 8.482
| 58.13
| 585
| 41.82
| 40.91
| |||||||||||||||||||
60.01-65.00
| 108
| 20,628,395
| 5.76
| 191,004
| 8.345
| 63.27
| 591
| 34.76
| 42.12
| |||||||||||||||||||
65.01-70.00
| 119
| 21,609,469
| 6.03
| 181,592
| 8.388
| 68.29
| 592
| 44.36
| 40.02
| |||||||||||||||||||
70.01-75.00
| 187
| 39,788,805
| 11.10
| 212,774
| 8.262
| 73.96
| 595
| 25.52
| 41.70
| |||||||||||||||||||
75.01-80.00
| 252
| 49,340,914
| 13.77
| 195,797
| 7.925
| 79.36
| 618
| 42.25
| 40.18
| |||||||||||||||||||
80.01-85.00
| 281
| 57,549,782
| 16.06
| 204,803
| 8.388
| 84.56
| 594
| 44.02
| 41.02
| |||||||||||||||||||
85.01-90.00
| 374
| 74,972,695
| 20.92
| 200,462
| 8.492
| 89.49
| 606
| 35.20
| 41.71
| |||||||||||||||||||
90.01-95.00
| 182
| 33,100,289
| 9.23
| 181,870
| 8.400
| 94.75
| 627
| 63.97
| 42.34
| |||||||||||||||||||
95.01-100.00
| 214
| 23,925,663
| 6.68
| 111,802
| 9.932
| 99.97
| 623
| 81.72
| 42.23
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
Includes the Combined Loan-to-Value Ratio for Second Lien Loans.
GEOGRAPHIC DISTRIBUTION
Geographic Distribution
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Florida
| 200
| $
| 36,684,865
| 10.23
| %
| $
| 183,424
| 8.489
| %
| 77.80
| %
| 604
| 30.05
| %
| 41.97
| %
|
||||||||||||
New Jersey
| 140
| 32,948,967
| 9.19
| 235,350
| 8.396
| 78.22
| 598
| 35.78
| 41.47
| |||||||||||||||||||
Maryland
| 147
| 31,459,112
| 8.78
| 214,008
| 8.124
| 78.59
| 606
| 40.22
| 40.51
| |||||||||||||||||||
New York
| 110
| 30,922,489
| 8.63
| 281,114
| 8.092
| 73.95
| 600
| 31.92
| 42.69
| |||||||||||||||||||
Southern California
| 118
| 30,689,209
| 8.56
| 260,078
| 7.954
| 69.25
| 612
| 32.56
| 41.97
| |||||||||||||||||||
Illinois
| 126
| 23,506,528
| 6.56
| 186,560
| 8.656
| 84.92
| 618
| 36.98
| 42.01
| |||||||||||||||||||
Virginia
| 76
| 15,454,861
| 4.31
| 203,353
| 8.228
| 80.22
| 604
| 56.29
| 41.19
| |||||||||||||||||||
Northern California
| 56
| 13,789,478
| 3.85
| 246,241
| 7.715
| 73.27
| 611
| 35.49
| 42.55
| |||||||||||||||||||
Massachusetts
| 54
| 12,568,046
| 3.51
| 232,742
| 8.163
| 80.03
| 614
| 37.54
| 43.24
| |||||||||||||||||||
Texas
| 93
| 11,372,512
| 3.17
| 122,285
| 9.143
| 91.61
| 605
| 82.83
| 39.85
| |||||||||||||||||||
Other
| 807
| 119,040,389
| 33.21
| 147,510
| 8.722
| 84.03
| 603
| 51.93
| 40.33
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
ZIP CODE
Zip Code
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
11717
| 6
| $
| 2,093,125
| 0.58
| %
| $
| 348,854
| 7.521
| %
| 79.53
| %
| 640
| 0.00
| %
| 43.75
| %
|
||||||||||||
20747
| 6
| 1,386,962
| 0.39
| 231,160
| 7.973
| 81.34
| 616
| 42.43
| 38.90
| |||||||||||||||||||
22193
| 5
| 1,254,587
| 0.35
| 250,917
| 8.002
| 79.30
| 618
| 30.20
| 44.74
| |||||||||||||||||||
07307
| 3
| 1,202,274
| 0.34
| 400,758
| 8.068
| 81.24
| 661
| 0.00
| 46.76
| |||||||||||||||||||
11433
| 3
| 1,172,653
| 0.33
| 390,884
| 7.397
| 85.47
| 609
| 31.82
| 40.36
| |||||||||||||||||||
20743
| 6
| 1,156,768
| 0.32
| 192,795
| 8.002
| 78.66
| 605
| 60.77
| 39.27
| |||||||||||||||||||
60629
| 6
| 1,119,355
| 0.31
| 186,559
| 8.689
| 88.65
| 601
| 66.48
| 41.51
| |||||||||||||||||||
90044
| 3
| 1,103,157
| 0.31
| 367,719
| 8.041
| 73.73
| 601
| 0.00
| 47.99
| |||||||||||||||||||
11429
| 3
| 975,916
| 0.27
| 325,305
| 8.632
| 72.26
| 542
| 32.72
| 42.16
| |||||||||||||||||||
33056
| 5
| 957,715
| 0.27
| 191,543
| 8.162
| 76.04
| 618
| 13.05
| 38.55
| |||||||||||||||||||
Other
| 1,881
| 346,013,942
| 96.53
| 183,952
| 8.440
| 79.83
| 605
| 43.45
| 41.24
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
TYPE OF DOCUMENTATION PROGRAM
Type of Documentati
on Program
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Full
| 928
| $
| 153,572,899
| 42.85
| %
| $
| 165,488
| 8.290
| %
| 82.29
| %
| 596
| 100.00
| %
| 41.29
| %
|
||||||||||||
Bank Statements
| 66
| 12,858,553
| 3.59
| 194,827
| 8.238
| 80.56
| 609
| 0.00
| 39.72
| |||||||||||||||||||
Stated
| 933
| 192,005,003
| 53.57
| 205,793
| 8.546
| 77.81
| 613
| 0.00
| 41.38
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
LIEN STATUS
Lien
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
First Lien
| 1,852
| $
| 354,388,394
| 98.87
| %
| $
| 191,354
| 8.394
| %
| 79.62
| %
| 604
| 42.98
| %
| 41.28
| %
|
||||||||||||
Second Lien
| 75
| 4,048,062
| 1.13
| 53,974
| 11.113
| 97.63
| 665
| 31.05
| 41.62
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
MORTGAGE RATE
Current Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
5.001-5.500
| 2
| $
| 323,880
| 0.09
| %
| $
| 161,940
| 5.432
| %
| 80.00
| %
| 641
| 100.00
| %
| 46.92
| %
|
||||||||||||
5.501-6.000
| 13
| 3,220,089
| 0.90
| 247,699
| 5.919
| 78.84
| 664
| 88.87
| 42.72
| |||||||||||||||||||
6.001-6.500
| 47
| 11,127,496
| 3.10
| 236,755
| 6.352
| 69.46
| 639
| 69.98
| 42.97
| |||||||||||||||||||
6.501-7.000
| 115
| 26,577,699
| 7.41
| 231,110
| 6.857
| 73.62
| 633
| 58.64
| 40.82
| |||||||||||||||||||
7.001-7.500
| 192
| 44,658,932
| 12.46
| 232,599
| 7.361
| 77.68
| 626
| 45.23
| 40.85
| |||||||||||||||||||
7.501-8.000
| 317
| 69,852,892
| 19.49
| 220,356
| 7.829
| 78.73
| 611
| 40.58
| 41.22
| |||||||||||||||||||
8.001-8.500
| 226
| 47,634,624
| 13.29
| 210,773
| 8.285
| 80.87
| 605
| 43.20
| 41.54
| |||||||||||||||||||
8.501-9.000
| 302
| 55,779,904
| 15.56
| 184,702
| 8.816
| 81.55
| 597
| 35.18
| 41.17
| |||||||||||||||||||
9.001-9.500
| 258
| 41,318,050
| 11.53
| 160,147
| 9.314
| 84.11
| 592
| 35.33
| 41.56
| |||||||||||||||||||
9.501-10.000
| 207
| 29,694,051
| 8.28
| 143,450
| 9.787
| 82.67
| 582
| 34.13
| 41.32
| |||||||||||||||||||
10.001-10.500
| 82
| 10,796,753
| 3.01
| 131,668
| 10.319
| 83.54
| 574
| 41.93
| 40.41
| |||||||||||||||||||
10.501-11.000
| 66
| 7,325,306
| 2.04
| 110,989
| 10.793
| 84.99
| 580
| 46.09
| 41.72
| |||||||||||||||||||
11.001-11.500
| 35
| 4,956,105
| 1.38
| 141,603
| 11.309
| 73.61
| 561
| 43.44
| 42.60
| |||||||||||||||||||
11.501-12.000
| 31
| 3,284,213
| 0.92
| 105,942
| 11.798
| 74.95
| 556
| 69.29
| 39.29
| |||||||||||||||||||
12.001-12.500
| 26
| 1,392,302
| 0.39
| 53,550
| 12.290
| 90.34
| 606
| 67.89
| 41.93
| |||||||||||||||||||
12.501-13.000
| 8
| 494,158
| 0.14
| 61,770
| 12.732
| 86.30
| 605
| 53.21
| 37.04
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
MAXIMUM MORTGAGE RATE
Maximum Mor
tgage Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
10.501-11.000
| 2
| $
| 338,547
| 0.12
| %
| $
| 169,273
| 5.914
| %
| 81.67
| %
| 636
| 68.56
| %
| 43.78
| %
|
||||||||||||
11.001-11.500
| 5
| 1,036,134
| 0.38
| 207,227
| 6.166
| 62.57
| 644
| 100.00
| 43.23
| |||||||||||||||||||
11.501-12.000
| 10
| 2,330,471
| 0.85
| 233,047
| 6.251
| 78.54
| 651
| 79.93
| 44.37
| |||||||||||||||||||
12.001-12.500
| 30
| 6,870,157
| 2.51
| 229,005
| 6.579
| 72.28
| 627
| 80.65
| 40.52
| |||||||||||||||||||
12.501-13.000
| 76
| 17,868,182
| 6.52
| 235,108
| 6.922
| 75.67
| 634
| 55.53
| 41.81
| |||||||||||||||||||
13.001-13.500
| 134
| 32,825,258
| 11.97
| 244,965
| 7.417
| 77.86
| 622
| 38.30
| 41.27
| |||||||||||||||||||
13.501-14.000
| 247
| 55,464,500
| 20.23
| 224,553
| 7.863
| 79.03
| 609
| 37.93
| 41.43
| |||||||||||||||||||
14.001-14.500
| 175
| 37,439,431
| 13.66
| 213,940
| 8.310
| 82.31
| 601
| 42.32
| 42.00
| |||||||||||||||||||
14.501-15.000
| 227
| 45,305,046
| 16.52
| 199,582
| 8.835
| 81.60
| 596
| 28.25
| 41.07
| |||||||||||||||||||
15.001-15.500
| 198
| 34,165,220
| 12.46
| 172,552
| 9.316
| 83.85
| 589
| 30.79
| 41.44
| |||||||||||||||||||
15.501-16.000
| 137
| 21,538,156
| 7.86
| 157,213
| 9.785
| 81.55
| 574
| 27.50
| 41.77
| |||||||||||||||||||
16.001-16.500
| 57
| 8,287,460
| 3.02
| 145,394
| 10.342
| 81.41
| 569
| 41.92
| 40.28
| |||||||||||||||||||
16.501-17.000
| 35
| 4,834,929
| 1.76
| 138,141
| 10.779
| 84.25
| 567
| 50.22
| 43.12
| |||||||||||||||||||
17.001-17.500
| 26
| 4,076,417
| 1.49
| 156,785
| 11.305
| 75.21
| 559
| 42.36
| 43.78
| |||||||||||||||||||
17.501-18.000
| 14
| 1,663,193
| 0.61
| 118,800
| 11.777
| 70.33
| 541
| 58.78
| 38.30
| |||||||||||||||||||
18.501-19.000
| 1
| 126,340
| 0.05
| 126,340
| 12.625
| 47.68
| 548
| 100.00
| 25.31
| |||||||||||||||||||
Total
| 1,374
| $
| 274,169,443
| 100.00
| %
| $
| 199,541
| 8.451
| %
| 80.15
| %
| 602
| 38.67
| %
| 41.50
| %
|
||||||||||||
As of March 1, 2007, the weighted average maximum mortgage rate of the Group I Mortgage Loans is approximately 14.412%.
