EXIBIT 99.27
Aggregate Loans (First Lien Only)
% Second Lien
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC MARGIN (Simultaneous or Silent)
----------------------------------------------------------------------------------------------------------------------------------
<= 519 4.58 71.63 95.00 70.76 99.06 0.00 8.84 6.92 5.50
----------------------------------------------------------------------------------------------------------------------------------
520 - 539 5.52 72.41 100.00 55.86 97.42 0.00 8.76 6.87 3.65
----------------------------------------------------------------------------------------------------------------------------------
540 - 559 5.72 74.97 95.00 61.60 94.85 0.00 8.37 6.65 7.29
----------------------------------------------------------------------------------------------------------------------------------
560 - 579 6.52 77.35 95.00 53.20 97.63 5.49 7.98 6.47 15.38
----------------------------------------------------------------------------------------------------------------------------------
580 - 599 9.54 79.11 100.00 62.76 97.32 25.58 7.73 6.37 31.40
----------------------------------------------------------------------------------------------------------------------------------
600 - 619 11.80 81.50 100.00 57.22 95.10 36.91 7.43 6.18 32.08
----------------------------------------------------------------------------------------------------------------------------------
620 - 639 12.84 79.61 100.00 45.97 95.86 36.75 7.30 6.11 54.88
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640 - 659 12.77 80.77 100.00 43.26 96.09 42.53 7.10 6.06 52.55
----------------------------------------------------------------------------------------------------------------------------------
660 - 679 9.82 80.41 100.00 31.53 91.73 45.24 7.13 6.07 56.04
----------------------------------------------------------------------------------------------------------------------------------
680 - 699 6.81 82.18 100.00 34.15 88.68 39.58 6.90 5.83 59.74
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700 - 719 3.64 80.86 100.00 23.54 94.04 47.17 6.87 5.86 66.66
----------------------------------------------------------------------------------------------------------------------------------
720 - 739 3.41 81.47 100.00 19.90 91.09 49.23 6.92 6.07 66.84
----------------------------------------------------------------------------------------------------------------------------------
740 - 759 1.83 81.36 100.00 26.14 87.74 52.83 6.71 5.72 66.58
----------------------------------------------------------------------------------------------------------------------------------
760 - 779 1.32 81.09 100.00 45.49 82.97 50.70 6.89 5.73 64.26
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780 - 799 0.52 81.17 95.00 42.77 70.82 59.72 6.73 5.51 14.95
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800 >= 0.27 86.24 100.00 23.41 100.00 56.35 6.96 5.98 68.82
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Aggregate Loans (Second Lien Only)
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC MARGIN
------------------------------------------------------------------------------------------------------
0.00 0.00 0.00 0.00 0.00 0.00 0.000 0.000
------------------------------------------------------------------------------------------------------
520 - 539 0.00 0.00 0.00 0.00 0.00 0.00 0.000 0.000
------------------------------------------------------------------------------------------------------
540 - 559 0.00 95.00 95.00 100.00 100.00 0.00 11.915 0.000
------------------------------------------------------------------------------------------------------
560 - 579 0.03 98.08 100.00 100.00 100.00 0.00 10.798 0.000
------------------------------------------------------------------------------------------------------
580 - 599 0.19 98.65 100.00 94.48 100.00 0.00 10.820 0.000
------------------------------------------------------------------------------------------------------
600 - 619 0.37 99.70 100.00 45.17 100.00 0.00 11.048 0.000
------------------------------------------------------------------------------------------------------
620 - 639 0.77 99.73 100.00 27.86 100.00 0.00 11.028 0.000
------------------------------------------------------------------------------------------------------
640 - 659 0.57 99.20 100.00 31.28 98.24 0.00 10.501 0.000
------------------------------------------------------------------------------------------------------
660 - 679 0.40 98.49 100.00 26.63 98.07 0.00 10.204 0.000
------------------------------------------------------------------------------------------------------
680 - 699 0.25 99.26 100.00 27.39 100.00 0.00 9.885 0.000
------------------------------------------------------------------------------------------------------
700 - 719 0.25 99.83 100.00 25.33 97.47 0.00 9.915 0.000
------------------------------------------------------------------------------------------------------
720 - 739 0.15 100.00 100.00 32.42 100.00 0.00 9.617 0.000
------------------------------------------------------------------------------------------------------
740 - 759 0.05 97.76 100.00 8.37 100.00 0.00 10.377 0.000
------------------------------------------------------------------------------------------------------
760 - 779 0.05 97.84 100.00 42.22 100.00 0.00 9.101 0.000
------------------------------------------------------------------------------------------------------
780 - 799 0.00 0.00 0.00 0.00 0.00 0.00 0.000 0.000
------------------------------------------------------------------------------------------------------
800 >= 0.04 100.00 100.00 42.97 100.00 0.00 9.841 0.000
------------------------------------------------------------------------------------------------------
Second Lien Loans
FRM % 100.00
ARM % 0.00
IO Loans % Second Lien
FICO % of total deal Avg LTV Max LTV % Full Doc % Owner Occ WAC MARGIN (Simultaneous or Silent)
----------------------------------------------------------------------------------------------------------------------------------
500 - 519 0.00 0.00 0.00 0.00 0.00 0.00 0.000 0.000
----------------------------------------------------------------------------------------------------------------------------------
520 - 539 0.00 0.00 0.00 0.00 0.00 0.00 0.000 0.000
----------------------------------------------------------------------------------------------------------------------------------
540 - 559 0.00 0.00 0.00 0.00 0.00 0.00 0.000 0.000
----------------------------------------------------------------------------------------------------------------------------------
560 - 579 0.36 79.62 82.77 82.81 100.00 7.37 6.364 55.460
----------------------------------------------------------------------------------------------------------------------------------
580 - 599 2.44 80.79 100.00 83.90 100.00 7.30 6.096 57.630
----------------------------------------------------------------------------------------------------------------------------------
600 - 619 4.36 82.52 100.00 62.58 99.28 7.11 6.026 40.750
----------------------------------------------------------------------------------------------------------------------------------
620 - 639 4.72 80.07 100.00 49.71 98.12 6.99 6.046 66.430
----------------------------------------------------------------------------------------------------------------------------------
640 - 659 5.43 81.05 100.00 44.84 98.43 6.96 6.016 63.230
----------------------------------------------------------------------------------------------------------------------------------
660 - 679 4.44 79.78 91.43 32.24 97.62 6.85 6.083 69.820
----------------------------------------------------------------------------------------------------------------------------------
680 - 699 2.70 80.70 95.00 34.39 93.03 6.57 5.769 76.360
----------------------------------------------------------------------------------------------------------------------------------
700 - 719 1.71 80.33 95.00 18.35 97.47 6.81 5.888 82.140
----------------------------------------------------------------------------------------------------------------------------------
720 - 739 1.68 80.53 90.00 11.32 97.93 6.70 6.179 85.290
----------------------------------------------------------------------------------------------------------------------------------
740 - 759 0.97 80.57 100.00 20.55 80.62 6.54 5.986 75.120
----------------------------------------------------------------------------------------------------------------------------------
760 - 779 0.67 77.51 90.00 48.58 76.81 6.40 5.637 83.830
----------------------------------------------------------------------------------------------------------------------------------
780 - 799 0.31 81.03 90.00 49.24 83.62 6.47 5.318 0.000
----------------------------------------------------------------------------------------------------------------------------------
800 >= 0.15 80.00 80.00 41.54 100.00 6.42 5.551 100.000
----------------------------------------------------------------------------------------------------------------------------------
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
51%-60%
61%-70%
71%-80%
81%-85%
86%-90%
91%-95%
96%-100%
XXXXXX XXXXXXX
IXIS 2005-HE4
All records
3,863 records
Balance: 700,120,396
Table of Contents
1. Range of Cut-off Date Original Balances ($)
2. Range of Cut-off Date Principal Balances ($)
3. Range of Gross Interest Rates (%)
4. Stated Original Term (months)
5. Range of Stated Remaining Terms (months)
6. MI FLAG
7. Lien Position
8. SEASONING
9. Range of Combined Original LTV Ratios (%)
10. Occupancy
11. Property Type
12. Loan Purpose
13. Documentation Level
14. Product
15. Geographic Distribution of Mortgaged Properties
16. Prepayment Penalty Term
17. Prepayment Penalty Term
18. Credit Score
1. Range of Cut-off Date Original Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Aggregate Pool by
Cut-off Aggregate Weighted Weighted
Number Date Cut-off Average Average Weighted
of Principal Date Average Gross Combined Average
Range of Cut-off Date Mortgage Original Principal Original Interest Original FICO
Original Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0-25,000.00 63 1,185,967 0.17 18,824.87 10.78 95.13 636
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 278 11,175,154 1.59 40,198.40 9.98 87.15 616
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 414 26,375,788 3.76 63,709.63 9.06 84.62 622
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 442 39,195,270 5.59 88,677.08 8.45 80.75 615
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 387 43,678,497 6.23 112,864.33 8.11 80.00 616
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 393 53,962,695 7.70 137,309.66 7.97 78.20 614
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 293 47,557,344 6.78 162,311.75 7.68 77.01 615
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 278 52,333,429 7.46 188,249.74 7.71 78.52 617
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 212 45,215,730 6.45 213,281.75 7.54 78.96 612
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 177 42,053,590 6.00 237,590.90 7.47 78.37 622
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 171 44,733,078 6.38 261,596.95 7.37 80.67 627
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 126 36,253,355 5.17 287,725.04 7.33 78.94 629
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 144 45,491,033 6.49 315,909.95 7.27 79.67 627
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 74 25,274,643 3.60 341,549.23 6.99 80.52 642
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 378 164,249,764 23.42 434,523.19 7.08 80.76 642
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 33 22,525,405 3.21 682,588.03 6.99 77.11 665
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 701,260,742 100.00 181,532.68 7.59 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 5,450
Maximum: 898,000
Average: 181,533
2. Range of Cut-off Date Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Aggregate Pool by
Cut-off Aggregate Weighted Weighted
Number Date Cut-off Average Average Weighted
of Principal Date Gross Combined Average
Range of Cut-off Date Mortgage Original Principal Average Interest Original FICO
Principal Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0-25,000.00 63 1,181,483 0.17 18,753.70 10.783 95.15 636
