Contract
EXHIBIT
99.2
The
mortgage loans delivered to the Trust on the Closing Date (the “Initial Mortgage
Loans”) and the mortgage loans delivered to the Trust on the Subsequent Transfer
Date (the “Subsequent Mortgage Loans”, and together with the Initial Mortgage
Loans, the “Mortgage Loans”) consist of conventional, one- to four- family,
adjustable-rate and fixed-rate mortgage loans. The Depositor purchased the
Initial Mortgage Loans from the Seller pursuant to the Mortgage Loan Purchase
Agreement, dated as of June 9, 2006, between the Seller and the Depositor
and
the Depositor purchased the Subsequent Mortgage Loans from the Seller pursuant
to the Subsequent Mortgage Loan Purchase Agreement dated June 29, 2006. Pursuant
to the Pooling and Servicing Agreement, to be dated as of the Cut-off Date,
June
1, 2006 (the “Pooling and Servicing Agreement”), among the Depositor, the Master
Servicer and the Trustee, the Depositor will cause the Mortgage Loans to
be
assigned to the Trustee for the benefit of the certificateholders.
The
Group
I Mortgage Loans and the Group II Mortgage Loans are expected to have an
aggregate principal balance as of the Cut-off Date or Subsequent Cut-off
Date of
approximately $1,741,495,790 and $1,258,503,137, respectively.
The
Mortgage Loans will be secured by mortgages or deeds of trust or other similar
security instruments creating first or second liens on residential properties
(the “Mortgaged Properties”) consisting of attached, detached or semi-detached
one-to four-family dwelling units, individual condominium units or individual
units in planned unit developments. The Mortgage Loans will have original
terms
to maturity of not greater than 30 years from the date on which the first
payment was due on each Mortgage Loan. Approximately 0.93% of the Group I
Mortgage Loans and approximately 1.41% of the Group II Mortgage Loans, in
each
case by aggregate scheduled principal balance of the related loan group as
of
the Cut-off Date or Subsequent Cut-off Date, are secured by second
liens.
Each
adjustable-rate Mortgage Loan will accrue interest at the adjustable-rate
calculated as specified under the terms of the related mortgage note and
each
fixed-rate Mortgage Loan will have a Mortgage Rate that is fixed for the
life of
such Mortgage (each such rate, a “Mortgage Rate”).
All
of
the Mortgage Loans were originated by Argent Mortgage Company, L.L.C or
Ameriquest Mortgage Company. The Mortgage Loans were selected by the Seller
and
the Depositor using criteria established by the Seller and the Depositor
in
consultation with other parties.
The
adjustable-rate Mortgage Loans will provide for semi-annual adjustment to
the
Mortgage Rate thereon and for corresponding adjustments to the monthly payment
amount due thereon, in each case on each adjustment date applicable thereto
(each such date, an “Adjustment Date”); provided, that the first adjustment for
approximately
66.34% of the adjustable-rate Group I Mortgage Loans and approximately 81.22%
of
the adjustable-rate Group II Mortgage Loans, in each case by aggregate scheduled
principal balance of the adjustable-rate Mortgage Loans in the related loan
group as of the Cut-off Date or Subsequent Cut-off Date, will occur after
an
initial period of two years after origination, and
the
first adjustment for approximately 33.38% of the adjustable-rate Group I
Mortgage Loans, approximately 18.73% of the adjustable-rate Group II Mortgage
Loans, in each case by aggregate scheduled principal balance of the
adjustable-rate Mortgage Loans in the related loan group as of the Cut-off
Date
or Subsequent Cut-off Date, will occur after an initial period of three years
after origination and approximately 0.28% of the adjustable Group I Mortgage
Loans and 0.05% of the adjustable-rate Group II Mortgage Loans, in each case
by
aggregate scheduled principal balance of the adjustable-rate Mortgage Loans
in
the related loan group as of the Cut-off Date or Subsequent Cut-off Date,
will
occur after an initial period of five years after origination. On each
Adjustment Date for each adjustable-rate Mortgage Loan, the Mortgage Rate
thereon will be adjusted (subject to rounding) to equal the sum of the
applicable Index (as defined below) and a fixed percentage amount (the “Gross
Margin”). The Mortgage Rate on each adjustable-rate Mortgage Loan will not
decrease on the first related Adjustment Date, will not increase by more
than
2.000% or 6.000% per annum on the first related Adjustment Date (the “Initial
Periodic Rate Cap”) and will not increase or decrease by more than 1.000% per
annum on any Adjustment Date thereafter (the “Periodic Rate Cap”). Each Mortgage
Rate on each adjustable-rate Mortgage Loan will not exceed a specified maximum
Mortgage Rate over the life of such Mortgage Loan (the “Maximum Mortgage Rate”)
or be less than a specified minimum Mortgage Rate over the life of such Mortgage
Loan (the “Minimum Mortgage Rate”). In cases where the minimum mortgage rate for
any adjustable-rate Mortgage Loan is lower than its applicable margin, the
applicable margin is used as its minimum mortgage rate. Effective with the
first
monthly payment due on each adjustable-rate Mortgage Loan after each related
Adjustment Date, the monthly payment amount will be adjusted to an amount
that
will amortize fully the outstanding principal balance of the related Mortgage
Loan over its remaining term, and pay interest at the Mortgage Rate as so
adjusted. Due to the application of the Periodic Rate Caps and the Maximum
Mortgage Rates, the Mortgage Rate on each such adjustable-rate Mortgage Loan,
as
adjusted on any related Adjustment Date, may be less than the sum of the
Index
and the related Gross Margin, rounded as described herein. None of the
adjustable-rate Mortgage Loans permits the related mortgagor to convert the
adjustable Mortgage Rate thereon to a fixed Mortgage Rate.
The
Mortgage Loans will have scheduled monthly payments due on the first day
of the
month (with respect to each Mortgage Loan, a “Due Date”). Each Mortgage Loan
will contain a customary “due-on-sale” clause which provides that (subject to
state and federal restrictions) the Mortgage Loan must be repaid at the time
of
sale of the related mortgaged property or with the consent of the holder
of the
mortgage note assumed by a creditworthy purchaser of the related mortgaged
property.
None
of
the Mortgage Loans will be buydown mortgage loans.
Approximately
55.95% of the Group I Mortgage Loans and approximately 64.86% of the Group
II
Mortgage Loans, in each case by aggregate scheduled principal balances of
the
related loan group as of the Cut-off Date or Subsequent Cut-off Date, provide
for payment by the mortgagor of a prepayment charge on certain principal
prepayments, subject to certain limitations in the related mortgage note
and
limitations upon collection in the Pooling and Servicing Agreement. Generally,
each such Mortgage Loan provides for payment of a prepayment charge on certain
prepayments made within a defined period set forth in the related Mortgage
Note
(generally within the first three years but possibly as short as one year
from
the date of origination of such Mortgage Loan). The amount of the prepayment
charge is as provided in the related Mortgage Note. The holders of the Class
P
Certificates will be entitled to all prepayment charges received on the Mortgage
Loans in each loan group, and such amounts will not be available for
distribution on the other classes of Certificates. Under certain instances,
as
described under the terms of the Pooling and Servicing Agreement, the Master
Servicer may waive the payment of any otherwise applicable prepayment charge.
Investors should conduct their own analysis of the effect, if any, that the
prepayment charges, and decisions by the Master Servicer with respect to
the
waiver thereof, may have on the prepayment performance of the Mortgage Loans.
