Contract
EXHIBIT
99.2
The
depositor has purchased mortgage loans from IndyMac Bank, F.S.B. (“IndyMac
Bank”) pursuant to a pooling and servicing agreement, dated as of December 1,
2006, among IndyMac Bank, as seller and servicer, the depositor and the trustee,
and assigned to the trustee for the benefit of holders of the certificates
the
mortgage loans (the “Closing Date Mortgage Loans”). Pursuant to each subsequent
transfer instrument, the trust acquired subsequent mortgage loans (the
“Subsequent Mortgage Loans” and together with the Closing Date Mortgage Loans,
the “Mortgage Loans”) to be included in the mortgage pool. The Mortgage Loans
have an aggregate principal balance as of the subsequent cut-off date of
approximately $159,997,433.
The
Mortgage Loans consist of 78.66% adjustable-rate and 21.34% fixed-rate mortgage
loans having aggregate principal balances as of the subsequent cut-off date
of
approximately $125,850,711 and $34,146,722, respectively, after application
of
scheduled payments due on or before the cut-off date whether or not received
and
application of all unscheduled payments of principal received prior to the
subsequent cut-off date, and subject to a permitted variance of plus or minus
5%. Approximately 89.98% of the Mortgage Loans that are adjustable-rate mortgage
loans will adjust monthly after their initial adjustment date based on a
One-Year MTA index. Approximately 10.02% of the Mortgage Loans that are
adjustable-rate mortgage loans will adjust every six months after their initial
adjustment date based on a 6-month LIBOR index. The Mortgage Loans have the
additional characteristics set forth in Annex II below as of the subsequent
cut-off date (the sum in any column may not equal the total indicated due to
rounding).
Annex
II
Closing
date Mortgage Loans And Subsequent Mortgage Loans
CURRENT
PRINCIPAL BALANCE
(Mortgage
Loans)
1
|
Range
of
Current
Mortgage Loan
Principal
Balance ($)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
0.01
- 25,000.00
|
13
|
258,649.19
|
0.16
|
19,896.09
|
7.420
|
722
|
81.87
|
|||||||||||||||
|
25,000.01
- 50,000.00
|
101
|
3,907,835.60
|
2.44
|
38,691.44
|
8.168
|
721
|
84.67
|
|||||||||||||||
|
50,000.01
- 75,000.00
|
95
|
5,967,761.09
|
3.73
|
62,818.54
|
7.557
|
722
|
86.28
|
|||||||||||||||
|
75,000.01
- 100,000.00
|
95
|
8,250,330.19
|
5.16
|
86,845.58
|
7.863
|
726
|
86.33
|
|||||||||||||||
|
100,000.01
- 200,000.00
|
268
|
39,015,037.78
|
24.38
|
145,578.50
|
7.526
|
729
|
85.43
|
|||||||||||||||
|
200,000.01
- 300,000.00
|
124
|
30,718,048.79
|
19.20
|
247,726.20
|
7.439
|
726
|
85.55
|
|||||||||||||||
|
300,000.01
- 400,000.00
|
68
|
23,764,573.08
|
14.85
|
349,479.02
|
7.326
|
726
|
85.40
|
|||||||||||||||
|
400,000.01
- 500,000.00
|
34
|
15,393,102.44
|
9.62
|
452,738.31
|
7.006
|
732
|
81.91
|
|||||||||||||||
|
500,000.01
- 600,000.00
|
24
|
13,386,530.54
|
8.37
|
557,772.11
|
7.000
|
723
|
79.54
|
|||||||||||||||
|
600,000.01
- 700,000.00
|
13
|
8,403,265.00
|
5.25
|
646,405.00
|
6.515
|
709
|
76.16
|
|||||||||||||||
|
700,000.01
- 800,000.00
|
1
|
742,000.00
|
0.46
|
742,000.00
|
5.875
|
692
|
70.00
|
|||||||||||||||
|
800,000.01
- 900,000.00
|
1
|
805,000.00
|
0.50
|
805,000.00
|
5.875
|
760
|
70.00
|
|||||||||||||||
|
900,000.01
- 1,000,000.00
|
3
|
2,880,000.00
|
1.80
|
960,000.00
|
5.535
|
787
|
69.02
|
|||||||||||||||
|
1,000,000.01
and greater
|
5
|
6,505,300.00
|
4.07
|
1,301,060.00
|
6.729
|
738
|
71.61
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
_________________
1 The
values in all tables in this Annex II are calculated as of December 1, 2006
for
the Closing Date Mortgage Loans and as of January 1, 2007 for the Subsequent
Mortgage Loan (together, the “Cut-off Dates”).