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 280 11,253,143 1.61 40,189.80 9.985 87.07 617
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 415 26,446,281 3.78 63,725.98 9.057 84.69 622
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 439 38,885,997 5.55 88,578.58 8.458 80.70 615
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 389 43,843,950 6.26 112,709.38 8.110 80.06 616
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 393 53,905,061 7.70 137,163.00 7.970 78.16 614
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 294 47,699,135 6.81 162,241.95 7.693 77.05 614
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 277 52,112,669 7.44 188,132.38 7.702 78.50 618
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 211 44,967,830 6.42 213,117.68 7.554 78.96 611
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 178 42,267,520 6.04 237,457.98 7.473 78.50 622
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 171 44,711,650 6.39 261,471.64 7.387 80.69 627
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 125 35,945,305 5.13 287,562.44 7.323 78.77 629
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 145 45,790,455 6.54 315,796.24 7.278 79.49 627
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 72 24,579,554 3.51 341,382.70 6.973 80.90 642
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 378 164,032,450 23.43 433,948.28 7.084 80.76 642
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 33 22,497,912 3.21 681,754.91 6.991 77.11 665
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 5,403
Maximum: 898,000
Average: 181,237
3. Range of Gross Interest Rates (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Gross Mortgage Principal Principal Average Interest Original FICO
Interest Rates (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.999 1 249,662 0.04 249,662.13 4.890 64.94 738
---------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.999 179 49,314,772 7.04 275,501.52 5.814 76.24 669
---------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.999 899 224,179,277 32.02 249,365.16 6.584 78.84 650
7.000 - 7.999 1,044 210,182,133 30.02 201,323.88 7.535 79.71 627
---------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.999 793 125,779,376 17.97 158,612.08 8.477 80.41 597
---------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.999 486 54,739,139 7.82 112,631.97 9.521 82.99 585
---------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.999 316 26,505,084 3.79 83,876.85 10.492 83.33 588
---------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.999 102 7,303,539 1.04 71,603.32 11.410 85.18 601
---------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.999 38 1,659,684 0.24 43,675.88 12.384 99.61 627
---------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.999 5 207,730 0.03 41,546.03 13.272 99.71 638
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 4.890
Maximum: 13.500
Weighted Average: 7.599
4. Stated Original Term (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Stated Original Mortgage Principal Principal Average Interest Original FICO
Term (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1 - 120 13 382,391 0.05 29,414.71 9.272 91.23 645
---------------------------------------------------------------------------------------------------------------------------------
121 - 240 263 15,753,793 2.25 59,900.35 10.025 93.43 657
241 - 360 3,587 683,984,211 97.70 190,684.20 7.542 79.49 626
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 60
Maximum: 360
Weighted Average: 356
5. Range of Stated Remaining Terms (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Stated Mortgage Principal Principal Average Interest Original FICO
Remaining Terms (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
<= 60 1 9,825 0.00 9,825.40 12.500 95.00 568
---------------------------------------------------------------------------------------------------------------------------------
61 - 120 12 372,566 0.05 31,047.15 9.187 91.13 647
---------------------------------------------------------------------------------------------------------------------------------
121 - 180 230 13,119,900 1.87 57,043.05 10.408 96.00 656
---------------------------------------------------------------------------------------------------------------------------------
181 - 240 33 2,633,893 0.38 79,814.93 8.118 80.63 659
---------------------------------------------------------------------------------------------------------------------------------
301 - 360 3,587 683,984,211 97.70 190,684.20 7.542 79.49 626
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 58
Maximum: 359
Weighted Average: 353
6. MI FLAG
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
MI FLAG Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
No 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
7. Lien Position
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Lien Mortgage Principal Principal Average Interest Original FICO
Position Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1st Lien 3,478 678,373,770 96.89 195,047.09 7.505 79.18 626
---------------------------------------------------------------------------------------------------------------------------------
2nd Lien 385 21,746,625 3.11 56,484.74 10.513 99.31 655
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
8. SEASONING
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
SEASONING Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1 227 37,755,426 5.39 166,323.46 7.761 78.21 615
---------------------------------------------------------------------------------------------------------------------------------
2 1,479 272,102,201 38.87 183,977.15 7.666 79.37 622
---------------------------------------------------------------------------------------------------------------------------------
3 645 126,110,044 18.01 195,519.45 7.548 79.49 621
---------------------------------------------------------------------------------------------------------------------------------
4 642 108,890,803 15.55 169,611.84 7.651 80.55 630
---------------------------------------------------------------------------------------------------------------------------------
5 509 84,648,739 12.09 166,304.01 7.550 80.57 635
---------------------------------------------------------------------------------------------------------------------------------
6 180 36,903,533 5.27 205,019.63 7.278 80.49 644
---------------------------------------------------------------------------------------------------------------------------------
7 93 16,768,353 2.40 180,304.87 7.517 81.26 648
---------------------------------------------------------------------------------------------------------------------------------
8 73 13,882,880 1.98 190,176.44 7.218 81.63 646
---------------------------------------------------------------------------------------------------------------------------------
9 11 2,255,712 0.32 205,064.72 7.181 80.01 644
---------------------------------------------------------------------------------------------------------------------------------
10 4 802,705 0.11 200,676.17 7.342 81.00 600
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
9. Range of Combined Original LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Combined Mortgage Principal Principal Average Interest Original FICO
Original LTV Ratios (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
<= 25.00 18 1,529,602 0.22 84,977.88 8.172 19.00 587
---------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00 19 2,022,259 0.29 106,434.71 8.143 27.12 581
---------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 18 3,102,906 0.44 172,383.64 7.903 33.00 559
---------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 25 2,992,347 0.43 119,693.89 8.194 38.36 581
---------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 28 3,648,426 0.52 130,300.94 7.949 43.11 596
---------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 36 6,690,411 0.96 185,844.74 7.798 48.02 589
---------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 56 8,387,081 1.20 149,769.30 7.559 52.82 591
---------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 71 12,224,771 1.75 172,179.87 7.924 58.36 583
---------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 117 22,334,886 3.19 190,896.46 7.470 63.62 601
---------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 200 37,839,720 5.40 189,198.60 7.994 68.83 586
---------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 262 55,581,753 7.94 212,144.10 7.609 74.01 594
---------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 1,547 321,008,751 45.85 207,504.04 7.149 79.82 644
---------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 308 59,303,152 8.47 192,542.70 7.761 84.56 596
---------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 494 97,358,151 13.91 197,081.28 7.761 89.60 629
---------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 198 30,449,604 4.35 153,785.88 8.325 94.63 637
---------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 466 35,646,575 5.09 76,494.80 9.651 99.83 658
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.00
Maximum: 100.00
Weighted Average: 79.81
10. Occupancy
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Occupancy Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Primary 3,626 663,527,407 94.77 182,991.56 7.578 79.75 625
---------------------------------------------------------------------------------------------------------------------------------
Investment 204 29,156,685 4.16 142,924.93 8.058 81.26 657
---------------------------------------------------------------------------------------------------------------------------------
Second Home 33 7,436,303 1.06 225,342.53 7.618 79.36 660
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
11. Property Type
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Property Type Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Single Family Residence 3,164 555,902,717 79.40 175,696.18 7.623 79.72 624
---------------------------------------------------------------------------------------------------------------------------------
2-4 Family 222 53,834,773 7.69 242,498.98 7.491 78.39 639
---------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 243 52,102,261 7.44 214,412.60 7.404 82.28 637
---------------------------------------------------------------------------------------------------------------------------------
Condo 212 35,875,945 5.12 169,226.15 7.613 79.98 642
---------------------------------------------------------------------------------------------------------------------------------
Rowhouse 15 1,908,712 0.27 127,247.44 8.146 76.20 625
---------------------------------------------------------------------------------------------------------------------------------
Manufactured Housing 7 495,989 0.07 70,855.51 8.985 76.99 651
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
12. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Loan Purpose Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 1,800 347,334,857 49.61 192,963.81 7.631 76.84 605
---------------------------------------------------------------------------------------------------------------------------------
Purchase 1,889 319,189,748 45.59 168,972.87 7.559 82.90 652
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 174 33,595,791 4.80 193,079.26 7.652 81.24 609
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
13. Documentation Level
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Documentation Level Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Full Documentation 2,044 328,286,649 46.89 160,609.91 7.491 80.43 611
---------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 1,750 356,398,400 50.91 203,656.23 7.714 79.07 641
---------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 69 15,435,347 2.20 223,700.68 7.224 83.63 630
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
14. Product
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Product Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 5 1,492,650 0.21 298,530.00 6.494 78.27 658