MINIMUM MORTGAGE RATE
Minimum Mortgage Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
4.000 and below
| 8
| $
| 1,289,607
| 0.47
| %
| $
| 161,201
| 6.825
| %
| 75.17
| %
| 640
| 64.97
| %
| 40.96
| %
|
||||||||||||
4.001-4.500
| 90
| 17,663,967
| 6.44
| 196,266
| 8.606
| 84.40
| 620
| 34.59
| 41.83
| |||||||||||||||||||
4.501-5.000
| 5
| 1,326,917
| 0.48
| 265,383
| 8.768
| 87.24
| 621
| 0.00
| 47.01
| |||||||||||||||||||
5.001-5.500
| 26
| 4,077,592
| 1.49
| 156,830
| 7.162
| 80.47
| 651
| 77.45
| 43.29
| |||||||||||||||||||
5.501-6.000
| 745
| 148,677,125
| 54.23
| 199,567
| 8.304
| 83.08
| 606
| 37.84
| 41.32
| |||||||||||||||||||
6.001-6.500
| 337
| 73,345,952
| 26.75
| 217,644
| 8.473
| 75.94
| 593
| 36.24
| 41.42
| |||||||||||||||||||
6.501-7.000
| 101
| 18,255,801
| 6.66
| 180,751
| 8.955
| 72.05
| 582
| 37.55
| 41.99
| |||||||||||||||||||
7.001-7.500
| 39
| 5,989,937
| 2.18
| 153,588
| 10.238
| 68.42
| 584
| 74.97
| 41.88
| |||||||||||||||||||
7.501-8.000
| 16
| 2,686,306
| 0.98
| 167,894
| 9.363
| 85.64
| 588
| 50.31
| 40.56
| |||||||||||||||||||
8.001-8.500
| 2
| 287,650
| 0.10
| 143,825
| 11.216
| 70.28
| 509
| 26.99
| 44.82
| |||||||||||||||||||
8.501-9.000
| 3
| 307,183
| 0.11
| 102,394
| 10.674
| 69.26
| 546
| 69.09
| 49.11
| |||||||||||||||||||
9.001-9.500
| 1
| 167,200
| 0.06
| 167,200
| 9.500
| 95.00
| 604
| 0.00
| 43.76
| |||||||||||||||||||
11.001-11.500
| 1
| 94,206
| 0.03
| 94,206
| 11.075
| 100.00
| 616
| 100.00
| 43.50
| |||||||||||||||||||
Total
| 1,374
| $
| 274,169,443
| 100.00
| %
| $
| 199,541
| 8.451
| %
| 80.15
| %
| 602
| 38.67
| %
| 41.50
| %
|
||||||||||||
As of March 1, 2007, the weighted average minimum mortgage rate of the Group I Mortgage Loans is approximately 6.045%.
PRODUCT TYPE
Product Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
15 Year Balloon
| 46
| $
| 2,839,408
| 0.79
| %
| $
| 61,726
| 10.767
| %
| 98.33
| %
| 688
| 6.64
| %
| 41.25
| %
|
||||||||||||
15 Year Fixed
| 20
| 2,232,044
| 0.62
| 111,602
| 7.837
| 67.09
| 614
| 41.79
| 42.76
| |||||||||||||||||||
2/6 Month LIBOR
| 670
| 117,624,559
| 32.82
| 175,559
| 8.818
| 78.92
| 593
| 37.72
| 40.98
| |||||||||||||||||||
2/6 Month LIBOR-24 Month IO
| 1
| 226,899
| 0.06
| 226,899
| 7.950
| 84.98
| 645
| 0.00
| 44.09
| |||||||||||||||||||
2/6 Month LIBOR-40 Year Amterm
| 311
| 71,339,489
| 19.90
| 229,387
| 8.200
| 82.37
| 605
| 38.49
| 41.99
| |||||||||||||||||||
2/6 Month LIBOR -120 Month IO
| 54
| 12,485,055
| 3.48
| 231,205
| 7.479
| 80.37
| 660
| 39.89
| 42.74
| |||||||||||||||||||
30 Year Fixed
| 422
| 65,306,653
| 18.22
| 154,755
| 8.364
| 78.01
| 615
| 56.03
| 40.24
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR
| 163
| 30,592,566
| 8.54
| 187,684
| 8.660
| 78.60
| 586
| 39.62
| 40.75
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR-40 Year Amterm
| 112
| 27,976,651
| 7.81
| 249,792
| 7.963
| 83.48
| 608
| 38.54
| 43.01
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR -120 Month IO
| 10
| 3,270,650
| 0.91
| 327,065
| 7.430
| 81.14
| 646
| 53.23
| 41.97
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR
| 31
| 6,030,309
| 1.68
| 194,526
| 8.676
| 73.32
| 608
| 41.47
| 40.58
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR-40 Year Amterm
| 16
| 3,337,985
| 0.93
| 208,624
| 7.823
| 77.54
| 614
| 40.48
| 41.67
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR -120 Month IO
| 6
| 1,285,280
| 0.36
| 214,213
| 7.047
| 67.78
| 672
| 56.60
| 36.56
| |||||||||||||||||||
Fixed-40/30 Balloon
| 65
| 13,888,907
| 3.87
| 213,675
| 7.824
| 80.24
| 610
| 70.85
| 41.70
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
PREPAYMENT PENALTY TERM
Prepayment Penalty Term (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
None
| 720
| $
| 134,552,004
| 37.54
| %
| $
| 186,878
| 8.591
| %
| 79.31
| %
| 604
| 39.66
| %
| 41.63
| %
|
||||||||||||
12
| 109
| 25,234,279
| 7.04
| 231,507
| 8.356
| 80.12
| 610
| 39.05
| 41.43
| |||||||||||||||||||
24
| 604
| 107,276,608
| 29.93
| 177,610
| 8.490
| 80.55
| 601
| 42.03
| 41.08
| |||||||||||||||||||
36
| 494
| 91,373,564
| 25.49
| 184,967
| 8.124
| 79.66
| 611
| 49.53
| 40.97
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
CREDIT GRADE
Credit Grade
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1++
| 1,284
| $
| 233,656,502
| 65.19
| %
| $
| 181,975
| 8.333
| %
| 82.98
| %
| 612
| 41.57
| %
| 41.41
| %
|
||||||||||||
1+
| 243
| 51,815,205
| 14.46
| 213,231
| 8.280
| 78.25
| 608
| 36.47
| 41.19
| |||||||||||||||||||
1
| 139
| 29,467,819
| 8.22
| 211,999
| 8.619
| 73.87
| 583
| 38.84
| 41.32
| |||||||||||||||||||
3
| 91
| 16,217,752
| 4.52
| 178,217
| 8.782
| 67.15
| 588
| 45.40
| 41.82
| |||||||||||||||||||
2
| 89
| 15,835,411
| 4.42
| 177,926
| 8.698
| 71.68
| 572
| 60.20
| 39.96
| |||||||||||||||||||
4
| 47
| 7,000,614
| 1.95
| 148,949
| 10.935
| 61.40
| 571
| 85.69
| 40.91
| |||||||||||||||||||
N/A
| 34
| 4,443,151
| 1.24
| 130,681
| 7.446
| 76.10
| 612
| 72.01
| 38.91
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
NEXT RATE ADJUSTMENT DATE
Next Rate Adjustment Date
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
August 1, 2008
| 1
| $
| 180,752
| 0.07
| %
| $
| 180,752
| 9.375
| %
| 100.00
| %
| 597
| 100.00
| %
| 49.76
| %
|
||||||||||||
September 1, 2008
| 5
| 751,919
| 0.27
| 150,384
| 8.714
| 92.86
| 601
| 69.82
| 39.99
| |||||||||||||||||||
October 1, 2008
| 11
| 1,624,326
| 0.59
| 147,666
| 9.245
| 84.91
| 596
| 27.16
| 35.94
| |||||||||||||||||||
November 1, 2008
| 7
| 1,337,732
| 0.49
| 191,105
| 9.847
| 86.33
| 591
| 26.07
| 42.79
| |||||||||||||||||||
December 1, 2008
| 46
| 8,480,584
| 3.09
| 184,361
| 8.931
| 85.57
| 586
| 37.86
| 41.91
