EXHIBIT 99.5
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Deal Name: CWABS 2005-15 SUBRIME
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We would like to see the following data on the aggregate collateral and on all of the groups in the deal.
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aggregate pool group: ____3__
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gross WAC (%) 6.80%
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wtd AVG FICO 607.03
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FICO < 500 (%) 0.00%
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FICO < 550 (%) 13.11%
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FICO < 600 (%) 43.95%
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FICO 600-650 (%) 40.60%
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% Uninsured w/ LTV > 80% 26.22%
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LTV = 80 (%) 24.70%
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without silent/simultaneous 2nds
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wtd avg CLTV (%) 76.22%
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CLTV > 80 (%) 25.81%
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CLTV 95 -100 (%) 6.20%
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silent/simultaneous 2nd liens (%) 18.72%
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with silent/simultaneous 2nds
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wtd Avg CLTV 80.34%
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CLTV 90 - 95 (%) 12.90%
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CLTV 95 - 100 (%) 23.19%
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Full Doc (%) 74.56%
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Stated Doc (%) 25.44%
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No Doc /No Ratio / XXXX (%) 0.00%
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purch (%) 17.75%
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CO refi (%) 79.26%
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Own Occ (%) 97.44%
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Investor (%) 1.82%
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Prepay Penalty (%) 89.22%
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wtd avg DTI (%)
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DTI < 40%
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DTI 40 - 45%
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DTI 45 - 50%
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DTI 50 - 55%
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DTI > 55%
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ARM ? (% of total) 47.41%
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2/28 (% of total) 20.67%
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3/27 (% of total) 26.38%
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5/25 (% of total) 0.00%
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1st Lien (%) 100.00%
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Avg Loan Balance 28.00%
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# of Loans $1,918.00
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Loan Bal < $100k (%) 4.31%
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Mtg Rates > 12% (%) 0.00%
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Manuf Housing (%) 0.00%
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largest state (%) CA - 29.87%
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IO loans (%) 21.20%
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10yr IO (%) 0.00%
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5yr IO (%) 34.91%
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2 yr IO (%) 34.01%
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IO: FICO 60974.00%
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IO LTV (%) 77.81%
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IO DTI (%)
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IO full doc (%) 75.40%
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IO: purch (%) 25.96%
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Loan Type Teaser IO Term Loan Term Gross Avg. Balance Initial Rate % of pool
--------- ------ ------- ---------- ----- ------------ ------------ ---------
Period (mths) (mths) Margin ($) (Annual %)
------------- ------ ------ --- ----------
Please make appropriate additions to inculde relevant ARM and/or IO loan types in the deal, and complete the fields listed below
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1/29 LIB6M
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2/28 LIB6M 24 360 6.66% $215,424.17 7.10% 12.09%
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2/28 LIB6M IO 24 29.73 360 6.38% $273,762.86 6.70% 8.58%
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3/27 LIB6M 36 360 6.36% $206,859.43 7.08% 18.61%
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3/27 LIB6M IO 36 39.64 360 6.30% $246,008.89 6.75% 7.77%
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30Y LIB6M 6 360 7.37% $207,008.65 6.91% 0.36%
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5/25 LIB6M
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5/25 LIB6M IO
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FIXED 60 356.08 $194,825.99 6.65% 52.59%
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Any information regarding disposable income would also be appreciated. Thanks very much.
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Deal Name: CWABS 2005-15
The percentages per table should add up to 100%
FICO & Documentation & Purpose of Loan
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FICO Score Full DOC Stated Doc Other Doc All Docs Purch CO refi WAC
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< 450
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451-500 0.17% 0.07% 0.00% 0.24% 0.05% 0.19% 8.64%
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501-550 10.31% 2.84% 0.00% 13.15% 0.55% 12.44% 7.57%
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551-600 23.97% 7.20% 0.00% 31.16% 3.66% 26.90% 6.97%
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601-650 29.55% 10.45% 0.00% 40.00% 8.56% 30.08% 6.62%
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651-700 6.80% 3.38% 0.00% 10.19% 3.36% 6.10% 6.32%
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701-750 2.59% 1.04% 0.00% 3.63% 1.09% 2.46% 6.08%
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751-800 1.14% 0.46% 0.00% 1.60% 0.46% 1.09% 5.99%
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801-850 0.03% 0.00% 0.00% 0.03% 0.03% 0.00% 6.35%
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Unknown
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Total 74.56% 25.44% 0.00% 100.00% 17.75% 79.26% 6.80%
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FICO & Documentation & Purpose of Loan
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FICO Score Avg Prin Bal Current LTV IO loans silent 2nds
($)
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< 450
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451-500 $137,382.57 73.62% 0.00% 0.04%
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501-550 $203,399.97 71.50% 0.23% 0.71%
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551-600 $199,263.29 76.31% 7.62% 2.82%
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601-650 $210,542.51 78.33% 12.45% 9.66%
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651-700 $208,428.59 77.85% 0.48% 3.82%
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701-750 $268,510.53 78.17% 0.26% 0.99%
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751-800 $303,732.01 77.67% 0.17% 0.65%
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801-850 $119,776.05 80.00% 0.00% 0.03%
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Unknown
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Total $208,035.28 76.72% 21.20% 18.72%
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LTV & FICO
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Current LTV FICO < 450 450 - 500 501 - 550 551 - 600 601 - 650 651 - 700 701 - 750 751 - 800 801 - 850
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0-10 0.00% 0.00% 0.00% 0.00% 0.02% 0.00% 0.00% 0.00% 0.00%
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10.01-20
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20.01-30 0.00% 0.00% 0.00% 0.04% 0.02% 0.02% 0.00% 0.00% 0.00%
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30.01-40 0.00% 0.00% 0.05% 0.20% 0.04% 0.10% 0.00% 0.00% 0.00%
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40.01-50 0.00% 0.04% 0.18% 0.38% 0.61% 0.03% 0.00% 0.00% 0.00%
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50.01-60 0.00% 0.00% 1.42% 2.34% 1.78% 0.68% 0.40% 0.09% 0.00%
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60.01-70 0.00% 0.06% 4.82% 6.21% 5.97% 1.06% 0.23% 0.30% 0.00%
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70.01-80 0.00% 0.09% 4.79% 13.08% 19.47% 6.31% 2.12% 0.80% 0.03%
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80.01-90 0.00% 0.00% 1.77% 6.66% 8.60% 1.21% 0.58% 0.29% 0.00%
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90.01-100 0.00% 0.05% 0.12% 2.26% 3.49% 0.78% 0.30% 0.11% 0.00%
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100+
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Total 0.00% 0.24% 13.15% 31.16% 40.00% 10.19% 3.63% 1.60% 0.03%
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LTV & FICO
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Avg Prin Xxx Xxxxx silent
Current LTV total FICO ($) WAC Margin Limited Doc Stated Doc IO loans 2nds
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0-10 0.02% $93,621.54 6.25% 0.00% 0.02% 0.00% 0.00%
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10.01-20
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20.01-30 0.07% $96,892.52 5.94% 0.00% 0.02% 0.00% 0.00%
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30.01-40 0.39% $221,475.89 6.29% 5.22% 0.00% 0.02% 0.00% 0.00%
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40.01-50 1.23% $182,296.51 6.23% 5.95% 0.00% 0.48% 0.30% 0.04%
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50.01-60 6.71% $210,908.91 6.37% 5.72% 0.00% 2.18% 1.11% 0.43%
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60.01-70 18.65% $231,106.58 6.70% 6.29% 0.00% 5.98% 3.01% 0.42%
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70.01-80 46.70% $217,169.06 6.66% 6.23% 0.00% 12.53% 11.70% 17.41%
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80.01-90 19.10% $194,455.47 7.06% 6.87% 0.00% 3.31% 3.86% 0.41%
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90.01-100 7.12% $156,882.28 7.82% 7.59% 0.00% 0.90% 1.23% 0.00%
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100+
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Total 100.00% $208,035.28 6.80% 6.44% 0.00% 25.44% 21.20% 18.72%
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Prin Balance & FICO
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Prin Balance FICO < 450 450 - 500 501 - 550 551 - 600 601 - 650 651 - 700 701 - 750 751 - 800
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$1-$50,000 0.00% 0.00% 0.04% 0.01% 0.00% 0.00% 0.00% 0.00%
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$50,001-$100,000 0.00% 0.02% 0.48% 1.42% 1.68% 0.51% 0.14% 0.02%
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$100,001-$150,000 0.00% 0.13% 1.14% 4.17% 5.77% 1.56% 0.26% 0.00%
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$150,001 - $200,000 0.00% 0.04% 3.62% 7.16% 6.64% 1.47% 0.31% 0.26%
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$200,001 - $250,000 0.00% 0.06% 2.78% 5.73% 7.53% 1.33% 0.40% 0.11%
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$250,001 - $300,000 0.00% 0.00% 2.34% 5.65% 5.80% 1.85% 0.07% 0.21%
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$300,001 - $350,000 0.00% 0.00% 0.98% 3.22% 3.81% 1.05% 0.66% 0.16%
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$350,001 - $400,000 0.00% 0.00% 0.68% 1.49% 3.60% 0.69% 0.66% 0.28%
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$400,001 - $450,000 0.00% 0.00% 0.42% 0.96% 1.50% 0.62% 0.42% 0.22%
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$450,001 - $500,000 0.00% 0.00% 0.37% 0.60% 1.18% 0.46% 0.13% 0.00%
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$500,001 - $550,000 0.00% 0.00% 0.13% 0.13% 1.04% 0.14% 0.13% 0.00%
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$550,001 - $600,000 0.00% 0.00% 0.00% 0.14% 0.29% 0.00% 0.29% 0.15%
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$600,001 - $650,000 0.00% 0.00% 0.00% 0.32% 0.32% 0.16% 0.00% 0.00%
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$650,001 - $700,000 0.00% 0.00% 0.00% 0.17% 0.34% 0.34% 0.17% 0.00%
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$700,001 - $750,000
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$750,001 - $800,000 0.00% 0.00% 0.19% 0.00% 0.00% 0.00% 0.00% 0.20% -
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$800,001 - $850,000
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$850,001 - $900,000 0.00% 0.00% 0.00% 0.00% 0.23% 0.00% 0.00% 0.00%
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$900,001 - $950,000
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$950,001 - $1,000,000
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> 1,000,000 0.00% 0.00% 0.00% 0.00% 0.28% 0.00% 0.00% 0.00%
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Total 0.00% 0.24% 13.15% 31.16% 40.00% 10.19% 3.63% 1.60%
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Prin Balance & FICO
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Gross silent
Prin Balance 801 - 850 total FICO Current LTV WAC Margin Limited Doc Stated Doc IO loans 2nds
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$1-$50,000 0.00% 0.05% 79.57% 10.58% 7.50% 0.00% 0.00% 0.00% 0.00%
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$50,001-$100,000 0.00% 4.27% 78.60% 7.38% 7.10% 0.00% 0.73% 0.12% 0.78%
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$100,001-$150,000 0.03% 13.05% 80.60% 6.98% 6.64% 0.00% 2.40% 1.67% 2.44%