The Depositor makes no representation as to the effect that the prepayment
charges, and decisions by the Master Servicer with respect to the waiver
thereof, may have on the prepayment performance of the Mortgage Loans. As
of
July 1, 2003, the Alternative Mortgage Parity Act of 1982 (the “Parity Act”),
which regulates the ability of the Originators to impose prepayment charges,
was
amended, and as a result, the Originators will be required to comply with
state
and local laws in originating mortgage loans with prepayment charge provisions
with respect to loans originated on or after July 1, 2003. However, the ruling
of the Office of Thrift Supervision (the “OTS”) does not retroactively affect
loans originated before July 1, 2003. See “Legal Aspects of Mortgage
Assets—Enforceability of Certain Provisions—Prepayment Charges” in the
prospectus.
Mortgage
Loan Statistics
The
Group
I Mortgage Loans consist of 10,553 adjustable-rate and fixed-rate Mortgage
Loans
having an aggregate principal balance as of the Cut-off Date or Subsequent
Cut-off Date of approximately $1,741,495,790, after application of scheduled
payments due on or before the Cut-off Date or Subsequent Cut-off Date whether
or
not received and application of all unscheduled payments of principal received
prior to the Cut-off Date or Subsequent Cut-off Date, and subject to a permitted
variance of plus or minus 5%. None of the Group I Mortgage Loans had a first
Due
Date prior to December 1, 2005 or after July 1, 2006, or will have a remaining
term to stated maturity of less than 117 months or greater than 360 months
as of
the Cut-off Date or Subsequent Cut-off Date. The latest maturity date of
any
Group I Mortgage Loan is June 1, 2036.
The
Group
II Mortgage Loans consist of 4,275 adjustable-rate and fixed-rate Mortgage
Loans
having an aggregate principal balance as of the Cut-off Date or Subsequent
Cut-off Date of approximately 1,258,503,137, after application of scheduled
payments due on or before the Cut-off Date or Subsequent Cut-off Date whether
or
not received and application of all unscheduled payments of principal received
prior to the Cut-off Date or Subsequent Cut-off Date, and subject to a permitted
variance of plus or minus 5%. None of the Group II Mortgage Loans had a first
Due Date prior to November 1, 2005 or after July 1, 2006, or will have a
remaining term to stated
[TPW:
NYLEGAL:526747.3] 19960-00060 06/28/2006 02:53 PM
maturity
of less than 113 months or greater than 360 months as of the Cut-off Date
or
Subsequent Cut-off Date. The latest maturity date of any Group II Mortgage
Loan
is June 1, 2036.
Total
Collateral Summary
|
||
Summary
Statistics
|
Range
(if applicable)
|
|
Number
of Initial Mortgage Loans
|
14,828
|
|
Aggregate
Current Principal Balance
|
$2,999,998,926.66
|
$19,987.88
to $1,688,694.68
|
Average
Current Principal Balance
|
$202,319.86
|
|
Aggregate
Original Principal Balance
|
$3,001,156,944.70
|
$20,000.00
to $1,690,000.00
|
Average
Original Principal Balance
|
$202,397.96
|
|
Fully
Amortizing Mortgage Loans
|
100.00%
|
|
1st
Lien
|
98.87%
|
|
Wtd.
Avg. Gross Coupon
|
8.558%
|
6.000%
to 13.500%
|
Wtd.
Avg. Original Term (months)
|
359
|
120
to 360
|
Wtd.
Avg. Remaining Term (months)
|
358
|
113
to 360
|
Margin
(ARM Loans Only)
|
5.933%
|
2.750%
to 7.125%
|
Maximum
Mortgage Rate (ARM Loans Only)
|
14.590%
|
12.000%
to 18.650%
|
Minimum
Mortgage Rate (ARM Loans Only)
|
8.590%
|
6.000%
to 12.650%
|
Wtd.
Avg. Original LTV
|
80.82%
|
10.26%
to 100.00%
|
Wtd.
Avg. Borrower FICO
|
613
|
500
to 819
|
Retail
Originations
|
18.94%
|
|
Geographic
Distribution (Top 5)
|
CA
|
27.68%
|
FL
|
11.47%
|
|
IL
|
7.12%
|
|
AZ
|
6.95%
|
|
NY
|
5.30%
|
|
|
|
|
|
|
|
|
|
Collateral
Type
|
||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Collateral
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2
YR/6MO LIB
|
6,062
|
$1,168,007,717.14
|
38.93%
|
359
|
40.64
|
8.973
|
593
|
80.48
|
2
YR/6MO LIB - 5YR IO
|
1,082
|
357,205,622.38
|
11.91
|
359
|
40.41
|
7.868
|
657
|
81.92
|
2
YR/6MO LIB - 40 Year
|
1,330
|
374,143,765.40
|
12.47
|
359
|
42.79
|
8.335
|
630
|
82.02
|
3
YR/6MO LIB
|
2,784
|
492,368,871.13
|
16.41
|
358
|
40.55
|
8.690
|
593
|
79.03
|
3
YR/6MO LIB - 5YR IO
|
378
|
104,242,603.69
|
3.47
|
359
|
40.11
|
7.621
|
659
|
82.38
|
3
YR/6MO LIB - 40 Year
|
402
|
105,324,134.38
|
3.51
|
359
|
41.60
|
8.254
|
626
|
82.76
|
5
YR/6MO LIB
|
9
|
1,116,700.08
|
0.04
|
359
|
45.61
|
7.011
|
723
|
86.67
|
5
YR/6MO LIB - 5YR IO
|
18
|
3,557,210.00
|
0.12
|
359
|
39.37
|
7.048
|
737
|
88.46
|
FIXED
RATE
|
2,511
|
324,646,022.34
|
10.82
|
352
|
40.28
|
8.512
|
621
|
80.97
|
FIXED
RATE - 5YR IO
|
112
|
33,563,461.14
|
1.12
|
359
|
40.32
|
7.454
|
665
|
81.64
|
FIXED
RATE - 40 Year
|
140
|
35,822,818.98
|
1.19
|
359
|
42.24
|
7.714
|
621
|
79.32
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Principal
Balances at Origination
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination ($)
|
Mortgage
Loans
|
at
Origination
|
at
Origination
|
(months)*
|
(%)*
|
(%)*
|
FICO*
|
(%)*
|
25,000.00
or less
|
78
|
$1,783,975.00
|
0.06%
|
353
|
41.15
|
11.772
|
642
|
99.99
|
25,000.01
- 50,000.00
|
408
|
14,545,267.00
|
0.48
|
359