| |||||||||||||||||||
January 1, 2009
| 294
| 58,052,414
| 21.17
| 197,457
| 8.472
| 81.28
| 594
| 41.37
| 41.48
| |||||||||||||||||||
February 1, 2009
| 397
| 78,042,099
| 28.46
| 196,580
| 8.453
| 80.76
| 605
| 36.89
| 40.97
| |||||||||||||||||||
March 1, 2009
| 216
| 41,379,656
| 15.09
| 191,572
| 8.520
| 80.17
| 609
| 35.43
| 41.74
| |||||||||||||||||||
April 1, 2009
| 59
| 11,826,520
| 4.31
| 200,449
| 8.556
| 65.65
| 604
| 39.10
| 43.69
| |||||||||||||||||||
September 1, 2009
| 2
| 230,710
| 0.08
| 115,355
| 9.675
| 96.31
| 582
| 100.00
| 39.35
| |||||||||||||||||||
October 1, 2009
| 4
| 497,387
| 0.18
| 124,347
| 8.765
| 88.41
| 593
| 55.06
| 39.09
| |||||||||||||||||||
November 1, 2009
| 1
| 313,669
| 0.11
| 313,669
| 8.125
| 85.00
| 525
| 0.00
| 36.71
| |||||||||||||||||||
December 1, 2009
| 14
| 3,659,330
| 1.33
| 261,381
| 8.469
| 83.68
| 578
| 52.72
| 42.57
| |||||||||||||||||||
January 1, 2010
| 96
| 20,874,646
| 7.61
| 217,444
| 8.303
| 83.01
| 596
| 42.24
| 42.14
| |||||||||||||||||||
February 1, 2010
| 99
| 20,832,688
| 7.60
| 210,431
| 8.276
| 81.33
| 609
| 33.99
| 41.98
| |||||||||||||||||||
March 1, 2010
| 55
| 12,274,436
| 4.48
| 223,172
| 8.094
| 79.28
| 600
| 39.00
| 41.74
| |||||||||||||||||||
April 1, 2010
| 14
| 3,157,000
| 1.15
| 225,500
| 8.492
| 65.27
| 587
| 48.20
| 39.48
| |||||||||||||||||||
October 1, 2011
| 1
| 276,040
| 0.10
| 276,040
| 9.375
| 90.00
| 567
| 0.00
| 48.61
| |||||||||||||||||||
December 1, 2011
| 1
| 412,000
| 0.15
| 412,000
| 7.500
| 80.00
| 686
| 0.00
| 43.61
| |||||||||||||||||||
January 1, 2012
| 14
| 2,362,794
| 0.86
| 168,771
| 7.882
| 70.77
| 626
| 54.87
| 38.75
| |||||||||||||||||||
February 1, 2012
| 17
| 3,083,945
| 1.12
| 181,409
| 8.441
| 76.96
| 609
| 32.47
| 41.64
| |||||||||||||||||||
March 1, 2012
| 13
| 2,825,870
| 1.03
| 217,375
| 8.219
| 77.01
| 630
| 50.05
| 38.39
| |||||||||||||||||||
April 1, 2012
| 7
| 1,692,925
| 0.62
| 241,846
| 8.227
| 63.88
| 592
| 51.24
| 41.91
| |||||||||||||||||||
Total
| 1,374
| $
| 274,169,443
| 100.00
| %
| $
| 199,541
| 8.451
| %
| 80.15
| %
| 602
| 38.67
| %
| 41.50
| %
|
||||||||||||
As of March 1, 2007, the weighted average number of months to the next adjustment date for the Group I Mortgage Loans is approximately 27 months.
GROSS MARGIN
Gross Margin (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
4.000 and below
| 8
| $
| 1,289,607
| 0.47
| %
| $
| 161,201
| 6.825
| %
| 75.17
| %
| 640
| 64.97
| %
| 40.96
| %
|
||||||||||||
4.001-4.500
| 97
| 19,059,081
| 6.95
| 196,485
| 8.554
| 84.37
| 620
| 34.02
| 42.02
| |||||||||||||||||||
4.501-5.000
| 3
| 792,508
| 0.29
| 264,169
| 9.732
| 89.53
| 610
| 0.00
| 47.67
| |||||||||||||||||||
5.001-5.500
| 27
| 4,186,358
| 1.53
| 155,050
| 7.200
| 80.46
| 652
| 75.44
| 43.17
| |||||||||||||||||||
5.501-6.000
| 780
| 153,568,613
| 56.01
| 196,883
| 8.344
| 83.37
| 605
| 38.24
| 41.37
| |||||||||||||||||||
6.001-6.500
| 339
| 73,696,149
| 26.88
| 217,393
| 8.474
| 75.64
| 592
| 35.30
| 41.41
| |||||||||||||||||||
6.501-7.000
| 85
| 15,851,280
| 5.78
| 186,486
| 8.955
| 69.37
| 579
| 37.72
| 42.04
| |||||||||||||||||||
7.001-7.500
| 28
| 4,442,194
| 1.62
| 158,650
| 10.636
| 62.90
| 581
| 91.37
| 41.59
| |||||||||||||||||||
7.501-8.000
| 7
| 1,283,654
| 0.47
| 183,379
| 9.423
| 82.68
| 593
| 59.78
| 38.50
| |||||||||||||||||||
Total
| 1,374
| $
| 274,169,443
| 100.00
| %
| $
| 199,541
| 8.451
| %
| 80.15
| %
| 602
| 38.67
| %
| 41.50
| %
|
||||||||||||
As of March 1, 2007, the weighted average gross margin of the Group I Mortgage Loans is approximately 6.007%.
INITIAL PERIODIC RATE CAP
Initial Periodic Rate Cap (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
2.000
| 285
| $
| 61,839,866
| 22.56
| %
| $
| 216,982
| 8.280
| %
| 80.94
| %
| 599
| 39.85
| %
| 41.84
| %
|
||||||||||||
3.000
| 1,035
| 201,449,103
| 73.48
| 194,637
| 8.516
| 80.23
| 601
| 38.12
| 41.45
| |||||||||||||||||||
5.000
| 53
| 10,653,574
| 3.89
| 201,011
| 8.212
| 73.98
| 618
| 42.99
| 40.44
| |||||||||||||||||||
6.000
| 1
| 226,899
| 0.08
| 226,899
| 7.950
| 84.98
| 645
| 0.00
| 44.09
| |||||||||||||||||||
Total
| 1,374
| $
| 274,169,443
| 100.00
| %
| $
| 199,541
| 8.451
| %
| 80.15
| %
| 602
| 38.67
| %
| 41.50
| %
|
||||||||||||
SUBSEQUENT PERIODIC RATE CAP
Subsequent Periodic Rate Cap (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1.000
| 1,036
| $
| 201,676,002
| 73.56
| %
| $
| 194,668
| 8.516
| %
| 80.24
| %
| 601
| 38.08
| %
| 41.45
| %
|
||||||||||||
2.000
| 338
| 72,493,441
| 26.44
| 214,478
| 8.270
| 79.92
| 602
| 40.31
| 41.63
| |||||||||||||||||||
Total
| 1,374
| $
| 274,169,443
| 100.00
| %
| $
| 199,541
| 8.451
| %
| 80.15
| %
| 602
| 38.67
| %
| 41.50
| %
|
||||||||||||
INTEREST ONLY TERM
Interest Only Term (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
None
| 1,856
| $
| 341,168,571
| 95.18
| %
| $
| 183,819
| 8.475
| %
| 79.84
| %
| 602
| 42.83
| %
| 41.24
| %
|
||||||||||||
24
| 1
| 226,899
| 0.06
| 226,899
| 7.950
| 84.98
| 645
| 0.00
| 44.09
| |||||||||||||||||||
120
| 70
| 17,040,985
| 4.75
| 243,443
| 7.437
| 79.57
| 659
| 43.71
| 42.13
| |||||||||||||||||||
Total
| 1,927
| $
| 358,436,455
| 100.00
| %
| $
| 186,008
| 8.425
| %
| 79.83
| %
| 605
| 42.85
| %
| 41.28
| %
|
||||||||||||
CLOSING DATE MORTGAGE LOANS AND SUBSEQUENT MORTGAGE LOANS
IN LOAN GROUP II
The Mortgage Loans to be included in loan group II consist
of 4,591 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance of $941,225,181.97, subject to a permitted variance of plus or minus 5%. The Mortgage Loans included in loan group II have the characteristics set forth below (the sum in any column may not equal the total indicated due to rounding).