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 4 665,105 0.09 166,276.25 7.156 80.82 669
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - Fixed 30 Year 14 2,610,705 0.37 186,478.93 7.025 78.12 655
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 1 Yr
Fixed/6 Month Adjustable 1 311,900 0.04 311,900.00 6.450 79.99 680
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 556 146,621,098 20.94 263,707.01 6.997 80.78 656
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 98 26,461,826 3.78 270,018.63 6.715 79.74 667
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 5 Yr
Fixed/6 Month Adjustable 22 6,054,233 0.86 275,192.43 6.664 79.53 678
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - Fixed 30 Year 13 3,805,981 0.54 292,767.79 6.700 82.18 668
---------------------------------------------------------------------------------------------------------------------------------
3 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 8 1,569,683 0.22 196,210.38 6.742 78.50 652
---------------------------------------------------------------------------------------------------------------------------------
2 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 62 19,944,497 2.85 321,685.44 6.671 81.93 641
---------------------------------------------------------------------------------------------------------------------------------
ARM 1 Yr Fixed/6 Month
Adjustable 11 2,669,333 0.38 242,666.68 7.112 84.19 621
---------------------------------------------------------------------------------------------------------------------------------
ARM 2 Yr Fixed/6 Month
Adjustable 2,087 358,509,507 51.21 171,782.23 7.928 78.85 607
---------------------------------------------------------------------------------------------------------------------------------
ARM 3 Yr Fixed/6 Month
Adjustable 176 35,061,045 5.01 199,210.48 7.407 78.50 619
---------------------------------------------------------------------------------------------------------------------------------
ARM 5 Yr Fixed/6 Month
Adjustable 13 2,319,277 0.33 178,405.90 7.255 75.96 623
---------------------------------------------------------------------------------------------------------------------------------
ARM 6 Month 2 641,472 0.09 320,735.98 8.314 89.87 576
---------------------------------------------------------------------------------------------------------------------------------
Fixed Rate 768 84,612,476 12.09 110,172.49 8.080 82.48 638
---------------------------------------------------------------------------------------------------------------------------------
Dual Amort - 10/40 -
2 Year/6 Month 22 6,624,341 0.95 301,106.42 6.692 76.00 606
---------------------------------------------------------------------------------------------------------------------------------
Dual Amort - 10/40 -
3 Year/6 Month 1 145,265 0.02 145,265.30 6.450 80.00 643
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
15. Geographic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Geographic Distribution Mortgage Principal Principal Average Interest Original FICO
of Mortgaged Properties Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
New York 155 43,497,053 6.21 280,626.15 7.364 75.71 627
---------------------------------------------------------------------------------------------------------------------------------
California 578 160,617,027 22.94 277,884.13 7.002 78.44 643
---------------------------------------------------------------------------------------------------------------------------------
Massachusetts 112 25,042,643 3.58 223,595.03 7.680 77.19 636
---------------------------------------------------------------------------------------------------------------------------------
Other 3,018 470,963,672 67.27 156,051.58 7.820 80.80 621
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Number of States/District of Columbia Represented: 48
16. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
N 1,176 201,315,511 28.75 171,186.66 7.960 80.46 626
---------------------------------------------------------------------------------------------------------------------------------
Y 2,687 498,804,885 71.25 185,636.35 7.453 79.55 627
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6
Maximum: 60
Non-Zero Weighted Average: 25
17. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0 1,176 201,315,511 28.75 171,186.66 7.960 80.46 626
---------------------------------------------------------------------------------------------------------------------------------
6 1 438,400 0.06 438,399.60 6.150 80.00 772
---------------------------------------------------------------------------------------------------------------------------------
12 253 65,949,126 9.42 260,668.48 7.387 77.11 630
---------------------------------------------------------------------------------------------------------------------------------
18 2 479,861 0.07 239,930.43 7.789 84.00 752
---------------------------------------------------------------------------------------------------------------------------------
24 1,901 335,427,820 47.91 176,448.09 7.567 80.21 623
---------------------------------------------------------------------------------------------------------------------------------
36 525 95,550,530 13.65 182,001.01 7.106 78.90 638
---------------------------------------------------------------------------------------------------------------------------------
60 5 959,149 0.14 191,829.75 7.127 77.90 580
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6
Maximum: 60
Non-Zero Weighted Average: 25
18. Credit Score
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Credit Score Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
481 - 500 7 1,261,143 0.18 180,163.30 9.710 73.50 500
---------------------------------------------------------------------------------------------------------------------------------
501 - 520 191 32,294,540 4.61 169,081.36 8.848 71.66 511
---------------------------------------------------------------------------------------------------------------------------------
521 - 540 235 39,550,234 5.65 168,298.87 8.716 72.48 531
---------------------------------------------------------------------------------------------------------------------------------
541 - 560 252 39,013,577 5.57 154,815.78 8.375 74.87 550
---------------------------------------------------------------------------------------------------------------------------------
561 - 580 283 46,857,803 6.69 165,575.27 7.989 77.70 571
---------------------------------------------------------------------------------------------------------------------------------
581 - 600 440 71,616,854 10.23 162,765.58 7.762 79.77 591
---------------------------------------------------------------------------------------------------------------------------------
601 - 620 471 84,057,423 12.01 178,465.87 7.550 81.92 611
---------------------------------------------------------------------------------------------------------------------------------
621 - 640 551 96,608,596 13.80 175,333.20 7.503 80.85 630
---------------------------------------------------------------------------------------------------------------------------------
641 - 660 463 91,014,049 13.00 196,574.62 7.230 81.32 650
---------------------------------------------------------------------------------------------------------------------------------
661 - 680 346 71,064,709 10.15 205,389.33 7.253 81.40 670
---------------------------------------------------------------------------------------------------------------------------------
681 - 700 252 48,204,172 6.89 191,286.40 7.003 82.71 690
---------------------------------------------------------------------------------------------------------------------------------
701 - 720 138 25,765,789 3.68 186,708.62 7.097 82.06 711
---------------------------------------------------------------------------------------------------------------------------------
721 - 740 108 24,905,049 3.56 230,602.31 7.010 82.53 729
---------------------------------------------------------------------------------------------------------------------------------
741 - 760 60 13,568,758 1.94 226,145.97 6.760 81.75 750
---------------------------------------------------------------------------------------------------------------------------------
761 - 780 46 9,271,116 1.32 201,545.99 6.978 81.67 769
---------------------------------------------------------------------------------------------------------------------------------
781 - 800 14 3,358,852 0.48 239,917.98 6.958 80.56 790
---------------------------------------------------------------------------------------------------------------------------------
801 - 820 6 1,707,733 0.24 284,622.11 7.336 88.88 809
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,863 700,120,396 100.00 181,237.48 7.599 79.81 627
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 500
Maximum: 816
Non-Zero Weighted Average: 627
XXXXXX XXXXXXX
IXIS 2005-HE4
Fixed Rate
795 records
Balance: 91,029,162
Table of Contents
1. Range of Cut-off Date Original Balances ($)
2. Range of Cut-off Date Principal Balances ($)
3. Range of Gross Interest Rates (%)
4. Stated Original Term (months)
5. Range of Stated Remaining Terms (months)
6. MI FLAG
7. Lien Position
8. SEASONING
9. Range of Combined Original LTV Ratios (%)
10. Occupancy
11. Property Type
12. Loan Purpose
13. Documentation Level
14. Product
15. Geographic Distribution of Mortgaged Properties
16. Prepayment Penalty Term
17. Prepayment Penalty Term
18. Credit Score
1. Range of Cut-off Date Original Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Aggregate Pool by
Cut-off Aggregate Weighted Weighted
Number Date Cut-off Average Average Weighted
of Principal Date Average Gross Combined Average
Range of Cut-off Date Mortgage Original Principal Original Interest Original FICO
Original Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0-25,000.00 62 1,165,967 1.28 18,805.92 10.803 96.34 636
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 163 6,269,139 6.87 38,460.98 10.373 93.32 635
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 157 9,835,871 10.78 62,648.86 9.978 92.40 641
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 118 10,287,378 11.27 87,181.17 9.304 88.69 639
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 52 5,759,958 6.31 110,768.42 8.522 85.21 657
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 55 7,615,453 8.35 138,462.78 8.178 80.07 627
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 33 5,302,258 5.81 160,674.48 7.526 75.99 624
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 33 6,174,095 6.77 187,093.79 7.468 75.66 624
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 22 4,697,736 5.15 213,533.45 6.836 76.41 630
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 20 4,789,950 5.25 239,497.50 7.232 75.66 629
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 17 4,408,950 4.83 259,350.00 6.699 75.89 637
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 8 2,305,500 2.53 288,187.50 6.931 81.20 658
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 14 4,453,650 4.88 318,117.86 6.455 77.63 650
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 4 1,377,200 1.51 344,300.00 7.026 80.85 644
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 34 14,743,710 16.16 433,638.53 6.541 78.77 651
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 3 2,059,000 2.26 686,333.33 6.416 78.92 670
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,245,815 100.00 114,774.61 7.992 82.34 640
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 5,450
Maximum: 817,500
Average: 114,775
2. Range of Cut-off Date Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Cut-off Date Mortgage Principal Principal Average Interest Original FICO
Principal Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0-25,000.00 62 1,161,503 1.28 18,733.91 10.803 96.36 636
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 163 6,255,901 6.87 38,379.76 10.374 93.33 635
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 158 9,890,697 10.87 62,599.35 9.979 92.46 641
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 117 10,188,972 11.19 87,085.23 9.300 88.61 638
