Mortgage Insurance -------------------------------- FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 600-619 620-639 1.62% 640-659 33.44% 660-679 23.40% 680-699 14.72% 700-719 10.35% 720-739 6.11% 740-759 4.62% 760-779 3.76% 780-799 1.66%...
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LTV/FICO Matrix LTV
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60 and 00-00 00-00 00-00 00-00 00-00 00-00 00-00 00-000 Total
below
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FIXED FICO 350-479 0
480-499 0
500-519 0
520-539 0
540-559 0
560-579 0
580-599 0
600-619 0
620-639 0
640-659 0.91% 0.33% 1.46% 1.49% 6.14% 11.62% 6.14% 0.28% 0.46% 0.2883
660-679 1.14% 0.74% 0.75% 1.66% 5.38% 9.09% 4.63% 0.03% 0.26% 0.2368
680-699 1.13% 0.45% 1.15% 1.59% 4.43% 4.52% 3.49% 0.41% 0.45% 0.1762
700-719 0.30% 0.58% 0.57% 0.43% 2.31% 3.80% 3.31% 0.37% 0.42% 0.1209
720-739 0.25% 0.17% 0.28% 0.58% 1.15% 2.19% 1.25% 0.16% 0.02% 0.0605
740-759 0.37% 0.22% 0.00% 0.05% 0.48% 1.06% 1.32% 0.18% 0.06% 0.0374
760-779 0.38% 0.00% 0.21% 0.22% 0.50% 1.63% 1.02% 0.00% 0.51% 0.0447
780-799 0.88% 0.10% 0.08% 0.00% 0.13% 0.92% 0.93% 0.00% 0.00% 0.0304
800-850 0.15% 0.00% 0.13% 0.00% 0.05% 0.00% 0.09% 0.08% 0.00% 0.005
Total 0.0551 0.0259 0.0463 0.0602 0.2057 0.3483 0.2218 0.0151 0.0218 1.0002
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ARM FICO 350-479 0
480-499 0
500-519 0
520-539 0
540-559 0
560-579 0
580-599 0
600-619 0
620-639 0
640-659 0.35% 0.41% 0.46% 1.23% 19.49% 2.62% 4.30% 0.94% 3.22% 0.3302
660-679 0.23% 0.18% 0.39% 1.10% 15.55% 1.60% 2.83% 0.77% 2.97% 0.2562
680-699 0.10% 0.07% 0.21% 0.81% 10.13% 0.72% 1.48% 0.64% 2.17% 0.1633
700-719 0.04% 0.03% 0.02% 0.27% 5.63% 0.32% 1.28% 0.25% 1.24% 0.0908
720-739 0.07% 0.07% 0.05% 0.16% 4.23% 0.33% 0.77% 0.18% 0.87% 0.0673
740-759 0.03% 0.00% 0.08% 0.06% 2.31% 0.23% 0.45% 0.18% 0.63% 0.0397
760-779 0.02% 0.05% 0.07% 0.05% 1.94% 0.20% 0.24% 0.22% 0.49% 0.0328
780-799 0.02% 0.00% 0.17% 0.03% 0.94% 0.06% 0.19% 0.04% 0.14% 0.0159
800-850 0.02% 0.03% 0.02% 0.00% 0.16% 0.03% 0.01% 0.03% 0.10% 0.004
Total 0.0088 0.0084 0.0147 0.0371 0.6038 0.0611 0.1155 0.0325 0.1183 1.0002
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CLTV/FICO Matrix CLTV (including silent seconds)
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60 and
below 00-00 00-00 00-00 00-00 00-00 00-00 00-00 00-000 000-000 000-000
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FIXED FICO 350-479
480-499
500-519
520-539
540-559
560-579
580-599
600-619
620-639
640-659 0.88% 0.33% 1.43% 1.39% 2.63% 11.33% 6.04% 1.03% 3.73% 0.00% 0.00%
660-679 0.94% 0.55% 0.75% 1.05% 2.31% 9.09% 5.14% 0.61% 3.04% 0.00% 0.00%
680-699 1.13% 0.45% 1.04% 1.65% 1.37% 4.31% 3.49% 0.87% 3.31% 0.00% 0.00%
700-719 0.30% 0.52% 0.57% 0.43% 0.78% 3.56% 3.43% 0.65% 1.85% 0.00% 0.00%
720-739 0.17% 0.17% 0.28% 0.50% 0.74% 2.19% 1.25% 0.16% 0.60% 0.00% 0.00%