CURRENT STATED PRINCIPAL BALANCE
Range of Current Stated Principal Balance ($)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
50,000.00 or less
| 330
| $
| 12,175,896
| 1.29
| %
| $
| 36,897
| 10.367
| %
| 79.05
| %
| 609
| 42.08
| %
| 34.35
| %
|
||||||||||||
50,000.01-100,000.00
| 850
| 64,367,731
| 6.84
| 75,727
| 9.513
| 76.98
| 597
| 51.80
| 36.09
| |||||||||||||||||||
100,000.01-150,000.00
| 789
| 98,591,176
| 10.47
| 124,957
| 8.991
| 77.76
| 591
| 55.76
| 38.32
| |||||||||||||||||||
150,000.01-200,000.00
| 748
| 130,845,391
| 13.90
| 174,927
| 8.630
| 76.54
| 592
| 49.87
| 40.10
| |||||||||||||||||||
200,000.01-250,000.00
| 537
| 121,176,595
| 12.87
| 225,655
| 8.456
| 77.28
| 598
| 48.73
| 40.89
| |||||||||||||||||||
250,000.01-300,000.00
| 408
| 111,899,201
| 11.89
| 274,263
| 8.317
| 79.32
| 600
| 44.53
| 42.10
| |||||||||||||||||||
300,000.01-350,000.00
| 272
| 88,466,717
| 9.40
| 325,245
| 8.261
| 80.17
| 605
| 40.21
| 41.95
| |||||||||||||||||||
350,000.01-400,000.00
| 210
| 78,684,697
| 8.36
| 374,689
| 8.173
| 81.24
| 612
| 37.29
| 40.60
| |||||||||||||||||||
400,000.01-450,000.00
| 146
| 62,233,410
| 6.61
| 426,256
| 7.906
| 81.94
| 620
| 38.74
| 42.60
| |||||||||||||||||||
450,000.01-500,000.00
| 121
| 58,199,753
| 6.18
| 480,990
| 7.943
| 81.02
| 615
| 38.74
| 44.38
| |||||||||||||||||||
500,000.01-550,000.00
| 48
| 25,405,119
| 2.70
| 529,273
| 7.660
| 81.27
| 634
| 45.86
| 42.66
| |||||||||||||||||||
550,000.01-600,000.00
| 47
| 27,326,924
| 2.90
| 581,424
| 7.848
| 85.22
| 623
| 40.19
| 42.70
| |||||||||||||||||||
600,000.01-650,000.00
| 36
| 22,760,929
| 2.42
| 632,248
| 7.860
| 83.86
| 624
| 33.59
| 42.60
| |||||||||||||||||||
650,000.01-700,000.00
| 11
| 7,462,143
| 0.79
| 678,377
| 7.596
| 77.06
| 641
| 36.62
| 42.97
| |||||||||||||||||||
700,000.01-750,000.00
| 11
| 8,037,311
| 0.85
| 730,665
| 8.277
| 86.78
| 653
| 9.33
| 41.26
| |||||||||||||||||||
750,000.01-800,000.00
| 7
| 5,451,545
| 0.58
| 778,792
| 7.247
| 80.16
| 637
| 85.83
| 45.24
| |||||||||||||||||||
800,000.01-850,000.00
| 8
| 6,686,238
| 0.71
| 835,780
| 7.160
| 74.38
| 641
| 50.00
| 40.63
| |||||||||||||||||||
850,000.01-900,000.00
| 2
| 1,788,000
| 0.19
| 894,000
| 7.620
| 70.07
| 689
| 0.00
| 43.84
| |||||||||||||||||||
900,000.01-950,000.00
| 3
| 2,745,428
| 0.29
| 915,143
| 7.665
| 74.97
| 667
| 33.53
| 42.81
| |||||||||||||||||||
950,000.01-1,000,000.00
| 6
| 5,872,131
| 0.62
| 978,688
| 7.645
| 76.64
| 658
| 50.39
| 43.05
| |||||||||||||||||||
1,000,000.01-1,250,000.00
| 1
| 1,048,846
| 0.11
| 1,048,846
| 8.990
| 94.60
| 623
| 0.00
| 39.99
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
FICO SCORE
FICO Score
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
500 or less
| 13
| $
| 2,040,321
| 0.22
| %
| $
| 156,948
| 10.213
| %
| 68.27
| %
| 500
| 59.50
| %
| 35.84
| %
|
||||||||||||
501-520
| 373
| 56,902,002
| 6.05
| 152,552
| 9.948
| 69.54
| 511
| 57.29
| 41.39
| |||||||||||||||||||
521-540
| 383
| 64,279,562
| 6.83
| 167,832
| 9.130
| 70.53
| 531
| 59.57
| 41.38
| |||||||||||||||||||
541-560
| 499
| 91,010,540
| 9.67
| 182,386
| 8.755
| 72.85
| 551
| 58.08
| 41.07
| |||||||||||||||||||
561-580
| 539
| 106,331,798
| 11.30
| 197,276
| 8.509
| 74.90
| 570
| 56.20
| 40.90
| |||||||||||||||||||
581-600
| 614
| 144,320,823
| 15.33
| 235,050
| 8.359
| 79.60
| 591
| 47.53
| 41.48
| |||||||||||||||||||
601-620
| 561
| 129,131,343
| 13.72
| 230,181
| 8.390
| 83.48
| 611
| 51.76
| 41.44
| |||||||||||||||||||
621-640
| 477
| 108,454,655
| 11.52
| 227,368
| 8.072
| 83.80
| 629
| 38.72
| 40.82
| |||||||||||||||||||
641-660
| 380
| 82,814,077
| 8.80
| 217,932
| 8.084
| 84.10
| 650
| 33.54
| 40.50
| |||||||||||||||||||
661-680
| 341
| 65,618,590
| 6.97
| 192,430
| 7.932
| 84.07
| 670
| 26.34
| 39.09
| |||||||||||||||||||
681-700
| 187
| 38,008,359
| 4.04
| 203,253
| 7.948
| 83.59
| 690
| 26.79
| 39.62
| |||||||||||||||||||
000-000
| 00
| 00,193,646
| 2.25
| 230,366
| 7.567
| 82.71
| 711
| 16.99
| 38.88
| |||||||||||||||||||
000-000
| 00
| 00,994,733
| 1.38
| 227,978
| 7.423
| 80.45
| 731
| 7.81
| 39.30
| |||||||||||||||||||
741-760
| 38
| 8,251,430
| 0.88
| 217,143
| 7.350
| 84.94
| 751
| 11.67
| 40.78
| |||||||||||||||||||
761-780
| 20
| 5,175,037
| 0.55
| 258,752
| 7.462
| 78.61
| 771
| 14.20
| 42.47
| |||||||||||||||||||
781-800
| 15
| 4,048,322
| 0.43
| 269,888
| 7.501
| 78.96
| 788
| 21.35
| 36.94
| |||||||||||||||||||
801-820
| 2
| 649,943
| 0.07
| 324,971
| 9.335
| 100.00
| 810
| 36.92
| 42.00
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
ORIGINAL TERM TO MATURITY
Original Term to Maturity (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
180 or less
| 260
| $
| 18,441,043
| 1.96
| %
| $
| 70,927
| 10.150
| %
| 85.16
| %
| 653
| 17.63
| %
| 39.08
| %
|
||||||||||||
181-240
| 6
| 141,239
| 0.02
| 23,540
| 10.258
| 89.60
| 668
| 0.00
| 40.19
| |||||||||||||||||||
301-360
| 4,325
| 922,642,900
| 98.03
| 213,328
| 8.385
| 79.06
| 605
| 45.69
| 40.88
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
REMAINING TERM TO MATURITY
Remaining Term to Matur
ity (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
180 or less
| 260
| $
| 18,441,043
| 1.96
| %
| $
| 70,927
| 10.150
| %
| 85.16
| %
| 653
| 17.63
| %
| 39.08
| %
|
||||||||||||
181-240
| 6
| 141,239
| 0.02
| 23,540
| 10.258
| 89.60
| 668
| 0.00
| 40.19
| |||||||||||||||||||
241-300
| 14
| 1,265,296
| 0.13
| 90,378
| 8.316
| 81.95
| 589
| 64.42
| 42.85
| |||||||||||||||||||
301-360
| 4,311
| 921,377,605
| 97.89
| 213,727
| 8.385
| 79.06
| 605
| 45.66
| 40.88
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
As of March 1, 2007, the weighted average remaining term to maturity of the Group II Mortgage Loans was approximately 354 months.
PROPERTY TYPE
Property Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
2 Unit
| 238
| $
| 58,432,092
| 6.21
| %
| $
| 245,513
| 8.403
| %
| 77.11
| %
| 618
| 28.50
| %
| 41.97
| %
|
||||||||||||
3 Unit
| 41
| 12,455,105
| 1.32
| 303,783
| 8.406
| 74.32
| 626
| 29.81
| 41.42
| |||||||||||||||||||
4 Xxxx
| 00
| 5,004,312
| 0.53
| 238,301
| 9.006
| 69.73
| 623
| 23.84
| 36.69
| |||||||||||||||||||
Condo Xxxx
| 000
| 51,314,445
| 5.45
| 190,054
| 8.461
| 82.09
| 628
| 39.30
| 39.76
| |||||||||||||||||||
High Rise Condo
| 22
| 5,789,146
| 0.62
| 263,143
| 8.498
| 79.81
| 645
| 36.27
| 40.55
| |||||||||||||||||||
PUD
| 508
| 125,532,303
| 13.34
| 247,111
| 8.258
| 83.23
| 623
| 43.39
| 40.77
| |||||||||||||||||||
Single Family Residence
| 3,300
| 656,495,901
| 69.75
| 198,938
| 8.433
| 78.55
| 599
| 47.42
| 40.95
| |||||||||||||||||||
Townhouse
| 191
| 26,201,878
| 2.78
| 137,183
| 8.712
| 78.51
| 590
| 58.04
| 38.95
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
OCCUPANCY TYPE
Occupancy Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Second Home
| 42
| $
| 9,345,348
| 0.99
| %
| $
| 222,508
| 8.828
| %
| 76.55
| %
| 609
| 10.46
| %
| 41.66
| %
|
||||||||||||
Investor Occupied
| 507
| 67,362,488
| 7.16
| 132,865
| 9.069
| 80.45
| 644
| 20.32
| 35.77
| |||||||||||||||||||
Owner Occupied
| 4,042
| 864,517,345
| 91.85
| 213,884
| 8.365
| 79.11
| 602
| 47.44
| 41.22
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
Based on representations of the related mortgagors at the time of origination.