As
of the
Cut-off Dates,
the average current principal balance of the Mortgage Loans was approximately
$189,346.08.
MORTGAGE
LOAN TYPE
(Mortgage
Loans)
|
Mortgage
Loan Type
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
1
Year MTA 5 Year Balloon
|
215
|
34,242,018.12
|
21.40
|
159,265.20
|
6.483
|
723
|
84.79
|
|||||||||||||||
|
1
Year MTA 5 Year Balloon IO
|
354
|
79,002,765.33
|
49.38
|
223,171.65
|
6.294
|
728
|
83.09
|
|||||||||||||||
|
6
Month LIBOR 5 Year Balloon
|
38
|
3,555,870.26
|
2.22
|
93,575.53
|
9.663
|
730
|
85.94
|
|||||||||||||||
|
6
Month LIBOR 5 Year Balloon IO
|
56
|
9,050,057.87
|
5.66
|
161,608.18
|
9.512
|
716
|
82.92
|
|||||||||||||||
|
Fixed
2Year Balloon
|
70
|
9,232,174.64
|
5.77
|
131,888.21
|
9.401
|
736
|
84.10
|
|||||||||||||||
|
Fixed
2 Year Balloon IO
|
112
|
24,914,547.48
|
15.57
|
222,451.32
|
9.581
|
733
|
80.60
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
MORTGAGE
RATE
(Mortgage
Loans)
|
Current
Gross Mortgage
Rate
(%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
3.000-3.999
|
3
|
696,214.65
|
0.44
|
232,071.55
|
3.875
|
739
|
76.87
|
|||||||||||||||
|
4.000-4.999
|
21
|
6,202,660.45
|
3.88
|
295,364.78
|
4.838
|
742
|
79.16
|
|||||||||||||||
|
5.000-5.999
|
192
|
47,572,748.00
|
29.73
|
247,774.73
|
5.862
|
728
|
77.75
|
|||||||||||||||
|
6.000-6.999
|
333
|
56,218,837.74
|
35.14
|
168,825.34
|
6.789
|
724
|
88.85
|
|||||||||||||||
|
7.000-7.999
|
12
|
1,667,547.95
|
1.04
|
138,962.33
|
7.294
|
693
|
78.56
|
|||||||||||||||
|
8.000-8.999
|
58
|
12,433,951.06
|
7.77
|
214,378.47
|
8.574
|
737
|
76.56
|
|||||||||||||||
|
9.000-9.999
|
106
|
19,549,109.87
|
12.22
|
184,425.56
|
9.433
|
729
|
82.40
|
|||||||||||||||
|
10.000-10.999
|
85
|
10,697,460.45
|
6.69
|
125,852.48
|
10.358
|
730
|
87.54
|
|||||||||||||||
|
11.000-11.999
|
28
|
4,036,223.45
|
2.52
|
144,150.84
|
11.435
|
719
|
88.18
|
|||||||||||||||
|
12.000-12.999
|
6
|
769,849.04
|
0.48
|
128,308.17
|
12.582
|
711
|
90.00
|
|||||||||||||||
|
13.000-13.999
|
1
|
152,831.04
|
0.10
|
152,831.04
|
13.250
|
656
|
89.90
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the lowest mortgage rate of the Mortgage Loans was 3.875%,
the highest mortgage rate of the Mortgage Loans was 13.250% and the weighted
average mortgage rate of the Mortgage Loans was approximately
7.282%.