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$150,001 - $200,000 0.00% 19.49% 76.73% 7.01% 6.46% 0.00% 4.67% 2.39% 3.07%
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$200,001 - $250,000 0.00% 17.95% 75.56% 6.85% 6.54% 0.00% 5.00% 3.77% 2.68%
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$250,001 - $300,000 0.00% 15.92% 76.73% 6.80% 6.46% 0.00% 4.83% 4.23% 2.92%
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$300,001 - $350,000 0.00% 9.88% 76.92% 6.59% 6.33% 0.00% 2.69% 3.09% 2.61%
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$350,001 - $400,000 0.00% 7.39% 74.72% 6.47% 6.48% 0.00% 2.49% 1.79% 2.18%
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$400,001 - $450,000 0.00% 4.14% 75.36% 6.39% 6.24% 0.00% 1.07% 1.06% 0.64%
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$450,001 - $500,000 0.00% 2.73% 78.04% 6.33% 6.09% 0.00% 0.59% 1.19% 0.70%
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$500,001 - $550,000 0.00% 1.57% 72.92% 6.34% 6.65% 0.00% 0.52% 0.65% 0.40%
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$550,001 - $600,000 0.00% 0.87% 75.75% 6.02% 5.88% 0.00% 0.14% 0.29% 0.14%
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$600,001 - $650,000 0.00% 0.80% 69.85% 6.36% 6.20% 0.00% 0.32% 0.33% 0.00%
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$650,001 - $700,000 0.00% 1.01% 74.34% 6.33% 4.23% 0.00% 0.00% 0.34% 0.17%
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$700,001 - $750,000
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$750,001 - $800,000 0.39% 73.74% 5.90% 0.00% 0.00% 0.00% 0.00%
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$800,001 - $850,000
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$850,001 - $900,000 0.00% 0.23% 62.07% 6.38% 0.00% 0.00% 0.00% 0.00%
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$900,001 - $950,000
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$950,001 - $1,000,000
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> 1,000,000 0.00% 0.28% 62.28% 6.13% 4.88% 0.00% 0.00% 0.28% 0.00%
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Total 0.03% 100.00% 76.72% 6.80% 6.44% 0.00% 25.44% 21.20% 18.72%
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Mortg Rates & FICO
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Mortg Rates FICO < 450 450 - 500 501 - 550 551 - 600 601 - 650 651 - 700 701 - 750 751 - 800 801 - 850
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4.001-4.5% 0.00% 0.00% 0.00% 0.00% 0.13% 0.00% 0.04% 0.00% 0.00%
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4.501-5.0% 0.00% 0.00% 0.06% 0.30% 0.64% 0.91% 0.42% 0.40% 0.00%
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5.001-5.5% 0.00% 0.00% 0.70% 3.87% 8.86% 3.15% 1.71% 0.61% 0.00%
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5.501-6.0% 0.00% 0.00% 2.08% 7.43% 11.95% 2.95% 0.82% 0.36% 0.03%
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6.001-6.5% 0.00% 0.00% 2.28% 8.01% 9.61% 2.06% 0.44% 0.22% 0.00%
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6.501-7.0% 0.00% 0.04% 1.60% 4.22% 4.32% 0.61% 0.06% 0.02% 0.00%
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7.001-7.5% 0.00% 0.04% 2.63% 3.83% 2.59% 0.38% 0.05% 0.00% 0.00%
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7.501-8.0% 0.00% 0.06% 1.51% 1.55% 1.00% 0.08% 0.08% 0.00% 0.00%
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8.001-8.5% 0.00% 0.07% 0.83% 1.27% 0.54% 0.04% 0.02% 0.00% 0.00%
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8.501-9.0% 0.00% 0.03% 0.67% 0.41% 0.30% 0.00% 0.00% 0.00% 0.00%
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9.001-9.5% 0.00% 0.00% 0.53% 0.16% 0.06% 0.00% 0.00% 0.00% 0.00%
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9.501-10.0% 0.00% 0.00% 0.11% 0.08% 0.00% 0.00% 0.00% 0.00% 0.00%
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10.001-10.5% 0.00% 0.00% 0.13% 0.01% 0.00% 0.00% 0.00% 0.00% 0.00%
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10.501-11.0% 0.00% 0.02% 0.03% 0.01% 0.00% 0.00% 0.00% 0.00% 0.00%
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11.001-11.5%
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> 11.5% 0.00% 0.02% 0.03% 0.01% 0.00% 0.00% 0.00% 0.00% 0.00%
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Total 0.00% 0.24% 13.15% 31.16% 40.00% 10.19% 3.63% 1.60% 0.03%
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Mortg Rates & FICO
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Gross Avg Prin Bal Stated silent
Mortg Rates total FICO Current LTV WAC Margin ($) Limited Doc Doc IO loans 2nds
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4.001-4.5% 0.16% 79.17% 4.88% 4.52% $161,378.02 0.00% 0.00% 0.08% 0.12%
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4.501-5.0% 2.73% 72.23% 5.45% 5.38% $286,922.58 0.00% 0.20% 0.60% 0.88%
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5.001-5.5% 18.89% 70.09% 5.88% 5.69% $241,619.91 0.00% 2.21% 3.30% 2.53%
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5.501-6.0% 25.61% 75.00% 6.31% 5.87% $217,416.87 0.00% 4.22% 7.13% 6.71%
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6.001-6.5% 22.61% 78.36% 6.80% 6.43% $211,822.49 0.00% 7.75% 4.85% 4.94%
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6.501-7.0% 10.87% 81.03% 7.30% 6.70% $196,286.32 0.00% 3.78% 2.70% 2.12%
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7.001-7.5% 9.51% 81.08% 7.79% 7.13% $186,074.44 0.00% 3.66% 1.42% 0.76%
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7.501-8.0% 4.28% 83.92% 8.28% 7.44% $170,830.71 0.00% 1.74% 0.48% 0.12%
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8.001-8.5% 2.76% 83.35% 8.76% 7.44% $155,292.08 0.00% 1.05% 0.46% 0.36%
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8.501-9.0% 1.41% 81.23% 9.32% 7.75% $161,157.21 0.00% 0.52% 0.19% 0.12%
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9.001-9.5% 0.75% 75.43% 9.72% 8.19% $149,412.06 0.00% 0.28% 0.00% 0.04%
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9.501-10.0% 0.19% 82.66% 10.20% 7.42% $109,409.51 0.00% 0.04% 0.00% 0.00%
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10.001-10.5% 0.14% 76.70% 10.81% 7.32% $95,642.59 0.00% 0.00% 0.00% 0.03%
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10.501-11.0% 0.06% 85.62% 11.37% 7.13% $59,910.33 0.00% 0.00% 0.00% 0.00%
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11.001-11.5%
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> 11.5% 0.06% 85.62% 11.37% 7.13% $59,910.33 0.00% 0.00% 0.00% 0.00%
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Total 100.00% 76.72% 6.80% 6.44% $208,035.28 0.00% 25.44% 21.20% 18.72%
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Mortg Rates & LTV
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Mortg Rates LTV 40.01-50 50.01 - 60 60.01 - 70 70.01 - 80 80.01 - 90 90.01 - 100 100+ total LTV
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4.001-4.5%
----------------------------------------------------------------------------------------------------------
4.501-5.0% 0.00% 0.00% 0.00% 0.16% 0.00% 0.00% 0.00% 0.16%
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5.001-5.5% 0.07% 0.24% 0.51% 1.47% 0.30% 0.05% 0.00% 2.73%
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5.501-6.0% 0.61% 3.29% 4.77% 7.80% 2.13% 0.03% 0.00% 18.89%
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6.001-6.5% 0.44% 1.74% 4.83% 15.04% 3.26% 0.24% 0.00% 25.61%
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6.501-7.0% 0.00% 0.74% 3.65% 11.82% 5.20% 1.21% 0.00% 22.61%
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7.001-7.5% 0.04% 0.12% 1.46% 4.74% 3.19% 1.33% 0.00% 10.87%
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7.501-8.0% 0.08% 0.10% 2.03% 2.98% 2.71% 1.61% 0.00% 9.51%
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8.001-8.5% 0.00% 0.09% 0.53% 1.33% 1.20% 1.13% 0.00% 4.28%
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8.501-9.0% 0.00% 0.13% 0.24% 0.85% 0.55% 0.92% 0.00% 2.76%
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9.001-9.5% 0.00% 0.05% 0.39% 0.28% 0.30% 0.40% 0.00% 1.41%
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9.501-10.0% 0.00% 0.18% 0.19% 0.06% 0.23% 0.08% 0.00% 0.75%
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10.001-10.5% 0.00% 0.04% 0.00% 0.06% 0.01% 0.08% 0.00% 0.19%
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10.501-11.0% 0.00% 0.00% 0.04% 0.09% 0.01% 0.00% 0.00% 0.14%
----------------------------------------------------------------------------------------------------------
11.001-11.5% 0.00% 0.00% 0.00% 0.03% 0.00% 0.03% 0.00% 0.06%
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> 11.5%
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Total 1.23% 6.71% 18.65% 46.70% 19.10% 7.12% 0.00% 100.00%
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Mortg Rates & LTV
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Avg Prin Bal Limited Stated
Mortg Rates avg FICO Gross Margin ($) Doc Doc IO loans silent 2nds
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4.001-4.5%
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4.501-5.0% 651.99 4.52% $161,378.02 0.00% 0.00% 0.08% 0.12%
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5.001-5.5% 669.67 5.38% $286,922.58 0.00% 0.20% 0.60% 0.88%
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5.501-6.0% 633.54 5.69% $241,619.91 0.00% 2.21% 3.30% 2.53%
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6.001-6.5% 614.17 5.87% $217,416.87 0.00% 4.22% 7.13% 6.71%
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6.501-7.0% 605.41 6.43% $211,822.49 0.00% 7.75% 4.85% 4.94%
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7.001-7.5% 593.7 6.70% $196,286.32 0.00% 3.78% 2.70% 2.12%
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7.501-8.0% 578.74 7.13% $186,074.44 0.00% 3.66% 1.42% 0.76%
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8.001-8.5% 570.9 7.44% $170,830.71 0.00% 1.74% 0.48% 0.12%
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8.501-9.0% 569.1 7.44% $155,292.08 0.00% 1.05% 0.46% 0.36%
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9.001-9.5% 555.71 7.75% $161,157.21 0.00% 0.52% 0.19% 0.12%
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9.501-10.0% 538.9 8.19% $149,412.06 0.00% 0.28% 0.00% 0.04%
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10.001-10.5% 547.46 7.42% $109,409.51 0.00% 0.04% 0.00% 0.00%
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10.501-11.0% 52241.00% 7.32% $95,642.59 0.00% 0.00% 0.00% 0.03%
-----------------------------------------------------------------------------------------
11.001-11.5% 52264.00% 7.13% $59,910.33 0.00% 0.00% 0.00% 0.00%
-----------------------------------------------------------------------------------------
> 11.5%
-----------------------------------------------------------------------------------------
Total 60703.00% 6.44% $208,035.28 0.00% 25.44% 21.20% 18.72%
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Dynamic Credit Collateral Analysis
CWABS 2005-15
I. FICO and LTV
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High LTV Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD
-------- --------- --- ---------------- --------------- ---- --- --- ---- -----
500 524 > 65% 4.42% $226,373 513 75.94% 8.11% 68.10%
525 574 > 65% 13.56% $234,613 555 79.00% 7.36% 71.56%
575 599 > 65% 15.92% $244,278 588 81.01% 6.97% 71.55%
600 619 > 70% 0.00% $0 0 0.00% 0.00% 0.00%
620 639 > 70% 14.19% $275,187 629 82.44% 6.66% 69.23%
640 659 > 70% 5.75% $243,616 649 81.83% 6.61% 67.45%
660 679 > 80% 0.80% $300,426 668 90.92% 6.94% 63.18%
680 699 > 80% 0.78% $237,335 687 93.08% 6.21% 76.00%
700 724 > 80% 0.35% $265,510 711 92.10% 6.50% 95.16%
725 749 > 80% 0.54% $377,191 736 90.44% 6.19% 69.01%
750 max > 90% 1.63% $382,441 768 77.71% 5.99% 71.56%
% With
FICO Low % PUD % Owner Occ % Investor % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only Seconds
-------- ----- ----------- ---------- ----------- ---------- --------- -------- ---- ---------- -------
500 23.36% 98.70% 0.39% 3.52% 76.87% 0.00% 0.00% 0.00% 1.05% 0.00%
525 21.31% 99.07% 0.93% 2.25% 80.33% 0.00% 0.00% 0.00% 12.45% 0.00%
575 20.83% 97.99% 1.55% 4.00% 78.82% 0.00% 0.00% 0.00% 29.15% 0.00%
600 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 18.53% 97.16% 1.90% 8.09% 71.67% 0.00% 0.00% 0.00% 38.93% 0.00%
640 25.93% 97.88% 2.12% 1.72% 73.68% 0.00% 0.00% 0.00% 4.23% 0.00%
660 8.22% 67.71% 32.29% 28.60% 86.33% 0.00% 0.00% 0.00% 12.71% 0.00%
680 11.84% 100.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 10.08% 0.00%
700 0.00% 95.16% 4.84% 4.84% 100.00% 0.00% 0.00% 0.00% 16.52% 0.00%
725 7.69% 100.00% 0.00% 23.30% 80.67% 0.00% 0.00% 0.00% 37.06% 0.00%
750 11.85% 100.00% 0.00% 13.82% 71.74% 0.00% 0.00% 0.00% 10.46% 0.00%
II. LTV and DTI
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
LTV Low LTV High DTI Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD
------- -------- --- ---------------- --------------- ---- --- --- ---- -----
70.00% 79.99% > 50%
80.00% 84.99% > 50%
85.00% 89.99% > 50%
90.00% 94.99% > 50%
95.00% 99.99% > 50%
100.00% 109.99% > 50%
110.00% max > 50%
% With
LTV Low % PUD % Owner Occ % Investor % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only Seconds
------- ----- ----------- ---------- ----------- ---------- --------- -------- ---- ---------- -------
70.00%
80.00%
85.00%
90.00%
95.00%
100.00%
110.00%
III. DTI and FICO
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
DTI Low DTI High FICO Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD
------- -------- ---- ---------------- --------------- ---- --- --- ---- ----- -----
20.00% 29.99% < 550
30.00% 34.99% < 600
35.00% 39.99% < 675
40.00% 44.99% < 675
45.00% 49.99% < 700
50.00% 54.99% < 750
55% max < 750
% With
DTI Low % Owner Occ % Investor % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only Seconds
------- ----------- ---------- ----------- ---------- --------- -------- ---- ---------- -------
20.00%
30.00%
35.00%
40.00%
45.00%
50.00%
55%
IV. LIMITED AND STATED DOC
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD
-------- --------- ---------------- --------------- ---- --- --- ---- ----- -----
500 524 1.64% $260,206 513 69.72% 8.14% 80.13% 6.72%
525 574 4.45% $240,657 553 70.55% 7.66% 76.17% 20.08%
575 599 5.69% $273,269 587 72.94% 7.16% 79.21% 10.62%