LOAN PURPOSE
Loan Purpose
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Cash Out Refinance
| 2,885
| $
| 607,005,055
| 64.49
| %
| $
| 210,400
| 8.362
| %
| 75.81
| %
| 590
| 47.84
| %
| 41.13
| %
|
||||||||||||
Purchase
| 1,355
| 269,725,833
| 28.66
| 199,060
| 8.468
| 86.97
| 642
| 37.13
| 40.46
| |||||||||||||||||||
Rate & Term Refinance
| 351
| 64,494,294
| 6.85
| 183,744
| 8.768
| 78.35
| 603
| 53.12
| 39.83
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
ORIGINAL LOAN-TO-VALUE RATIOS
Original Loan-to-Value Ratios (%) <
/div>
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
50.00 or less
| 238
| $
| 34,127,198
| 3.63
| %
| $
| 143,392
| 8.472
| %
| 41.02
| %
| 579
| 51.31
| %
| 38.83
| %
|
||||||||||||
50.01-55.00
| 113
| 19,784,866
| 2.10
| 175,087
| 8.664
| 53.10
| 573
| 41.95
| 39.46
| |||||||||||||||||||
55.01-60.00
| 135
| 25,394,086
| 2.70
| 188,104
| 8.516
| 57.96
| 569
| 38.69
| 41.22
| |||||||||||||||||||
60.01-65.00
| 251
| 52,021,443
| 5.53
| 207,257
| 8.490
| 63.29
| 574
| 43.89
| 40.23
| |||||||||||||||||||
65.01-70.00
| 460
| 91,074,862
| 9.68
| 197,989
| 8.831
| 68.90
| 572
| 56.57
| 40.48
| |||||||||||||||||||
70.01-75.00
| 438
| 94,016,901
| 9.99
| 214,650
| 8.179
| 74.10
| 587
| 41.49
| 41.06
| |||||||||||||||||||
75.01-80.00
| 1,072
| 237,674,201
| 25.25
| 221,711
| 7.990
| 79.58
| 617
| 41.71
| 41.10
| |||||||||||||||||||
80.01-85.00
| 348
| 72,847,448
| 7.74
| 209,332
| 8.396
| 84.38
| 594
| 47.37
| 41.13
| |||||||||||||||||||
85.01-90.00
| 986
| 201,792,244
| 21.44
| 204,657
| 8.443
| 89.59
| 626
| 36.12
| 40.75
| |||||||||||||||||||
90.01-95.00
| 247
| 58,649,047
| 6.23
| 237,446
| 8.666
| 94.61
| 623
| 55.44
| 41.84
| |||||||||||||||||||
95.01-100.00
| 303
| 53,842,887
| 5.72
| 177,699
| 9.489
| 99.98
| 638
| 68.27
| 41.15
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
Includes the Combined Loan-to-Value Ratio for Second Lien Loans.
GEOGRAPHIC DI
STRIBUTION
Geographic Distribution
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Xxxxxxxx Xxxxxxxxxx
| 000
| $
| 117,512,623
| 12.49
| %
| $
| 279,792
| 8.153
| %
| 76.94
| %
| 614
| 29.58
| %
| 42.55
| %
|
||||||||||||
Florida
| 554
| 116,613,263
| 12.39
| 210,493
| 8.536
| 81.16
| 609
| 46.16
| 40.52
| |||||||||||||||||||
New York
| 334
| 106,013,239
| 11.26
| 317,405
| 7.933
| 76.90
| 612
| 42.38
| 42.64
| |||||||||||||||||||
New Jersey
| 360
| 94,666,521
| 10.06
| 262,963
| 8.374
| 76.59
| 599
| 44.06
| 40.77
| |||||||||||||||||||
Maryland
| 293
| 68,949,951
| 7.33
| 235,324
| 8.212
| 79.18
| 593
| 55.78
| 41.84
| |||||||||||||||||||
Illinois
| 234
| 46,890,628
| 4.98
| 200,387
| 8.607
| 80.53
| 603
| 43.82
| 41.18
| |||||||||||||||||||
Northern California
| 125
| 38,694,198
| 4.11
| 309,554
| 7.860
| 77.16
| 619
| 38.53
| 42.64
| |||||||||||||||||||
Virginia
| 157
| 34,641,155
| 3.68
| 220,644
| 8.570
| 78.67
| 593
| 42.32
| 40.91
| |||||||||||||||||||
Massachusetts
| 120
| 30,908,960
| 3.28
| 257,575
| 8.467
| 77.63
| 602
| 43.25
| 40.84
| |||||||||||||||||||
Georgia
| 145
| 26,008,038
| 2.76
| 179,366
| 8.603
| 86.65
| 614
| 49.08
| 39.53
| |||||||||||||||||||
Other
| 1,849
| 260,326,606
| 27.66
| 140,793
| 8.765
| 80.74
| 603
| 51.80
| 39.06
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
ZIP CODE
Zip Code
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
11691
| 7
| $
| 2,872,426
| 0.31
| %
| $
| 410,347
| 8.020
| %
| 76.39
| %
| 661
| 16.07
| %
| 44.43
| %
|
||||||||||||
33064
| 12
| 2,636,878
| 0.28
| 219,740
| 8.862
| 91.85
| 621
| 66.14
| 40.27
| |||||||||||||||||||
11550
| 8
| 2,428,043
| 0.26
| 303,505
| 8.699
| 82.77
| 579
| 71.78
| 42.50
| |||||||||||||||||||
02131
| 7
| 2,236,678
| 0.24
| 319,525
| 8.248
| 89.69
| 668
| 15.30
| 43.61
| |||||||||||||||||||
33637
| 12
| 2,159,181
| 0.23
| 179,932
| 8.891
| 81.98
| 657
| 31.91
| 37.41
| |||||||||||||||||||
20743
| 10
| 2,137,758
| 0.23
| 213,776
| 8.111
| 81.70
| 593
| 58.67
| 41.86
| |||||||||||||||||||
92503
| 6
| 2,107,793
| 0.22
| 351,299
| 8.309
| 77.75
| 632
| 17.08
| 47.38
| |||||||||||||||||||
11413
| 5
| 2,073,395
| 0.22
| 414,679
| 7.986
| 78.93
| 585
| 52.92
| 41.19
| |||||||||||||||||||
11207
| 5
| 1,963,998
| 0.21
| 392,800
| 8.209
| 72.61
| 639
| 0.00
| 45.09
| |||||||||||||||||||
85255
| 4
| 1,937,128
| 0.21
| 484,282
| 7.862
| 83.70
| 643
| 57.99
| 38.20
| |||||||||||||||||||
Other
| 4,515
| 918,671,902
| 97.60
| 203,471
| 8.422
| 79.12
| 605
| 45.28
| 40.82
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
TYPE OF DOCUMENTATION PROGRAM
Type of Documentation Program
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
Full
| 2,199
| $
| 424,792,145
| 45.13
| %
| $
| 193,175
| 8.249
| %
| 79.26
| %
| 590
| 100.00
| %
| 41.35
| %
|
||||||||||||
Bank Statements
| 142
| 34,477,072
| 3.66
| 242,796
| 8.308
| 83.33
| 598
| 0.00
| 34.03
| |||||||||||||||||||
No Document
| 23
| 3,718,291
| 0.40
| 161,665
| 7.762
| 71.16
| 656
| 0.00
| 0.00
| |||||||||||||||||||
No Income No Assets
| 15
| 4,327,088
| 0.46
| 288,473
| 8.014
| 74.52
| 666
| 0.00
| 0.00
| |||||||||||||||||||
No Ratio
| 41
| 9,709,639
| 1.03
| 236,820
| 7.259
| 75.04
| 694
| 0.00
| 0.00
| |||||||||||||||||||
Stated
| 2,171
| 464,200,947
| 49.32
| 213,819
| 8.618
| 79.00
| 617
| 0.00
| 40.89
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
LIEN STATUS
Lien
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
First Lien
| 4,373
| $
| 927,893,053
| 98.58
| %
| $
| 212,187
| 8.381
| %
| 78.97
| %
| 605
| 45.74
| %
| 40.86
| %
|
||||||||||||
Second Lien
| 218
| 13,332,129
| 1.42
| 61,157
| 11.120
| 93.85
| 672
| 3.02
| 39.93
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
MORTGAGE RATE
Current Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
3.501-4.000
| 1
| $
| 324,792
| 0.03
| %
| $
| 324,792
| 3.875
| %
| 80.00
| %
| 675
| 0.00
| %
| 40.05
| %
|
||||||||||||
4.001-4.500
| 5
| 1,409,245
| 0.15
| 281,849
| 4.375
| 80.00
| 695
| 0.00
| 39.50
| |||||||||||||||||||
4.501-5.000
| 9
| 2,534,392
| 0.27
| 281,599
| 5.000
| 80.00
| 668
| 65.44
| 41.81
| |||||||||||||||||||
5.001-5.500
| 6
| 1,180,649
| 0.13
| 196,775
| 5.272
| 80.00
| 685
| 45.93
| 45.06
| |||||||||||||||||||
5.501-6.000
| 21
| 6,258,702
| 0.66
| 298,033
| 5.866
| 80.60
| 670
| 54.87
| 42.01
| |||||||||||||||||||
6.001-6.500
| 111
| 34,351,787
| 3.65
| 309,476
| 6.394
| 72.76
| 658
| 66.63