FICO
SCORE
(Mortgage
Loans)
|
FICO
Score
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
620
- 639
|
1
|
28,000.00
|
0.02
|
28,000.00
|
8.875
|
636
|
80.00
|
|||||||||||||||
|
640
- 659
|
16
|
2,420,525.98
|
1.51
|
151,282.87
|
8.514
|
652
|
84.54
|
|||||||||||||||
|
660
- 679
|
72
|
11,351,463.37
|
7.09
|
157,659.21
|
7.263
|
672
|
85.36
|
|||||||||||||||
|
680
- 699
|
165
|
32,480,417.50
|
20.30
|
196,851.02
|
7.317
|
689
|
83.68
|
|||||||||||||||
|
700
- 719
|
165
|
31,729,363.82
|
19.83
|
192,299.17
|
7.262
|
708
|
84.29
|
|||||||||||||||
|
720
- 739
|
113
|
21,939,810.34
|
13.71
|
194,157.61
|
7.002
|
729
|
82.58
|
|||||||||||||||
|
740
- 759
|
105
|
17,249,892.72
|
10.78
|
164,284.69
|
7.521
|
749
|
84.56
|
|||||||||||||||
|
760
- 779
|
107
|
22,568,438.18
|
14.11
|
210,919.98
|
7.168
|
769
|
81.10
|
|||||||||||||||
|
780
- 799
|
75
|
15,098,910.76
|
9.44
|
201,318.81
|
7.405
|
788
|
79.77
|
|||||||||||||||
|
800
- 819
|
26
|
5,130,611.03
|
3.21
|
197,331.19
|
7.177
|
806
|
84.70
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average FICO score of the Mortgage Loans
was
approximately 727.
ORIGINAL
BALLOON TERM
(Mortgage
Loans)
|
Original
Balloon Term (months)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
24
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
60
|
663
|
125,850,711.58
|
78.66
|
189,820.08
|
6.672
|
726
|
83.62
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average original balloon term of the Mortgage
Loans was approximately 52 months.
REMAINING
BALLOON TERM
(Mortgage
Loans)
|
Range
of Remaining Balloon Term (months)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
13-24
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
00-00
|
000
|
000,850,711.58
|
78.66
|
189,820.08
|
6.672
|
726
|
83.62
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average remaining balloon term of the
Mortgage Loans was approximately 52 months.
ORIGINAL
LOAN-TO-VALUE RATIOS
(Mortgage
Loans)
|
Original
Loan-to-value
Ratios (%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
0.01
- 40.00
|
6
|
440,891.22
|
0.28
|
73,481.87
|
7.963
|
778
|
32.51
|
|||||||||||||||
|
40.01
- 45.00
|
1
|
58,000.00
|
0.04
|
58,000.00
|
8.250
|
712
|
43.61
|
|||||||||||||||
|
45.01
- 50.00
|
6
|
768,437.76
|
0.48
|
128,072.96
|
6.132
|
757
|
46.51
|
|||||||||||||||
|
50.01
- 55.00
|
3
|
461,000.00
|
0.29
|
153,666.67
|
7.759
|
725
|
51.41
|
|||||||||||||||
|
55.01
- 60.00
|
7
|
1,239,874.34
|
0.77
|
177,124.91
|
7.499
|
744
|
57.52
|
|||||||||||||||
|
60.01
- 65.00
|
5
|
2,526,962.50
|
1.58
|
505,392.50
|
6.036
|
737
|
63.61
|
|||||||||||||||
|
65.01
- 70.00
|
28
|
11,162,273.29
|
6.98
|
398,652.62
|
6.724
|
736
|
69.53
|
|||||||||||||||
|
70.01
- 75.00
|
22
|
6,680,268.53
|
4.18
|
303,648.57
|
7.284
|
744
|
74.25
|
|||||||||||||||
|
75.01
- 80.00
|
192
|
47,054,975.67
|
29.41
|
245,078.00
|
6.854
|
727
|
79.46
|
|||||||||||||||
|
80.01
- 85.00
|
31
|
11,696,782.79
|
7.31
|
377,315.57
|
6.984
|
729
|
84.62
|
|||||||||||||||
|
85.01
- 90.00
|
544
|
77,907,967.60
|
48.69
|
143,213.18
|
7.706
|
724
|
89.83
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average original loan-to-value ratio of
the
Mortgage Loans was approximately 83.26%.