600 619 4.91% $247,874 610 74.68% 7.08% 68.22% 16.67%
620 639 6.16% $293,259 628 77.04% 6.94% 62.69% 19.90%
640 659 2.07% $229,932 648 79.03% 7.25% 56.15% 29.39%
660 679 1.72% $296,141 671 75.52% 6.58% 63.37% 14.31%
680 699 1.49% $241,446 687 77.00% 6.44% 63.96% 29.56%
700 724 0.73% $270,134 710 75.03% 6.63% 21.64% 39.17%
725 749 0.54% $346,085 734 76.66% 6.24% 81.13% 0.00%
750 max 0.54% $280,419 767 79.29% 6.26% 90.20% 0.00%
FICO Low % Owner Occ % Investor % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL
-------- ----------- ---------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ----
500 97.12% 0.00% 4.73% 0.00% 0.00% 0.00% 0.00% 0.00% 35.09% 9.52% 17.28%
525 100.00% 0.00% 3.75% 0.00% 0.00% 0.00% 0.00% 15.87% 27.34% 7.59% 23.91%
575 97.47% 1.03% 6.37% 0.00% 0.00% 0.00% 0.00% 21.62% 46.27% 5.44% 21.33%
600 96.83% 0.00% 10.27% 0.00% 0.00% 0.00% 0.00% 25.45% 29.17% 4.47% 18.99%
620 97.46% 0.00% 12.42% 0.00% 0.00% 0.00% 0.00% 41.26% 43.08% 1.10% 17.25%
640 100.00% 0.00% 5.48% 0.00% 0.00% 0.00% 0.00% 2.90% 10.24% 4.91% 24.46%
660 95.05% 4.95% 16.69% 0.00% 0.00% 0.00% 0.00% 4.95% 39.55% 12.79% 8.40%
680 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 5.95% 34.53% 0.00% 15.22%
700 86.46% 0.00% 25.66% 0.00% 0.00% 0.00% 0.00% 0.00% 38.21% 0.00% 25.28%
725 100.00% 0.00% 18.87% 0.00% 0.00% 0.00% 0.00% 22.75% 76.31% 18.87% 0.00%
750 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 9.80% 90.04% 0.00% 9.96%
V. High LTV LOANS
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
LTV Low LTV High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD % Owner Occ % Investor
------- -------- ---------------- --------------- ---- --- --- ---- ----- ----- ----------- ----------
80.00% 89.99% 42.54% $264,140 616 81.65% 6.75% 69.87% 20.02% 97.27% 2.03%
90.00% 94.99% 10.10% $228,709 618 90.38% 7.16% 72.89% 21.31% 95.42% 3.03%
95.00% 99.99% 3.77% $211,761 618 95.39% 7.92% 80.97% 13.13% 95.72% 2.50%
100.00% 109.99% 3.53% $175,887 624 100.00% 7.84% 64.51% 11.17% 99.44% 0.56%
110.00% max 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
LTV Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL IO 24 IO 36 IO 60
------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ---- ----- ----- -----
80.00% 5.33% 75.71% 0.00% 0.00% 0.00% 26.93% 26.89% 3.59% 16.14% 10.24% 8.95% 7.75%
90.00% 2.28% 80.60% 0.00% 0.00% 0.00% 20.33% 15.16% 0.77% 19.53% 5.42% 2.43% 12.48%
95.00% 1.53% 81.69% 0.00% 0.00% 0.00% 19.15% 3.37% 0.42% 11.08% 2.68% 4.60% 11.87%
100.00% 8.80% 95.44% 0.00% 0.00% 0.00% 17.99% 5.66% 0.55% 20.21% 9.53% 7.50% 0.96%
110.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
VI. IO LOANS
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD % Owner Occ % Investor
-------- --------- ---------------- --------------- ---- --- --- ---- ----- ----- ----------- ----------
500 524 0.05% $186,000 521 72.94% 6.50% 100.00% 0.00% 100.00% 0.00%
525 574 2.33% $257,744 564 78.15% 7.09% 74.35% 21.72% 100.00% 0.00%
575 599 6.75% $287,731 588 75.64% 6.67% 72.00% 22.55% 97.21% 2.79%
600 619 6.94% $332,527 610 78.10% 6.59% 74.34% 16.97% 96.46% 0.46%
620 639 7.60% $342,290 629 78.13% 6.56% 65.71% 16.58% 97.06% 2.94%
640 659 0.29% $301,174 648 85.62% 7.36% 14.89% 64.15% 100.00% 0.00%
660 679 0.31% $233,185 668 75.06% 6.52% 47.12% 25.08% 72.20% 27.80%
680 699 0.18% $232,495 687 88.60% 6.97% 18.74% 48.90% 100.00% 0.00%
700 724 0.07% $228,500 711 99.35% 6.75% 100.00% 0.00% 100.00% 0.00%
725 749 0.23% $397,637 734 90.00% 5.85% 100.00% 0.00% 100.00% 0.00%
750 max 0.20% $249,526 773 87.35% 6.29% 73.51% 0.00% 100.00% 0.00%
FICO Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL IO 24 IO 36 IO 60
-------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ---- ----- ----- -----
500 0.00% 100.00% 0.00% 0.00% 0.00% 100.00% 100.00% 0.00% 0.00% 0.00% 100.00% 0.00%
525 0.00% 69.70% 0.00% 0.00% 0.00% 100.00% 27.08% 0.00% 16.06% 32.16% 31.27% 36.56%
575 0.59% 81.77% 0.00% 0.00% 0.00% 100.00% 52.47% 0.00% 9.70% 38.32% 26.13% 35.55%
600 1.82% 81.98% 0.00% 0.00% 0.00% 100.00% 37.37% 5.70% 22.42% 26.81% 36.46% 36.73%
620 12.41% 66.55% 0.00% 0.00% 0.00% 100.00% 51.67% 3.77% 14.35% 39.31% 33.25% 27.44%
640 0.00% 79.03% 0.00% 0.00% 0.00% 100.00% 49.45% 0.00% 14.69% 49.45% 20.97% 29.58%
660 27.80% 72.20% 0.00% 0.00% 0.00% 100.00% 51.33% 0.00% 0.00% 23.53% 9.90% 66.57%
680 0.00% 51.10% 0.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 48.90% 32.36% 18.74%
700 0.00% 100.00% 0.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100.00%
725 0.00% 47.85% 0.00% 0.00% 0.00% 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 100.00%
750 0.00% 73.51% 0.00% 0.00% 0.00% 100.00% 74.83% 0.00% 0.00% 0.00% 0.00% 100.00%
VI. (a) INVESTOR LOANS
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD % Owner Occ % Investor
-------- --------- ---------------- --------------- ---- --- --- ---- ----- ----- ----------- ----------
500 524 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 574 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 599 0.19% $240,826 588 78.41% 7.37% 78.68% 0.00% 0.00% 100.00%
600 619 0.03% $108,750 611 75.00% 6.50% 100.00% 0.00% 0.00% 100.00%
620 639 0.22% $431,486 629 83.14% 7.32% 0.00% 0.00% 0.00% 100.00%
640 659 0.09% $289,250 674 65.00% 7.25% 0.00% 0.00% 0.00% 100.00%
660 679 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 699 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 724 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 749 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 max 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
FICO Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL IO 24 IO 36 IO 60
-------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ---- ----- ----- -----
500 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 21.32% 100.00% 0.00% 0.00% 0.00% 100.00% 28.69% 0.00% 0.00% 100.00% 0.00% 0.00%
600 0.00% 100.00% 0.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100.00%
620 100.00% 100.00% 0.00% 0.00% 0.00% 100.00% 68.56% 0.00% 0.00% 68.56% 31.44% 0.00%
640 100.00% 0.00% 0.00% 0.00% 0.00% 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 100.00%
660 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
VI. (b) XXXX XXXXX
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD % Owner Occ % Investor
-------- --------- ---------------- --------------- ---- --- --- ---- ----- ----- ----------- ----------
500 524 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 574 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 599 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
600 619 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 639 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
640 659 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
660 679 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 699 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 724 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 749 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 max 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
FICO Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL IO 24 IO 36 IO 60
-------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ---- ----- ----- -----
500 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
600 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
640 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
660 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
VII. SECOND LIEN LOANS (IF ANY)
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI CLTV GWAC % SFD % PUD % Owner Occ % Investor
-------- --------- ---------------- --------------- ---- --- ---- ---- ----- ----- ----------- ----------
500 524 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 574 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 599 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
600 619 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 639 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
640 659 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
660 679 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 699 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 724 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 749 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 max 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
FICO Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL
-------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ----
500 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
600 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
640 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
660 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
VII. MANUFACTURED HOME LOANS (IF ANY)
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD % Owner Occ % Investor
-------- --------- ---------------- --------------- ---- --- --- ---- ----- ----- ----------- ----------
500 524 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 574 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 599 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
600 619 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 639 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
640 659 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
660 679 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 699 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 724 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 749 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 max 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
FICO Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL IO 24 IO 36 IO 60
-------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ---- ----- ----- -----
500 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
525 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
575 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
600 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
620 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
640 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
660 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
680 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
700 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
725 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
IX. CONDO LOANS
Row - % Wtd Avg Wtd Avg Wtd Avg Wtd Avg Wtd Avg
FICO Low FICO High Total Collateral Curr. Bal./Loan FICO DTI LTV GWAC % SFD % PUD % Owner Occ % Investor
-------- --------- ---------------- --------------- ---- --- --- ---- ----- ----- ----------- ----------
500 524 0.26% $198,946 514 73.30% 7.62% 0.00% 0.00% 100.00% 0.00%
525 574 0.85% $226,169 560 82.25% 7.36% 0.00% 0.00% 100.00% 0.00%
575 599 0.91% $193,894 588 77.55% 7.05% 0.00% 0.00% 94.18% 0.00%
600 619 1.15% $235,313 609 78.03% 6.56% 0.00% 0.00% 100.00% 0.00%
620 639 0.99% $207,619 629 78.50% 6.82% 0.00% 0.00% 92.12% 0.00%
640 659 0.33% $166,615 646 82.44% 7.63% 0.00% 0.00% 95.25% 4.75%
660 679 0.21% $221,618 666 80.00% 6.73% 0.00% 0.00% 100.00% 0.00%
680 699 0.21% $177,867 685 88.08% 6.38% 0.00% 0.00% 100.00% 0.00%
700 724 0.10% $333,559 720 80.00% 8.10% 0.00% 0.00% 0.00% 0.00%
725 749 0.00% $0 0 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 max 0.05% $180,000 752 80.00% 6.40% 0.00% 0.00% 100.00% 0.00%
FICO Low % 2+ family % Full Doc % Ltd Doc % No Doc % MI % Int Only % CA % NY % FL IO 24 IO 36 IO 60
-------- ----------- ---------- --------- -------- ---- ---------- ---- ---- ---- ----- ----- -----
500 0.00% 47.35% 0.00% 0.00% 0.00% 0.00% 23.68% 0.00% 0.00% 0.00% 0.00% 0.00%
525 0.00% 100.00% 0.00% 0.00% 0.00% 10.80% 7.02% 0.00% 14.75% 5.63% 5.17% 0.00%
575 0.00% 76.23% 0.00% 0.00% 0.00% 36.02% 42.17% 0.00% 28.08% 23.21% 12.81% 0.00%
600 0.00% 79.37% 0.00% 0.00% 0.00% 41.44% 26.52% 0.00% 35.20% 9.22% 16.51% 15.71%
620 0.00% 69.01% 0.00% 0.00% 0.00% 40.71% 34.22% 0.00% 43.98% 16.25% 19.62% 4.85%
640 0.00% 43.83% 0.00% 0.00% 0.00% 18.13% 25.34% 0.00% 19.48% 0.00% 18.13% 0.00%
660 0.00% 53.39% 0.00% 0.00% 0.00% 0.00% 46.61% 0.00% 21.09% 0.00% 0.00% 0.00%
680 0.00% 53.64% 0.00% 0.00% 0.00% 28.15% 0.00% 0.00% 46.36% 0.00% 28.15% 0.00%
700 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00%
725 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
750 0.00% 0.00% 0.00% 0.00% 0.00% 100.00% 100.00% 0.00% 0.00% 0.00% 0.00% 100.00%
------------------------------------------------
We need these matrices in addition to strats
------------------------------------------------
Aggregate Loans (First Lien Only) : in specific bucket
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC
520-539 4.35% 74.63% 94.78% 65.58% 98.68% 6.47% 8.02%
540-559 4.89% 75.48% 100.00% 64.69% 99.34% 16.94% 7.59%
560-579 7.39% 75.49% 95.00% 68.47% 98.59% 21.12% 7.45%
580-599 13.24% 78.85% 100.00% 73.93% 99.30% 31.96% 7.24%
600-619 16.47% 79.48% 100.00% 66.82% 98.29% 37.72% 7.01%
620-639 16.14% 80.42% 100.00% 72.26% 97.71% 43.83% 6.87%
640-659 10.69% 79.31% 100.00% 51.90% 97.20% 29.45% 6.86%
660-679 8.38% 79.23% 100.00% 48.86% 96.10% 26.61% 6.80%
680-699 4.61% 80.20% 100.00% 43.55% 96.42% 33.39% 6.67%
700-719 3.08% 78.67% 100.00% 44.60% 94.95% 36.22% 6.68%
720-739 2.42% 79.97% 100.00% 43.76% 91.55% 38.13% 6.74%
740-759 1.52% 79.99% 100.00% 49.33% 94.00% 28.14% 6.55%
760-779 0.96% 78.30% 100.00% 59.24% 91.01% 53.72% 6.47%
780-800 0.57% 77.55% 100.00% 63.71% 98.16% 23.50% 6.28%
800+ 0.29% 73.97% 90.00% 58.96% 70.48% 16.78% 6.75%
Totals (of deal)
FICO MARGIN % Second Lien (Simultaneous or Silent)
520-539 6.77% 5.02%
540-559 6.50% 8.36%
560-579 6.58% 4.82%
580-599 6.49% 25.07%
600-619 6.18% 31.07%
620-639 6.04% 35.69%
640-659 5.94% 38.59%
660-679 5.95% 37.30%
680-699 6.01% 41.10%
700-719 6.11% 49.46%
720-739 6.00% 55.78%
740-759 6.00% 48.35%
760-779 5.87% 42.35%
780-800 5.89% 32.24%
800+ 5.94% 4.28%
Totals (of deal)
Aggregate Loans (Second Lien Only)
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ WAC MARGIN
520-539
540-559
560-579
580-599
600-619
620-639
640-659
660-679
680-699
700-719
720-739
740-759
760-779
780-800
800+
Totals (of deal)
If seconds in deal:
Second Lien Loans
-----------------------------------------------------------------
FRM %
-----------------------------------------------------------------
ARM %
-----------------------------------------------------------------
IO Loans
% Second Lien