| 41.06
| |||||||||||||||||||
6.501-7.000
| 300
| 86,750,434
| 9.22
| 289,168
| 6.847
| 75.87
| 633
| 55.52
| 42.13
| |||||||||||||||||||
7.001-7.500
| 428
| 118,773,830
| 12.62
| 277,509
| 7.354
| 77.65
| 619
| 57.21
| 41.41
| |||||||||||||||||||
7.501-8.000
| 590
| 149,823,660
| 15.92
| 253,938
| 7.805
| 78.36
| 610
| 50.25
| 41.11
| |||||||||||||||||||
8.001-8.500
| 670
| 147,554,048
| 15.68
| 220,230
| 8.338
| 80.09
| 607
| 37.65
| 41.03
| |||||||||||||||||||
8.501-9.000
| 707
| 140,406,754
| 14.92
| 198,595
| 8.788
| 81.97
| 597
| 38.80
| 41.21
| |||||||||||||||||||
9.001-9.500
| 477
| 88,877,883
| 9.44
| 186,327
| 9.315
| 82.79
| 591
| 34.64
| 40.72
| |||||||||||||||||||
9.501-10.000
| 440
| 66,994,037
| 7.12
| 152,259
| 9.804
| 83.16
| 587
| 34.63
| 39.53
| |||||||||||||||||||
10.001-10.500
| 235
| 31,197,192
| 3.31
| 132,754
| 10.295
| 80.21
| 573
| 33.21
| 38.99
| |||||||||||||||||||
10.501-11.000
| 232
| 27,855,235
| 2.96
| 120,066
| 10.796
| 76.70
| 569
| 43.36
| 39.55
| |||||||||||||||||||
11.001-11.500
| 127
| 16,337,662
| 1.74
| 128,643
| 11.305
| 72.05
| 548
| 50.09
| 38.60
| |||||||||||||||||||
11.501-12.000
| 104
| 10,494,314
| 1.11
| 100,907
| 11.828
| 68.71
| 557
| 54.65
| 36.84
| |||||||||||||||||||
12.001-12.500
| 75
| 6,460,585
| 0.69
| 86,141
| 12.271
| 69.67
| 557
| 53.93
| 36.92
| |||||||||||||||||||
12.501-13.000
| 40
| 3,028,654
| 0.32
| 75,716
| 12.802
| 80.61
| 595
| 27.24
| 38.81
| |||||||||||||||||||
13.001-13.500
| 10
| 463,130
| 0.05
| 46,313
| 13.346
| 92.14
| 617
| 37.44
| 36.95
| |||||||||||||||||||
13.501-14.000
| 3
| 148,197
| 0.02
| 49,399
| 13.677
| 90.00
| 642
| 0.00
| 39.23
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
MAXIMUM MORTGAGE RATE
Maximum Mortgage Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
10.000 and below
| 1
| $
| 324,792
| 0.05
| %
| $
| 324,792
| 3.875
| %
| 80.00
| %
| 675
| 0.00
| %
| 40.05
| %
|
||||||||||||
10.001-10.500
| 5
| 1,409,245
| 0.20
| 281,849
| 4.375
| 80.00
| 695
| 0.00
| 39.50
| |||||||||||||||||||
10.501-11.000
| 15
| 4,236,129
| 0.59
| 282,409
| 5.476
| 76.22
| 652
| 63.64
| 41.78
| |||||||||||||||||||
11.001-11.500
| 16
| 4,090,149
| 0.57
| 255,634
| 6.047
| 76.48
| 665
| 57.11
| 43.05
| |||||||||||||||||||
11.501-12.000
| 32
| 11,267,466
| 1.58
| 352,108
| 6.569
| 77.24
| 657
| 58.15
| 43.46
| |||||||||||||||||||
12.001-12.500
| 66
| 19,019,559
| 2.66
| 288,175
| 6.757
| 75.49
| 634
| 67.87
| 40.89
| |||||||||||||||||||
12.501-13.000
| 168
| 50,256,156
| 7.04
| 299,144
| 6.977
| 79.85
| 628
| 56.10
| 41.95
| |||||||||||||||||||
13.001-13.500
| 300
| 86,479,484
| 12.11
| 288,265
| 7.427
| 78.80
| 617
| 57.12
| 41.97
| |||||||||||||||||||
13.501-14.000
| 424
| 111,888,201
| 15.67
| 263,887
| 7.828
| 79.78
| 611
| 49.16
| 41.65
| |||||||||||||||||||
14.001-14.500
| 483
| 114,066,827
| 15.98
| 236,163
| 8.347
| 80.65
| 604
| 34.47
| 41.29
| |||||||||||||||||||
14.501-15.000
| 541
| 115,293,425
| 16.15
| 213,112
| 8.774
| 82.95
| 598
| 35.03
| 41.76
| |||||||||||||||||||
15.001-15.500
| 356
| 70,532,918
| 9.88
| 198,126
| 9.244
| 83.27
| 590
| 32.25
| 40.39
| |||||||||||||||||||
15.501-16.000
| 325
| 56,294,182
| 7.89
| 173,213
| 9.689
| 82.80
| 586
| 32.55
| 39.59
| |||||||||||||||||||
16.001-16.500
| 185
| 28,240,514
| 3.96
| 152,651
| 10.033
| 79.87
| 571
| 34.41
| 39.19
| |||||||||||||||||||
16.501-17.000
| 143
| 21,454,109
| 3.01
| 150,029
| 10.657
| 76.25
| 560
| 51.95
| 39.51
| |||||||||||||||||||
17.001-17.500
| 65
| 9,726,192
| 1.36
| 149,634
| 11.089
| 68.86
| 535
| 57.87
| 38.57
| |||||||||||||||||||
17.501-18.000
| 49
| 5,850,061
| 0.82
| 119,389
| 11.726
| 64.88
| 548
| 61.83
| 36.11
| |||||||||||||||||||
18.001-18.500
| 20
| 2,497,539
| 0.35
| 124,877
| 11.875
| 63.62
| 528
| 62.72
| 37.38
| |||||||||||||||||||
18.501-19.000
| 6
| 790,210
| 0.11
| 131,702
| 12.789
| 57.85
| 523
| 61.15
| 37.40
| |||||||||||||||||||
19.001-19.500
| 1
| 41,919
| 0.01
| 41,919
| 13.250
| 60.00
| 517
| 100.00
| 17.87
| |||||||||||||||||||
20.001-20.500
| 1
| 98,540
| 0.01
| 98,540
| 8.125
| 94.57
| 605
| 100.00
| 46.17
| |||||||||||||||||||
Total
| 3,202
| $
| 713,857,618
| 100.00
| %
| $
| 222,941
| 8.429
| %
| 80.25
| %
| 603
| 43.45
| %
| 41.12
| %
|
||||||||||||
As of March 1, 2007, the weighted average maximum mortgage rate of the Group II Mortgage Loans is approximately 14.416%.
MINIMUM MORTGAGE RATE
Minimum Mortgage Rate (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
4.000 and below
| 86
| $
| 23,738,745
| 3.33
| %
| $
| 276,032
| 7.008
| %
| 77.86
| %
| 671
| 21.56
| %
| 39.29
| %
|
||||||||||||
4.001-4.500
| 176
| 36,427,916
| 5.10
| 206,977
| 8.542
| 80.65
| 595
| 49.73
| 41.29
| |||||||||||||||||||
4.501-5.000
| 39
| 6,877,712
| 0.96
| 176,352
| 7.642
| 80.16
| 602
| 66.96
| 40.81
| |||||||||||||||||||
5.001-5.500
| 215
| 51,096,210
| 7.16
| 237,657
| 7.512
| 79.51
| 660
| 42.07
| 42.38
| |||||||||||||||||||
5.501-6.000
| 1,500
| 334,383,151
| 46.84
| 222,922
| 8.407
| 83.98
| 606
| 41.33
| 41.28
| |||||||||||||||||||
6.001-6.500
| 656
| 161,052,860
| 22.56
| 245,507
| 8.442
| 76.57
| 583
| 41.36
| 40.89
| |||||||||||||||||||
6.501-7.000
| 248
| 48,401,158
| 6.78
| 195,166
| 9.072
| 75.80
| 574
| 54.04
| 40.92
| |||||||||||||||||||
7.001-7.500
| 163
| 27,075,802
| 3.79
| 166,109
| 10.173
| 67.62
| 565
| 71.84
| 39.46
| |||||||||||||||||||
7.501-8.000
| 60
| 12,808,724
| 1.79
| 213,479
| 8.363
| 81.39
| 611
| 51.01
| 40.78
| |||||||||||||||||||
8.001-8.500
| 29
| 5,811,571
| 0.81
| 200,399
| 8.674
| 80.63
| 611
| 36.99
| 41.10
| |||||||||||||||||||
8.501-9.000
| 15
| 3,028,173
| 0.42
| 201,878
| 9.791
| 77.27
| 578
| 38.49
| 41.80
| |||||||||||||||||||
9.001-9.500
| 6
| 1,163,214
| 0.16
| 193,869
| 9.262
| 72.53
| 578
| 34.42
| 44.30
| |||||||||||||||||||
9.501-10.000
| 4
| 1,158,163
| 0.16
| 289,541
| 9.727
| 76.51
| 574
| 11.39
| 42.73
| |||||||||||||||||||
10.001-10.500
| 3
| 532,808
| 0.07
| 177,603
| 10.191
| 67.57
| 573
| 0.00
| 43.17
| |||||||||||||||||||
11.001-11.500
| 2
| 301,410
| 0.04
| 150,705
| 11.194
| 67.75
| 559
| 0.00
| 35.14
| |||||||||||||||||||
Total
| 3,202
| $
| 713,857,618
| 100.00
| %
| $
| 222,941
| 8.429
| %
| 80.25
| %
| 603
| 43.45
| %
| 41.12
| %
|
||||||||||||
As of March 1, 2007, the weighted average minimum mortgage rate of the Group II Mortgage Loans is approximately 5.990%.