|
42.81
|
11.799
|
648
|
99.97
|
50,000.01
- 100,000.00
|
3,072
|
244,650,963.00
|
8.15
|
355
|
38.82
|
9.374
|
592
|
80.51
|
100,000.01
- 150,000.00
|
3,178
|
396,184,012.70
|
13.20
|
357
|
40.31
|
8.946
|
596
|
79.99
|
150,000.01
- 200,000.00
|
2,463
|
429,188,896.00
|
14.30
|
358
|
40.71
|
8.637
|
605
|
79.53
|
200,000.01
- 250,000.00
|
1,608
|
361,060,048.00
|
12.03
|
358
|
41.08
|
8.581
|
609
|
80.28
|
250,000.01
- 300,000.00
|
1,169
|
321,029,878.00
|
10.70
|
359
|
41.28
|
8.441
|
616
|
80.72
|
300,000.01
- 350,000.00
|
836
|
271,328,163.00
|
9.04
|
359
|
41.23
|
8.296
|
622
|
81.12
|
350,000.01
- 400,000.00
|
617
|
231,548,280.00
|
7.72
|
359
|
41.45
|
8.281
|
620
|
80.81
|
400,000.01
- 450,000.00
|
458
|
194,286,984.00
|
6.47
|
359
|
41.63
|
8.274
|
627
|
81.90
|
450,000.01
- 500,000.00
|
330
|
156,939,620.00
|
5.23
|
359
|
41.90
|
8.339
|
630
|
81.59
|
500,000.01
- 550,000.00
|
191
|
100,132,276.00
|
3.34
|
359
|
42.38
|
8.169
|
628
|
83.30
|
550,000.01
- 600,000.00
|
160
|
92,158,241.00
|
3.07
|
359
|
40.65
|
8.174
|
633
|
82.93
|
600,000.01
- 650,000.00
|
79
|
49,475,454.00
|
1.65
|
359
|
40.66
|
8.174
|
624
|
82.66
|
650,000.01
- 700,000.00
|
73
|
49,421,095.00
|
1.65
|
359
|
38.76
|
7.985
|
627
|
81.31
|
700,000.01
- 750,000.00
|
44
|
31,936,120.00
|
1.06
|
359
|
39.98
|
7.875
|
622
|
80.60
|
750,000.01
or greater
|
64
|
55,487,672.00
|
1.85
|
359
|
40.59
|
7.788
|
624
|
79.06
|
Total:
|
14,828
|
$3,001,156,944.70
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Principal
Balance as of the Cut-off Date
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
as
of the Cut-off Date ($)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25,000.00
or less
|
79
|
$1,808,041.04
|
0.06%
|
353
|
41.11
|
11.747
|
642
|
99.99
|
25,000.01
- 50,000.00
|
407
|
14,513,330.59
|
0.48
|
359
|
42.82
|
11.802
|
648
|
99.97
|
50,000.01
- 100,000.00
|
3,072
|
244,514,995.37
|
8.15
|
355
|
38.82
|
9.374
|
592
|
80.51
|
100,000.01
- 150,000.00
|
3,178
|
396,002,165.84
|
13.20
|
357
|
40.31
|
8.947
|
596
|
79.99
|
150,000.01
- 200,000.00
|
2,463
|
429,012,847.82
|
14.30
|
358
|
40.71
|
8.637
|
605
|
79.53
|
200,000.01
- 250,000.00
|
1,608
|
360,916,384.49
|
12.03
|
358
|
41.08
|
8.582
|
609
|
80.28
|
250,000.01
- 300,000.00
|
1,170
|
321,205,315.20
|
10.71
|
359
|
41.29
|
8.441
|
616
|
80.73
|
300,000.01
- 350,000.00
|
837
|
271,627,560.20
|
9.05
|
359
|
41.17
|
8.296
|
622
|
81.12
|
350,000.01
- 400,000.00
|
615
|
230,777,261.63
|
7.69
|
359
|
41.53
|
8.281
|
620
|
80.81
|
400,000.01
- 450,000.00
|
459
|
194,673,250.89
|
6.49
|
359
|
41.65
|
8.275
|
627
|
81.92
|
450,000.01
- 500,000.00
|
329
|
156,442,013.74
|
5.21
|
359
|
41.88
|
8.338
|
630
|
81.57
|
500,000.01
- 550,000.00
|
191
|
100,103,259.69
|
3.34
|
359
|
42.38
|
8.169
|
628
|
83.30
|
550,000.01
- 600,000.00
|
160
|
92,133,629.84
|
3.07
|
359
|
40.65
|
8.174
|
633
|
82.93
|
600,000.01
- 650,000.00
|
79
|
49,462,131.06
|
1.65
|
359
|
40.66
|
8.174
|
624
|
82.66
|
650,000.01
- 700,000.00
|
74
|
50,107,983.58
|
1.67
|
359
|
38.90
|
7.980
|
628
|
81.43
|
700,000.01
- 750,000.00
|
43
|
31,230,341.85
|
1.04
|
359
|
39.77
|
7.880
|
621
|
80.39
|
750,000.01
or greater
|
64
|
55,468,413.83
|
1.85
|
359
|
40.59
|
7.789
|
624
|
79.06
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
|
|
|
|
|
|
|
|
|
Remaining
Term to Maturity
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Months Remaining
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
61
- 120
|
6
|
$757,543.73
|
0.03%
|
117
|
43.75
|
8.029
|
638
|
74.93
|
121
- 180
|
95
|
10,723,366.19
|
0.36
|
179
|
33.90
|
8.191
|
633
|
73.66
|
181
- 240
|
80
|
9,688,065.04
|
0.32
|
239
|
39.54
|
8.215
|
635
|
76.25
|
241
- 300
|
7
|
1,247,123.46
|
0.04
|
298
|
35.76
|
6.871
|
721
|
84.12
|
301
- 360
|
14,640
|
2,977,582,828.24
|
99.25
|
359
|
40.89
|
8.562
|
613
|
80.86
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Current
Mortgage Rates
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Current Mortgage Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
150
|
$41,906,932.84
|
1.40%
|
353
|
38.56
|
6.259
|
679
|
72.28
|
6.500
- 6.999
|
632
|
179,433,569.70
|
5.98
|
356
|
40.22
|
6.830
|
655
|
77.77
|
7.000
- 7.499
|
1,135
|
304,678,345.93
|
10.16
|
358
|
40.35
|
7.243
|
631
|
78.09
|
7.500
- 7.999
|
2,328
|
582,595,758.89
|
19.42
|
358
|
41.22
|
7.764
|
625
|
78.93
|
8.000
- 8.499
|
1,808
|
396,553,859.26
|
13.22
|
358
|
41.75
|
8.243
|
617
|
79.61
|
8.500
- 8.999
|
2,748
|
553,949,411.35
|
18.46
|
358
|
41.12
|
8.747
|
603
|
80.94
|
9.000
- 9.499
|
1,645
|
310,655,754.72
|
10.36
|
358
|
40.95
|
9.228
|
599
|
82.98
|
9.500
- 9.999
|
1,843
|
311,134,326.41
|
10.37
|
358
|
40.52
|
9.738
|
585
|
83.92
|
10.000
- 10.499
|
833
|
129,386,268.02
|
4.31
|
358
|
40.56
|
10.224
|
594
|
85.32
|
10.500
- 10.999
|
756
|
99,951,557.23
|
3.33
|
359
|
38.73
|
10.726
|
590
|
84.77
|
11.000
- 11.499
|
253
|
34,012,199.85
|
1.13
|
359
|
39.81
|
11.210
|
586
|
85.05
|
11.500
- 11.999
|
287
|
30,652,727.17
|
1.02
|
357
|
40.19
|
11.710
|
593
|
86.34
|
12.000
- 12.499
|
206
|
15,635,194.74
|
0.52
|
359
|
41.67
|
12.203
|
603
|
90.45
|
12.500
- 12.999
|
179
|
8,714,520.75
|
0.29
|
356
|
42.85
|
12.673
|
630