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ WAC MARGIN (Simultaneous or Silent)
520-539 0.92% 74.26% 90.00% 85.47% 100.00% 6.86% 6.11% 27.32%
540-559 2.69% 78.58% 90.00% 85.98% 100.00% 6.75% 6.13% 35.74%
560-579 5.08% 77.34% 90.00% 76.20% 100.00% 6.99% 6.60% 5.53%
580-599 13.77% 78.88% 95.00% 79.70% 99.55% 6.98% 6.34% 34.03%
600-619 20.21% 79.67% 100.00% 73.11% 99.50% 6.81% 6.05% 36.66%
620-639 23.02% 80.78% 100.00% 79.65% 98.57% 6.72% 5.93% 46.42%
640-659 10.24% 80.95% 100.00% 53.45% 98.93% 6.82% 6.11% 33.87%
660-679 7.26% 79.73% 100.00% 47.10% 98.11% 6.74% 6.06% 38.84%
680-699 5.01% 81.57% 100.00% 36.62% 100.00% 6.59% 5.98% 55.53%
700-719 3.63% 80.22% 100.00% 30.42% 93.24% 6.64% 6.05% 57.22%
720-739 3.00% 83.14% 100.00% 34.61% 99.28% 6.79% 6.07% 60.57%
740-759 1.39% 82.59% 100.00% 54.33% 93.73% 6.58% 6.08% 54.94%
760-779 1.67% 84.03% 100.00% 54.66% 96.13% 6.69% 5.98% 54.22%
780-800 0.44% 90.94% 100.00% 51.19% 100.00% 6.93% 6.47% 30.51%
800+ 0.16% 86.21% 86.21% 100.00% 100.00% 7.34% 5.99% 0.00%
If the deal has Mortage Insurance - we want the following:
First Lien Loans: # of Mortgage Loans Prin. Balance % of Principal Balance WAC % Owner Occupancy %ARM
Less than 60.01% 391 $68,338,727.51 6.72 7.074 6.39% 3.75%
60.01 to 70.00% 543 $112,461,324.46 11.06 7.004 10.81% 7.41%
70.01 to 80.00% 2,860 $522,693,887.31 51.41 6.912 50.57% 38.52%
80.01 to 85.00%
With MI:
Without MI: 561 $114,275,074.70 11.24 7.278 10.94% 8.60%
85.01 to 90.00%
With MI:
Without MI: 730 $148,389,986.00 14.6 7.44 13.99% 11.96%
90.01 to 95.00%
With MI: 1 $105,997.23 0.01 8.4 0.01% 0.00%
Without MI: 147 $30,562,926.57 3.01 7.891 2.96% 2.59%
95.01 to 100.00%
With MI: 1 $125,502.19 0.01 8.95 0.01% 0.01%
Without MI: 118 $19,691,084.83 1.94 7.852 1.92% 1.71%
Subtotal (First Lien) 5352 $1,016,644,510.80 100.00 709.93 31.02 23.70
First Lien Loans: FICO CLTV %Full Doc Coverage Down to:
Less than 60.01% 607 50.676 3.81% 50.448
60.01 to 70.00% 601 66.679 6.01% 66.3
70.01 to 80.00% 626 89.387 32.97% 78.768
80.01 to 85.00%
With MI:
Without MI: 604 84.806 6.93% 84.314
85.01 to 90.00%
With MI:
Without MI: 617 89.65 9.42% 89.546
90.01 to 95.00%
With MI: 623 95 0.01% 66.5
Without MI: 638 94.582 1.92% 94.481
95.01 to 100.00%
With MI: 618 100 0.01% 65
Without MI: 660 99.867 1.68% 99.826
Subtotal (First Lien) 61,919 8,415.89 20.12
ONLY IF THE DEAL HAS DEEP MI, otherwise we DO NOT NEED
If the deal has deep MI - we want the following:
For Non-MI Loans-only
By LTV Bucket % of total deal Avg FICO %<550 FICO %full doc %non owner
<=50% LTV 3.08% 608 4.23% 2.71% 7.04%
51%-60% 4.36% 605 8.54% 3.94% 8.23%
61%-70% 10.63% 600 20.07% 9.36% 12.40%
71%-80% 51.39% 624 42.38% 52.50% 32.98%
81%-85% 11.15% 602 14.02% 10.87% 15.01%
86%-90% 14.48% 614 8.88% 14.87% 23.86%
91%-95% 2.97% 633 1.05% 3.06% 0.47%
96%-100% 1.95% 654 0.82% 2.69% 0.00%
-------------------------------------------------------------------------------
We needs strats broken out in this format for ARMs only, Fixed only, IO only
We also need this for the total pool combined
There should be one sheet of information per group. ALL/ARM/FIXED/IO
-------------------------------------------------------------------------------
Original Principal Balances of Mortgage Loans
% of Aggregate
Aggregate Original Principal Balance AVGoCURRENTf
Range ($) Number of Loans Principal Balanc% as of Cut-off Date BALANCE WA GROSS CPN
-------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 21 $1,026,000.00 0.1 $48,857.14 8.834
50,000.01 - 75,000.00 278 $18,043,177.00 1.77 $64,903.51 7.821
75,000.01 - 100,000.00 571 $50,896,030.20 4.99 $89,134.90 7.463
100,000.01 - 125,000.00 727 $82,104,723.40 8.06 $112,936.35 7.208
125,000.01 - 150,000.00 710 $97,998,058.54 9.61 $138,025.43 7.231
150,000.01 - 175,000.00 539 $87,324,920.00 8.57 $162,012.84 7.119
175,000.01 - 200,000.00 531 $99,495,038.89 9.76 $187,372.95 7.034
200,000.01 - 225,000.00 394 $83,905,298.20 8.23 $212,957.61 6.971
225,000.01 - 250,000.00 332 $79,179,168.00 7.77 $238,491.47 6.969
250,000.01 - 275,000.00 316 $82,994,992.00 8.14 $262,642.38 6.947
275,000.01 - 300,000.00 250 $71,990,173.00 7.06 $287,960.69 6.994
300,000.01 - 333,700.00 187 $59,316,450.40 5.82 $317,200.27 6.894
333,700.01 - 350,000.00 92 $31,491,240.00 3.09 $342,296.09 7.048
350,000.01 - 600,000.00 390 $163,770,443.00 16.07 $419,924.21 6.976
600,000.01 -1,000,000.00 14 $9,693,700.00 0.95 $692,407.14 6.718
-------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,019,229,412.60 100 $190,438.98 7.071
Range ($) WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 69.38 7.42 592 6.17
50,000.01 - 75,000.00 81.46 7.04 610 5.27
75,000.01 - 100,000.00 87.31 6.61 617 5.27
100,000.01 - 125,000.00 86.26 6.37 619 5.07
125,000.01 - 150,000.00 87.01 6.38 617 4.91
150,000.01 - 175,000.00 84.09 6.28 617 4.91
175,000.01 - 200,000.00 85.18 6.24 616 4.99
200,000.01 - 225,000.00 83.66 6.17 617 4.78
225,000.01 - 250,000.00 83.95 6.2 616 4.89
250,000.01 - 275,000.00 83.65 6.16 618 4.72
275,000.01 - 300,000.00 82.68 6.23 614 4.79
300,000.01 - 333,700.00 84.82 6.14 628 4.6
333,700.01 - 350,000.00 81.63 6.28 621 4.67
350,000.01 - 600,000.00 82.2 6.27 626 4.96
600,000.01 -1,000,000.00 75.43 6.11 653 5.31
--------------------------------------------------------------------------------
Total: 84.15 6.28 619 4.91
Principal Balances of Mortgage Loans as of Cutoff Date
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVGoCURRENTf
Range ($) Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
--------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 25 $1,220,088.86 0.12 $48,803.55 8.637
50,000.01 - 75,000.00 279 $18,149,052.99 1.79 $65,050.37 7.822
75,000.01 - 100,000.00 571 $50,839,720.47 5 $89,036.29 7.458
100,000.01 - 125,000.00 730 $82,329,753.07 8.1 $112,780.48 7.214
125,000.01 - 150,000.00 708 $97,633,147.91 9.6 $137,899.93 7.234
150,000.01 - 175,000.00 541 $87,588,318.10 8.62 $161,900.77 7.125
175,000.01 - 200,000.00 525 $98,232,473.64 9.66 $187,109.47 7.04
200,000.01 - 225,000.00 395 $83,983,423.54 8.26 $212,616.26 7.043
225,000.01 - 250,000.00 335 $79,827,995.35 7.85 $238,292.52 7.001
250,000.01 - 275,000.00 313 $82,130,228.21 8.08 $262,396.90 6.975
275,000.01 - 300,000.00 249 $71,609,440.16 7.04 $287,588.11 7.018
300,000.01 - 333,700.00 187 $59,259,663.05 5.83 $316,896.59 6.915
333,700.01 - 350,000.00 91 $31,097,320.99 3.06 $341,728.80 7.048
350,000.01 - 600,000.00 389 $163,073,875.22 16.04 $419,213.05 7.054
600,000.01 -1,000,000.00 14 $9,670,009.23 0.95 $690,714.94 6.72
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Range ($) WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 68.88 7.32 596 5.73
50,000.01 - 75,000.00 81.95 7.03 611 5.27
75,000.01 - 100,000.00 87.17 6.62 617 5.28
100,000.01 - 125,000.00 86.38 6.37 619 5.06
125,000.01 - 150,000.00 87.05 6.37 617 4.92
150,000.01 - 175,000.00 83.86 6.29 617 4.91
175,000.01 - 200,000.00 85.27 6.24 615 4.98
200,000.01 - 225,000.00 83.64 6.16 617 4.75
225,000.01 - 250,000.00 84.05 6.21 617 4.88
250,000.01 - 275,000.00 83.62 6.15 617 4.73
275,000.01 - 300,000.00 82.78 6.24 615 4.79
300,000.01 - 333,700.00 84.72 6.13 628 4.58
333,700.01 - 350,000.00 81.54 6.28 621 4.69
350,000.01 - 600,000.00 82.21 6.27 625 4.96
600,000.01 -1,000,000.00 75.46 6.11 653 5.3
-------------------------------------------------------------------------------
Total: 84.16 6.28 619 4.9
Current Mortgage Rates of Mortgage Loans
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVGoCURRENTf
Mortgage Rates (%) Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
-------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 39 $12,034,504.27 1.18 $308,577.03 5.285
5.500 - 5.999 388 $88,649,624.90 8.72 $228,478.41 5.858
6.000 - 6.499 763 $151,567,894.27 14.91 $198,647.31 6.284
6.500 - 6.999 1,685 $323,836,640.66 31.85 $192,187.92 6.777
7.000 - 7.499 840 $153,350,268.24 15.08 $182,559.84 7.249
7.500 - 7.999 739 $140,129,779.55 13.78 $189,620.81 7.76
8.000 - 8.499 327 $54,019,020.27 5.31 $165,195.78 8.233
8.500 - 8.999 303 $51,594,631.64 5.07 $170,279.31 8.755
9.000 - 9.499 119 $18,812,917.67 1.85 $158,091.75 9.23
9.500 - 9.999 93 $14,079,186.27 1.38 $151,389.10 9.767
10.000 - 10.499 17 $2,184,330.55 0.21 $128,490.03 10.258
10.500 - 10.999 21 $3,012,407.71 0.3 $143,447.99 10.7
11.000 - 11.499 5 $550,937.71 0.05 $110,187.54 11.248
11.500 - 11.999 6 $767,920.43 0.08 $127,986.74 11.61
12.000 - 12.499
12.500 - 12.999 1 $128,490.28 0.01 $128,490.28 12.5
13.000 - 13.499
-------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Mortgage Rates (%) WA COMBLTV Margin WA FICO Seasoning
--------------------------------------------------------------------------------
5.000 - 5.499 78.79 5.35 655 6.22
5.500 - 5.999 81.55 5.48 650 4.86
6.000 - 6.499 84.58 5.66 638 4.99
6.500 - 6.999 85.16 6.04 629 4.78
7.000 - 7.499 85.79 6.36 624 4.7
7.500 - 7.999 83.89 6.75 599 4.89
8.000 - 8.499 82.98 7.02 588 4.91
8.500 - 8.999 83.49 7.16 570 4.95
9.000 - 9.499 81.08 7.29 560 5.61
9.500 - 9.999 79.39 7.8 547 5.69
10.000 - 10.499 75.26 7.71 516 9.38
10.500 - 10.999 73.16 6.98 536 5.45
11.000 - 11.499 61.94 6.99 552 5.52
11.500 - 11.999 65.33 6.81 540 5.04
12.000 - 12.499
12.500 - 12.999 80 574 11
13.000 - 13.499
--------------------------------------------------------------------------------
Total: 84.16 6.24 619 4.9
Original Term to Maturity of Mortgage Loans
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVGoCURRENTf
Original Term (mos) Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
--------------------------------------------------------------------------------------------------------------------------------
000 - 180 97 $12,677,179.30 1.25 $130,692.57 6.95
181 - 240 40 $5,541,851.71 0.55 $138,546.29 6.817
241 - 360 5,215 $998,425,479.78 98.21 $191,452.63 7.103
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Original Term (mos) WA COMBLTV Margin WA FICO Seasoning
------------------------------------------------------------------------------
000 - 180 75.1 637 4.18
181 - 240 79.79 656 4.67
241 - 360 84.3 6.27 619 4.91
------------------------------------------------------------------------------
Total: 84.16 6.16 619 4.9
Stated Remaining Term to Maturity of Mortgage Loans
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVG CURRENT
Remaining Term (mos) Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
--------------------------------------------------------------------------------------------------------------------------------
061 - 120 5 $515,140.84 0.05 $103,028.17 6.656
121 - 180 92 $12,162,038.46 1.2 $132,196.07 6.962
181 - 240 40 $5,541,851.71 0.55 $138,546.29 6.817
301 - 360 5,210 $997,719,500.42 98.14 $191,500.86 7.103
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Remaining Term (mos) WA COMBLTV Margin WA FICO Seasoning
--------------------------------------------------------------------------------
061 - 120 60.81 648 4.74
121 - 180 75.7 636 4.16
181 - 240 79.79 656 4.67
301 - 360 84.3 6.27 619 4.91
--------------------------------------------------------------------------------
Total: 84.16 6.15 619 4.9
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVGoCURRENTf
Mortgage Insurance Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
--------------------------------------------------------------------------------------------------------------------------------
Yes 2 $231,499.42 0.02 $115,749.71 8.698
No 5,350 $1,016,413,011.30 99.98 $189,983.74 7.099
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Mortgage Insurance WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
Yes 97.71 6.5 620 8.08
No 84.15 6.27 619 4.9
-------------------------------------------------------------------------------
Total: 84.16 6.27 619 4.9
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVG CURRENT
Lien Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
--------------------------------------------------------------------------------------------------------------------------------
1 5,352 $1,016,644,510.70 100 $189,956.00 7.099
2
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Lien WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
1 84.16 6.27 619 4.9
2
-------------------------------------------------------------------------------
Total: 84.16 6.27 619 4.9
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVG CURRENT
Seasoning(mos) Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
--------------------------------------------------------------------------------------------------------------------------------
1
2 38 $7,552,617.64 0.74 $198,753.10 7.33
------------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Seasoning(mos) WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
1
2 82.92 6.69 615 2
--------------------------------------------------------------------------------
Total: 84.16 6.26 619 4.9
Combined Loan-to-Value Ratios of Mortgage Loans
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVG CURRENT
Combined LTVs Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
-----------------------------------------------------------------------------------------------------------------------------------
0.01 - 25.00 10 $944,436.40 0.09 $94,443.64 7.169
25.01 - 30.00 10 $1,169,765.71 0.12 $116,976.57 6.725
30.01 - 35.00 10 $1,418,311.23 0.14 $141,831.12 6.201
35.01 - 40.00 27 $4,586,119.81 0.45 $169,856.29 6.747
40.01 - 45.00 40 $5,860,767.42 0.58 $146,519.19 6.912
45.01 - 50.00 82 $15,278,968.84 1.5 $186,328.89 7.4
50.01 - 55.00 80 $14,123,540.15 1.39 $176,544.25 7.133
55.01 - 60.00 129 $24,681,124.34 2.43 $191,326.55 6.989
60.01 - 65.00 221 $45,998,410.58 4.52 $208,137.60 6.993
65.01 - 70.00 309 $64,516,052.44 6.35 $208,789.81 7.005
70.01 - 75.00 388 $81,350,508.50 8 $209,666.26 7.168
75.01 - 80.00 774 $157,046,523.88 15.45 $202,902.49 7.117
80.01 - 85.00 546 $110,799,846.75 10.9 $202,930.12 7.274
85.01 - 90.00 744 $151,187,037.72 14.87 $203,208.38 7.424
90.01 - 95.00 271 $53,552,071.26 5.27 $197,609.12 7.408
95.01 - 100.00 1,711 $284,131,025.76 27.95 $166,061.38 6.816
------------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Combined LTVs WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
0.01 - 25.00 19.92 6.19 584 4.35
25.01 - 30.00 27.96 5.41 625 4.35
30.01 - 35.00 32.78 5.43 698 4.24
35.01 - 40.00 38.45 6.38 596 4.18
40.01 - 45.00 42.97 6.44 631 4.71
45.01 - 50.00 48.23 6.73 597 4.34
50.01 - 55.00 52.89 6.47 610 4.5