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 52 5,747,150 6.31 110,522.12 8.523 85.22 657
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 55 7,592,828 8.34 138,051.42 8.179 80.07 627
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 34 5,465,747 6.00 160,757.26 7.502 76.12 625
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 32 5,979,595 6.57 186,862.33 7.490 75.54 623
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 22 4,688,362 5.15 213,107.37 6.836 76.41 630
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 21 5,029,107 5.52 239,481.28 7.233 76.37 628
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 16 4,150,608 4.56 259,413.02 6.666 75.04 638
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 8 2,299,392 2.53 287,424.00 6.931 81.21 658
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 14 4,443,881 4.88 317,420.06 6.455 77.63 650
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 4 1,375,915 1.51 343,978.85 7.027 80.85 644
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 34 14,705,098 16.15 432,502.88 6.541 78.77 651
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 3 2,054,406 2.26 684,801.99 6.416 78.92 670
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 5,403
Maximum: 815,138
Average: 114,502
3. Range of Gross Interest Rates (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Mortgage Principal Principal Average Interest Original FICO
Gross Interest Rates (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.999 27 7,364,007 8.09 272,741.01 5.922 72.69 665
---------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.999 142 33,171,906 36.44 233,604.97 6.575 76.47 645
---------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.999 97 15,362,399 16.88 158,375.25 7.520 78.72 634
---------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.999 103 9,775,338 10.74 94,906.19 8.444 84.05 622
---------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.999 115 7,558,790 8.30 65,728.61 9.606 92.41 658
---------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.999 192 11,526,279 12.66 60,032.70 10.557 94.31 629
---------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.999 77 4,441,179 4.88 57,677.65 11.395 95.77 620
---------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.999 37 1,621,534 1.78 43,825.25 12.382 99.60 627
13.000 - 13.999 5 207,730 0.23 41,546.03 13.272 99.71 638
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.625
Maximum: 13.500
Weighted Average: 7.992
4. Stated Original Term (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Stated Original Mortgage Principal Principal Average Interest Original FICO
Term (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1 - 120 13 382,391 0.42 29,414.71 9.272 91.23 645
---------------------------------------------------------------------------------------------------------------------------------
121 - 240 263 15,753,793 17.31 59,900.35 10.025 93.43 657
---------------------------------------------------------------------------------------------------------------------------------
241 - 360 519 74,892,978 82.27 144,302.46 7.558 79.97 636
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 60
Maximum: 360
Weighted Average: 330
5. Range of Stated Remaining Terms (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Stated Mortgage Principal Principal Average Interest Original FICO
Remaining Terms (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
<= 60 1 9,825 0.01 9,825.40 12.500 95.00 568
---------------------------------------------------------------------------------------------------------------------------------
61 - 120 12 372,566 0.41 31,047.15 9.187 91.13 647
---------------------------------------------------------------------------------------------------------------------------------
121 - 180 230 13,119,900 14.41 57,043.05 10.408 96.00 656
---------------------------------------------------------------------------------------------------------------------------------
181 - 240 33 2,633,893 2.89 79,814.93 8.118 80.63 659
---------------------------------------------------------------------------------------------------------------------------------
301 - 360 519 74,892,978 82.27 144,302.46 7.558 79.97 636
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 58
Maximum: 359
Weighted Average: 326
6. MI FLAG
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
MI FLAG Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
No 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
7. Lien Position
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Lien Mortgage Principal Principal Average Interest Original FICO
Position Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1st Lien 410 69,282,537 76.11 168,981.80 7.201 77.02 635
---------------------------------------------------------------------------------------------------------------------------------
2nd Lien 385 21,746,625 23.89 56,484.74 10.513 99.31 655
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
8. SEASONING
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
SEASONING Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1 38 4,985,434 5.48 131,195.63 7.708 75.70 620
---------------------------------------------------------------------------------------------------------------------------------
2 321 39,117,494 42.97 121,861.35 7.772 82.22 637
---------------------------------------------------------------------------------------------------------------------------------
3 122 16,521,591 18.15 135,422.87 7.796 82.00 642
---------------------------------------------------------------------------------------------------------------------------------
4 141 13,576,763 14.91 96,289.10 8.293 83.88 650
---------------------------------------------------------------------------------------------------------------------------------
5 94 8,765,693 9.63 93,252.06 8.512 81.33 628
---------------------------------------------------------------------------------------------------------------------------------
6 33 4,656,597 5.12 141,109.00 7.684 83.51 666
---------------------------------------------------------------------------------------------------------------------------------
7 25 2,020,525 2.22 80,820.98 10.192 92.14 660
---------------------------------------------------------------------------------------------------------------------------------
8 18 1,206,970 1.33 67,053.90 8.941 85.26 636
---------------------------------------------------------------------------------------------------------------------------------
9 2 103,386 0.11 51,693.03 10.480 100.00 621
---------------------------------------------------------------------------------------------------------------------------------
10 1 74,710 0.08 74,709.97 10.825 100.00 641
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
9. Range of Combined Original LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Combined Mortgage Principal Principal Average Interest Original FICO
Original LTV Ratios (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
<= 25.00 2 141,178 0.16 70,588.83 6.619 15.65 644
---------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00 2 309,476 0.34 154,737.85 7.242 27.71 553
---------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 1 136,247 0.15 136,246.78 6.500 34.68 698
---------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 5 258,727 0.28 51,745.42 8.819 36.70 546
---------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 9 991,924 1.09 110,213.83 7.122 43.76 634
---------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 6 910,213 1.00 151,702.12 6.794 46.70 639
---------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 16 1,627,972 1.79 101,748.22 7.764 52.90 576
---------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 13 2,295,833 2.52 176,602.54 7.309 58.08 600
---------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 29 4,875,886 5.36 168,133.99 7.175 63.31 622
---------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 31 5,135,804 5.64 165,671.09 7.443 68.76 600
---------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 28 6,816,941 7.49 243,462.17 6.698 73.13 626
---------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 135 24,719,771 27.16 183,109.42 7.018 79.71 645
---------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 44 7,475,682 8.21 169,901.86 7.472 84.27 618
---------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 64 10,093,415 11.09 157,709.61 7.333 89.58 668
---------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 57 4,375,817 4.81 76,768.72 8.835 94.84 643
---------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 353 20,864,278 22.92 59,105.60 10.431 99.95 657
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.51
Maximum: 100.00
Weighted Average: 82.35
10. Occupancy
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Occupancy Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Primary 758 87,735,318 96.38 115,745.80 7.987 82.34 639
---------------------------------------------------------------------------------------------------------------------------------
Investment 32 2,185,767 2.40 68,305.21 8.357 78.78 634
---------------------------------------------------------------------------------------------------------------------------------
Second Home 5 1,108,077 1.22 221,615.50 7.672 90.02 697
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
11. Property Type
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Property Type Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Single Family Residence 653 74,825,772 82.20 114,587.71 7.948 82.23 638
---------------------------------------------------------------------------------------------------------------------------------
2-4 Family 48 7,980,926 8.77 166,269.28 7.515 76.92 648
---------------------------------------------------------------------------------------------------------------------------------
Condo 48 4,221,359 4.64 87,944.99 8.770 89.51 660
---------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 43 3,807,846 4.18 88,554.56 8.942 88.12 634
---------------------------------------------------------------------------------------------------------------------------------
Manufactured Housing 2 142,940 0.16 71,469.91 9.761 77.68 615
---------------------------------------------------------------------------------------------------------------------------------
Rowhouse 1 50,319 0.06 50,318.79 7.500 90.00 741
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
12. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Loan Purpose Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 355 53,520,941 58.80 150,763.21 7.438 76.91 630
---------------------------------------------------------------------------------------------------------------------------------
Purchase 402 31,317,929 34.40 77,905.29 9.086 92.09 658
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 38 6,190,293 6.80 162,902.45 7.254 80.04 633
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
13. Documentation Level
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Documentation Level Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Full Documentation 451 56,842,357 62.44 126,036.27 7.490 80.35 631
---------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 329 33,084,251 36.34 100,560.03 8.802 85.47 655
---------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 15 1,102,554 1.21 73,503.59 9.563 91.28 627
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
14. Product
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Product Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - Fixed 30 Year 14 2,610,705 2.87 186,478.93 7.025 78.12 655
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - Fixed 30 Year 13 3,805,981 4.18 292,767.79 6.700 82.18 668
---------------------------------------------------------------------------------------------------------------------------------
Fixed Rate 768 84,612,476 92.95 110,172.49 8.080 82.48 638
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
15. Geographic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Geographic Distribution of Mortgage Principal Principal Average Interest Original FICO