|
98.62
|
13.000
- 13.499
|
24
|
713,604.88
|
0.02
|
359
|
45.58
|
13.068
|
613
|
100.00
|
13.500
- 13.999
|
1
|
24,894.92
|
0.00
|
359
|
49.00
|
13.500
|
594
|
100.00
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
|
|
|
|
|
|
|
|
|
Original
Loan-to-Value Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Original
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Loan-to-Value
Ratios (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25.00
or less
|
38
|
$3,464,383.98
|
0.12%
|
359
|
37.44
|
8.695
|
593
|
19.88
|
25.01
- 30.00
|
36
|
4,692,385.02
|
0.16
|
352
|
42.19
|
8.685
|
568
|
28.09
|
30.01
- 35.00
|
52
|
5,748,824.61
|
0.19
|
348
|
37.86
|
8.484
|
586
|
32.70
|
35.01
- 40.00
|
74
|
11,002,228.63
|
0.37
|
359
|
39.36
|
8.228
|
586
|
37.70
|
40.01
- 45.00
|
101
|
15,059,630.80
|
0.50
|
359
|
40.31
|
8.092
|
593
|
42.75
|
45.01
- 50.00
|
180
|
28,885,690.81
|
0.96
|
354
|
40.61
|
8.209
|
589
|
47.70
|
50.01
- 55.00
|
200
|
32,460,710.21
|
1.08
|
355
|
40.09
|
8.383
|
584
|
52.78
|
55.01
- 60.00
|
288
|
50,590,586.78
|
1.69
|
357
|
39.57
|
8.209
|
586
|
58.06
|
60.01
- 65.00
|
506
|
103,278,255.39
|
3.44
|
357
|
40.75
|
8.198
|
589
|
63.33
|
65.01
- 70.00
|
763
|
154,919,034.21
|
5.16
|
357
|
41.38
|
8.383
|
578
|
68.52
|
70.01
- 75.00
|
1,129
|
226,213,307.16
|
7.54
|
358
|
41.53
|
8.454
|
580
|
73.92
|
75.01
- 80.00
|
4,756
|
1,125,250,406.16
|
37.51
|
359
|
41.30
|
8.242
|
630
|
79.73
|
80.01
- 85.00
|
1,441
|
301,606,842.47
|
10.05
|
357
|
40.63
|
8.544
|
595
|
84.35
|
85.01
- 90.00
|
3,108
|
609,307,532.81
|
20.31
|
358
|
39.96
|
8.905
|
612
|
89.66
|
90.01
- 95.00
|
1,353
|
277,547,339.87
|
9.25
|
359
|
40.72
|
9.076
|
630
|
94.80
|
95.01
- 100.00
|
803
|
49,971,767.75
|
1.67
|
358
|
42.52
|
11.285
|
648
|
99.96
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
FICO
Scores at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of FICO Scores at Origination
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
500
- 519
|
1,006
|
$172,143,314.80
|
5.74%
|
359
|
42.05
|
9.226
|
510
|
74.74
|
520
- 539
|
1,299
|
231,064,489.52
|
7.70
|
358
|
41.77
|
9.142
|
530
|
77.03
|
540
- 559
|
1,397
|
254,443,638.77
|
8.48
|
358
|
41.29
|
8.967
|
550
|
79.23
|
560
- 579
|
1,371
|
238,008,247.83
|
7.93
|
358
|
40.80
|
8.864
|
569
|
79.60
|
580
- 599
|
1,520
|
294,139,665.10
|
9.80
|
358
|
41.11
|
8.686
|
589
|
80.13
|
600
- 619
|
1,959
|
402,613,660.17
|
13.42
|
358
|
40.96
|
8.434
|
609
|
82.12
|
620
- 639
|
2,167
|
460,545,232.95
|
15.35
|
359
|
41.05
|
8.427
|
629
|
81.97
|
640
- 659
|
1,496
|
341,280,756.11
|
11.38
|
358
|
40.65
|
8.263
|
650
|
82.83
|
660
- 679
|
962
|
221,298,176.07
|
7.38
|
358
|
40.62
|
8.224
|
669
|
82.47
|
680
- 699
|
616
|
139,901,360.78
|
4.66
|
357
|
39.31
|
8.100
|
689
|
82.71
|
700
- 719
|
419
|
99,814,392.31
|
3.33
|
358
|
39.30
|
8.159
|
708
|
83.32
|
720
- 739
|
256
|
57,308,491.87
|
1.91
|
357
|
40.63
|
8.086
|
729
|
82.61
|
740
- 759
|
169
|
41,332,906.04
|
1.38
|
357
|
39.55
|
8.105
|
750
|
82.12
|
760
- 779
|
99
|
26,527,549.34
|
0.88
|
354
|
39.20
|
7.819
|
768
|
81.34
|
780
- 799
|
69
|
14,410,596.91
|
0.48
|
357
|
35.53
|
8.157
|
787
|
82.10
|
800
- 819
|
23
|
5,166,448.09
|
0.17
|
340
|
33.95
|
7.823
|
807
|
82.13
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Debt-to-Income
Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Debt-to-Income
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Ratios
(%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
20.00
or less
|
608
|
$120,004,731.72
|
4.00%
|
357
|
13.90
|
8.551
|
623
|
80.72
|
20.01
- 25.00
|
572
|
102,081,747.85
|
3.40
|
357
|
23.23
|
8.612
|
615
|
79.30
|
25.01
- 30.00
|
971
|
179,647,670.71
|
5.99
|
357
|
28.15
|
8.573
|
617
|
80.50
|
30.01
- 35.00
|
1,555
|
286,871,112.16
|
9.56
|
357
|
33.18
|
8.606
|
614
|
80.40
|
35.01
- 40.00
|
2,353
|
462,805,823.39
|
15.43
|
358
|
38.22
|
8.544
|
615
|
80.88
|
40.01
- 45.00
|
3,314
|
690,617,828.86
|
23.02
|
359
|
43.23
|
8.520
|
618
|
81.36
|
45.01
- 50.00
|
4,757
|
1,023,941,803.98
|
34.13
|
359
|
48.11
|
8.563
|
611
|
82.13
|
50.01
- 55.00
|
698
|
134,028,207.99
|
4.47
|
357
|
53.34
|
8.611
|
575
|
70.41
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Geographic
Distribution
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Geographic
Location
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Alabama
|
104
|
$11,723,239.35
|
0.39%
|
346
|
39.72
|
9.192
|
597
|
79.74
|
Alaska
|
32
|
5,904,110.74
|
0.20
|
354
|
40.39
|
8.847
|
589
|
85.46
|
Arizona
|
1,179
|
208,360,232.28
|
6.95
|
359
|
40.31
|
8.694
|
620
|
81.21
|
Arkansas
|
58
|
8,414,187.90
|
0.28
|
352
|
34.10
|
10.032
|
664
|
84.79
|
California
|
2,348
|
830,298,023.22
|
27.68
|
359
|
41.39
|
8.180
|
627
|
79.40
|
Colorado
|
161
|
29,515,218.21
|
0.98
|
358
|
40.29
|
8.593
|
603
|
84.70
|
Connecticut
|
146
|
29,094,253.06
|
0.97
|
358
|
41.42
|
8.710
|
587
|
79.09
|
Delaware
|
52
|
8,666,936.51
|
0.29
|
358
|
41.05
|
8.327
|
592
|
79.85
|
District
of Columbia
|
9
|
2,229,745.68
|
0.07
|
359
|
45.61
|
7.744
|
606
|
67.57
|
Florida
|
1,727
|
344,184,934.41
|
11.47
|
359
|
41.03
|
8.510
|
614
|
79.35
|
Georgia
|
143
|
20,607,352.20
|
0.69
|
356
|
39.73
|
9.487
|