55.01 - 60.00 57.83 6.21 602 5.13
60.01 - 65.00 63.01 6.38 593 4.68
65.01 - 70.00 68.61 6.32 606 4.79
70.01 - 75.00 73.98 6.44 603 4.99
75.01 - 80.00 79.24 6.36 609 5.19
80.01 - 85.00 84.32 6.36 603 4.93
85.01 - 90.00 89.55 6.45 618 4.95
90.01 - 95.00 94.53 6.31 635 4.84
95.01 - 100.00 99.92 6 644 4.81
-------------------------------------------------------------------------------
Total: 84.16 6.28 619 4.9
Owner Occupancy of Mortgage Loans
Aggregate Principal % of Aggregate
Balance as of Principal Balance AVG CURRENT
Owner Occupancy Number of Loans Cut-off Date as of Cut-off Date BALANCE WA GROSS CPN
-----------------------------------------------------------------------------------------------------------------------------------
Owner 5,203 $992,409,661.71 97.62 $190,737.97 7.091
Investment 124 $19,956,531.48 1.96 $160,939.77 7.401
Second Home 25 $4,278,317.60 0.42 $171,132.70 7.623
------------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099
Owner Occupancy WA COMBLTV Margin WA FICO Seasoning
-------------------------------------------------------------------------------
Owner 84.3 6.27 618 4.91
Investment 77.16 6.19 666 4.82
Second Home 84.63 6.6 637 4.21
-------------------------------------------------------------------------------
Total: 84.16 6.27 619 4.9
Property Type of Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Property Types Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
---------------------------------------------------------------------------------------------------------------------------------
Single Family Detached 4,294 $792,059,639.43 77.91 $184,457.30 7.098 84.11
2-4 Family Detached 152 $36,594,664.15 3.6 $240,754.37 7.077 76.46
2-4 Family Attached
PUD Detached 614 $132,972,728.66 13.08 $216,567.96 7.114 85.55
Single Family Attached 14 $2,663,281.97 0.26 $190,234.43 7.099 78.62
Condo 1-4 Stories Attached 269 $49,591,422.58 4.88 $184,354.73 7.075 86.93
Manufactured Home Detached
PUD Attached
Condo 5 Stories+ 9 $2,762,774.00 0.27 $306,974.89 7.495 86.92
---------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
Property Types Margin WA FICO Seasoning
--------------------------------------------------------------------------
Single Family Detached 6.26 618 4.92
2-4 Family Detached 6.17 632 4.75
2-4 Family Attached
PUD Detached 6.38 617 4.93
Single Family Attached 6.34 635 4.15
Condo 1-4 Stories Attached 6.11 632 4.69
Manufactured Home Detached
PUD Attached
Condo 5 Stories+ 6.42 658 4.61
--------------------------------------------------------------------------
Total: 6.27 619 4.9
Loan Purpose of Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Loan Purpose Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
------------------------------------------------------------------------------------------------------------------------------------
Cash Out 2,995 $603,569,340.06 59.37 $201,525.66 7.154 78.08
Purchase 1,762 $314,092,434.20 30.9 $178,259.04 6.998 95.04
Rate/Term Refi 595 $98,982,736.54 9.74 $166,357.54 7.085 86.65
------------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
Loan Purpose Margin WA FICO Seasoning
--------------------------------------------------------------------
Cash Out 6.37 609 4.89
Purchase 6.12 638 4.89
Rate/Term Refi 6.23 619 5.05
--------------------------------------------------------------------
Total: 6.28 619 4.9
Document Type of Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Document Type Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
--------------------------------------------------------------------------------------------------------------------------------
Full 3,623 $638,005,460.14 62.76 $176,098.66 6.966 85.34
Stated Income 1,727 $377,816,114.87 37.16 $218,770.19 7.324 82.16
No Income/No Asset 2 $822,935.78 0.08 $411,467.89 7.283 82.23
Limited Income
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
Document Type Margin WA FICO Seasoning
---------------------------------------------------------------------------
Full 6.2 613 5
Stated Income 6.37 630 4.73
No Income/No Asset 6.78 609 7.34
Limited Income
---------------------------------------------------------------------------
Total: 6.26 619 4.9
Product Type of Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Product Type Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
---------------------------------------------------------------------------------------------------------------------------------
1/29 LIB6M 40 $9,167,274.62 0.9 $229,181.87 7.29 82.15
2/28 LIB6M 2,060 $389,793,233.76 38.34 $189,220.02 7.387 83.32
3/27 LIB6M 358 $62,007,035.93 6.1 $173,204.01 7.389 85.82
30Y LIB6M 7 $961,535.62 0.09 $137,362.23 6.701 86.24
5/25 LIB6M 8 $1,357,282.20 0.13 $169,660.28 6.703 87.19
FIX 1,521 $239,193,335.69 23.53 $157,260.58 6.958 80.24
---------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
** For ARM loans please break out 2/28, 3/27, 5/25 by percentage
** For IO loans please include length of ammortization term and fixed rate term
(2 yr, 3yr, 5yr, 10 yr)
Product Type Margin WA FICO Seasoning
--------------------------------------------------------------------------
1/29 LIB6M 6.09 614 4.59
2/28 LIB6M 6.36 598 4.98
3/27 LIB6M 6.57 608 5.47
30Y LIB6M 6.26 612 5.03
5/25 LIB6M 5.82 664 4.65
FIX 641 4.72
--------------------------------------------------------------------------
Total: 4.79 619 4.9
---------------------------------------------------------------------------
** For ARM loans please break out 2/28, 3/27, 5/25 by percentage
** For IO loans please include length of ammortization term and fixed rate
term ( 2yr, 3yr, 5yr, 10yr)
---------------------------------------------------------------------------
Geographical Distribution of Mortgages Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
State Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
--------------------------------------------------------------------------------------------------------------------------------
New York 134 $37,355,474.24 3.67 $278,772.20 6.831 78.05
California 1,016 $286,469,866.12 28.18 $281,958.53 6.899 78.92
Massachusetts 59 $13,438,063.02 1.32 $227,763.78 6.855 85.03
Other 4,143 $679,381,107.41 66.83 $163,982.89 7.203 86.68
--------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
State Margin WA FICO Seasoning
-----------------------------------------------------------------
New York 6.39 636 5.01
California 6.14 616 4.85
Massachusetts 5.37 626 5.03
Other 6.34 620 4.92
-----------------------------------------------------------------
Total: 6.27 619 4.9
Prepay Penalty for Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Prepay Penalty Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
-------------------------------------------------------------------------------------------------------------------------------
Has Prepay Penalty 4,202 $808,263,016.35 79.5 $192,351.98 7.017 83.64
None 1,150 $208,381,494.44 20.5 $181,201.30 7.419 86.18
-------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
Prepay Penalty Margin WA FICO Seasoning
-----------------------------------------------------------------
Has Prepay Penalty 6.28 619 4.96
None 6.25 621 4.68
-----------------------------------------------------------------
Total: 6.27 619 4.9
Prepay Term for Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Prepay Term Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
-------------------------------------------------------------------------------------------------------------------------------
12 13 $2,713,631.01 0.27 $208,740.85 7.006 86.29
24 190 $46,332,624.25 4.56 $243,855.92 7.175 82.52
30 2,261 $459,346,068.49 45.18 $203,160.58 7.079 85.12
36 1,467 $246,303,600.01 24.23 $167,896.11 6.961 83.43
No Prepay Penalty 1,154 $208,994,831.90 20.56 $181,104.71 7.418 86.13
-------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
Prepay Term Margin WA FICO Seasoning
------------------------------------------------------------------
12 6.25 640 3.51
24 6.25 626 4.75
30 6.25 610 4.93
36 6.39 630 4.87
No Prepay Penalty 6.25 621 4.68
------------------------------------------------------------------
Total: 6.3 619 4.9
Fico Scores of Mortgage Loans
Aggregate % of Aggregate
Principal Balance Principal Balance AVG CURRENT WA GROSS WA
Fico Scores Number of Loans as of Cut-Off Date as of Cut-Off Date BALANCE CPN COMBLTV
----------------------------------------------------------------------------------------------------------------------------------
520-539 231 $44,246,774.01 4.35 $191,544.48 8.021 75.58
540-559 264 $49,708,205.11 4.89 $188,288.66 7.592 76.93
560-579 375 $75,108,470.83 7.39 $200,289.26 7.446 76.27
580-599 735 $134,591,030.92 13.24 $183,117.05 7.24 83.74
600-619 912 $167,393,866.63 16.47 $183,545.91 7.006 85.45
etc. 2,835 $545,596,163.30 53.67 $192,450.15 6.926 86.3
Not Available
----------------------------------------------------------------------------------------------------------------------------------
Total: 5,352 $1,016,644,510.70 100 $189,956.00 7.099 84.16
Fico Scores Margin WA FICO Seasoning
---------------------------------------------------------------
520-539 6.77 530 5.29
540-559 6.5 550 5.04
560-579 6.58 570 5.01
580-599 6.49 589 4.87
600-619 6.18 609 4.77
etc. 6.11 650 4.89
Not Available
---------------------------------------------------------------
Total: 6.25 619 4.9
-------------------------------------------------------
We need these matrices in addition to strats
-------------------------------------------------------
Aggregate Loans (First Lien Only) : in specific bucket
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC
520-539 1.32% 75.46% 85.00% 70.75% 97.38% 5.61% 8.01%
540-559 2.53% 64.56% 90.00% 66.42% 98.88% 5.11% 7.66%
560-579 5.78% 69.76% 90.00% 79.15% 97.96% 5.04% 7.41%
580-599 10.87% 74.99% 100.00% 84.09% 98.89% 5.80% 7.26%
600-619 13.89% 76.16% 100.00% 75.49% 96.59% 6.35% 7.07%
620-639 15.25% 76.53% 100.00% 76.71% 96.67% 11.89% 6.95%
640-659 14.60% 76.68% 100.00% 61.40% 98.15% 4.28% 6.83%
660-679 14.55% 76.73% 100.00% 60.06% 97.26% 6.22% 6.79%
680-699 7.13% 78.64% 100.00% 56.73% 96.05% 4.87% 6.73%
700-719 4.55% 76.33% 100.00% 59.64% 93.10% 10.40% 6.57%
720-739 3.84% 74.76% 96.88% 62.84% 86.48% 11.08% 6.56%
740-759 2.11% 79.09% 100.00% 67.63% 93.43% 4.51% 6.43%
760-779 1.34% 68.62% 90.00% 60.62% 97.54% 14.58% 6.46%
780-800 1.06% 66.87% 90.00% 80.48% 100.00% 0.00% 5.93%
800+ 0.57% 63.28% 74.97% 76.70% 100.00% 0.00% 6.26%
Totals (of deal)
Aggregate Loans (First Lien Only) : in specific bucket
FICO MARGIN % Second Lien (Simultaneous or Silent)
520-539 4.08%
540-559 5.06%
560-579 5.10%
580-599 23.26%
600-619 21.20%
620-639 17.93%
640-659 25.13%
660-679 38.08%
680-699 30.08%
700-719 37.65%
720-739 34.34%
740-759 36.63%
760-779 26.49%
780-800 15.82%
800+ 0.00%
Totals (of deal)
Aggregate Loans (Second Lien Only)
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC MARGIN
520-539
540-559 same as above
560-579
580-599
600-619
620-639
640-659
660-679
680-699
700-719
720-739
740-759
760-779
780-800
800+
If seconds in deal:
Second Lien Loans
-------------------------------------------------------
FRM %
-------------------------------------------------------
ARM %
-------------------------------------------------------
IO Loans
% of % Second Lien
total % Owner (Simultaneous
FICO deal Avg LTV Max LTV % Full Doc Occ WAC MARGIN or Silent)
520-539 1.06% 55.04% 55.04% 0.00% 100.00% 7.95% 0.00%
540-559 1.86% 66.73% 66.73% 100.00% 100.00% 7.05% 0.00%
560-579 4.19% 67.03% 77.99% 73.25% 100.00% 6.64% 0.00%
580-599 9.06% 73.00% 90.00% 81.38% 100.00% 6.84% 10.98%
600-619 12.69% 71.29% 87.90% 84.12% 100.00% 7.17% 10.92%
620-639 26.09% 79.46% 90.00% 82.23% 100.00% 6.85% 27.59%
640-659 8.99% 73.89% 80.00% 60.61% 100.00% 6.96% 27.19%
660-679 13.00% 75.07% 95.00% 36.78% 100.00% 7.14% 41.57%
680-699 4.99% 85.13% 100.00% 64.08% 100.00% 7.01% 14.03%
700-719 6.81% 73.23% 80.00% 38.86% 75.11% 6.91% 7.89%
720-739 6.12% 75.11% 90.00% 34.84% 100.00% 6.26% 25.43%
740-759 1.37% 87.80% 89.37% 51.09% 100.00% 6.71% 0.00%
760-779 2.80% 78.17% 80.00% 0.00% 100.00% 7.24% 36.51%
780-800
800+
# of % of
Mortgage Prin. Principal % Owner %Full Coverage
First Lien Loans: Loans Balance Balance WAC Occupancy %ARM FICO CLTV Doc Down to:
Less than 60.01% 190 $30,249,901.75 11.68 6.786 11.01% 0.00% 635 49.904 7.35% 49.39
60.01 to 70.00% 206 $37,164,794.12 14.35 6.667 13.77% 0.00% 638 66.622 8.88% 66.199
70.01 to 80.00% 828 $131,131,868.36 50.65 6.925 49.78% 0.00% 647 87.451 34.25% 78.508
80.01 to 85.00%
With MI:
Without MI: 162 $26,881,173.43 10.38 7.06 9.96% 0.00% 631 84.294 8.02% 84.237
85.01 to 90.00%
With MI:
Without MI: 173 $26,811,667.59 10.36 7.356 9.78% 0.00% 639 89.249 8.60% 89.233
90.01 to 95.00%
With MI: 1 $105,997.23 0.04 8.4 0.04% 0.00% 623 95 0.04% 66.5
Without MI: 23 $4,213,028.86 1.63 7.394 1.52% 0.00% 673 94.092 1.44% 94.092
95.01 to 100.00%
With MI:
Without MI: 17 $2,348,830.91 0.91 8.08 0.91% 0.00% 654 99.711 0.91% 99.71
Subtotal (First Lien) 1600 $258,907,262.25 100.00 694.92 30.56 0.00 64,230 8,015.80 21.24
ONLY IF THE DEAL HAS DEEP MI, otherwise we DO NOT NEED
If the deal has deep MI - we want the following:
For Non-MI Loans-only
% of
total Avg %<550 %full %non
By LTV Bucket deal FICO FICO doc owner
<=50% LTV 5.55% 629 7.61% 4.56% 10.82%
51%-60% 7.14% 630 9.68% 7.15% 9.19%
61%-70% 14.09% 631 21.02% 12.57% 20.76%
71%-80% 50.16% 643 42.10% 48.62% 25.81%
81%-85% 10.59% 626 13.56% 11.70% 14.36%
86%-90% 10.01% 636 2.87% 11.96% 17.72%
91%-95% 1.55% 664 1.01% 2.14% 1.33%
96%-100% 0.91% 653 2.15% 1.31% 0.00%
Aggregate
Original % of Aggregate AVG WA
Number Principal Principal Balance CURRENT GROSS WA WA
Range ($) of Loans Balance as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 14 $688,200.00 0.26 $49,157.14 9.048 70.35 605 5.91
50,000.01 - 75,000.00 158 $10,098,170.00 3.89 $63,912.47 7.744 81.2 630 4.86
75,000.01 - 100,000.00 255 $22,487,389.00 8.65 $88,185.84 7.388 85.3 633 4.78
100,000.01 - 125,000.00 274 $30,871,940.80 11.88 $112,671.32 7.11 83.28 643 4.69
125,000.01 - 150,000.00 202 $27,753,004.00 10.68 $137,391.11 7.073 82.92 639 4.82
150,000.01 - 175,000.00 154 $24,902,857.00 9.58 $161,706.86 6.986 78.4 636 4.59
175,000.01 - 200,000.00 136 $25,373,887.00 9.76 $186,572.70 6.918 80.63 626 4.54
200,000.01 - 225,000.00 89 $18,955,806.00 7.29 $212,986.58 6.692 80.07 642 4.65