Mortgaged Properties Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
New York 51 11,745,498 12.90 230,303.88 7.313 73.17 634
---------------------------------------------------------------------------------------------------------------------------------
California 127 15,648,803 17.19 123,218.92 8.258 85.00 657
---------------------------------------------------------------------------------------------------------------------------------
Massachusetts 30 4,079,604 4.48 135,986.80 7.863 81.79 654
---------------------------------------------------------------------------------------------------------------------------------
Other 587 59,555,257 65.42 101,457.00 8.065 83.50 635
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Number of States/District of Columbia Represented: 45
16. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
N 282 28,657,192 31.48 101,621.25 8.245 84.76 641
---------------------------------------------------------------------------------------------------------------------------------
Y 513 62,371,970 68.52 121,582.79 7.876 81.24 639
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 12
Maximum: 60
Non-Zero Weighted Average: 29
17. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0 282 28,657,192 31.48 101,621.25 8.245 84.76 641
---------------------------------------------------------------------------------------------------------------------------------
12 61 12,162,408 13.36 199,383.74 7.518 72.97 634
---------------------------------------------------------------------------------------------------------------------------------
18 1 95,861 0.11 95,860.86 10.990 100.00 752
---------------------------------------------------------------------------------------------------------------------------------
24 183 11,928,402 13.10 65,182.52 9.837 95.16 651
---------------------------------------------------------------------------------------------------------------------------------
36 266 37,613,473 41.32 141,404.04 7.377 79.62 638
---------------------------------------------------------------------------------------------------------------------------------
60 2 571,826 0.63 285,913.07 6.919 69.87 557
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 12
Maximum: 60
Non-Zero Weighted Average: 29
18. Credit Score
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Credit Score Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
481 - 500 1 235,272 0.26 235,272.26 10.490 57.50 500
---------------------------------------------------------------------------------------------------------------------------------
501 - 520 16 2,039,609 2.24 127,475.58 8.880 66.38 514
---------------------------------------------------------------------------------------------------------------------------------
521 - 540 18 2,157,848 2.37 119,880.42 8.314 69.71 528
---------------------------------------------------------------------------------------------------------------------------------
541 - 560 22 2,351,690 2.58 106,895.02 8.243 73.85 553
---------------------------------------------------------------------------------------------------------------------------------
561 - 580 44 4,799,992 5.27 109,090.74 8.033 73.75 571
---------------------------------------------------------------------------------------------------------------------------------
581 - 600 78 8,719,185 9.58 111,784.43 7.906 78.62 590
---------------------------------------------------------------------------------------------------------------------------------
601 - 620 106 11,804,436 12.97 111,362.60 8.294 83.90 612
---------------------------------------------------------------------------------------------------------------------------------
621 - 640 145 13,843,505 15.21 95,472.45 8.545 85.11 630
---------------------------------------------------------------------------------------------------------------------------------
641 - 660 126 15,431,030 16.95 122,468.49 7.736 81.31 649
---------------------------------------------------------------------------------------------------------------------------------
661 - 680 80 10,773,110 11.83 134,663.87 7.626 85.24 669
---------------------------------------------------------------------------------------------------------------------------------
681 - 700 57 6,003,601 6.60 105,326.33 7.833 86.66 690
---------------------------------------------------------------------------------------------------------------------------------
701 - 720 46 5,248,818 5.77 114,104.73 7.496 86.58 710
---------------------------------------------------------------------------------------------------------------------------------
721 - 740 25 3,614,352 3.97 144,574.07 7.819 91.21 728
---------------------------------------------------------------------------------------------------------------------------------
741 - 760 13 1,628,888 1.79 125,299.11 7.432 85.54 749
---------------------------------------------------------------------------------------------------------------------------------
761 - 780 12 1,174,962 1.29 97,913.46 7.784 82.35 769
---------------------------------------------------------------------------------------------------------------------------------
781 - 800 4 1,033,462 1.14 258,365.39 6.743 81.64 794
---------------------------------------------------------------------------------------------------------------------------------
801 - 820 2 169,403 0.19 84,701.45 9.246 100.00 811
---------------------------------------------------------------------------------------------------------------------------------
Total: 795 91,029,162 100.00 114,502.09 7.992 82.35 640
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 500
Maximum: 816
Non-Zero Weighted Average: 640
XXXXXX XXXXXXX
IXIS 2005-HE4
ARM
3,068 records
Balance: 609,091,234
Table of Contents
1. Range of Cut-off Date Original Balances ($)
2. Range of Cut-off Date Principal Balances ($)
3. Range of Gross Interest Rates (%)
4. Stated Original Term (months)
5. Range of Stated Remaining Terms (months)
6. MI FLAG
7. Lien Position
8. SEASONING
9. Range of Combined Original LTV Ratios (%)
10. Occupancy
11. Property Type
12. Loan Purpose
13. Documentation Level
14. Product
15. Geographic Distribution of Mortgaged Properties
16. Prepayment Penalty Term
17. Prepayment Penalty Term
18. Credit Score
1. Range of Cut-off Date Original Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Aggregate Pool by
Cut-off Aggregate Weighted Weighted
Number Date Cut-off Average Average Weighted
of Principal Date Average Gross Combined Average
Range of Cut-off Date Mortgage Original Principal Original Interest Original FICO
Original Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0-25,000.00 1 20,000 0.00 20,000.00 9.625 24.39 588
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 115 4,906,015 0.80 42,661.00 9.495 79.26 593
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 257 16,539,917 2.71 64,357.65 8.524 79.99 610
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 324 28,907,892 4.74 89,221.89 8.154 77.93 606
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 335 37,918,539 6.22 113,189.67 8.048 79.21 609
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 338 46,347,242 7.60 137,122.02 7.939 77.89 611
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 260 42,255,086 6.93 162,519.56 7.707 77.14 614
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 245 46,159,334 7.57 188,405.44 7.744 78.90 616
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 190 40,517,994 6.64 213,252.60 7.631 79.26 610
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 157 37,263,640 6.11 237,348.02 7.506 78.71 621
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 154 40,324,128 6.61 261,844.99 7.453 81.19 626
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 118 33,947,855 5.57 287,693.69 7.362 78.79 627
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 130 41,037,383 6.73 315,672.18 7.359 79.90 624
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 70 23,897,443 3.92 341,392.04 6.990 80.51 641
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 344 149,506,054 24.51 434,610.62 7.138 80.95 641
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 30 20,466,405 3.36 682,213.50 7.049 76.93 664
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 610,014,927 100.00 198,831.46 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 20,000
Maximum: 898,000
Average: 198,831
2. Range of Cut-off Date Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Cut-off Date Mortgage Principal Principal Average Interest Original FICO
Principal Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0-25,000.00 1 19,981 0.00 19,980.76 9.625 24.39 588
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 117 4,997,242 0.82 42,711.47 9.498 79.23 594
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 257 16,555,583 2.72 64,418.61 8.505 80.05 610
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 322 28,697,025 4.71 89,121.19 8.160 77.89 606
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 337 38,096,799 6.25 113,046.88 8.047 79.28 610
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 338 46,312,232 7.60 137,018.44 7.936 77.84 611
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 260 42,233,388 6.93 162,436.11 7.718 77.17 613
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 245 46,133,075 7.57 188,298.26 7.729 78.88 617
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 189 40,279,468 6.61 213,118.88 7.637 79.26 609
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 157 37,238,413 6.11 237,187.34 7.505 78.78 621
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 155 40,561,042 6.66 261,684.14 7.461 81.27 626
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 117 33,645,913 5.52 287,571.91 7.350 78.60 627
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 131 41,346,574 6.79 315,622.70 7.366 79.68 624
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 68 23,203,639 3.81 341,229.99 6.970 80.90 642
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 344 149,327,352 24.52 434,091.14 7.138 80.95 641
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 30 20,443,506 3.36 681,450.20 7.049 76.93 664
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 19,981
Maximum: 898,000
Average: 198,530
3. Range of Gross Interest Rates (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Gross Mortgage Principal Principal Average Interest Original FICO
Interest Rates (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.999 1 249,662 0.04 249,662.13 4.890 64.94 738
---------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.999 152 41,950,765 6.89 275,991.87 5.795 76.87 670
---------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.999 757 191,007,371 31.36 252,321.49 6.586 79.25 650
---------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.999 947 194,819,733 31.99 205,723.06 7.537 79.79 626
---------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.999 690 116,004,038 19.05 168,121.79 8.480 80.10 595
---------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.999 371 47,180,349 7.75 127,170.75 9.507 81.48 573
---------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.999 124 14,978,805 2.46 120,796.81 10.443 74.89 556
---------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.999 25 2,862,360 0.47 114,494.41 11.435 68.75 571
---------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.999 1 38,149 0.01 38,149.49 12.450 100.00 651
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 4.890
Maximum: 12.450
Weighted Average: 7.540
4. Stated Original Term (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Stated Original Mortgage Principal Principal Average Interest Original FICO
Term (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
241 - 360 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 360
Maximum: 360
Weighted Average: 360
5. Range of Stated Remaining Terms (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Stated Mortgage Principal Principal Average Interest Original FICO
Remaining Terms (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
301 - 360 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 350