597
|
84.59
|
Hawaii
|
72
|
27,451,127.61
|
0.92
|
359
|
42.74
|
7.752
|
629
|
78.83
|
Idaho
|
31
|
4,362,885.60
|
0.15
|
359
|
36.96
|
8.664
|
570
|
81.52
|
Illinois
|
1,168
|
213,467,810.01
|
7.12
|
359
|
41.59
|
8.861
|
610
|
82.73
|
Indiana
|
283
|
28,644,293.00
|
0.95
|
358
|
38.13
|
9.397
|
609
|
86.17
|
Iowa
|
77
|
7,673,991.01
|
0.26
|
356
|
41.70
|
9.520
|
588
|
85.39
|
Kansas
|
89
|
10,864,916.82
|
0.36
|
359
|
40.46
|
9.356
|
594
|
86.92
|
Kentucky
|
81
|
10,112,826.46
|
0.34
|
356
|
40.87
|
8.815
|
595
|
85.09
|
Louisiana
|
156
|
19,011,835.48
|
0.63
|
353
|
39.47
|
8.911
|
591
|
83.78
|
Maine
|
42
|
6,190,893.20
|
0.21
|
355
|
42.38
|
8.694
|
588
|
78.40
|
Maryland
|
596
|
129,808,133.23
|
4.33
|
358
|
41.59
|
8.275
|
592
|
79.34
|
Massachusetts
|
227
|
54,112,474.58
|
1.80
|
359
|
41.22
|
8.432
|
611
|
77.94
|
Michigan
|
549
|
64,765,246.71
|
2.16
|
358
|
39.55
|
9.117
|
593
|
85.60
|
Minnesota
|
189
|
33,624,172.75
|
1.12
|
358
|
39.40
|
8.868
|
610
|
81.43
|
Mississippi
|
87
|
8,986,537.37
|
0.30
|
336
|
40.47
|
9.146
|
592
|
84.73
|
Missouri
|
379
|
46,202,619.21
|
1.54
|
359
|
39.89
|
9.250
|
593
|
86.36
|
Montana
|
3
|
643,650.81
|
0.02
|
358
|
36.45
|
9.313
|
583
|
87.49
|
Nebraska
|
49
|
4,972,595.11
|
0.17
|
359
|
39.22
|
9.220
|
599
|
87.87
|
Nevada
|
282
|
64,872,767.24
|
2.16
|
359
|
39.62
|
8.419
|
622
|
81.08
|
New
Hampshire
|
26
|
4,660,512.05
|
0.16
|
359
|
41.17
|
8.263
|
619
|
75.66
|
New
Jersey
|
549
|
140,449,976.80
|
4.68
|
359
|
42.10
|
8.670
|
604
|
78.79
|
New
Mexico
|
100
|
14,625,668.11
|
0.49
|
359
|
40.38
|
8.984
|
611
|
84.55
|
New
York
|
513
|
158,953,729.29
|
5.30
|
359
|
41.47
|
8.324
|
622
|
78.74
|
North
Carolina
|
178
|
21,535,832.81
|
0.72
|
354
|
41.65
|
9.420
|
585
|
84.94
|
North
Dakota
|
4
|
400,298.07
|
0.01
|
360
|
29.78
|
9.184
|
601
|
85.12
|
Ohio
|
376
|
39,772,793.43
|
1.33
|
357
|
38.96
|
8.740
|
591
|
86.47
|
Oklahoma
|
121
|
12,603,910.37
|
0.42
|
358
|
39.58
|
9.277
|
598
|
84.02
|
Oregon
|
85
|
14,803,382.04
|
0.49
|
359
|
38.59
|
8.434
|
601
|
80.55
|
Pennsylvania
|
420
|
58,480,380.27
|
1.95
|
354
|
40.61
|
8.614
|
584
|
80.13
|
Rhode
Island
|
62
|
13,839,987.51
|
0.46
|
357
|
40.54
|
8.273
|
618
|
80.18
|
South
Carolina
|
113
|
13,913,956.86
|
0.46
|
359
|
38.05
|
9.400
|
588
|
83.52
|
South
Dakota
|
5
|
315,488.47
|
0.01
|
359
|
33.10
|
8.862
|
641
|
84.52
|
Tennessee
|
152
|
17,627,560.52
|
0.59
|
356
|
40.47
|
9.280
|
582
|
86.02
|
Texas
|
880
|
102,002,767.31
|
3.40
|
353
|
38.64
|
9.099
|
597
|
82.79
|
Utah
|
307
|
49,632,355.32
|
1.65
|
359
|
39.84
|
8.741
|
633
|
83.15
|
Vermont
|
11
|
1,321,393.83
|
0.04
|
349
|
40.64
|
8.802
|
595
|
73.65
|
Washington
|
254
|
53,485,588.05
|
1.78
|
358
|
39.91
|
8.381
|
614
|
82.04
|
Wisconsin
|
317
|
42,383,882.37
|
1.41
|
358
|
40.89
|
9.409
|
594
|
85.39
|
Wyoming
|
36
|
4,422,453.42
|
0.15
|
353
|
39.47
|
8.731
|
615
|
81.94
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Occupancy
Status
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Occupancy
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Owner-Occupied
|
13,396
|
$2,749,125,235.76
|
91.64%
|
358
|
41.46
|
8.494
|
610
|
80.50
|
Non-Owner
Occupied
|
1,303
|
221,954,796.98
|
7.40
|
359
|
33.72
|
9.348
|
646
|
84.46
|
Second
Home
|
129
|
28,918,893.92
|
0.96
|
359
|
38.54
|
8.616
|
647
|
82.70
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Documentation
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Documentation
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Full
Documentation
|
8,811
|
$1,654,278,481.35
|
55.14%
|
358
|
40.68
|
8.301
|
599
|
80.27
|
Stated
Documentation
|
4,482
|
1,018,161,024.06
|
33.94
|
359
|
41.57
|
8.963
|
638
|
81.75
|
Limited
Documentation
|
1,535
|
327,559,421.25
|
10.92
|
358
|
39.54
|
8.598
|
605
|
80.70
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Loan
Purpose
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Purpose
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Refinance-Debt
Consolidation Cash Out**
|
8,472
|
$1,728,767,543.88
|
57.63%
|
358
|
41.04
|
8.501
|
594
|
78.46
|
Purchase
|
5,690
|
1,161,836,607.80
|
38.73
|
359
|
40.70
|
8.656
|
641
|
84.18
|
Refinance-Debt
Consolidation No Cash Out*
|
666
|
109,394,774.98
|
3.65
|
357
|
39.53
|
8.433
|
607
|
82.42
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
|
|
|
|
|
|
|
|
|
Credit
Grade
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Risk
Category
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
I
|
8,839
|
$1,885,399,437.03
|
62.85%
|
359
|
40.50
|
8.443
|
628
|
82.60
|
II
|
1,589
|
355,818,127.27
|
11.86
|
359
|
40.78
|
8.617
|
583
|
81.21
|
III
|
404
|
84,528,697.44
|
2.82
|
358
|
41.55
|
9.169
|
558
|
77.91
|
IV
|
421
|
88,136,246.59
|
2.94
|
359
|
42.86
|
9.144
|
555
|
70.97
|
V
|
101
|
17,797,973.93
|
0.59
|
359
|
42.43
|
10.842
|
554
|
64.57
|
8A
|
190
|
36,296,987.13
|
1.21
|
348
|
39.61
|
7.009
|
749
|
82.14
|
7A
|
109
|
21,637,286.39
|
0.72
|
348
|
43.40
|
7.330
|
696
|
85.15
|
6A
|
169
|
35,567,613.77
|
1.19
|
354
|
41.42
|
7.729
|
669
|
81.05
|
5A
|
202
|
39,801,359.10
|
1.33
|
355
|
42.29
|
8.006
|
649
|
81.01
|
4A
|
213
|
37,278,041.25
|
1.24
|
357
|
41.67
|
8.344
|
631