LOAN
PURPOSE
(Mortgage
Loans)
|
Loan
Purpose
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Purchase
|
842
|
159,541,433.70
|
99.71
|
189,479.14
|
7.283
|
727
|
83.23
|
|||||||||||||||
|
Rate/Term
Refinance
|
3
|
456,000.00
|
0.29
|
152,000.00
|
6.848
|
726
|
62.98
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
STATE
(Mortgage
Loans)
|
State
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
California
|
221
|
58,524,643.92
|
36.58
|
264,817.39
|
6.914
|
726
|
81.02
|
|||||||||||||||
|
Florida
|
66
|
11,545,559.83
|
7.22
|
174,932.72
|
7.365
|
722
|
84.69
|
|||||||||||||||
|
Washington
|
66
|
10,392,811.71
|
6.50
|
157,466.84
|
8.150
|
732
|
86.65
|
|||||||||||||||
|
Utah
|
41
|
8,073,962.37
|
5.05
|
196,925.91
|
7.448
|
726
|
82.80
|
|||||||||||||||
|
Arizona
|
36
|
7,785,827.89
|
4.87
|
216,273.00
|
7.206
|
726
|
85.43
|
|||||||||||||||
|
Hawaii
|
21
|
7,652,013.10
|
4.78
|
364,381.58
|
7.044
|
733
|
77.00
|
|||||||||||||||
|
Texas
|
65
|
7,357,159.76
|
4.60
|
113,187.07
|
7.239
|
714
|
87.71
|
|||||||||||||||
|
Colorado
|
47
|
7,051,802.14
|
4.41
|
150,038.34
|
7.598
|
740
|
85.19
|
|||||||||||||||
|
Idaho
|
20
|
3,493,039.03
|
2.18
|
174,651.95
|
7.796
|
731
|
83.44
|
|||||||||||||||
|
Nevada
|
12
|
3,402,034.09
|
2.13
|
283,502.84
|
7.098
|
719
|
76.82
|
|||||||||||||||
|
New
Mexico
|
20
|
3,259,720.85
|
2.04
|
162,986.04
|
6.918
|
744
|
86.72
|
|||||||||||||||
|
Illinois
|
15
|
2,973,040.00
|
1.86
|
198,202.67
|
8.166
|
730
|
84.87
|
|||||||||||||||
|
North
Carolina
|
24
|
2,812,498.86
|
1.76
|
117,187.45
|
8.415
|
716
|
86.29
|
|||||||||||||||
|
Oregon
|
14
|
2,763,854.64
|
1.73
|
197,418.19
|
7.285
|
737
|
85.25
|
|||||||||||||||
|
Georgia
|
20
|
2,757,350.10
|
1.72
|
137,867.51
|
8.351
|
712
|
88.37
|
|||||||||||||||
|
Connecticut
|
11
|
2,355,406.57
|
1.47
|
214,127.87
|
6.566
|
719
|
85.87
|
|||||||||||||||
|
Montana
|
10
|
1,854,092.26
|
1.16
|
185,409.23
|
8.275
|
768
|
84.24
|
|||||||||||||||
|
Virginia
|
12
|
1,696,092.34
|
1.06
|
141,341.03
|
8.308
|
712
|
87.82
|
|||||||||||||||
|
New
York
|
14
|
1,682,818.43
|
1.05
|
120,201.32
|
6.639
|
715
|
77.79
|
|||||||||||||||
|
South
Carolina
|
12
|
1,533,034.58
|
0.96
|
127,752.88
|
7.161
|
705
|
89.99
|
|||||||||||||||
|
Maryland
|
7
|
1,445,879.92
|
0.90
|
206,554.27
|
6.988
|
754
|
87.69
|
|||||||||||||||
|
Massachusetts
|
8
|
1,438,544.79
|
0.90
|
179,818.10
|
6.433
|
719
|
87.93
|
|||||||||||||||
|
Other
|
83
|
8,146,246.52
|
5.09
|
98,147.55
|
7.650
|
736
|
83.46
|
|||||||||||||||
|
Total:
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
REMAINING
AMORTIZATION TERM
(Mortgage
Loans)
|
Remaining
Amortization Term (months)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Interest
Only
|
522
|
112,967,370.68
|
70.61
|
216,412.59
|
7.276
|
728
|
82.53
|
|||||||||||||||
|
349-360
|
323
|
47,030,063.02
|
29.39
|
145,603.91
|
7.296
|
726
|
84.74
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average remaining amortization term of the
Mortgage Loans was approximately 359 months.