740-759 0.37% 0.22% 0.00% 0.05% 0.27% 1.06% 1.32% 0.26% 0.20% 0.00% 0.00%
760-779 0.38% 0.00% 0.21% 0.22% 0.39% 1.63% 1.02% 0.00% 0.62% 0.00% 0.00%
780-799 0.88% 0.10% 0.08% 0.00% 0.00% 0.92% 0.93% 0.00% 0.13% 0.00% 0.00%
800-850 0.15% 0.00% 0.13% 0.00% 0.00% 0.00% 0.09% 0.08% 0.05% 0.00% 0.00%
Total 0.052 0.0234 0.0449 0.0529 0.0849 0.3409 0.2271 0.0366 0.1353 0 0
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ARM FICO 350-479
480-499
500-519
520-539
540-559
560-579
580-599
600-619
620-639
640-659 0.28% 0.43% 0.41% 0.72% 3.80% 2.61% 4.72% 2.14% 17.85% 0.00% 0.00%
660-679 0.21% 0.18% 0.36% 0.58% 2.75% 1.54% 3.08% 1.35% 15.56% 0.00% 0.00%
680-699 0.10% 0.07% 0.19% 0.42% 1.56% 0.74% 1.66% 1.10% 10.49% 0.00% 0.00%
700-719 0.04% 0.03% 0.02% 0.16% 0.88% 0.32% 1.38% 0.47% 5.78% 0.00% 0.00%
720-739 0.07% 0.07% 0.04% 0.06% 0.62% 0.33% 0.80% 0.33% 4.39% 0.00% 0.00%
740-759 0.03% 0.00% 0.08% 0.06% 0.24% 0.23% 0.46% 0.28% 2.58% 0.00% 0.00%
760-779 0.02% 0.02% 0.10% 0.02% 0.25% 0.20% 0.26% 0.26% 2.15% 0.00% 0.00%
780-799 0.02% 0.00% 0.16% 0.03% 0.23% 0.06% 0.19% 0.04% 0.86% 0.00% 0.00%
800-850 0.02% 0.03% 0.02% 0.00% 0.04% 0.03% 0.01% 0.04% 0.20% 0.00% 0.00%
Total 0.0079 0.0083 0.0138 0.0205 0.1037 0.0606 0.1256 0.0601 0.5986 0 0
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110+ Total
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FIXED FICO 350-479 0
480-499 0
500-519 0
520-539 0
540-559 0
560-579 0
580-599 0
600-619 0
620-639 0
640-659 0.00% 0.2879
660-679 0.00% 0.2348
680-699 0.00% 0.1762
700-719 0.00% 0.1209
720-739 0.00% 0.0606
740-759 0.00% 0.0375
760-779 0.00% 0.0447
780-799 0.00% 0.0304
800-850 0.00% 0.005
Total 0 0.998
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ARM FICO 350-479 0
480-499 0
500-519 0
520-539 0
540-559 0
560-579 0
580-599 0
600-619 0
620-639 0
640-659 0.00% 0.3296
660-679 0.00% 0.2561
680-699 0.00% 0.1633
700-719 0.00% 0.0908
720-739 0.00% 0.0671
740-759 0.00% 0.0396
760-779 0.00% 0.0328
780-799 0.00% 0.0159
800-850 0.00% 0.0039
Total 0 0.9991
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----------
IO
------------------------------
FICO 350-479
480-499
500-519
520-539
540-559
560-579
580-599
600-619
620-639 2.01%
640-659 32.02%
660-679 24.96%
680-699 16.52%
700-719 8.72%
720-739 6.55%
740-759 3.79%
760-779 3.46%
780-799 1.58%
800-850 0.39%
------------------------------
----------------
Mortgage
Insurance
--------------------------------
FICO 350-479
480-499
500-519
520-539
540-559
560-579
580-599
600-619
620-639 1.62%
640-659 33.44%
660-679 23.40%
680-699 14.72%
700-719 10.35%
720-739 6.11%
740-759 4.62%
760-779 3.76%
780-799 1.66%
800-850 0.33%
--------------------------------
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Mortgage
Insurance
------------------------------
LTV 60 and
below
61-65
66-70
71-75
76-80 0.07%
81-85 28.84%
86-90 36.26%
91-95 7.90%
96-100 26.92%
100+