|
77.80
|
3A
|
251
|
42,066,971.78
|
1.40
|
357
|
41.14
|
8.422
|
612
|
78.78
|
2A
|
342
|
55,343,452.58
|
1.84
|
356
|
42.62
|
8.753
|
604
|
76.63
|
A
|
690
|
107,219,688.00
|
3.57
|
357
|
41.53
|
8.975
|
572
|
77.41
|
B
|
565
|
82,992,977.86
|
2.77
|
357
|
42.02
|
9.140
|
552
|
74.95
|
C
|
609
|
91,890,965.52
|
3.06
|
357
|
41.68
|
9.394
|
541
|
73.22
|
D
|
134
|
18,223,101.02
|
0.61
|
359
|
39.11
|
9.636
|
522
|
65.30
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Property
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Property
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Single
Family Detached
|
11,357
|
$2,225,477,735.66
|
74.18%
|
358
|
40.96
|
8.545
|
610
|
80.60
|
PUD
Detached
|
1595
|
381,295,687.31
|
12.71
|
359
|
40.61
|
8.525
|
615
|
81.97
|
Two-to
Four-Family
|
777
|
196,749,455.07
|
6.56
|
359
|
40.45
|
8.600
|
627
|
80.13
|
Condominium
|
978
|
177,578,296.47
|
5.92
|
359
|
40.37
|
8.752
|
632
|
81.73
|
PUD
Attached
|
65
|
12,174,616.58
|
0.41
|
359
|
43.35
|
8.320
|
623
|
82.22
|
Single
Family Attached
|
56
|
6,723,135.57
|
0.22
|
354
|
41.49
|
9.031
|
578
|
79.35
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
|
|
|
|
|
|
|
|
|
Prepayment
Charge Term at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Prepayment
Charge Term
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination (months)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
No
Prepayment Penalty
|
6,198
|
$1,209,406,859.11
|
40.31%
|
358
|
40.86
|
8.901
|
614
|
81.43
|
12
|
545
|
161,132,982.68
|
5.37
|
359
|
40.96
|
8.431
|
629
|
80.69
|
24
|
4,826
|
1,078,169,992.60
|
35.94
|
359
|
41.02
|
8.363
|
614
|
81.55
|
30
|
10
|
1,965,732.52
|
0.07
|
359
|
44.74
|
9.240
|
590
|
88.55
|
36
|
3,249
|
549,323,359.75
|
18.31
|
356
|
40.48
|
8.221
|
604
|
78.04
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Conforming
Balance
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Conforming
Balance
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Conforming
|
13,652
|
$2,392,462,124.03
|
79.75%
|
358
|
40.77
|
8.642
|
609
|
80.46
|
Non-conforming
|
1,176
|
607,536,802.63
|
20.25
|
359
|
41.20
|
8.230
|
627
|
82.24
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Maximum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Maximum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
12.000
- 12.499
|
64
|
$20,987,191.36
|
0.81%
|
359
|
38.16
|
6.272
|
651
|
74.73
|
12.500
- 12.999
|
415
|
125,226,187.20
|
4.81
|
359
|
40.13
|
6.846
|
649
|
78.46
|
13.000
- 13.499
|
880
|
249,500,665.13
|
9.57
|
359
|
40.44
|
7.245
|
632
|
78.31
|
13.500
- 13.999
|
1,968
|
513,300,967.19
|
19.70
|
359
|
41.42
|
7.768
|
625
|
78.87
|
14.000
- 14.499
|
1,515
|
350,860,358.30
|
13.46
|
359
|
41.78
|
8.239
|
618
|
79.54
|
14.500
- 14.999
|
2,428
|
507,761,752.05
|
19.48
|
359
|
41.18
|
8.747
|
604
|
80.82
|
15.000
- 15.499
|
1,458
|
286,293,828.69
|
10.99
|
359
|
41.03
|
9.228
|
599
|
83.03
|
15.500
- 15.999
|
1,624
|
286,447,525.19
|
10.99
|
358
|
40.59
|
9.739
|
586
|
83.90
|
16.000
- 16.499
|
717
|
117,967,400.12
|
4.53
|
359
|
40.56
|
10.225
|
594
|
85.10
|
16.500
- 16.999
|
599
|
87,573,907.15
|
3.36
|
359
|
38.31
|
10.720
|
589
|
84.36
|
17.000
- 17.499
|
188
|
29,408,326.76
|
1.13
|
359
|
39.47
|
11.209
|
581
|
84.01
|
17.500
- 17.999
|
161
|
22,129,489.45
|
0.85
|
358
|
39.54
|
11.691
|
576
|
82.80
|
18.000
- 18.499
|
45
|
7,577,758.86
|
0.29
|
360
|
40.26
|
12.142
|
564
|
80.47
|
18.500
- 18.999
|
3
|
931,266.75
|
0.04
|
359
|
34.61
|
12.597
|
601
|
88.58
|
Total:
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
Minimum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Minimum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
64
|
$20,987,191.36
|
0.81%
|
359
|
38.16
|
6.272
|
651
|
74.73
|
6.500
- 6.999
|
415
|
125,226,187.20
|
4.81
|
359
|
40.13
|
6.846
|
649
|
78.46
|
7.000
- 7.499
|
880
|
249,500,665.13
|
9.57
|
359
|
40.44
|
7.245
|
632
|
78.31
|
7.500
- 7.999
|
1,968
|
513,300,967.19
|
19.70
|
359
|
41.42
|
7.768
|
625
|
78.87
|
8.000
- 8.499
|
1,515
|
350,860,358.30
|
13.46
|
359
|
41.78
|
8.239
|
618
|
79.54
|
8.500
- 8.999
|
2,428
|
507,761,752.05
|
19.48
|
359
|
41.18
|
8.747
|
604
|
80.82
|
9.000
- 9.499
|
1,458
|
286,293,828.69
|
10.99
|
359
|
41.03
|
9.228
|
599
|
83.03
|
9.500
- 9.999
|
1,624
|
286,447,525.19
|
10.99
|
358
|
40.59
|
9.739
|
586
|
83.90
|
10.000
- 10.499
|
717
|
117,967,400.12
|
4.53
|
359
|
40.56
|
10.225
|
594
|
85.10
|
10.500
- 10.999
|
599
|
87,573,907.15
|
3.36
|
359
|
38.31
|
10.720
|
589
|
84.36
|
11.000
- 11.499
|
188
|
29,408,326.76
|
1.13
|
359
|
39.47
|
11.209
|
581
|
84.01
|
11.500
- 11.999
|
161
|
22,129,489.45
|
0.85
|
358
|
39.54
|
11.691
|
576
|
82.80
|
12.000
- 12.499
|
45
|
7,577,758.86
|
0.29
|
360
|
40.26
|
12.142
|
564
|
80.47
|
12.500
- 12.999
|
3
|
931,266.75
|
0.04
|
359
|
34.61
|
12.597
|
601
|
88.58
|
Total:
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
Gross
Margins of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Gross
Margins (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.750
- 2.999
|
97
|
$19,205,953.89
|
0.74%
|
359
|
42.43
|
7.259
|
733
|
86.15
|
4.250
- 4.499
|
185
|
28,305,435.25
|
1.09
|
358
|