225,000.01 - 250,000.00 72 $17,172,294.00 6.61 $238,504.08 6.692 77.89 635 4.79
250,000.01 - 275,000.00 71 $18,734,613.00 7.21 $263,867.79 6.663 77.03 638 4.7
275,000.01 - 300,000.00 58 $16,885,019.00 6.5 $291,121.02 6.733 77.77 641 5.02
300,000.01 - 333,700.00 36 $11,414,025.00 4.39 $317,056.25 6.877 79.06 655 4.18
333,700.01 - 350,000.00 17 $5,799,970.00 2.23 $341,174.71 6.763 79.37 643 4.58
350,000.01 - 600,000.00 59 $25,069,142.00 9.65 $424,900.71 6.636 76.93 671 4.9
600,000.01 -1,000,000.00 5 $3,662,100.00 1.41 $732,420.00 6.687 73.28 724 4.74
----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $259,868,416.80 100 $162,417.76 6.945 80.15 0 642 4.72
Principal Balances of Mortgage Loans as of Cutoff Date
Aggregate
Principal % of Aggregate AVG WA
Number Balance as of Principal Balance CURRENT GROSS WA WA
Range ($) of Loans Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 17 $833,209.54 0.32 $49,012.33 8.791 68.21 603 5.51
50,000.01 - 75,000.00 157 $10,060,074.33 3.89 $64,076.91 7.739 81.83 631 4.85
75,000.01 - 100,000.00 257 $22,642,244.98 8.75 $88,102.12 7.376 85.08 633 4.78
100,000.01 - 125,000.00 275 $30,963,593.31 11.96 $112,594.88 7.133 83.43 642 4.71
125,000.01 - 150,000.00 199 $27,328,985.81 10.56 $137,331.59 7.049 83.01 640 4.8
150,000.01 - 175,000.00 155 $25,036,116.50 9.67 $161,523.33 6.991 78.18 636 4.6
175,000.01 - 200,000.00 133 $24,754,882.81 9.56 $186,126.94 6.916 80.68 626 4.51
200,000.01 - 225,000.00 89 $18,890,268.08 7.3 $212,250.20 6.748 80.07 642 4.65
225,000.01 - 250,000.00 73 $17,360,876.88 6.71 $237,820.23 6.687 77.82 635 4.78
250,000.01 - 275,000.00 70 $18,409,783.75 7.11 $262,996.91 6.668 77.09 638 4.71
275,000.01 - 300,000.00 59 $17,128,820.65 6.62 $290,318.99 6.752 77.99 642 5
300,000.01 - 333,700.00 37 $11,749,844.59 4.54 $317,563.37 6.854 79.12 655 4.15
333,700.01 - 350,000.00 16 $5,462,576.57 2.11 $341,411.04 6.75 78.71 645 4.68
350,000.01 - 600,000.00 58 $24,633,216.07 9.51 $424,710.62 6.635 76.89 671 4.91
600,000.01 -1,000,000.00 5 $3,652,768.38 1.41 $730,553.68 6.688 73.29 724 4.74
----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Current Mortgage Rates of Mortgage Loans
Aggregate
Principal % of Aggregate AVG WA
Number Balance as of Principal Balance CURRENT GROSS WA WA
Mortgage Rates (%) of Loans Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 5 $2,431,713.93 0.94 $486,342.79 5.312 67.24 707 7.3
5.500 - 5.999 94 $20,746,973.04 8.01 $220,712.48 5.895 73.01 686 4.81
6.000 - 6.499 239 $44,150,026.96 17.05 $184,728.15 6.278 75.43 661 4.81
6.500 - 6.999 576 $99,389,990.51 38.39 $172,552.07 6.773 81.15 640 4.67
7.000 - 7.499 279 $42,757,738.10 16.51 $153,253.54 7.228 84.54 638 4.45
7.500 - 7.999 211 $28,432,951.02 10.98 $134,753.32 7.72 81.64 617 4.56
8.000 - 8.499 86 $9,015,902.90 3.48 $104,836.08 8.217 83.14 614 4.88
8.500 - 8.999 57 $7,147,944.83 2.76 $125,402.54 8.767 83.29 603 4.65
9.000 - 9.499 22 $2,049,462.77 0.79 $93,157.40 9.239 86.98 587 6.19
9.500 - 9.999 14 $1,209,956.81 0.47 $86,425.49 9.744 82.59 566 6.01
10.000 - 10.499 1 $65,932.65 0.03 $65,932.65 10.49 90 500 10
10.500 - 10.999 8 $801,536.97 0.31 $100,192.12 10.781 78.94 562 6.03
11.000 - 11.499 4 $421,078.05 0.16 $105,269.51 11.324 68.7 568 6.3
11.500 - 11.999 3 $157,563.44 0.06 $52,521.15 11.681 70.99 532 6.81
12.000 - 12.499
12.500 - 12.999 1 $128,490.28 0.05 $128,490.28 12.5 80 574 11
13.000 - 13.499
----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Original Term to Maturity of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Original Term (mos) of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
000 - 180 97 $12,677,179.30 4.9 $130,692.57 6.95 75.1 637 4.18
181 - 240 40 $5,541,851.71 2.14 $138,546.29 6.817 79.79 656 4.67
241 - 360 1,463 $240,688,231.24 92.96 $164,516.90 6.952 80.43 642 4.75
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Stated Remaining Term to Maturity of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Remaining Term (mos) of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
061 - 120 5 $515,140.84 0.2 $103,028.17 6.656 60.81 672 5
121 - 180 92 $12,162,038.46 4.7 $132,196.07 6.962 75.7 648 4.74
181 - 240 40 $5,541,851.71 2.14 $138,546.29 6.817 79.79 636 4.16
301 - 360 1,458 $239,982,251.89 92.69 $164,596.88 6.952 80.45 642 4.75
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Mortgage Insurance of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Yes 1 $105,997.23 0.04 $105,997.23 8.4 95 623 7
No 1,599 $258,801,265.02 99.96 $161,851.95 6.948 80.15 642 4.72
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Lien of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
1 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 642 4.72
2
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Seasoning(mos) of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
1
2 21 $4,100,240.16 1.58 $195,249.53 7.216 81.97 622 2
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Combined Loan-to-Value Ratios of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Combined LTVs of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
0.01 - 25.00 7 $700,221.02 0.27 $100,031.57 7.086 20.96 592 4.72
25.01 - 30.00 6 $645,911.15 0.25 $107,651.86 6.591 27.34 658 4.96
30.01 - 35.00 6 $788,737.72 0.3 $131,456.29 6.447 31.9 705 4.54
35.01 - 40.00 15 $2,166,329.13 0.84 $144,421.94 6.762 38.18 617 4.43
40.01 - 45.00 25 $3,445,113.94 1.33 $137,804.56 6.577 42.59 650 4.95
45.01 - 50.00 33 $5,959,488.38 2.3 $180,590.56 7.001 47.92 634 4.38
50.01 - 55.00 34 $5,468,889.58 2.11 $160,849.69 6.812 52.83 635 4.77
55.01 - 60.00 61 $10,799,517.23 4.17 $177,041.27 6.708 57.63 633 4.87
60.01 - 65.00 85 $14,536,222.23 5.61 $171,014.38 6.65 62.78 625 4.92
65.01 - 70.00 116 $21,915,849.69 8.46 $188,929.74 6.662 68.37 647 4.88
70.01 - 75.00 117 $22,624,940.36 8.74 $193,375.56 6.773 73.78 643 5.08
75.01 - 80.00 263 $47,695,214.76 18.42 $181,350.63 6.974 79.09 635 4.9
80.01 - 85.00 161 $26,577,402.50 10.27 $165,077.03 7.064 84.23 630 4.34
85.01 - 90.00 182 $28,651,317.54 11.07 $157,424.82 7.291 89.23 640 4.55
90.01 - 95.00 66 $11,574,631.76 4.47 $175,373.21 7.194 94.29 662 4.15
95.01 - 100.00 423 $55,357,475.27 21.38 $130,868.74 7.003 99.9 656 4.68
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Owner Occupancy of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Owner Occupancy of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Owner 1,537 $250,523,859.79 96.76 $162,995.35 6.931 80.3 641 4.7
Investment 52 $7,093,478.80 2.74 $136,413.05 7.476 75.25 673 5.24
Second Home 11 $1,289,923.66 0.5 $117,265.79 7.61 78.7 608 4.7
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Property Type of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Property Types of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Single Family Detached 1,363 $215,150,390.91 83.1 $157,850.62 6.968 80.67 642 4.67
2-4 Family Detached 51 $10,330,369.06 3.99 $202,556.26 6.815 71.98 653 4.73
2-4 Family Attached
PUD Detached 128 $24,106,849.97 9.31 $188,334.77 6.86 79.14 642 5.02
Single Family Attached 3 $564,556.38 0.22 $188,185.46 6.933 86.47 633 4.2
Condo 1-4 Stories Attached 55 $8,755,095.92 3.38 $159,183.56 6.882 79.65 645 5.13
Manufactured Home Detached
PUD Attached
Condo 5 Stories+
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Loan Purpose of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Loan Purpose of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Cash Out 1,018 $177,986,238.38 68.75 $174,839.13 6.885 75.49 639 4.69
Purchase 349 $47,947,205.89 18.52 $137,384.54 7.18 93.68 658 4.84
Rate/Term Refi 233 $32,973,817.99 12.74 $141,518.53 6.959 85.66 638 4.7
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Document Type of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Document Type of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Full 1,194 $179,916,351.31 69.49 $150,683.71 6.909 81.46 638 4.7
Stated Income 406 $78,990,910.95 30.51 $194,558.89 7.04 77.19 653 4.75
No Income/No Asset
Limited Income
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Product Type of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Product Type of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
FIX 1,521 $239,193,335.69 92.39 $157,260.58 6.958 80.24 641 4.72
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Geographical Distribution of Mortgages Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
State of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
------------------------------------------------------------------------------------------------------------------------------------
New York 54 $14,708,866.83 5.68 $272,386.42 6.534 71.44 660 5.22
California 190 $47,886,971.69 18.5 $252,036.69 6.598 69.48 649 4.7
Massachusetts 22 $4,620,610.58 1.78 $210,027.75 6.801 79.12 628 5.22
Other 1,334 $191,690,813.15 74.04 $143,696.26 7.072 83.51 640 4.67
------------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Prepay Penalty for Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Prepay Penalty of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
------------------------------------------------------------------------------------------------------------------------------------
Has Prepay Penalty 1,360 $224,696,972.93 86.79 $165,218.36 6.895 79.77 643 4.76
None 240 $34,210,289.33 13.21 $142,542.87 7.307 82.67 636 4.42
------------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Prepay Term for Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Prepay Term of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
------------------------------------------------------------------------------------------------------------------------------------
12 34 $7,982,076.97 3.08 $234,766.97 6.929 79.64 655 4.48
24 77 $12,238,539.23 4.73 $158,942.07 7.202 81.8 634 4.23
30
36 1,013 $157,616,563.18 60.88 $155,593.84 6.965 82.1 643 4.47
No Prepay Penalty 242 $34,673,542.96 13.39 $143,279.10 7.295 82.44 636 4.44
------------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Fico Scores of Mortgage Loans
Aggregate % of Aggregate AVG WA
Number Principal Balance Principal Balance CURRENT GROSS WA WA
Fico Scores of Loans as of Cut-off Date as of Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
------------------------------------------------------------------------------------------------------------------------------------
520-539 23 $3,405,949.62 1.32 $148,084.77 8.008 77.06 531 6.1
540-559 48 $6,548,508.51 2.53 $136,427.26 7.659 65.34 550 4.88
560-579 93 $14,973,040.46 5.78 $161,000.44 7.413 70.98 570 5.06
580-599 193 $28,155,100.65 10.87 $145,881.35 7.262 79.5 589 4.77
600-619 235 $35,959,369.14 13.89 $153,018.59 7.073 80.1 609 4.48
etc. 1,008 $169,865,293.87 65.61 $168,517.16 6.781 81.72 670 4.7
Not Available
------------------------------------------------------------------------------------------------------------------------------------
Total: 1,600 $258,907,262.25 100 $161,817.04 6.949 80.15 0 642 4.72
Aggregate Loans (First Lien Only) : in specific bucket
% Second
% of % % Lien
FICO total Avg Max Full Owner % (Simultaneous
deal LTV LTV Doc Occ IO WAC MARGIN or Silent)
520-539 5.39% 74.56% 94.78% 65.15% 98.78% 6.54% 8.02% 6.77% 5.10%
540-559 5.70% 77.14% 100.00% 64.42% 99.41% 18.73% 7.58% 6.50% 8.86%
560-579 7.94% 76.92% 95.00% 65.81% 98.75% 25.13% 7.45% 6.58% 4.74%
580-599 14.05% 79.88% 100.00% 71.24% 99.41% 38.89% 7.23% 6.49% 25.55%
600-619 17.35% 80.39% 100.00% 64.45% 98.75% 46.31% 6.99% 6.18% 33.77%
620-639 16.45% 81.65% 100.00% 70.84% 98.03% 53.95% 6.84% 6.04% 41.32%
640-659 9.36% 80.71% 100.00% 46.84% 96.70% 42.87% 6.88% 5.94% 45.76%
660-679 6.27% 81.21% 100.00% 39.98% 95.18% 42.77% 6.81% 5.95% 36.68%
680-699 3.75% 81.21% 100.00% 34.97% 96.67% 51.93% 6.63% 6.01% 48.26%
700-719 2.58% 80.08% 100.00% 35.54% 96.06% 51.78% 6.75% 6.11% 56.58%
720-739 1.94% 83.50% 100.00% 30.83% 94.97% 56.45% 6.85% 6.00% 70.31%
740-759 1.31% 80.49% 100.00% 39.26% 94.32% 41.15% 6.61% 6.00% 54.81%
760-779 0.83% 83.62% 100.00% 58.49% 87.42% 75.26% 6.48% 5.87% 51.08%
780-800 0.40% 87.14% 100.00% 48.66% 96.50% 44.61% 6.59% 5.89% 46.98%
800+ 0.20% 84.42% 90.00% 41.63% 41.63% 33.17% 7.22% 5.94% 8.46%
Totals (of deal)
Aggregate Loans (Second Lien Only)
% of % %
FICO total Avg Max Full Owner %
deal LTV LTV Doc Occ IO WAC MARGIN
520-539
540-559
560-579
580-599
600-619
620-639
640-659
660-679
680-699
700-719
720-739
740-759
760-779
780-800
800+
If seconds in deal:
Second Lien Loans
-------------------------------
FRM %
-------------------------------
-------------------------------
ARM %
-------------------------------
IO Loans
% Second
% of % % Lien
FICO total Avg Max Full Owner % (Simultaneous
deal LTV LTV Doc Occ IO WAC MARGIN or Silent)
520-539 0.91% 75.64% 90.00% 91.58% 100.00% 6.79% 6.11% 29.27%
540-559 2.75% 79.07% 90.00% 85.40% 100.00% 6.73% 6.13% 37.22%
560-579 5.13% 77.86% 90.00% 76.35% 100.00% 7.00% 6.60% 5.81%
580-599 14.06% 79.11% 95.00% 79.64% 99.54% 6.99% 6.34% 34.94%
600-619 20.67% 79.98% 100.00% 72.69% 99.48% 6.80% 6.05% 37.63%
620-639 22.83% 80.87% 100.00% 79.47% 98.47% 6.71% 5.93% 47.74%
640-659 10.32% 81.32% 100.00% 53.07% 98.87% 6.81% 6.11% 34.22%
660-679 6.91% 80.27% 100.00% 48.29% 97.90% 6.70% 6.06% 38.53%
680-699 5.01% 81.35% 100.00% 34.94% 100.00% 6.56% 5.98% 58.06%
700-719 3.44% 81.07% 100.00% 29.40% 95.44% 6.60% 6.05% 63.19%
720-739 2.81% 84.20% 100.00% 34.58% 99.19% 6.87% 6.07% 65.24%
740-759 1.39% 82.27% 100.00% 54.52% 93.36% 6.57% 6.08% 58.26%
760-779 1.61% 84.65% 100.00% 60.49% 95.72% 6.63% 5.98% 56.11%
780-800 0.46% 90.94% 100.00% 51.19% 100.00% 6.93% 6.47% 30.51%
800+ 0.17% 86.21% 86.21% 100.00% 100.00% 7.34% 5.99% 0.00%
If the deal has Mortage Insurance - we want the following:
# of % of % % Coverage
Mortgage Prin. Principal Owner % Full Down
First Lien Loans: Loans Balance Balance WAC Occupancy ARM FICO CLTV Doc to:
Less than 60.01% 201 $38,088,825.76 5.03 7.303 4.81% 5.03% 584 51.288 2.60% 51.288
60.01 to 70.00% 337 $75,296,530.34 9.94 7.171 9.80% 9.94% 583 66.707 5.02% 66.35
70.01 to 80.00% 2,032 $391,562,018.96 51.68 6.907 50.84% 51.68% 619 90.035 32.53% 78.855
80.01 to 85.00%
With MI:
Without MI: 399 $87,393,901.27 11.53 7.345 11.27% 11.53% 595 84.964 6.56% 84.338
85.01 to 90.00%
With MI:
Without MI: 557 $121,578,318.41 16.04 7.459 15.43% 16.04% 612 89.738 9.70% 89.615
90.01 to 95.00%
With MI:
Without MI: 124 $26,349,897.71 3.48 7.971 3.46% 3.48% 633 94.66 2.09% 94.544
95.01 to 100.00%
With MI: 1 $125,502.19 0.02 8.95 0.02% 0.02% 618 100 0.02% 65
Without MI: 101 $17,342,253.91 2.29 7.821 2.27% 2.29% 661 99.888 1.94% 99.842
Subtotal (First Lien) 3752 $757,737,248.55 100.01 715.13 31.44 32.03 61,128 8,553.25 19.87
ONLY IF THE DEAL HAS DEEP MI, otherwise we DO NOT NEED
If the deal has deep MI - we want the following:
For Non-MI Loans-only
% % %
of total Avg %<550 full non
By LTV Bucket deal FICO FICO doc owner
<=50% LTV 2.23% 586 3.99% 1.98% 4.96%
51%-60% 3.41% 583 8.46% 2.68% 7.70%
61%-70% 9.45% 580 20.01% 8.11% 7.79%
71%-80% 51.81% 616 42.40% 54.02% 36.93%
81%-85% 11.33% 592 14.05% 10.54% 15.37%
86%-90% 16.01% 607 9.30% 16.02% 27.25%
91%-95% 3.46% 628 1.06% 3.42% 0.00%
96%-100% 2.31% 654 0.73% 3.23% 0.00%
Original Principal Balances of Mortgage Loans
% of
Aggregate
Aggregate Principal
Number Original Balance AVG WA
of Principal as of CURRENT GROSS WA WA
Range ($) Loans Balance Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
--------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 7 $337,800.00 0.04 $48,257.14 8.398 67.42 7.42 568 6.68
50,000.01 - 75,000.00 120 $7,945,007.00 1.05 $66,208.39 7.918 81.79 7.04 585 5.8
75,000.01 - 100,000.00 316 $28,408,641.20 3.74 $89,900.76 7.522 88.9 6.61 604 5.67
100,000.01 - 125,000.00 453 $51,232,782.60 6.75 $113,096.65 7.267 88.06 6.37 604 5.29
125,000.01 - 150,000.00 508 $70,245,054.54 9.25 $138,277.67 7.293 88.63 6.38 609 4.94
150,000.01 - 175,000.00 385 $62,422,063.00 8.22 $162,135.23 7.173 86.36 6.28 610 5.04
175,000.01 - 200,000.00 395 $74,121,151.89 9.76 $187,648.49 7.074 86.74 6.24 612 5.14
200,000.01 - 225,000.00 305 $64,949,492.20 8.55 $212,949.15 7.052 84.71 6.17 610 4.82
225,000.01 - 250,000.00 260 $62,006,874.00 8.17 $238,487.98 7.046 85.62 6.2 611 4.91
250,000.01 - 275,000.00 245 $64,260,379.00 8.46 $262,287.26 7.03 85.58 6.16 612 4.73
275,000.01 - 300,000.00 192 $55,105,154.00 7.26 $287,006.01 7.074 84.18 6.23 606 4.72
300,000.01 - 333,700.00 151 $47,902,425.40 6.31 $317,234.61 6.898 86.19 6.14 622 4.7
333,700.01 - 350,000.00 75 $25,691,270.00 3.38 $342,550.27 7.112 82.14 6.28 615 4.69
350,000.01 - 600,000.00 331 $138,701,301.00 18.27 $419,037.16 7.038 83.16 6.27 617 4.97
600,000.01 -1,000,000.00 9 $6,031,600.00 0.79 $670,177.78 6.737 76.74 6.11 610 5.65
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $759,360,995.83 100 $202,388.33 7.115 85.52 6.27 611 4.97
Principal Balances of Mortgage Loans as of Cutoff Date
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Range ($) Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 8 $386,879.32 0.05 $48,359.92 8.306 70.32 7.32 581 6.21
50,000.01 - 75,000.00 122 $8,088,978.66 1.07 $66,303.10 7.925 82.11 7.03 586 5.79
75,000.01 - 100,000.00 314 $28,197,475.49 3.72 $89,800.88 7.525 88.85 6.62 604 5.68
100,000.01 - 125,000.00 455 $51,366,159.76 6.78 $112,892.66 7.263 88.16 6.37 605 5.27
125,000.01 - 150,000.00 509 $70,304,162.10 9.28 $138,122.13 7.305 88.62 6.37 609 4.97
150,000.01 - 175,000.00 386 $62,552,201.60 8.26 $162,052.34 7.179 86.13 6.29 610 5.03
175,000.01 - 200,000.00 392 $73,477,590.83 9.7 $187,442.83 7.081 86.82 6.24 611 5.13
200,000.01 - 225,000.00 306 $65,093,155.45 8.59 $212,722.73 7.129 84.67 6.16 610 4.78
225,000.01 - 250,000.00 262 $62,467,118.48 8.24 $238,424.12 7.088 85.78 6.21 612 4.91
250,000.01 - 275,000.00 243 $63,720,444.46 8.41 $262,224.05 7.063 85.51 6.15 611 4.74
275,000.01 - 300,000.00 190 $54,480,619.50 7.19 $286,740.10 7.102 84.28 6.24 607 4.73
300,000.01 - 333,700.00 150 $47,509,818.45 6.27 $316,732.12 6.93 86.11 6.13 621 4.69
333,700.01 - 350,000.00 75 $25,634,744.41 3.38 $341,796.59 7.112 82.15 6.28 615 4.69
350,000.01 - 600,000.00 331 $138,440,659.15 18.27 $418,249.73 7.128 83.16 6.27 617 4.97
600,000.01 -1,000,000.00 9 $6,017,240.85 0.79 $668,582.32 6.739 76.77 6.11 610 5.64
----------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Current Mortgage Rates of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Mortgage Rates (%) Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 34 $9,602,790.34 1.27 $282,435.01 5.278 81.71 5.35 642 5.95
5.500 - 5.999 294 $67,902,651.86 8.96 $230,961.40 5.847 84.16 5.48 639 4.87
6.000 - 6.499 524 $107,417,867.31 14.18 $204,995.93 6.287 88.34 5.66 628 5.06
6.500 - 6.999 1,109 $224,446,650.15 29.62 $202,386.52 6.778 86.94 6.04 624 4.83
7.000 - 7.499 561 $110,592,530.14 14.6 $197,134.63 7.257 86.27 6.36 618 4.8
7.500 - 7.999 528 $111,696,828.53 14.74 $211,547.02 7.77 84.47 6.75 594 4.97
8.000 - 8.499 241 $45,003,117.37 5.94 $186,734.93 8.236 82.95 7.02 583 4.92
8.500 - 8.999 246 $44,446,686.82 5.87 $180,677.59 8.754 83.53 7.16 565 4.99
9.000 - 9.499 97 $16,763,454.90 2.21 $172,819.12 9.229 80.36 7.29 556 5.54
9.500 - 9.999 79 $12,869,229.46 1.7 $162,901.64 9.769 79.09 7.8 545 5.66
10.000 - 10.499 16 $2,118,397.90 0.28 $132,399.87 10.251 74.8 7.71 517 9.36
10.500 - 10.999 13 $2,210,870.74 0.29 $170,066.98 10.671 71.06 6.98 526 5.24
11.000 - 11.499 1 $129,859.66 0.02 $129,859.66 11 40 6.99 501 3
11.500 - 11.999 3 $610,356.99 0.08 $203,452.33 11.591 63.87 6.81 543 4.58
12.000 - 12.499
12.500 - 12.999
13.000 - 13.499
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Original Term to Maturity of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Original Term (mos) Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
--------------------------------------------------------------------------------------------------------------------------------
000 - 180
181 - 240
241 - 360 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
--------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Stated Remaining Term to Maturity of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Remaining Term (mos) Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
061 - 120
121 - 180
181 - 240
301 - 360 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Mortgate Insurance Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
Yes 1 $125,502.19 0.02 $125,502.19 8.95 100 6.5 618 9
No 3,751 $757,611,746.34 99.98 $201,975.94 7.15 85.52 6.27 611 4.97
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Lien Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
1 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
2
----------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Seasoning(mos) Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
1
2 17 $3,452,377.49 0.46 $203,081.03 7.465 84.05 6.69 606 2
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Combined Loan-to-Value Ratios of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Combined LTVs Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
0.01 - 25.00 3 $244,215.39 0.03 $81,405.13 7.41 16.95 6.19 563 3.3
25.01 - 30.00 4 $523,854.56 0.07 $130,963.64 6.89 28.72 5.41 585 3.6
30.01 - 35.00 4 $629,573.51 0.08 $157,393.38 5.892 33.89 5.43 690 3.86
35.01 - 40.00 12 $2,419,790.68 0.32 $201,649.22 6.734 38.7 6.38 577 3.95
40.01 - 45.00 15 $2,415,653.48 0.32 $161,043.57 7.39 43.5 6.44 605 4.38
45.01 - 50.00 49 $9,319,480.45 1.23 $190,193.48 7.655 48.43 6.73 574 4.31
50.01 - 55.00 46 $8,654,650.57 1.14 $188,144.58 7.335 52.93 6.47 594 4.32
55.01 - 60.00 68 $13,881,607.11 1.83 $204,141.28 7.207 57.98 6.21 577 5.34
60.01 - 65.00 136 $31,462,188.35 4.15 $231,339.62 7.151 63.11 6.38 578 4.57
65.01 - 70.00 193 $42,600,202.74 5.62 $220,726.44 7.182 68.73 6.32 585 4.74
70.01 - 75.00 271 $58,725,568.14 7.75 $216,699.51 7.319 74.06 6.44 587 4.96
75.01 - 80.00 511 $109,351,309.12 14.43 $213,994.73 7.179 79.31 6.36 597 5.31
80.01 - 85.00 385 $84,222,444.25 11.11 $218,759.60 7.341 84.34 6.36 594 5.11
85.01 - 90.00 562 $122,535,720.18 16.17 $218,035.09 7.455 89.62 6.45 612 5.05
90.01 - 95.00 205 $41,977,439.50 5.54 $204,768.00 7.467 94.6 6.31 628 5.03
95.01 - 100.00 1,288 $228,773,550.49 30.19 $177,619.22 6.771 99.92 6 641 4.85
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Owner Occupancy of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Owner Occupancy Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
Owner 3,666 $741,885,801.93 97.91 $202,369.29 7.145 85.64 6.27 610 4.98
Investment 72 $12,863,052.67 1.7 $178,653.51 7.36 78.21 6.19 662 4.59
Second Home 14 $2,988,393.93 0.39 $213,456.71 7.628 87.19 6.6 650 4
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Property Type of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Property Type Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
Single Family Detached 2,931 $576,909,248.52 76.14 $196,830.18 7.146 85.4 6.26 609 5.02
2-4 Family Detached 101 $26,264,295.09 3.47 $260,042.53 7.18 78.23 6.17 624 4.76
2-4 Family Attached
PUD Detached 486 $108,865,878.69 14.37 $224,003.87 7.171 86.97 6.38 612 4.91
Single Family Attached 11 $2,098,725.59 0.28 $190,793.24 7.144 76.51 6.34 636 4.13
Condo 1-4 Stories Attached 214 $40,836,326.65 5.39 $190,823.96 7.116 88.5 6.11 629 4.6
Manufactured Home Detached
PUD Attached
Condo 5 Stories+ 9 $2,762,774.00 0.36 $306,974.89 7.495 86.92 6.42 658 4.61
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Loan Purpose of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Loan Purpose Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
Cash Out 1,977 $425,583,101.67 56.16 $215,267.12 7.267 79.17 6.37 597 4.97
Purchase 1,413 $266,145,228.31 35.12 $188,354.73 6.966 95.29 6.12 635 4.9
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Document Type of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Document Type Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
Full 2,429 $458,089,108.83 60.45 $188,591.65 6.988 86.87 6.2 604 5.12
Stated Income 1,321 $298,825,203.92 39.44 $226,211.36 7.399 83.47 6.37 623 4.73
No Income/No Asset 2 $822,935.78 0.11 $411,467.89 7.283 82.23 6.78 609 7.34
Limited Income
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Product Type of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Product Type Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
1/29 LIB6M 40 $9,167,274.62 1.21 $229,181.87 7.29 82.15 6.09 614 4.59
2/28 LIB6M 2,060 $389,793,233.76 51.44 $189,220.02 7.387 83.32 6.36 598 4.98
3/27 LIB6M 358 $62,007,035.93 8.18 $173,204.01 7.389 85.82 6.57 608 5.47
30Y LIB6M 7 $961,535.62 0.13 $137,362.23 6.701 86.24 6.26 612 5.03
5/25 LIB6M 8 $1,357,282.20 0.18 $169,660.28 6.703 87.19 5.82 664 4.65
FIX
----------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
-------------------------------------------------------------------------------------------------------
** For ARM loans please break out 2/28, 3/27, 5/25 by percentage
** For IO loans please include length of ammortization term and fixed rate
term ( 2yr, 3yr, 5yr, 10yr)
-------------------------------------------------------------------------------------------------------
Geographical Distribution of Mortgages Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
State Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
New York 80 $22,646,607.41 2.99 $283,082.59 7.024 82.35 6.39 621 4.88
California 826 $238,582,894.43 31.49 $288,841.28 6.96 80.81 6.14 609 4.88
Massachusetts 37 $8,817,452.43 1.16 $238,309.53 6.884 88.12 5.37 625 4.93
Other 2,809 $487,690,294.26 64.36 $173,617.05 7.255 87.93 6.34 612 5.02
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Prepay Penalty for Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Prepay Penalty Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
Has Prepay Penalty 2,842 $583,566,043.42 77.01 $205,336.40 7.064 85.12 6.28 610 5.04
None 910 $174,171,205.11 22.99 $191,396.93 7.441 86.87 6.25 618 4.73
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Prepay Term for Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
Prepay Term Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
---------------------------------------------------------------------------------------------------------------------------------
12 156 $38,350,547.29 5.06 $245,836.84 7.226 83.12 6.25 620 4.81
24 2,184 $447,107,529.26 59.01 $204,719.56 7.075 85.21 6.25 610 4.95
30
36 454 $88,687,036.83 11.7 $195,345.90 6.953 85.81 6.39 607 5.57
No Prepay Penalty 912 $174,321,288.94 23.01 $191,141.76 7.442 86.87 6.25 618 4.73
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
-----------------------------------------------------------------------------------------------------------------------------------
Fico Scores of Mortgage Loans
Aggregate % of
Principal Aggregate
Balance Principal
Number as of Balance AVG WA
of Cut-Off as of CURRENT GROSS WA WA
FICO Scores Loans Date Cut-off Date BALANCE CPN COMBLTV Margin FICO Seasoning
----------------------------------------------------------------------------------------------------------------------------------
520-539 208 $40,840,824.39 5.39 $196,350.12 8.022 75.46 6.77 530 5.23
540-559 216 $43,159,696.60 5.7 $199,813.41 7.582 78.68 6.5 550 5.07
560-579 282 $60,135,430.37 7.94 $213,246.21 7.455 77.59 6.58 570 5
580-599 542 $106,435,930.26 14.05 $196,376.26 7.235 84.86 6.49 589 4.9
600-619 677 $131,434,497.48 17.35 $194,142.54 6.988 86.92 6.18 609 4.85
etc. 1,827 $375,730,869.43 49.59 $205,654.55 6.991 88.37 6.11 641 4.98
Not Available
--------------------------------------------------------------------------------------------------------------------------------
Total: 3,752 $757,737,248.53 100 $201,955.56 7.151 85.52 6.27 611 4.97
Aggregate Loans (First Lien Only) : in specific bucket
%
Second
Lien
(Simultaneous
FICO % total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC MARGIN Silent)
520-539 0.92% 74.26% 90.00% 85.47% 100.00% 100.00% 6.86% 6.11% 27.32%
540-559 2.69% 78.58% 90.00% 85.98% 100.00% 100.00% 6.75% 6.13% 35.74%
560-579 5.08% 77.34% 90.00% 76.20% 100.00% 100.00% 6.99% 6.60% 5.53%
580-599 13.77% 78.88% 95.00% 79.70% 99.55% 100.00% 6.98% 6.34% 34.03%
600-619 20.21% 79.67% 100.00% 73.11% 99.50% 100.00% 6.81% 6.05% 36.66%
620-639 23.02% 80.78% 100.00% 79.65% 98.57% 100.00% 6.72% 5.93% 46.42%
640-659 10.24% 80.95% 100.00% 53.45% 98.93% 100.00% 6.82% 6.11% 33.87%
660-679 7.26% 79.73% 100.00% 47.10% 98.11% 100.00% 6.74% 6.06% 38.84%
680-699 5.01% 81.57% 100.00% 36.62% 100.00% 100.00% 6.59% 5.98% 55.53%
700-719 3.63% 80.22% 100.00% 30.42% 93.24% 100.00% 6.64% 6.05% 57.22%
720-739 3.00% 83.14% 100.00% 34.61% 99.28% 100.00% 6.79% 6.07% 60.57%
740-759 1.39% 82.59% 100.00% 54.33% 93.73% 100.00% 6.58% 6.08% 54.94%
