Exhibit 99.28
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% of pool average LTV CLTV above 80% CLTV above 90% % full doc
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A FICO below 600 45.16% 80.67% 92.33% 98.22% 40.72%
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FICO below 580 27.65% 78.72% 90.39% 96.99% 25.03%
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FICO below 560 14.49% 76.58% 88.83% 97.69% 13.17%
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% owner occ ave wac % below 100k % above 500k % IO ave DTI DTI > 45%
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A FICO below 600 0.00% 7.66% 4.13% 0.58% 13.10%
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FICO below 580 0.00% 7.87% 2.70% 0.25% 4.56%
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FICO below 560 0.00% 8.01% 1.57% 0.08% 0.42%
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% 2nd % MNF % SLNT
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A FICO below 600 0.00% 0.12% 4.38%
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FICO below 580 0.00% 0.12% 1.36%
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FICO below 560 0.00% 0.06% 0.49%
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% of pool average LTV FICO <600 FICO < 575 % full doc
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B LTV above 85% 37.42% 94.60% 576 559 35.38%
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LTV above 90% 21.70% 98.28% 579 562 21.40%
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LTV above 95% 14.77% 99.92% 585 563 14.67%
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% owner occ ave wac % below 100k % above 500k % IO ave DTI DTI > 45%
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B LTV above 85% 0.00% 7.60% 2.54% 1.48% 16.03%
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LTV above 90% 0.00% 7.75% 1.70% 0.40% 9.27%
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LTV above 95% 0.00% 7.60% 1.28% 0.25% 6.44%
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CLTV above 80% CLTV > 90% % 2nd % MNF % SLNT
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B LTV above 85% 94.60% 98.28% 0.00% 0.00% 0.00%
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LTV above 90% 98.28% 98.28% 0.00% 0.00% 0.00%
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LTV above 95% 99.92% 99.92% 0.00% 0.00% 0.00%
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% of pool average LTV FICO <600 FICO < 575 % full doc
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C DTI > 40%
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DTI > 45%
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DTI > 50%
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Average DTI
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% owner occ ave wac % below 100k % above 500k % IO ave DTI DTI > 45%
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C DTI > 40%
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DTI > 45%
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DTI > 50%
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Average DTI
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CLTV above 80% CLTV > 90% % 2nd % MNF % SLNT
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C DTI > 40%
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DTI > 45%
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DTI > 50%
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Average DTI
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D % of pool average LTV FICO <600 FICO < 575 % full doc
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Non Owner Occ
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Stated Docs 13.38% 75.28% 567 546 0.00%
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Loans below 100k 7.97% 81.96% 562 544 7.20%
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IO Loans 36.14% 84.73% 582 565 31.96%
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D % owner occ ave wac % below 100k % above 500k % IO ave DTI DTI > 45%
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Non Owner Occ
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Stated Docs 0.00% 7.36% 0.78% 0.35% 4.18%
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Loans below 100k 0.00% 8.20% 7.97% 0.00% 0.51%
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IO Loans 0.00% 6.95% 0.51% 2.76% 36.14%
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D LTV > 80% CLTV > 90% % 2nd % MNF % SLNT
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Non Owner Occ
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Stated Docs 91.60% 99.02% 0.00% 0.04% 1.84%
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Loans below 100k 94.73% 99.14% 0.00% 0.19% 1.44%
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IO Loans 94.30% 98.81% 0.00% 0.02% 6.34%
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E When do IOs reset
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Months to next reset (arms only) Count Balance ($) % of Balance WAC Remaining WA CLTV WA FICO
Term
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0 - 5
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6 - 11
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12 - 17
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18 - 23 351 $88,287,327 12.59% 6.96% 359 88.50% 606
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24 - 29 71 $18,939,123 2.70% 6.94% 360 91.28% 612
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30 - 35 474 $109,069,337 15.55% 7.06% 359 88.09% 606
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36 - 41 87 $21,820,806 3.11% 6.80% 360 88.67% 611
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54 - 59
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60
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Total: 983 $238,116,593 33.96% 6.99% 359 88.55% 607
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F Is DTI off current mortgage rate for IO ?
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G Summary of pool per grades
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Credit Grade Count Balance ($) % of Balance WAC Remaining WA LTV WA FICO
Term
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PR 3029 $569,303,169 81.18% 7.18% 357 86.86% 611
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PP
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A- 249 $42,947,512 6.12% 7.28% 354 78.21% 589
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B 285 $49,916,036 7.12% 7.47% 356 77.76% 585
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C 157 $27,440,961 3.91% 7.39% 354 70.68% 589
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C- 49 $9,143,158 1.30% 7.26% 351 70.85% 594
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D 14 $2,515,630 0.36% 7.84% 359 64.40% 555
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Total: 3783 $701,266,466 100.00% 7.22% 357 84.76% 606
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H What are top 10 cities and average strats for each
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Top 10 Cities of Overall Pool Loans Balance ($) Balance Rate (%) (months) LTV Score
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LAS VEGAS 40 $8,499,928 1.21% 6.82% 359 83.72% 621
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CHICAGO 40 $7,471,677 1.07% 7.23% 354 84.83% 612
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SACRAMENTO 23 $5,873,383 0.84% 6.48% 359 82.46% 625
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PHOENIX 35 $5,559,994 0.79% 7.09% 359 86.36% 608
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RIVERSIDE 16 $5,191,543 0.74% 6.67% 359 81.09% 618
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SAN DIEGO 12 $5,156,088 0.74% 6.42% 359 81.52% 653
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HOUSTON 36 $4,087,891 0.58% 7.54% 354 88.03% 590
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MIAMI 21 $3,983,033 0.57% 7.41% 359 88.38% 625
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LOS ANGELES 15 $3,587,715 0.51% 6.22% 359 67.69% 623
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FONTANA 14 $3,584,381 0.51% 6.54% 359 78.26% 627
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Total 252 $52,995,633 7.56% 6.85% 358 82.77% 620
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I What % of pool are LTV above 90% and stated doc, IO, FICO below 600 or NOO?
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LTV > 90 Loans Balance ($) % of Balance Rate (%) % stated % IO % non- % Fico
Doctype Loans owner Less Than
Occupied 600
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J What is max LTv of stated income and minimum FICO for stated income?
XXX XXX, STATED INC. 100
MIN FICO, STATED INC. 466
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K What is xxx XXXX and min FICO for loans above 90% LTV
Min Fico for ltv greater than 90: 541
Max Fico for ltv greater than 90: 802
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L Seasoning history - any over 3m? YES
M Excess spread?
N what is available funds cap schedule at forwards +200, fixed prepay at 50%
CPR, ARM pay at 125% CPR
Please specify as part of the strats , silent
seconds, second liens, MH,
O