41.95
|
9.384
|
580
|
79.55
|
4.500
- 4.749
|
454
|
94,692,382.83
|
3.63
|
359
|
41.94
|
8.814
|
602
|
82.51
|
4.750
- 4.999
|
7
|
1,784,092.04
|
0.07
|
358
|
37.25
|
7.295
|
740
|
75.35
|
5.000
- 5.249
|
23
|
4,733,298.19
|
0.18
|
358
|
45.69
|
7.968
|
675
|
88.08
|
5.250
- 5.499
|
128
|
26,395,232.74
|
1.01
|
359
|
41.46
|
7.735
|
667
|
78.91
|
5.500
- 5.749
|
148
|
31,522,664.92
|
1.21
|
359
|
42.22
|
8.053
|
642
|
79.37
|
5.750
- 5.999
|
185
|
32,870,391.29
|
1.26
|
358
|
42.23
|
8.300
|
626
|
76.42
|
6.000
- 6.249
|
9,100
|
2,103,144,585.04
|
80.70
|
359
|
40.71
|
8.538
|
616
|
81.56
|
6.250
- 6.499
|
622
|
97,010,341.11
|
3.72
|
358
|
41.78
|
8.929
|
571
|
77.14
|
6.500
- 6.749
|
508
|
76,526,424.69
|
2.94
|
358
|
41.83
|
9.085
|
550
|
74.43
|
6.750
- 6.999
|
594
|
87,375,803.12
|
3.35
|
358
|
40.94
|
9.433
|
537
|
72.16
|
7.000
- 7.249
|
14
|
2,400,019.09
|
0.09
|
359
|
40.59
|
8.467
|
582
|
81.36
|
Total:
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
|
|
|
|
|
|
|
|
|
Next
Adjustment Date of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Next
Adjustment Date
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
November
2007
|
3
|
$688,015.22
|
0.03%
|
353
|
45.61
|
8.132
|
589
|
88.22
|
December
2007
|
5
|
1,492,480.16
|
0.06
|
354
|
42.60
|
7.835
|
664
|
85.28
|
January
2008
|
5
|
896,558.92
|
0.03
|
355
|
40.24
|
9.206
|
604
|
82.78
|
February
2008
|
18
|
4,647,696.45
|
0.18
|
356
|
42.38
|
8.491
|
598
|
82.39
|
March
2008
|
27
|
5,205,986.38
|
0.20
|
355
|
41.36
|
8.713
|
605
|
85.34
|
April
2008
|
531
|
118,826,695.56
|
4.56
|
358
|
40.58
|
8.489
|
622
|
83.27
|
May
2008
|
5,419
|
1,183,227,009.23
|
45.40
|
359
|
41.12
|
8.611
|
611
|
80.64
|
June
2008
|
2,466
|
584,372,663.00
|
22.42
|
360
|
40.88
|
8.731
|
614
|
81.37
|
November
2008
|
1
|
66,643.56
|
0.00
|
353
|
45.00
|
8.300
|
587
|
90.00
|
December
2008
|
2
|
145,455.16
|
0.01
|
354
|
30.66
|
9.725
|
597
|
88.97
|
January
2009
|
3
|
533,777.67
|
0.02
|
355
|
38.83
|
8.551
|
604
|
83.30
|
February
2009
|
9
|
1,803,944.75
|
0.07
|
356
|
44.83
|
8.325
|
599
|
86.03
|
March
2009
|
18
|
3,073,731.32
|
0.12
|
357
|
45.03
|
8.101
|
614
|
82.42
|
April
2009
|
175
|
32,016,112.73
|
1.23
|
358
|
40.73
|
8.309
|
613
|
84.85
|
May
2009
|
2,379
|
455,177,530.01
|
17.47
|
358
|
40.89
|
8.448
|
605
|
79.16
|
June
2009
|
977
|
209,118,414.00
|
8.02
|
360
|
40.00
|
8.534
|
612
|
81.28
|
April
2011
|
1
|
121,200.00
|
0.00
|
358
|
37.00
|
6.125
|
752
|
80.00
|
May
2011
|
22
|
3,910,913.08
|
0.15
|
359
|
40.27
|
7.175
|
731
|
89.90
|
June
2011
|
4
|
641,797.00
|
0.02
|
360
|
45.15
|
6.384
|
748
|
78.14
|
Total:
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
Initial
Periodic Cap of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Initial
Periodic Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.000
|
12,038
|
$2,601,292,714.12
|
99.82%
|
359
|
40.92
|
8.593
|
611
|
80.80
|
6.000
|
27
|
$4,673,910.08
|
0.18
|
359
|
40.86
|
7.039
|
734
|
88.03
|
Total:
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
Periodic
Cap of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Periodic
Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
1.000
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
Total:
|
12,065
|
$2,605,966,624.20
|
100.00%
|
359
|
40.92
|
8.590
|
611
|
80.81
|
Loan
Source
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Source
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Wholesale
|
11,354
|
$2,431,680,482.26
|
81.06%
|
359
|
40.68
|
8.537
|
616
|
81.68
|
Retail
|
3,474
|
568,318,444.40
|
18.94
|
356
|
41.63
|
8.650
|
600
|
77.11
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Insured
AVM
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Insured
AVM
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
N
|
13,862
|
$2,836,748,416.52
|
94.56%
|
358
|
40.84
|
8.581
|
612
|
81.15
|
Y
|
966
|
163,250,510.14
|
5.44
|
355
|
41.17
|
8.158
|
627
|
75.01
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Historical
Delinquency
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Never
Delinquent
|
14,778
|
$2,994,476,423.80
|
99.82%
|
358
|
40.85
|
8.556
|
613
|
80.80
|
1x30
|
50
|
5,522,502.86
|
0.18
|
350
|
43.72
|
9.855
|
633
|
89.14
|
Total:
|
14,828
|
$2,999,998,926.66
|
100.00%
|
358
|
40.86
|
8.558
|
613
|
80.82
|
Group
1 Collateral Summary
|
||
Summary
Statistics
|
Range
(if applicable)
|
|
Number
of Initial Mortgage Loans
|
10,553
|
|
Aggregate
Current Principal Balance
|
$1,741,495,789.73
|
$19,987.88
to $730,000.00
|
Average
Current Principal Balance
|
$165,023.76
|
|
Aggregate
Original Principal Balance
|
$1,742,267,388.70
|
$20,000.00
to $730,000.00
|
Average
Original Principal Balance
|
$165,096.88
|
|
Fully
Amortizing Mortgage Loans
|
100.00%
|
|
1st
Lien
|
99.07%
|
|
Wtd.
Avg. Gross Coupon
|
8.681%
|
6.000%
to 13.500%
|
Wtd.
Avg. Original Term (months)
|
358
|
120
to 360
|
Wtd.
Avg. Remaining Term (months)
|
358
|
117
to 360
|
Margin
(ARM Loans Only)
|
5.907%
|
2.750%
to 7.125%
|
Maximum
Mortgage Rate (ARM Loans Only)
|
14.750%
|
12.000%
to 18.650%
|
Minimum
Mortgage Rate (ARM Loans Only)
|
8.750%
|
6.000%
to 12.650%
|
Wtd.
Avg. Original LTV
|
79.70%
|
10.26%
to 100.00%
|
Wtd.