Maximum: 359
Weighted Average: 357
6. MI FLAG
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
MI FLAG Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
No 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
7. Lien Position
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Lien Mortgage Principal Principal Average Interest Original FICO
Position Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1st Lien 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
8. SEASONING
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
SEASONING Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1 189 32,769,992 5.38 173,386.20 7.769 78.59 614
---------------------------------------------------------------------------------------------------------------------------------
2 1,158 232,984,707 38.25 201,195.77 7.648 78.89 620
---------------------------------------------------------------------------------------------------------------------------------
3 523 109,588,454 17.99 209,538.15 7.511 79.11 618
---------------------------------------------------------------------------------------------------------------------------------
4 501 95,314,040 15.65 190,247.58 7.560 80.08 627
---------------------------------------------------------------------------------------------------------------------------------
5 415 75,883,046 12.46 182,850.71 7.439 80.48 635
---------------------------------------------------------------------------------------------------------------------------------
6 147 32,246,936 5.29 219,366.91 7.219 80.05 641
---------------------------------------------------------------------------------------------------------------------------------
7 68 14,747,829 2.42 216,879.83 7.151 79.77 646
---------------------------------------------------------------------------------------------------------------------------------
8 55 12,675,910 2.08 230,471.08 7.054 81.29 647
---------------------------------------------------------------------------------------------------------------------------------
9 9 2,152,326 0.35 239,147.31 7.023 79.05 645
---------------------------------------------------------------------------------------------------------------------------------
10 3 727,995 0.12 242,664.90 6.984 79.05 596
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
9. Range of Combined Original LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Combined Mortgage Principal Principal Average Interest Original FICO
Original LTV Ratios (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
<= 25.00 16 1,388,424 0.23 86,776.51 8.330 19.34 582
---------------------------------------------------------------------------------------------------------------------------------
25.01 - 30.00 17 1,712,784 0.28 100,751.99 8.305 27.01 586
---------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 17 2,966,659 0.49 174,509.34 7.967 32.93 553
---------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 20 2,733,620 0.45 136,681.01 8.135 38.52 584
---------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 19 2,656,502 0.44 139,815.89 8.257 42.87 581
---------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 30 5,780,198 0.95 192,673.26 7.956 48.22 581
---------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 40 6,759,109 1.11 168,977.74 7.509 52.80 594
---------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 58 9,928,938 1.63 171,188.58 8.067 58.43 579
---------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 88 17,459,000 2.87 198,397.73 7.552 63.71 595
---------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 169 32,703,917 5.37 193,514.30 8.080 68.84 584
---------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 234 48,764,813 8.01 208,396.64 7.736 74.13 590
---------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 1,412 296,288,979 48.64 209,836.39 7.160 79.83 644
---------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 264 51,827,470 8.51 196,316.18 7.803 84.60 593
---------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 430 87,264,736 14.33 202,941.25 7.810 89.60 625
---------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 141 26,073,787 4.28 184,920.48 8.240 94.60 637
---------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 113 14,782,298 2.43 130,816.79 8.551 99.66 660
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 10.00
Maximum: 100.00
Weighted Average: 79.43
10. Occupancy
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Occupancy Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Primary 2,868 575,792,089 94.53 200,764.33 7.516 79.36 623
---------------------------------------------------------------------------------------------------------------------------------
Investment 172 26,970,918 4.43 156,807.67 8.034 81.46 659
---------------------------------------------------------------------------------------------------------------------------------
Second Home 28 6,328,226 1.04 226,008.07 7.609 77.49 654
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
11. Property Type
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Property Type Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Single Family Residence 2,511 481,076,945 78.98 191,587.79 7.573 79.33 621
---------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 200 48,294,414 7.93 241,472.07 7.283 81.82 637
---------------------------------------------------------------------------------------------------------------------------------
2-4 Family 174 45,853,848 7.53 263,527.86 7.486 78.64 638
---------------------------------------------------------------------------------------------------------------------------------
Condo 164 31,654,585 5.20 193,015.76 7.459 78.71 640
---------------------------------------------------------------------------------------------------------------------------------
Rowhouse 14 1,858,393 0.31 132,742.35 8.164 75.82 622
---------------------------------------------------------------------------------------------------------------------------------
Manufactured Housing 5 353,049 0.06 70,609.75 8.671 76.72 665
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
12. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Loan Purpose Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 1,445 293,813,917 48.24 203,331.43 7.666 76.82 600
---------------------------------------------------------------------------------------------------------------------------------
Purchase 1,487 287,871,819 47.26 193,592.35 7.392 81.90 652
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 136 27,405,498 4.50 201,511.01 7.741 81.50 604
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
13. Documentation Level
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Documentation Level Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Full Documentation 1,593 271,444,292 44.57 170,398.17 7.491 80.45 607
---------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 1,421 323,314,149 53.08 227,525.79 7.603 78.42 639
---------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 54 14,332,793 2.35 265,422.09 7.044 83.04 630
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
14. Product
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Product Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 5 1,492,650 0.25 298,530.00 6.494 78.27 658
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 4 665,105 0.11 166,276.25 7.156 80.82 669
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 1 Yr
Fixed/6 Month Adjustable 1 311,900 0.05 311,900.00 6.450 79.99 680
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 556 146,621,098 24.07 263,707.01 6.997 80.78 656
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 98 26,461,826 4.34 270,018.63 6.715 79.74 667
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 5 Yr
Fixed/6 Month Adjustable 22 6,054,233 0.99 275,192.43 6.664 79.53 678
---------------------------------------------------------------------------------------------------------------------------------
3 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 8 1,569,683 0.26 196,210.38 6.742 78.50 652
---------------------------------------------------------------------------------------------------------------------------------
2 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 62 19,944,497 3.27 321,685.44 6.671 81.93 641
---------------------------------------------------------------------------------------------------------------------------------
ARM 1 Yr Fixed/6 Month
Adjustable 11 2,669,333 0.44 242,666.68 7.112 84.19 621
---------------------------------------------------------------------------------------------------------------------------------
ARM 2 Yr Fixed/6 Month
Adjustable 2,087 358,509,507 58.86 171,782.23 7.928 78.85 607
---------------------------------------------------------------------------------------------------------------------------------
ARM 3 Yr Fixed/6 Month
Adjustable 176 35,061,045 5.76 199,210.48 7.407 78.50 619
---------------------------------------------------------------------------------------------------------------------------------
ARM 5 Yr Fixed/6 Month
Adjustable 13 2,319,277 0.38 178,405.90 7.255 75.96 623
---------------------------------------------------------------------------------------------------------------------------------
ARM 6 Month 2 641,472 0.11 320,735.98 8.314 89.87 576
---------------------------------------------------------------------------------------------------------------------------------
Dual Amort - 10/40 -
2 Year/6 Month 22 6,624,341 1.09 301,106.42 6.692 76.00 606
---------------------------------------------------------------------------------------------------------------------------------
Dual Amort - 10/40 -
3 Year/6 Month 1 145,265 0.02 145,265.30 6.450 80.00 643
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
15. Geographic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Geographic Distribution of Mortgage Principal Principal Average Interest Original FICO
Mortgaged Properties Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
New York 104 31,751,555 5.21 305,303.41 7.383 76.65 625
---------------------------------------------------------------------------------------------------------------------------------
California 451 144,968,224 23.80 321,437.30 6.867 77.73 641
---------------------------------------------------------------------------------------------------------------------------------
Massachusetts 82 20,963,039 3.44 255,646.82 7.644 76.29 632
---------------------------------------------------------------------------------------------------------------------------------
Other 2,431 411,408,416 67.54 169,234.23 7.784 80.40 619
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Number of States/District of Columbia Represented: 48
16. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
N 894 172,658,319 28.35 193,130.11 7.913 79.75 623
---------------------------------------------------------------------------------------------------------------------------------
Y 2,174 436,432,914 71.65 200,751.11 7.392 79.31 625
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6
Maximum: 60
Non-Zero Weighted Average: 24
17. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0 894 172,658,319 28.35 193,130.11 7.913 79.75 623
---------------------------------------------------------------------------------------------------------------------------------
6 1 438,400 0.07 438,399.60 6.150 80.00 772
---------------------------------------------------------------------------------------------------------------------------------
12 192 53,786,717 8.83 280,139.15 7.357 78.04 629
---------------------------------------------------------------------------------------------------------------------------------
18 1 384,000 0.06 384,000.00 6.990 80.00 752
---------------------------------------------------------------------------------------------------------------------------------
24 1,718 323,499,418 53.11 188,300.01 7.483 79.66 622
---------------------------------------------------------------------------------------------------------------------------------