PRODUCT TYPE
Product Type
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
10/1 ARM 1 Year LIBOR -120 Month IO
| 6
| $
| 1,862,200
| 0.20
| %
| $
| 310,367
| 6.660
| %
| 65.71
| %
| 668
| 50.48
| %
| 35.98
| %
|
||||||||||||
15 Year Balloon
| 196
| 12,251,703
| 1.30
| 62,509
| 11.142
| 94.36
| 672
| 2.75
| 40.07
| |||||||||||||||||||
15 Year Fixed
| 64
| 6,189,340
| 0.66
| 96,708
| 8.185
| 66.95
| 616
| 47.07
| 36.98
| |||||||||||||||||||
2/6 Month LIBOR
| 1,608
| 289,473,977
| 30.76
| 180,021
| 8.900
| 78.73
| 588
| 42.30
| 40.49
| |||||||||||||||||||
2/6 Month LIBOR-24 Month IO
| 17
| 4,439,637
| 0.47
| 261,155
| 6.807
| 80.79
| 671
| 43.24
| 39.15
| |||||||||||||||||||
2/6 Month LIBOR-40 Year Amterm
| 506
| 143,138,949
| 15.21
| 282,883
| 8.251
| 84.53
| 611
| 36.94
| 42.18
| |||||||||||||||||||
2/6 Month LIBOR-60 Month IO
| 6
| 1,754,893
| 0.19
| 292,482
| 8.247
| 68.77
| 614
| 41.34
| 44.41
| |||||||||||||||||||
2/6 Month LIBOR -120 Month IO
| 273
| 82,057,677
| 8.72
| 300,578
| 7.602
| 81.84
| 648
| 46.13
| 41.32
| |||||||||||||||||||
30 Year Fixed
| 883
| 147,314,502
| 15.65
| 166,834
| 8.503
| 74.10
| 602
| 53.65
| 39.68
| |||||||||||||||||||
30 Year Fixed -120 Month IO
| 101
| 28,706,953
| 3.05
| 284,227
| 7.235
| 75.80
| 659
| 43.63
| 39.96
| |||||||||||||||||||
3/1 ARM 1 Year CMT
| 2
| 255,501
| 0.03
| 127,750
| 6.837
| 66.57
| 607
| 0.00
| 35.56
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR
| 309
| 66,518,750
| 7.07
| 215,271
| 8.723
| 75.94
| 576
| 46.17
| 40.83
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR-40 Year Amterm
| 179
| 52,417,677
| 5.57
| 292,836
| 7.993
| 81.50
| 599
| 45.91
| 42.13
| |||||||||||||||||||
3/1 ARM 1 Year LIBOR -120 Month IO
| 62
| 20,251,646
| 2.15
| 326,639
| 7.778
| 84.65
| 615
| 64.80
| 42.13
| |||||||||||||||||||
3/6 Month LIBOR
| 106
| 17,806,783
| 1.89
| 167,989
| 8.902
| 76.51
| 584
| 50.61
| 40.04
| |||||||||||||||||||
3/6 Month LIBOR-60 Month IO
| 9
| 1,393,223
| 0.15
| 154,803
| 8.426
| 85.19
| 638
| 100.00
| 42.25
| |||||||||||||||||||
3/6 Month LIBOR -120 Month IO
| 1
| 239,476
| 0.03
| 239,476
| 7.625
| 80.00
| 597
| 0.00
| 49.98
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR
| 39
| 9,154,818
| 0.97
| 234,739
| 8.225
| 80.30
| 613
| 32.77
| 40.43
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR-40 Year Amterm
| 16
| 3,888,269
| 0.41
| 243,017
| 7.657
| 78.91
| 618
| 62.90
| 44.03
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR-60 Month IO
| 1
| 457,000
| 0.05
| 457,000
| 6.625
| 63.65
| 617
| 0.00
| 49.33
| |||||||||||||||||||
5/1 ARM 1 Year LIBOR -120 Month IO
| 44
| 14,336,760
| 1.52
| 325,835
| 7.512
| 77.37
| 646
| 49.87
| 39.77
| |||||||||||||||||||
5/6 Month LIBOR
| 6
| 1,463,075
| 0.16
| 243,846
| 7.638
| 77.17
| 613
| 60.60
| 37.52
| |||||||||||||||||||
5/6 Month LIBOR-40 Year Amterm
| 2
| 600,995
| 0.06
| 300,498
| 7.436
| 79.84
| 614
| 100.00
| 43.63
| |||||||||||||||||||
5/6 Month LIBOR -120 Month IO
| 5
| 1,182,148
| 0.13
| 236,430
| 7.268
| 80.00
| 620
| 62.78
| 40.37
| |||||||||||||||||||
7/1 ARM 1 Year LIBOR
| 2
| 353,648
| 0.04
| 176,824
| 7.351
| 83.32
| 635
| 43.83
| 39.71
| |||||||||||||||||||
7/1 ARM 1 Year LIBOR -120 Month IO
| 1
| 336,000
| 0.04
| 336,000
| 7.125
| 80.00
| 664
| 0.00
| 0.00
| |||||||||||||||||||
7/6 Month LIBOR
| 1
| 374,516
| 0.04
| 374,516
| 7.250
| 80.00
| 579
| 0.00
| 33.00
| |||||||||||||||||||
7/6 Month LIBOR -120 Month IO
| 1
| 100,000
| 0.01
| 100,000
| 5.750
| 54.35
| 592
| 100.00
| 53.35
| |||||||||||||||||||
Fixed-40/30 Balloon
| 145
| 32,905,066
| 3.50
| 226,931
| 7.916
| 78.35
| 608
| 60.24
| 41.68
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
PREPAYMENT PENALTY TERM
Prepayment Penalty Term (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
None
| 1,856
| $
| 387,209,109
| 41.14
| %
| $
| 208,626
| 8.521
| %
| 78.41
| %
| 609
| 41.38
| %
| 40.26
| %
|
||||||||||||
12
| 265
| 70,775,701
| 7.52
| 267,078
| 8.374
| 79.03
| 606
| 40.78
| 42.13
| |||||||||||||||||||
24
| 1,421
| 284,354,385
| 30.21
| 200,109
| 8.445
| 80.67
| 601
| 46.09
| 41.17
| |||||||||||||||||||
36
| 1,049
| 198,885,987
| 21.13
| 189,596
| 8.206
| 78.61
| 604
| 52.61
| 41.05
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
CREDIT GRADE
Credit
Grade
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1++
| 2,626
| $
| 563,419,714
| 59.86
| %
| $
| 214,554
| 8.285
| %
| 82.47
| %
| 617
| 41.12
| %
| 41.12
| %
|
||||||||||||
1+
| 657
| 128,291,107
| 13.63
| 195,268
| 8.310
| 79.19
| 600
| 44.06
| 40.57
| |||||||||||||||||||
1
| 313
| 68,679,578
| 7.30
| 219,424
| 8.459
| 75.07
| 576
| 51.66
| 40.86
| |||||||||||||||||||
N/A
| 254
| 58,314,154
| 6.20
| 229,583
| 7.480
| 75.57
| 650
| 37.18
| 40.33
| |||||||||||||||||||
2
| 267
| 51,017,790
| 5.42
| 191,078
| 8.912
| 71.33
| 560
| 52.64
| 40.13
| |||||||||||||||||||
3
| 243
| 39,482,647
| 4.19
| 162,480
| 9.191
| 67.44
| 553
| 61.48
| 41.30
| |||||||||||||||||||
4
| 231
| 32,020,192
| 3.40
| 138,616
| 11.144
| 63.64
| 547
| 88.34
| 38.67
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
NEXT RATE ADJUSTMENT DATE
Next Rate Adjustment Date
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
April 1, 2007
| 10
| $
| 1,233,484
| 0.17
| %
| $
| 123,348
| 7.746
| %
| 68.86
| %
| 562
| 77.09
| %
| 38.09
| %
|
||||||||||||
May 1, 2007
| 21
| 4,090,499
| 0.57
| 194,786
| 7.449
| 72.70
| 554
| 66.75
| 42.01
| |||||||||||||||||||
June 1, 2007
| 15
| 2,720,615
| 0.38
| 181,374
| 7.932
| 76.14
| 559
| 86.06
| 43.20
| |||||||||||||||||||
July 1, 2007
| 6
| 783,487
| 0.11
| 130,581
| 8.599
| 82.08
| 588
| 74.15
| 37.31
| |||||||||||||||||||
August 1, 2007
| 2
| 274,097
| 0.04
| 137,049
| 8.223
| 78.03
| 533
| 100.00
| 31.32
| |||||||||||||||||||
September 1, 2007
| 4
| 966,061
| 0.14
| 241,515
| 7.312
| 83.80
| 597
| 73.55
| 44.36
| |||||||||||||||||||
March 1, 2008
| 1
| 30,703
| 0.00
| 30,703
| 7.500
| 15.05
| 710
| 0.00
| 0.00
| |||||||||||||||||||
April 1, 2008
| 1
| 236,300
| 0.03
| 236,300
| 7.000
| 92.67
| 685
| 0.00
| 34.16
| |||||||||||||||||||
May 1, 2008
| 1
| 101,418
| 0.01
| 101,418
| 8.950
| 80.00
| 609
| 0.00
| 34.46
| |||||||||||||||||||
June 1, 2008
| 2
| 723,597
| 0.10
| 361,799
| 7.247
| 80.00
| 630
| 17.68
| 45.25
| |||||||||||||||||||
July 1, 2008
| 4
| 1,245,885
| 0.17
| 311,471
| 8.394
| 84.08
| 655
| 20.38
| 44.75
| |||||||||||||||||||
August 1, 2008
| 6
| 1,721,486
| 0.24
| 286,914
| 8.391
| 75.42
| 654
| 6.09
| 44.19
| |||||||||||||||||||
September 1, 2008
| 30
| 6,631,003
| 0.93
| 221,033
| 7.813
| 80.83
| 646
| 60.65
| 40.90
| |||||||||||||||||||
October 1, 2008
| 41
| 10,350,378
| 1.45
| 252,448
| 7.772
| 79.64
| 650
| 53.65
| 41.54
| |||||||||||||||||||
November 1, 2008
| 34
| 6,461,757
| 0.91
| 190,052
| 7.827
| 77.84
| 634
| 29.95
| 38.94
| |||||||||||||||||||
December 1, 2008
| 119
| 22,994,649
| 3.22
| 193,232
| 8.544
| 80.44
| 593
| 45.73
| 40.65
| |||||||||||||||||||
January 1, 2009
| 564
| 121,127,778
| 16.97
| 214,766
| 8.628
| 82.27
| 603
| 39.54
| 41.00
| |||||||||||||||||||
February 1, 2009
| 790
| 175,181,883
| 24.54
| 221,749
| 8.489
| 80.72
| 604
| 40.72
| 40.87
| |||||||||||||||||||
March 1, 2009
| 752
| 162,653,585
| 22.79
| 216,295
| 8.541
| 80.83