INITIAL
PERIODIC RATE CAP
(MORTGAGE
LOANS)
|
Initial
Periodic Rate Cap (%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Fixed-Rate
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
1.000
|
94
|
12,605,928.13
|
7.88
|
134,105.62
|
9.555
|
720
|
83.77
|
|||||||||||||||
|
5.000
|
569
|
113,244,783.45
|
70.78
|
199,024.22
|
6.351
|
726
|
83.60
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average initial periodic rate cap of the
Mortgage Loans that are adjustable rate mortgage loans was approximately
4.599%.
SUBSEQUENT
PERIODIC RATE CAP
(Mortgage
Loans)
|
Subsequent
Periodic Rate Cap (%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Fixed-Rate
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
1.000
|
663
|
125,850,711.58
|
78.66
|
189,820.08
|
6.672
|
726
|
83.62
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average subsequent periodic rate cap of
the
Mortgage Loans that are adjustable rate mortgage loans was approximately
1.000%.
MAXIMUM
MORTGAGE RATE
(Mortgage
Loans)
|
Maximum
Mortgage Rate (%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Fixed-Rate
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
9.000-9.999
|
3
|
696,214.65
|
0.44
|
232,071.55
|
3.875
|
739
|
76.87
|
|||||||||||||||
|
10.000-10.999
|
21
|
6,202,660.45
|
3.88
|
295,364.78
|
4.838
|
742
|
79.16
|
|||||||||||||||
|
11.000-11.999
|
196
|
48,170,018.79
|
30.11
|
245,765.40
|
5.905
|
728
|
77.82
|
|||||||||||||||
|
12.000-12.999
|
333
|
56,024,235.07
|
35.02
|
168,240.95
|
6.825
|
723
|
88.97
|
|||||||||||||||
|
13.000-13.999
|
8
|
715,398.01
|
0.45
|
89,424.75
|
7.368
|
692
|
89.99
|
|||||||||||||||
|
14.000-14.999
|
16
|
2,080,212.15
|
1.30
|
130,013.26
|
8.777
|
716
|
81.11
|
|||||||||||||||
|
15.000-15.999
|
44
|
7,572,501.38
|
4.73
|
172,102.30
|
9.395
|
721
|
81.67
|
|||||||||||||||
|
16.000-16.999
|
42
|
4,389,471.08
|
2.74
|
104,511.22
|
10.347
|
723
|
89.82
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average maximum mortgage rate of the Mortgage
Loans that are adjustable rate mortgage loans was approximately
12.640%.
MINIMUM
MORTGAGE RATE
(Mortgage
Loans)
|
Minimum
Mortgage Rate (%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Fixed-Rate
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
3.000-3.999
|
41
|
4,758,825.76
|
2.97
|
116,068.92
|
8.221
|
734
|
70.89
|
|||||||||||||||
|
4.000-4.999
|
201
|
50,877,922.66
|
31.80
|
253,123.99
|
6.331
|
729
|
78.72
|
|||||||||||||||
|
5.000-5.999
|
383
|
62,326,771.70
|
38.95
|
162,733.09
|
6.789
|
724
|
88.10
|
|||||||||||||||
|
6.000-6.999
|
12
|
3,144,814.63
|
1.97
|
262,067.89
|
7.028
|
719
|
84.66
|
|||||||||||||||
|
7.000-7.999
|
22
|
4,036,292.90
|
2.52
|
183,467.86
|
6.931
|
709
|
89.38
|
|||||||||||||||
|
8.000-8.999
|
3
|
512,910.00
|
0.32
|
170,970.00
|
7.587
|
663
|
89.98
|
|||||||||||||||
|
9.000-9.999
|
1
|
193,173.93
|
0.12
|
193,173.93
|
6.875
|
646
|
89.85
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average minimum mortgage rate of the Mortgage
Loans that are adjustable rate mortgage loans was approximately
4.963%.