36 259 57,937,057 9.51 223,695.20 6.931 78.44 638
---------------------------------------------------------------------------------------------------------------------------------
60 3 387,323 0.06 129,107.53 7.435 89.75 616
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6
Maximum: 60
Non-Zero Weighted Average: 24
18. Credit Score
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Credit Score Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
481 - 500 6 1,025,871 0.17 170,978.48 9.531 77.17 500
---------------------------------------------------------------------------------------------------------------------------------
501 - 520 175 30,254,931 4.97 172,885.32 8.846 72.01 510
---------------------------------------------------------------------------------------------------------------------------------
521 - 540 217 37,392,387 6.14 172,315.15 8.739 72.64 531
---------------------------------------------------------------------------------------------------------------------------------
541 - 560 230 36,661,886 6.02 159,399.51 8.384 74.94 550
---------------------------------------------------------------------------------------------------------------------------------
561 - 580 239 42,057,810 6.91 175,974.10 7.984 78.15 571
---------------------------------------------------------------------------------------------------------------------------------
581 - 600 362 62,897,669 10.33 173,750.47 7.742 79.93 591
---------------------------------------------------------------------------------------------------------------------------------
601 - 620 365 72,252,987 11.86 197,953.39 7.428 81.59 611
---------------------------------------------------------------------------------------------------------------------------------
621 - 640 406 82,765,091 13.59 203,854.90 7.329 80.13 630
---------------------------------------------------------------------------------------------------------------------------------
641 - 660 337 75,583,019 12.41 224,281.95 7.127 81.32 650
---------------------------------------------------------------------------------------------------------------------------------
661 - 680 266 60,291,599 9.90 226,660.15 7.186 80.72 670
---------------------------------------------------------------------------------------------------------------------------------
681 - 700 195 42,200,571 6.93 216,413.18 6.885 82.15 690
---------------------------------------------------------------------------------------------------------------------------------
701 - 720 92 20,516,971 3.37 223,010.56 6.996 80.90 711
---------------------------------------------------------------------------------------------------------------------------------
721 - 740 83 21,290,698 3.50 256,514.43 6.872 81.06 729
---------------------------------------------------------------------------------------------------------------------------------
741 - 760 47 11,939,870 1.96 254,039.79 6.669 81.24 750
---------------------------------------------------------------------------------------------------------------------------------
761 - 780 34 8,096,154 1.33 238,122.18 6.861 81.57 769
---------------------------------------------------------------------------------------------------------------------------------
781 - 800 10 2,325,390 0.38 232,539.02 7.053 80.08 788
---------------------------------------------------------------------------------------------------------------------------------
801 - 820 4 1,538,330 0.25 384,582.44 7.126 87.66 809
---------------------------------------------------------------------------------------------------------------------------------
Total: 3,068 609,091,234 100.00 198,530.39 7.540 79.43 625
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 500
Maximum: 816
Non-Zero Weighted Average: 625
XXXXXX XXXXXXX
IXIS 2005-HE4
Interest-Only
783 records
Balance: 209,537,679
Table of Contents
1. Range of Cut-off Date Original Balances ($)
2. Range of Cut-off Date Principal Balances ($)
3. Range of Gross Interest Rates (%)
4. Stated Original Term (months)
5. Range of Stated Remaining Terms (months)
6. MI FLAG
7. Lien Position
8. SEASONING
9. Range of Combined Original LTV Ratios (%)
10. Occupancy
11. Property Type
12. Loan Purpose
13. Documentation Level
14. Product
15. Geographic Distribution of Mortgaged Properties
16. Prepayment Penalty Term
17. Prepayment Penalty Term
18. Credit Score
1. Range of Cut-off Date Original Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Aggregate Pool by
Cut-off Aggregate Weighted Weighted
Number Date Cut-off Average Average Weighted
of Principal Date Average Gross Combined Average
Range of Cut-off Date Mortgage Original Principal Original Interest Original FICO
Original Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 1 50,000 0.02 50,000.00 6.940 65.79 620
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 12 812,000 0.39 67,666.67 8.231 83.62 634
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 29 2,635,361 1.26 90,874.52 7.316 78.31 643
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 54 6,167,986 2.94 114,221.96 7.396 81.06 637
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 60 8,177,693 3.90 136,294.88 7.181 80.66 646
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 69 11,255,464 5.37 163,122.67 6.970 77.61 658
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 65 12,205,177 5.82 187,771.95 7.118 80.53 659
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 62 13,283,825 6.34 214,255.24 7.175 81.11 642
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 56 13,297,826 6.35 237,461.18 6.833 80.41 657
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 48 12,608,370 6.02 262,674.38 6.925 80.66 644
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 47 13,491,420 6.44 287,051.49 6.973 79.39 648
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 51 16,060,744 7.66 314,916.55 6.991 80.90 665
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 40 13,633,100 6.51 340,827.50 6.782 81.93 651
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 175 76,046,363 36.29 434,550.65 6.756 81.60 662
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 14 9,823,300 4.69 701,664.29 6.701 76.93 689
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,548,629 100.00 267,622.77 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 50,000
Maximum: 898,000
Average: 267,623
2. Range of Cut-off Date Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Cut-off Date Mortgage Principal Principal Average Interest Original FICO
Principal Balances ($) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 1 50,000 0.02 50,000.00 6.940 65.79 620
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 12 812,000 0.39 67,666.67 8.231 83.62 634
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 29 2,634,159 1.26 90,833.08 7.316 78.32 643
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 54 6,166,966 2.94 114,203.08 7.396 81.06 637
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 60 8,176,338 3.90 136,272.30 7.181 80.66 646
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 69 11,255,112 5.37 163,117.56 6.970 77.61 658
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 65 12,205,028 5.82 187,769.66 7.118 80.53 659
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 62 13,283,130 6.34 214,244.03 7.175 81.11 642
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 56 13,297,068 6.35 237,447.65 6.833 80.41 657
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 48 12,608,268 6.02 262,672.25 6.925 80.66 644
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 47 13,489,126 6.44 287,002.69 6.973 79.39 648
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 333,700.00 51 16,060,564 7.66 314,913.02 6.991 80.90 665
---------------------------------------------------------------------------------------------------------------------------------
333,700.01 - 350,000.00 40 13,633,057 6.51 340,826.41 6.782 81.93 651
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 600,000.00 175 76,043,562 36.29 434,534.64 6.756 81.60 662
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 -1,000,000.00 14 9,823,300 4.69 701,664.29 6.701 76.93 689
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 50,000
Maximum: 898,000
Average: 267,609
3. Range of Gross Interest Rates (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Gross Mortgage Principal Principal Average Interest Original FICO
Interest Rates (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.999 81 23,879,107 11.40 294,803.79 5.792 77.62 677
---------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.999 361 104,205,666 49.73 288,658.35 6.552 80.09 665
---------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.999 264 65,843,733 31.42 249,408.08 7.473 81.62 642
---------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.999 62 12,550,104 5.99 202,421.03 8.393 84.71 635
---------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.999 13 2,935,070 1.40 225,774.58 9.529 87.24 653
---------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.999 1 65,000 0.03 65,000.00 10.950 100.00 615
---------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.999 1 59,000 0.03 59,000.00 11.450 100.00 591
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 5.000
Maximum: 11.450
Weighted Average: 6.910
4. Stated Original Term (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Stated Original Mortgage Principal Principal Average Interest Original FICO
Term (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
241 - 360 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 360
Maximum: 360
Weighted Average: 360
5. Range of Stated Remaining Terms (months)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Stated Mortgage Principal Principal Average Interest Original FICO
Remaining Terms (months) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
301 - 360 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 350
Maximum: 359
Weighted Average: 356
6. MI FLAG
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
MI FLAG Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
No 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
7. Lien Position
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Lien Mortgage Principal Principal Average Interest Original FICO
Position Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1st Lien 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
8. SEASONING
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
SEASONING Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
1 26 5,864,366 2.80 225,552.54 6.876 80.10 650
---------------------------------------------------------------------------------------------------------------------------------
2 265 68,964,556 32.91 260,243.61 7.037 80.63 652
---------------------------------------------------------------------------------------------------------------------------------
3 119 34,240,090 16.34 287,731.85 6.722 79.59 652
---------------------------------------------------------------------------------------------------------------------------------
4 124 32,791,267 15.65 264,445.70 7.072 81.24 653
---------------------------------------------------------------------------------------------------------------------------------
5 129 33,458,704 15.97 259,369.80 6.862 81.23 663
---------------------------------------------------------------------------------------------------------------------------------
6 61 16,329,358 7.79 267,694.39 6.759 81.13 670
---------------------------------------------------------------------------------------------------------------------------------
7 31 9,222,613 4.40 297,503.63 6.646 80.16 676
---------------------------------------------------------------------------------------------------------------------------------
8 23 7,185,406 3.43 312,408.96 6.865 81.10 678
---------------------------------------------------------------------------------------------------------------------------------
9 4 1,049,319 0.50 262,329.85 6.773 81.91 661
---------------------------------------------------------------------------------------------------------------------------------
10 1 432,000 0.21 432,000.00 5.700 80.00 637