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DTI/FICO matrix
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DTI
---------------------------------------------------------------------------------------------------
<20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL
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product fico range
---------------------
ARM 300-500
500-550
550-575
575-600
600-620
620-650
650-680
680-700
700-750
750-800
800-900
---------------------
Total
---------------------
Fixed 300-500
500-550
550-575
575-600
600-620
620-650
650-680
680-700
700-750
750-800
800-900
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Total
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General Pool Statistics
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Geographic distribution
State %
California 44.65%
Florida 7.19%
NY 1.82%
New Jersey 2.15%
Nevada 3.64%
Texas 1.02%
Illinois 2.70%
Washington 3.63%
Maryland 3.20%
Massachussets 1.50%
Arizona 4.31%
Colorado 2.98%
Oregon 1.39%
Connecticut 0.67%
Georgia 1.90%
North Carolina 0.72%
Alaska 0.13%
Alabama 0.24%
Arkansas 0.21%
Delaware 0.14%
Hawaii 1.71%
Idaho 0.37%
Indiana 0.46%
Iowa 0.09%
Kansas 0.12%
Kentucky 0.28%
Louisiana 0.02%
Maine 0.13%
Michigan 1.34%
Minnesota 2.51%
Mississippi 0.07%
Missouri 0.44%
Montana 0.13%
Nebraska 0.09%
New Hampshire 0.37%
New Mexico 0.14%
North Dakota 0.05%
Ohio 0.74%
Oklahoma 0.09%
Pennsylvania 0.68%
Rhode Island 0.05%
South Carolina 0.34%
South Dakota 0.04%
Tennessee 0.84%
Utah 0.67%
Vermont
Virginia 3.45%
West Virginia 0.12%
Wisconsin 0.15%
Wyoming 0.05%
Washington DC 0.25%
Documentation
%
Full Documentation 61.60%
Stated Documentation 38.39%
Reduced Documentation
No documentation
Occupancy Status
%
Primary Residence 96.34%
Second / Vacation 0.63%
Non Owner Occupied 3.03%
Distribution by Property Type
%
One 69.57%
2-4 Unit 3.26%
Pud detached 17.43%
Condo 9.68%
Pud attached 0.00%
Modular Home 0.00%
Manufactured Housing 0.06%
Town house 0.00%
Repayment type
%
2 year ARM 1.99%
2 year ARM IO 45.83%
3 Year ARM 2.12%
3 Year ARM IO 32.97%
25 Lib 1M/IO/10YR
5 Year ARM
5 Year ARM IO 0.06%
15/30 Balloon 0.03%
20/30 Balloon
Fixed 8.27%
IO 8.68%
Actuarial 0.05%
Prepay penalty
%
1 year 5.13%
2 year 42.30%
3 year 24.12%
other 47.24%
none 18.79%
Rate type
%
Fixed 16.99%
ARM 83.01%
Borrower type
%
1st Lien 100.00%
2nd lien 0.00%
Mortgage purpose
%
Purchase 59.27%
Rate/Term refinance 3.66%
Equity refinance 37.08%
Summary statistics
Number of loans 6237
Total principal balance $1,588,178,084.60
Average outstanding balance $254,638.14
Largest outstanding balance $1,000,000.00
WA LTV 83.04%
LTV >90% 13.17%
WA Remaining Term (Months) 358
WA Seasoning (months) 2
WA Credit Score 683
WA Net Mortgage Rate 6.74%
WA Neg Am limit
AFC
%
0.50%
1.00% 20.64%
1.50% 62.14%
2.00% 0.18%
NA or fixed rate 17.04%
Conforming
%
Conforming 60.96%
Non conforming 39.04%