NEXT
RATE ADJUSTMENT DATE
(Mortgage
Loans)
|
Next
Rate Adjustment Date
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Fixed-Rate
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
January
2007
|
99
|
21,942,057.18
|
13.71
|
221,636.94
|
6.450
|
729
|
83.47
|
|||||||||||||||
|
February
2007
|
173
|
31,966,317.03
|
19.98
|
184,776.40
|
6.453
|
724
|
84.50
|
|||||||||||||||
|
March
2007
|
136
|
28,904,641.24
|
18.07
|
212,534.13
|
6.273
|
725
|
81.87
|
|||||||||||||||
|
April
2007
|
149
|
26,385,698.92
|
16.49
|
177,085.23
|
6.463
|
727
|
84.54
|
|||||||||||||||
|
May
2007
|
49
|
8,400,723.21
|
5.25
|
171,443.33
|
7.323
|
726
|
84.04
|
|||||||||||||||
|
June
2007
|
28
|
3,012,137.00
|
1.88
|
107,576.32
|
9.574
|
724
|
85.66
|
|||||||||||||||
|
July
2007
|
27
|
5,107,737.00
|
3.19
|
189,175.44
|
9.449
|
721
|
81.82
|
|||||||||||||||
|
August
2007
|
2
|
131,400.00
|
0.08
|
65,700.00
|
10.250
|
710
|
90.00
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the non-zero weighted average number of months to the
next
adjustment date for the Mortgage Loans was approximately 2 months.
MARGIN
RATE
(Mortgage
Loans)
|
Range
of Margin Rate (%)
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
Fixed-Rate
|
182
|
34,146,722.12
|
21.34
|
187,619.35
|
9.532
|
734
|
81.54
|
|||||||||||||||
|
3.000-3.999
|
41
|
4,758,825.76
|
2.97
|
116,068.92
|
8.221
|
734
|
70.89
|
|||||||||||||||
|
4.000-4.999
|
201
|
50,877,922.66
|
31.80
|
253,123.99
|
6.331
|
729
|
78.72
|
|||||||||||||||
|
5.000-5.999
|
383
|
62,326,771.70
|
38.95
|
162,733.09
|
6.789
|
724
|
88.10
|
|||||||||||||||
|
6.000-6.999
|
12
|
3,144,814.63
|
1.97
|
262,067.89
|
7.028
|
719
|
84.66
|
|||||||||||||||
|
7.000-7.999
|
22
|
4,036,292.90
|
2.52
|
183,467.86
|
6.931
|
709
|
89.38
|
|||||||||||||||
|
8.000-8.999
|
3
|
512,910.00
|
0.32
|
170,970.00
|
7.587
|
663
|
89.98
|
|||||||||||||||
|
9.000-9.999
|
1
|
193,173.93
|
0.12
|
193,173.93
|
6.875
|
646
|
89.85
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
As
of the Cut-off Dates, the weighted average margin rate for the Mortgage Loans
was approximately 4.963%.
PREPAYMENT
PENALTY
(Mortgage
Loans)
|
Prepayment
Penalty
|
Number
of Mortgage Loans
|
Aggregate
Principal
Balance Outstanding ($)
|
Percentage
of Aggregate Principal Balance of Mortgage Loans
(%)
|
Average
Current Principal Balance
|
Weighted
Average Mortgage Rate
|
Weighted
Average FICO Credit Score
|
Weighted
Average Current LTV Ratio
|
|||||||||||||||
|
None
|
499
|
98,174,714.34
|
61.36
|
196,742.91
|
7.673
|
729
|
82.88
|
|||||||||||||||
|
1.000
|
8
|
976,362.52
|
0.61
|
122,045.32
|
7.488
|
732
|
86.89
|
|||||||||||||||
|
2.000
|
4
|
876,838.67
|
0.55
|
219,209.67
|
8.752
|
700
|
89.98
|
|||||||||||||||
|
3.000
|
334
|
59,969,518.17
|
37.48
|
179,549.46
|
6.618
|
726
|
83.51
|
|||||||||||||||
|
Total
|
845
|
159,997,433.70
|
100.00
|
189,346.08
|
7.282
|
727
|
83.18
|
|||||||||||||||