760-779 1.67% 84.03% 100.00% 54.66% 96.13% 100.00% 6.69% 5.98% 54.22%
780-800 0.44% 90.94% 100.00% 51.19% 100.00% 100.00% 6.93% 6.47% 30.51%
800+ 0.16% 86.21% 86.21% 100.00% 100.00% 100.00% 7.34% 5.99% 0.00%
Totals (of deal)
Aggregate Loans (Second Lien Only)
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC MARGIN
520-539
540-559
560-579
580-599
600-619
620-639
640-659
660-679
680-699
700-719
720-739
740-759
760-779
780-800
800+
If seconds in deal:
Second Lien Loans
FRM %
ARM %
IO Loans
% Second
Lien
(Simultaneous
FICO % total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC MARGIN Silent)
520-539 0.92% 74.26% 90.00% 85.47% 100.00% 6.86% 6.11% 27.32%
540-559 2.69% 78.58% 90.00% 85.98% 100.00% 6.75% 6.13% 35.74%
560-579 5.08% 77.34% 90.00% 76.20% 100.00% 6.99% 6.60% 5.53%
580-599 13.77% 78.88% 95.00% 79.70% 99.55% 6.98% 6.34% 34.03%
600-619 20.21% 79.67% 100.00% 73.11% 99.50% 6.81% 6.05% 36.66%
620-639 23.02% 80.78% 100.00% 79.65% 98.57% 6.72% 5.93% 46.42%
640-659 10.24% 80.95% 100.00% 53.45% 98.93% 6.82% 6.11% 33.87%
660-679 7.26% 79.73% 100.00% 47.10% 98.11% 6.74% 6.06% 38.84%
680-699 5.01% 81.57% 100.00% 36.62% 100.00% 6.59% 5.98% 55.53%
700-719 3.63% 80.22% 100.00% 30.42% 93.24% 6.64% 6.05% 57.22%
720-739 3.00% 83.14% 100.00% 34.61% 99.28% 6.79% 6.07% 60.57%
740-759 1.39% 82.59% 100.00% 54.33% 93.73% 6.58% 6.08% 54.94%
760-779 1.67% 84.03% 100.00% 54.66% 96.13% 6.69% 5.98% 54.22%
780-800 0.44% 90.94% 100.00% 51.19% 100.00% 6.93% 6.47% 30.51%
800+ 0.16% 86.21% 86.21% 100.00% 100.00% 7.34% 5.99% 0.00%
If the deal has Mortage Insurance - we want the following:
First Lien Loans: # of % of
Mortgage Principal % Owner Coverage
Loans Prin. Balance Balance WAC Occupancy %ARM FICO CLTV %Full Doc Down to:
Less than 60.01% 46 $9,817,031.41 3.14 6.621 3.04% 2.49% 617 50.332 1.64% 50.332
60.01 to 70.00% 93 $26,542,142.32 8.49 6.558 8.43% 7.29% 619 66.479 4.65% 66.414
70.01 to 80.00% 842 $182,685,527.44 58.47 6.641 58.00% 55.82% 632 92.391 40.99% 79.265
80.01 to 85.00%
With MI:
Without MI: 115 $29,721,566.46 9.51 6.967 9.51% 9.09% 621 85.258 6.05% 84.226
85.01 to 90.00%
With MI:
Without MI: 194 $49,862,575.27 15.96 7.187 15.44% 15.24% 628 89.601 10.58% 89.54
90.01 to 95.00%
With MI:
Without MI: 32 $7,752,219.53 2.48 7.856 2.48% 2.41% 656 94.624 1.49% 94.624
95.01 to 100.00%
With MI:
Without MI: 32 $6,074,526.26 1.94 7.323 1.94% 1.90% 705 99.951 1.88% 99.951
Subtotal (First Lien) 1354 $312,455,588.69 99.99 679.42 38.19 36.73 63,069 8,793.96 26.75
ONLY IF THE DEAL HAS DEEP MI, otherwise we DO NOT NEED
If the deal has deep MI - we want the following:
For Non-MI Loans-only
% of Avg %<550
By LTV Bucket total deal FICO FICO %full doc %non owner
<=50% LTV 1.39% 624 0.00% 0.80% 0.00%
51%-60% 2.07% 624 4.47% 1.89% 12.57%
61%-70% 8.33% 617 8.52% 6.87% 7.87%
71%-80% 58.61% 630 71.98% 61.04% 29.08%
81%-85% 9.22% 620 3.62% 8.67% 0.00%
86%-90% 15.96% 627 11.41% 15.72% 50.48%
91%-95% 2.48% 650 0.00% 2.22% 0.00%
96%-100% 1.94% 706 0.00% 2.79% 0.00%
Original Principal Balances of Mortgage Loans
% of
Aggregate
Principal
Aggregate Balance
Original as of AVG WA
Number of Principal Cut-off CURRENT GROSS WA WA
Range($) Loans Balance Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 1 $50,000.00 0.02 $50,000.00 6.875 80 6.38 536 13
50,000.01 - 75,000.00 4 $279,700.00 0.09 $69,925.00 7.557 96.3 6.89 703 4.21
75,000.01 - 100,000.00 62 $5,634,428.00 1.8 $90,877.87 7.003 93.84 6.16 635 4.91
100,000.01 - 125,000.00 112 $12,806,055.20 4.1 $114,339.78 6.786 92.75 5.94 628 5.24
125,000.01 - 150,000.00 153 $21,232,071.60 6.79 $138,771.71 6.877 93.01 6.11 631 4.85
150,000.01 - 175,000.00 132 $21,364,132.00 6.84 $161,849.48 6.855 91.81 6.14 631 4.93
175,000.01 - 200,000.00 150 $28,072,973.25 8.98 $187,153.16 6.742 90.77 6.01 625 5.12
200,000.01 - 225,000.00 127 $26,890,909.00 8.61 $211,739.44 6.664 88.74 6.16 635 4.7
225,000.01 - 250,000.00 118 $28,207,745.00 9.03 $239,048.69 6.659 88.97 5.99 627 4.82
250,000.01 - 275,000.00 123 $32,242,429.00 10.32 $262,133.57 6.721 87.37 6.05 633 4.53
275,000.01 - 300,000.00 90 $25,831,742.00 8.27 $287,019.36 6.707 86.34 6.1 619 4.9
300,000.01 - 333,700.00 78 $24,695,087.00 7.9 $316,603.68 6.525 87.73 5.96 639 4.74
333,700.01 - 350,000.00 30 $10,222,635.00 3.27 $340,754.50 6.788 85.01 6.22 627 5.03
350,000.01 - 600,000.00 167 $70,252,268.00 22.48 $420,672.26 6.708 83.9 6.22 632 4.84
600,000.01 -1,000,000.00 7 $4,696,700.00 1.5 $670,957.14 6.807 80.17 5.89 645 4.27
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,478,875.05 100 $230,782.03 6.725 87.95 6.1 631 4.84
Principal Balances of Mortgage Loans as of Cutoff Date
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Range($) Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
0-24,999.01
25,000.01 - 50,000.00 1 $49,996.00 0.02 $49,996.00 6.875 80 6.38 536 13
50,000.01 - 75,000.00 4 $279,700.00 0.09 $69,925.00 7.557 96.3 6.89 703 4.21
75,000.01 - 100,000.00 62 $5,633,848.93 1.8 $90,868.53 7.007 93.84 6.16 635 4.91
100,000.01 - 125,000.00 112 $12,804,341.79 4.1 $114,324.48 6.786 92.76 5.94 628 5.24
125,000.01 - 150,000.00 153 $21,230,509.66 6.79 $138,761.50 6.877 93.01 6.11 631 4.85
150,000.01 - 175,000.00 132 $21,361,713.92 6.84 $161,831.17 6.855 91.81 6.14 631 4.93
175,000.01 - 200,000.00 150 $28,069,531.84 8.98 $187,130.21 6.742 90.77 6.01 625 5.12
200,000.01 - 225,000.00 127 $26,889,398.14 8.61 $211,727.54 6.839 88.74 6.16 635 4.7
225,000.01 - 250,000.00 118 $28,206,580.58 9.03 $239,038.82 6.707 88.97 5.99 627 4.82
250,000.01 - 275,000.00 124 $32,514,966.64 10.41 $262,217.47 6.728 87.27 6.05 632 4.52
275,000.01 - 300,000.00 89 $25,555,774.21 8.18 $287,143.53 6.764 86.45 6.09 620 4.93
300,000.01 - 333,700.00 78 $24,694,703.92 7.9 $316,598.77 6.596 87.73 5.96 639 4.74
333,700.01 - 350,000.00 30 $10,219,408.90 3.27 $340,646.96 6.788 85.01 6.22 627 5.03
350,000.01 - 600,000.00 167 $70,248,744.44 22.48 $420,651.16 6.885 83.9 6.22 632 4.84
600,000.01 -1,000,000.00 7 $4,696,369.72 1.5 $670,909.96 6.807 80.17 5.89 645 4.27
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Current Mortgage Rates of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Mortgage Rates (%) Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 19 $5,186,027.12 1.66 $272,948.80 5.305 88.9 5.35 657 5.11
5.500 - 5.999 144 $36,744,121.96 11.76 $255,167.51 5.846 84.63 5.55 635 5.05
6.000 - 6.499 269 $59,082,036.39 18.91 $219,635.82 6.3 89.91 5.68 629 5.25
6.500 - 6.999 512 $114,834,610.17 36.75 $224,286.35 6.772 88.01 6.06 635 4.69
7.000 - 7.499 213 $49,023,215.34 15.69 $230,155.94 7.245 87.89 6.44 632 4.69
7.500 - 7.999 139 $35,692,231.85 11.42 $256,778.65 7.741 87.6 6.78 615 4.59
8.000 - 8.499 32 $6,549,307.30 2.1 $204,665.85 8.127 89.85 7.09 612 4.97
8.500 - 8.999 16 $3,643,963.56 1.17 $227,747.72 8.68 86.48 7.33 619 4.72
9.000 - 9.499 6 $903,425.00 0.29 $150,570.83 9.163 93.19 7.62 621 4.64
9.500 - 9.999 3 $484,150.00 0.15 $161,383.33 9.751 96.38 8.91 634 4.17
10.000 - 10.499
10.500 - 10.999
11.000 - 11.499
11.500 - 11.999
12.000 - 12.499
12.500 - 12.999
13.000 - 13.499
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
IO
Original Term to Maturity of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Original Term (mos) Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
000 - 180 1 $155,200.00 0.05 $155,200.00 6.82 100 635 4
181 - 240 1 $202,000.00 0.06 $202,000.00 7.5 77.99 576 5
241 - 360 1,352 $312,098,388.69 99.89 $230,842.00 6.794 87.95 6.1 631 4.84
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.09 631 4.84
Stated Remaining Term to Maturity of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Remaining Term (mos) Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
061 - 120
121 - 180 1 $155,200.00 0.05 $155,200.00 6.82 100 635 4
181 - 240 1 $202,000.00 0.06 $202,000.00 7.5 77.99 576 5
301 - 360 1,352 $312,098,388.69 99.89 $230,842.00 6.794 87.95 6.1 631 4.84
----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.09 631 4.84
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Mortgage Number of as of Cut-off CURRENT GROSS WA WA
Insurance Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Yes
No 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Lien Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
1 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
2
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Seasoning (mos) Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
1
2 7 $1,869,275.76 0.6 $267,039.39 7.491 82.85 7.08 607 2
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Combined Loan-to-Value Ratios of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Combined LTVs Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
0.01 - 25.00 1 $85,000.00 0.03 $85,000.00 7.075 16.04 5.58 584 3
25.01 - 30.00 1 $122,732.51 0.04 $122,732.51 6.94 27.33 4.28 637 4
30.01 - 35.00
35.01 - 40.00 4 $1,055,427.20 0.34 $263,856.80 5.958 39.25 6.4 604 4
40.01 - 45.00 4 $1,057,500.00 0.34 $264,375.00 6.484 44.05 6.43 639 4.84
45.01 - 50.00 9 $1,773,479.88 0.57 $197,053.32 6.774 47.7 6.29 620 4.49
50.01 - 55.00 12 $2,759,007.54 0.88 $229,917.30 6.623 53.26 6.11 616 4.57
55.01 - 60.00 15 $2,963,884.28 0.95 $197,592.29 6.788 57.31 5.93 612 4.31
60.01 - 65.00 43 $11,142,293.12 3.57 $259,123.10 6.502 63.06 6.11 619 4.34
65.01 - 70.00 49 $15,199,849.20 4.86 $310,201.00 6.59 68.92 6.16 619 4.6
70.01 - 75.00 57 $16,643,909.46 5.33 $291,998.41 6.693 74.22 6.24 618 4.76
75.01 - 80.00 162 $43,386,455.46 13.89 $267,817.63 6.795 79.33 6.19 620 4.69
80.01 - 85.00 109 $28,087,753.75 8.99 $257,685.81 6.957 84.22 6.25 620 4.75
85.01 - 90.00 198 $50,604,325.27 16.2 $255,577.40 7.183 89.55 6.33 628 5.01
90.01 - 95.00 67 $16,018,102.57 5.13 $239,076.16 7.13 94.53 6.07 643 5.04
95.01 - 100.00 623 $121,555,868.45 38.9 $195,113.75 6.632 99.93 5.91 642 4.94
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Owner Occupancy of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Owner Number of as of Cut-off CURRENT GROSS WA WA
Occupancy Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Owner 1,336 $308,837,578.23 98.84 $231,165.85 6.79 88.01 6.09 630 4.85
Investment 14 $2,649,110.46 0.85 $189,222.18 7.252 81.88 6.35 670 4.14
Second Home 4 $968,900.00 0.31 $242,225.00 7.226 84.76 7.27 660 3.29
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Property Type of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Property Types Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Single Family Detached 1,026 $234,180,746.71 74.95 $228,246.34 6.769 87.67 6.07 630 4.88
2-4 Family Detached 19 $5,436,043.07 1.74 $286,107.53 6.786 79.75 6.02 643 5.12
2-4 Family Attached
PUD Detached 213 $50,093,980.02 16.03 $235,183.00 6.882 89.35 6.22 627 4.8
Single Family Attached 4 $1,146,253.36 0.37 $286,563.34 6.841 75.15 6.14 683 4
Condo 1-4 Stories Attached 90 $20,804,565.53 6.66 $231,161.84 6.877 90.4 6.09 638 4.52
Manufactured Home Detached
PUD Attached
Condo 5 Stories+ 2 $794,000.00 0.25 $397,000.00 6.871 92.49 5.7 752 3.14
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Loan Purpose of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Loan Purpose Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Cash Out 630 $158,883,119.52 50.85 $252,195.43 6.849 81.21 6.21 623 4.78
Purchase 589 $125,043,449.78 40.02 $212,297.88 6.715 96.61 5.96 642 4.85
Rate/Term Refi 135 $28,529,019.39 9.13 $211,326.07 6.84 87.49 6.06 627 5.15
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Document Type of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Document Type Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Full 968 $210,184,588.23 67.27 $217,132.84 6.68 89.82 6 621 5.1
Stated Income 386 $102,271,000.46 32.73 $264,950.78 7.032 84.09 6.3 650 4.31
No Income/No Asset
Limited Income
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Product Type of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Product Type Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
FIX
-----------------------------------------------------------------------------------------------------------------------------------
Total:
Geographical Distribution of Mortgages Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
State Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
New York 14 $4,836,392.64 1.55 $345,456.62 6.76 83.36 5.99 647 5.14
California 439 $134,775,836.18 43.13 $307,006.46 6.671 84.31 6.04 630 4.84
Massachusetts 8 $2,232,434.11 0.71 $279,054.26 7.053 85.61 5.6 620 5.56
Other 893 $170,610,925.76 54.6 $191,053.67 6.89 90.98 6.15 631 4.82
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Prepay Penalty for Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Prepay Penalty Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
Has Prepay Penalty 1,155 $270,536,986.53 86.58 $234,231.16 6.715 87.69 6.06 631 4.84
None 199 $41,918,602.16 13.42 $210,646.24 7.312 89.58 6.34 631 4.82
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Prepay Term for Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Prepay Term Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
12 53 $14,494,106.37 4.64 $273,473.71 6.873 88.68 6.12 654 4.43
24 845 $196,764,202.52 62.97 $232,857.04 6.676 88.43 6.01 630 4.86
30
36 230 $52,728,954.93 16.88 $229,256.33 6.807 86.04 6.22 628 4.86
No Prepay Penalty 199 $41,918,602.16 13.42 $210,646.24 7.312 89.58 6.34 631 4.82
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.1 631 4.84
Fico Scores of Mortgage Loans
% of
Aggregate
Aggregate Principal
Principal Balance
Balance as of AVG WA
Number of as of Cut-off CURRENT GROSS WA WA
Fico Scores Loans Cut-off Date Date BALANCE CPN COMBLTV Margin FICO Seasoning
-----------------------------------------------------------------------------------------------------------------------------------
520-539 11 $2,863,549.30 0.92 $260,322.66 6.863 79.73 6.11 529 6.59
540-559 30 $8,420,582.99 2.69 $280,686.10 6.746 85.42 6.13 551 6.33
560-579 57 $15,866,503.86 5.08 $278,359.72 6.987 78.45 6.6 572 4.96
580-599 185 $43,020,840.94 13.77 $232,545.09 6.985 85.42 6.34 590 4.93
600-619 280 $63,145,995.23 20.21 $225,521.41 6.811 86.83 6.05 610 4.94
etc. 791 $179,138,116.37 57.33 $226,470.44 6.728 90.04 6.01 658 4.68
Not Available
-----------------------------------------------------------------------------------------------------------------------------------
Total: 1,354 $312,455,588.69 100 $230,764.84 6.795 87.95 6.09 631 4.84