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
9. Range of Combined Original LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Range of Combined Mortgage Principal Principal Average Interest Original FICO
Original LTV Ratios (%) Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
<= 25.00 2 238,000 0.11 119,000.00 6.429 20.17 673
---------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 1 150,000 0.07 150,000.00 5.990 42.86 596
---------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 1 171,800 0.08 171,800.00 5.990 49.14 730
---------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 6 1,419,851 0.68 236,641.90 6.334 53.02 637
---------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 9 1,961,100 0.94 217,900.00 6.752 58.44 648
---------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 15 3,722,451 1.78 248,163.40 6.478 63.95 649
---------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 18 4,456,844 2.13 247,602.45 6.463 68.50 686
---------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 29 9,188,412 4.39 316,841.80 6.855 74.41 655
---------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 533 142,204,016 67.87 266,799.28 6.844 79.87 661
---------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 38 10,187,111 4.86 268,081.88 6.790 84.53 635
---------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 96 27,629,097 13.19 287,803.10 7.217 89.34 647
---------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 29 7,342,619 3.50 253,193.76 7.807 94.57 640
---------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 6 866,377 0.41 144,396.15 8.220 99.44 679
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Minimum: 20.00
Maximum: 100.00
Weighted Average: 80.68
10. Occupancy
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Occupancy Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Primary 750 202,747,611 96.76 270,330.15 6.890 80.62 656
---------------------------------------------------------------------------------------------------------------------------------
Investment 22 4,365,381 2.08 198,426.41 7.334 81.24 719
---------------------------------------------------------------------------------------------------------------------------------
Second Home 11 2,424,688 1.16 220,426.15 7.741 84.48 684
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
11. Property Type
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Property Type Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Single Family Residence 618 165,963,791 79.20 268,549.82 6.897 80.53 656
---------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 80 21,780,216 10.39 272,252.70 6.939 82.12 662
---------------------------------------------------------------------------------------------------------------------------------
Condo 62 15,655,766 7.47 252,512.35 7.019 80.77 666
---------------------------------------------------------------------------------------------------------------------------------
2-4 Family 22 5,962,907 2.85 271,041.23 6.903 79.62 649
---------------------------------------------------------------------------------------------------------------------------------
Rowhouse 1 175,000 0.08 175,000.00 5.700 63.64 772
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
12. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Loan Purpose Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Purchase 489 128,969,131 61.55 263,740.55 6.891 80.71 668
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 258 71,513,154 34.13 277,182.77 6.940 80.54 640
---------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 36 9,055,394 4.32 251,538.73 6.932 81.22 644
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
13. Documentation Level
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Documentation Level Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
Full Documentation 396 94,184,194 44.95 237,838.87 6.744 81.12 641
---------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 367 109,444,164 52.23 298,212.98 7.068 80.20 671
---------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 20 5,909,321 2.82 295,466.07 6.625 82.56 663
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
14. Product
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Product Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 5 1,492,650 0.71 298,530.00 6.494 78.27 658
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 4 665,105 0.32 166,276.25 7.156 80.82 669
---------------------------------------------------------------------------------------------------------------------------------
10 Year IO - Fixed 30 Year 14 2,610,705 1.25 186,478.93 7.025 78.12 655
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 1 Yr
Fixed/6 Month Adjustable 1 311,900 0.15 311,900.00 6.450 79.99 680
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 556 146,621,098 69.97 263,707.01 6.997 80.78 656
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 98 26,461,826 12.63 270,018.63 6.715 79.74 667
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - ARM 5 Yr
Fixed/6 Month Adjustable 22 6,054,233 2.89 275,192.43 6.664 79.53 678
---------------------------------------------------------------------------------------------------------------------------------
5 Year IO - Fixed 30 Year 13 3,805,981 1.82 292,767.79 6.700 82.18 668
---------------------------------------------------------------------------------------------------------------------------------
3 Year IO - ARM 3 Yr
Fixed/6 Month Adjustable 8 1,569,683 0.75 196,210.38 6.742 78.50 652
---------------------------------------------------------------------------------------------------------------------------------
2 Year IO - ARM 2 Yr
Fixed/6 Month Adjustable 62 19,944,497 9.52 321,685.44 6.671 81.93 641
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
15. Geographic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Geographic Distribution of Mortgage Principal Principal Average Interest Original FICO
Mortgaged Properties Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
New York 15 4,845,596 2.31 323,039.73 6.752 77.97 655
---------------------------------------------------------------------------------------------------------------------------------
California 271 94,317,831 45.01 348,036.28 6.624 80.00 661
---------------------------------------------------------------------------------------------------------------------------------
Massachusetts 11 3,720,150 1.78 338,195.45 6.819 79.16 672
---------------------------------------------------------------------------------------------------------------------------------
Other 486 106,654,103 50.90 219,452.89 7.173 81.45 653
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Number of States/District of Columbia Represented: 40
16. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
N 169 40,652,889 19.40 240,549.64 7.436 82.04 649
---------------------------------------------------------------------------------------------------------------------------------
Y 614 168,884,791 80.60 275,056.66 6.783 80.35 659
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6
Maximum: 60
Non-Zero Weighted Average: 25
17. Prepayment Penalty Term
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Prepayment Penalty Term Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
0 169 40,652,889 19.40 240,549.64 7.436 82.04 649
---------------------------------------------------------------------------------------------------------------------------------
6 1 438,400 0.21 438,399.60 6.150 80.00 772
---------------------------------------------------------------------------------------------------------------------------------
12 44 13,642,570 6.51 310,058.41 6.882 78.21 672
---------------------------------------------------------------------------------------------------------------------------------
18 1 384,000 0.18 384,000.00 6.990 80.00 752
---------------------------------------------------------------------------------------------------------------------------------
24 440 121,062,969 57.78 275,143.11 6.816 80.78 655
---------------------------------------------------------------------------------------------------------------------------------
36 126 33,098,417 15.80 262,685.85 6.622 79.58 666
---------------------------------------------------------------------------------------------------------------------------------
60 2 258,435 0.12 129,217.44 7.153 89.63 657
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 6
Maximum: 60
Non-Zero Weighted Average: 25
18. Credit Score
---------------------------------------------------------------------------------------------------------------------------------
% of
Mortgage
Pool by
Aggregate Aggregate Weighted Weighted
Number Cut-off Cut-off Average Average Weighted
of Date Date Gross Combined Average
Mortgage Principal Principal Average Interest Original FICO
Credit Score Loans Balance ($) Balance Balance Rate (%) LTV SPACE Score
---------------------------------------------------------------------------------------------------------------------------------
541 - 560 1 256,000 0.12 256,000.00 7.500 80.00 560
---------------------------------------------------------------------------------------------------------------------------------
561 - 580 12 2,834,342 1.35 236,195.16 7.305 79.66 578
---------------------------------------------------------------------------------------------------------------------------------
581 - 600 91 19,531,909 9.32 214,636.36 7.316 81.68 592
---------------------------------------------------------------------------------------------------------------------------------
601 - 620 112 29,482,449 14.07 263,236.15 7.092 81.89 611
---------------------------------------------------------------------------------------------------------------------------------
621 - 640 129 33,766,770 16.11 261,757.91 7.004 80.48 631
---------------------------------------------------------------------------------------------------------------------------------
641 - 660 135 36,435,932 17.39 269,895.79 6.925 80.75 650
---------------------------------------------------------------------------------------------------------------------------------
661 - 680 109 31,625,243 15.09 290,139.84 6.842 79.78 670
---------------------------------------------------------------------------------------------------------------------------------
681 - 700 67 17,649,243 8.42 263,421.54 6.549 80.74 689
---------------------------------------------------------------------------------------------------------------------------------
701 - 720 41 11,541,253 5.51 281,493.96 6.822 80.34 711
---------------------------------------------------------------------------------------------------------------------------------
721 - 740 37 11,739,713 5.60 317,289.53 6.703 80.53 729
---------------------------------------------------------------------------------------------------------------------------------
741 - 760 22 6,772,780 3.23 307,853.64 6.538 80.57 750
---------------------------------------------------------------------------------------------------------------------------------
761 - 780 20 5,370,617 2.56 268,530.83 6.338 78.59 769
---------------------------------------------------------------------------------------------------------------------------------
781 - 800 5 1,817,830 0.87 363,566.00 6.628 78.95 789
---------------------------------------------------------------------------------------------------------------------------------
801 - 820 2 713,600 0.34 356,800.00 6.503 80.00 815
---------------------------------------------------------------------------------------------------------------------------------
Total: 783 209,537,679 100.00 267,608.79 6.910 80.68 657
---------------------------------------------------------------------------------------------------------------------------------
Non-Zero Minimum: 560
Maximum: 816
Non-Zero Weighted Average: 657
This information is being delivered to a specific number of prospective
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Information contained in this material is current as of the date appearing on
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