| 604
| 40.58
| 41.42
| |||||||||||||||||||
April 1, 2009
| 12
| 1,868,617
| 0.26
| 155,718
| 9.863
| 42.95
| 586
| 36.77
| 38.65
| |||||||||||||||||||
June 1, 2009
| 1
| 209,730
| 0.03
| 209,730
| 7.250
| 65.00
| 620
| 0.00
| 0.00
| |||||||||||||||||||
August 1, 2009
| 1
| 98,193
| 0.01
| 98,193
| 7.675
| 74.77
| 659
| 0.00
| 30.70
| |||||||||||||||||||
September 1, 2009
| 1
| 77,600
| 0.01
| 77,600
| 9.125
| 80.00
| 581
| 100.00
| 34.02
| |||||||||||||||||||
October 1, 2009
| 1
| 239,476
| 0.03
| 239,476
| 7.625
| 80.00
| 597
| 0.00
| 49.98
| |||||||||||||||||||
November 1, 2009
| 10
| 2,329,328
| 0.33
| 232,933
| 8.608
| 82.19
| 577
| 57.35
| 40.15
| |||||||||||||||||||
December 1, 2009
| 24
| 4,299,134
| 0.60
| 179,131
| 9.069
| 80.77
| 571
| 67.35
| 43.34
| |||||||||||||||||||
January 1, 2010
| 214
| 49,075,599
| 6.87
| 229,325
| 8.526
| 80.14
| 595
| 50.84
| 41.78
| |||||||||||||||||||
February 1, 2010
| 196
| 45,986,581
| 6.44
| 234,625
| 8.315
| 78.09
| 582
| 50.62
| 41.78
| |||||||||||||||||||
March 1, 2010
| 213
| 55,743,585
| 7.81
| 261,707
| 8.237
| 78.81
| 594
| 45.86
| 40.51
| |||||||||||||||||||
April 1, 2010
| 2
| 291,680
| 0.04
| 145,840
| 9.772
| 38.06
| 561
| 0.00
| 50.33
| |||||||||||||||||||
June 1, 2011
| 2
| 440,000
| 0.06
| 220,000
| 7.273
| 80.00
| 640
| 0.00
| 33.43
| |||||||||||||||||||
October 1, 2011
| 2
| 962,084
| 0.13
| 481,042
| 7.432
| 77.74
| 667
| 54.79
| 43.00
| |||||||||||||||||||
November 1, 2011
| 10
| 2,109,253
| 0.30
| 210,925
| 7.655
| 78.08
| 644
| 49.51
| 42.32
| |||||||||||||||||||
December 1, 2011
| 9
| 2,930,826
| 0.41
| 325,647
| 7.868
| 77.79
| 614
| 46.20
| 38.06
| |||||||||||||||||||
January 1, 2012
| 21
| 5,592,234
| 0.78
| 266,297
| 7.675
| 80.04
| 613
| 50.05
| 42.38
| |||||||||||||||||||
February 1, 2012
| 37
| 9,825,543
| 1.38
| 265,555
| 7.757
| 76.88
| 626
| 54.65
| 41.26
| |||||||||||||||||||
March 1, 2012
| 32
| 9,223,125
| 1.29
| 288,223
| 7.734
| 79.16
| 640
| 40.46
| 39.72
| |||||||||||||||||||
June 1, 2013
| 1
| 198,648
| 0.03
| 198,648
| 7.625
| 80.00
| 648
| 0.00
| 0.00
| |||||||||||||||||||
September 1, 2013
| 1
| 100,000
| 0.01
| 100,000
| 5.750
| 54.35
| 592
| 100.00
| 53.35
| |||||||||||||||||||
October 1, 2013
| 1
| 374,516
| 0.05
| 374,516
| 7.250
| 80.00
| 579
| 0.00
| 33.00
| |||||||||||||||||||
December 1, 2013
| 1
| 336,000
| 0.05
| 336,000
| 7.125
| 80.00
| 664
| 0.00
| 0.00
| |||||||||||||||||||
March 1, 2014
| 1
| 155,000
| 0.02
| 155,000
| 7.000
| 87.57
| 618
| 100.00
| 39.71
| |||||||||||||||||||
October 1, 2016
| 1
| 600,000
| 0.08
| 600,000
| 6.875
| 75.00
| 729
| 0.00
| 0.00
| |||||||||||||||||||
January 1, 2017
| 1
| 400,000
| 0.06
| 400,000
| 6.250
| 68.97
| 610
| 100.00
| 39.54
| |||||||||||||||||||
March 1, 2017
| 3
| 552,200
| 0.08
| 184,067
| 6.601
| 59.51
| 677
| 41.65
| 32.55
| |||||||||||||||||||
April 1, 2017
| 1
| 310,000
| 0.04
| 310,000
| 6.875
| 54.58
| 607
| 100.00
| 35.77
| |||||||||||||||||||
Total
| 3,202
| $
| 713,857,618
| 100.00
| %
| $
| 222,941
| 8.429
| %
| 80.25
| %
| 603
| 43.45
| %
| 41.12
| %
|
||||||||||||
As of March 1, 2007, the weighted average number of months to the next adjustment date for the Group II Mortgage Loans is approximately 27 months.
GROSS MARGIN
Gross Margin (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
4.000 and below
| 108
| $
| 27,939,167
| 3.91
| %
| $
| 258,696
| 7.062
| %
| 77.59
| %
| 671
| 23.37
| %
| 39.09
| %
|
||||||||||||
4.001-4.500
| 184
| 37,772,559
| 5.29
| 205,286
| 8.536
| 80.38
| 595
| 49.24
| 41.20
| |||||||||||||||||||
4.501-5.000
| 53
| 10,249,084
| 1.44
| 193,379
| 7.856
| 79.61
| 605
| 61.21
| 41.53
| |||||||||||||||||||
5.001-5.500
| 214
| 50,925,852
| 7.13
| 237,971
| 7.495
| 79.72
| 662
| 41.74
| 42.27
| |||||||||||||||||||
5.501-6.000
| 1,587
| 351,780,442
| 49.28
| 221,664
| 8.418
| 84.13
| 607
| 41.25
| 41.28
| |||||||||||||||||||
6.001-6.500
| 679
| 167,543,435
| 23.47
| 246,750
| 8.444
| 76.56
| 582
| 42.41
| 40.86
| |||||||||||||||||||
6.501-7.000
| 222
| 43,592,962
| 6.11
| 196,365
| 9.227
| 73.34
| 567
| 52.29
| 41.26
| |||||||||||||||||||
7.001-7.500
| 144
| 22,162,720
| 3.10
| 153,908
| 10.867
| 64.74
| 554
| 82.79
| 39.11
| |||||||||||||||||||
7.501-8.000
| 9
| 1,505,405
| 0.21
| 167,267
| 8.546
| 81.92
| 581
| 12.53
| 42.24
| |||||||||||||||||||
8.001-8.500
| 2
| 385,990
| 0.05
| 192,995
| 9.125
| 80.00
| 633
| 0.00
| 43.91
| |||||||||||||||||||
Total
| 3,202
| $
| 713,857,618
| 100.00
| %
| $
| 222,941
| 8.429
| %
| 80.25
| %
| 603
| 43.45
| %
| 41.12
| %
|
||||||||||||
As of March 1, 2007, the weighted average gross margin of the Group II Mortgage Loans is approximately 5.876%.
INITIAL PERIODIC RATE CAP
Initial Periodic Rate Cap (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1.000
| 1
| $
| 56,988
| 0.01
| %
| $
| 56,988
| 7.500
| %
| 80.00
| %
| 596
| 100.00
| %
| 45.07
| %
|
||||||||||||
1.500
| 2
| 240,772
| 0.03
| 120,386
| 7.778
| 72.28
| 569
| 100.00
| 36.88
| |||||||||||||||||||
2.000
| 558
| 140,899,229
| 19.74
| 252,508
| 8.305
| 79.28
| 591
| 48.44
| 41.50
| |||||||||||||||||||
3.000
| 2,358
| 508,246,198
| 71.20
| 215,541
| 8.518
| 80.83
| 604
| 41.32
| 41.08
| |||||||||||||||||||
5.000
| 123
| 33,731,086
| 4.73
| 274,236
| 7.641
| 77.78
| 632
| 47.16
| 40.44
| |||||||||||||||||||
6.000
| 50
| 12,050,065
| 1.69
| 241,001
| 7.630
| 79.07
| 645
| 46.10
| 41.47
| |||||||||||||||||||
7.000
| 110
| 18,633,280
| 2.61
| 169,393
| 8.908
| 77.11
| 588
| 54.32
| 40.20
| |||||||||||||||||||
Total
| 3,202
| $
| 713,857,618
| 100.00
| %
| $
| 222,941
| 8.429
| %
| 80.25
| %
| 603
| 43.45
| %
| 41.12
| %
|
||||||||||||
SUBSEQUENT PERIODIC RATE CAP
Subsequent Periodic Rate Cap (%)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
1.000
| 2,409
| $
| 521,808,615
| 73.10
| %
| $
| 216,608
| 8.495
| %
| 80.78
| %
| 604
| 41.59
| %
| 41.12
| %
|
||||||||||||
1.500
| 114
| 19,036,098
| 2.67
| 166,983
| 8.876
| 77.20
| 588
| 54.44
| 40.18
| |||||||||||||||||||
2.000
| 678
| 172,597,775
| 24.18
| 254,569
| 8.186
| 79.00
| 599
| 47.71
| 41.26
| |||||||||||||||||||
3.000
| 1
| 415,129
| 0.06
| 415,129
| 5.750
| 80.00
| 709
| 100.00
| 24.77
| |||||||||||||||||||
Total
| 3,202
| $
| 713,857,618
| 100.00
| %
| $
| 222,941
| 8.429
| %
| 80.25
| %
| 603
| 43.45
| %
| 41.12
| %
|
||||||||||||
INTEREST ONLY TERM
Interest Only Term (months)
| Number of Mortgage Loans
| Aggregate Principal Balance Outstanding
| Percentage of Aggregate Principal Balance of Mortgage Loans
| Average Principal Balance
| Weighted Average Mortgage Rate
| Weighted Average Original LTV
| Weighted Average FICO Score
| % of Full Doc Loans
| Weighted Average DTI (%)
| |||||||||||||||||||
None
| 4,064
| $
| 784,107,570
| 83.31
| %
| $
| 192,940
| 8.600
| %
| 78.97
| %
| 597
| 44.42
| %
| 40.81
| %
|
||||||||||||
24
| 17
| 4,439,637
| 0.47
| 261,155
| 6.807
| 80.79
| 671
| 43.24
| 39.15
| |||||||||||||||||||
60
| 16
| 3,605,116
| 0.38
| 225,320
| 8.110
| 74.47
| 624
| 58.77
| 44.20
| |||||||||||||||||||
120
| 494
| 149,072,860
| 15.84
| 301,767
| 7.530
| 80.39
| 645
| 48.59
| 41.03
| |||||||||||||||||||
Total
| 4,591
| $
| 941,225,182
| 100.00
| %
| $
| 205,015
| 8.420
| %
| 79.18
| %
| 605
| 45.13
| %
| 40.85
| %
|
||||||||||||