Avg. Borrower FICO
|
599
|
500
to 819
|
Retail
Originations
|
28.23%
|
|
Geographic
Distribution (Top 5)
|
CA
|
14.58%
|
FL
|
10.82%
|
|
IL
|
9.48%
|
|
AZ
|
7.34%
|
|
MD
|
5.57%
|
Collateral
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Collateral
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2
YR/6MO LIB
|
4,594
|
$757,574,770.09
|
43.50%
|
359
|
40.70
|
9.073
|
585
|
79.37
|
2
YR/6MO LIB - 5YR IO
|
374
|
90,437,577.61
|
5.19
|
358
|
41.06
|
7.774
|
648
|
81.39
|
2
YR/6MO LIB - 40 Year
|
571
|
120,396,638.72
|
6.91
|
359
|
41.86
|
8.373
|
612
|
82.31
|
3
YR/6MO LIB
|
2,377
|
377,238,951.43
|
21.66
|
358
|
40.53
|
8.733
|
587
|
78.32
|
3
YR/6MO LIB - 5YR IO
|
242
|
55,178,869.52
|
3.17
|
359
|
41.30
|
7.496
|
656
|
81.80
|
3
YR/6MO LIB - 40 Year
|
244
|
54,884,554.16
|
3.15
|
359
|
42.13
|
8.221
|
612
|
82.73
|
5
YR/6MO LIB
|
9
|
1,116,700.08
|
0.06
|
359
|
45.61
|
7.011
|
723
|
86.67
|
5
YR/6MO LIB - 5YR IO
|
16
|
2,917,514.00
|
0.17
|
359
|
40.47
|
7.055
|
737
|
88.54
|
FIXED
RATE
|
1,953
|
241,747,389.24
|
13.88
|
352
|
40.42
|
8.456
|
613
|
79.56
|
FIXED
RATE - 5YR IO
|
75
|
19,119,284.18
|
1.10
|
359
|
40.52
|
7.472
|
664
|
82.32
|
FIXED
RATE - 40 Year
|
98
|
20,883,540.70
|
1.20
|
359
|
40.90
|
7.629
|
612
|
78.04
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Principal
Balances at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination ($)
|
Mortgage
Loans
|
at
Origination
|
at
Origination
|
(months)*
|
(%)*
|
(%)*
|
FICO*
|
(%)*
|
25,000.00
or less
|
74
|
$1,690,715.00
|
0.10%
|
352
|
41.61
|
11.775
|
640
|
99.99
|
25,000.01
- 50,000.00
|
334
|
11,610,623.00
|
0.67
|
359
|
43.93
|
11.880
|
648
|
99.99
|
50,000.01
- 100,000.00
|
2,588
|
207,037,715.00
|
11.88
|
354
|
38.98
|
9.334
|
589
|
79.58
|
100,000.01
- 150,000.00
|
2,655
|
330,150,899.70
|
18.95
|
357
|
40.74
|
8.926
|
593
|
79.47
|
150,000.01
- 200,000.00
|
1,907
|
331,147,391.00
|
19.01
|
358
|
40.80
|
8.633
|
597
|
78.81
|
200,000.01
- 250,000.00
|
1,142
|
256,178,850.00
|
14.70
|
358
|
41.27
|
8.577
|
597
|
79.39
|
250,000.01
- 300,000.00
|
765
|
210,110,093.00
|
12.06
|
359
|
41.30
|
8.390
|
603
|
79.52
|
300,000.01
- 350,000.00
|
522
|
169,566,668.00
|
9.73
|
359
|
40.46
|
8.298
|
611
|
80.16
|
350,000.01
- 400,000.00
|
383
|
143,740,018.00
|
8.25
|
359
|
41.64
|
8.326
|
603
|
80.13
|
400,000.01
- 450,000.00
|
125
|
51,744,937.00
|
2.97
|
358
|
41.49
|
8.356
|
607
|
81.22
|
450,000.01
- 500,000.00
|
32
|
15,280,629.00
|
0.88
|
359
|
42.90
|
7.979
|
637
|
77.68
|
500,000.01
- 550,000.00
|
20
|
10,391,250.00
|
0.60
|
359
|
41.08
|
7.848
|
653
|
84.61
|
550,000.01
- 600,000.00
|
4
|
2,227,600.00
|
0.13
|
359
|
38.83
|
7.814
|
631
|
77.40
|
650,000.01
- 700,000.00
|
1
|
660,000.00
|
0.04
|
359
|
25.00
|
9.400
|
579
|
75.00
|
700,000.01
- 750,000.00
|
1
|
730,000.00
|
0.04
|
359
|
40.00
|
7.700
|
675
|
86.90
|
Total:
|
10,553
|
$1,742,267,388.70
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Principal
Balances as of the Cut-off Date
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
as
of the Cut-off Date ($)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25,000.00
or less
|
75
|
$1,714,822.35
|
0.10%
|
353
|
41.56
|
11.749
|
641
|
99.99
|
25,000.01
- 50,000.00
|
333
|
11,581,569.78
|
0.67
|
359
|
43.95
|
11.884
|
648
|
99.99
|
50,000.01
- 100,000.00
|
2,588
|
206,928,485.23
|
11.88
|
354
|
38.98
|
9.334
|
589
|
79.58
|
100,000.01
- 150,000.00
|
2,655
|
329,998,526.75
|
18.95
|
357
|
40.74
|
8.926
|
593
|
79.47
|
150,000.01
- 200,000.00
|
1,907
|
331,011,159.88
|
19.01
|
358
|
40.80
|
8.633
|
597
|
78.81
|
200,000.01
- 250,000.00
|
1,142
|
256,066,236.71
|
14.70
|
358
|
41.27
|
8.577
|
597
|
79.39
|
250,000.01
- 300,000.00
|
766
|
210,313,733.46
|
12.08
|
359
|
41.31
|
8.391
|
604
|
79.53
|
300,000.01
- 350,000.00
|
522
|
169,543,067.86
|
9.74
|
359
|
40.37
|
8.300
|
611
|
80.16
|
350,000.01
- 400,000.00
|
382
|
143,334,968.63
|
8.23
|
359
|
41.74
|
8.322
|
603
|
80.12
|
400,000.01
- 450,000.00
|
125
|
51,723,258.78
|
2.97
|
358
|
41.50
|
8.356
|
607
|
81.22
|
450,000.01
- 500,000.00
|
32
|
15,274,693.28
|
0.88
|
359
|
42.90
|
7.979
|
637
|
77.68
|
500,000.01
- 550,000.00
|
20
|
10,388,408.61
|
0.60
|
359
|
41.08
|
7.848
|
653
|
84.61
|
550,000.01
- 600,000.00
|
4
|
2,227,189.96
|
0.13
|
359
|
38.83
|
7.814
|
631
|
77.40
|
650,000.01
- 700,000.00
|
1
|
659,668.45
|
0.04
|
359
|
25.00
|
9.400
|
579
|
75.00
|
700,000.01
- 750,000.00
|
1
|
730,000.00
|
0.04
|
359
|
40.00
|
7.700
|
675
|
86.90
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Remaining
Term to Maturity
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Months Remaining
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
61
- 120
|
5
|
$566,429.55
|
0.03%
|
118
|
47.37
|
8.528
|
618
|
75.61
|
121
- 180
|
83
|
8,611,896.88
|
0.49
|
179
|
34.66
|
8.491
|
614
|
71.72
|
181
- 240
|
64
|
7,253,451.12
|
0.42
|
239
|
39.18
|
8.276
|
624
|
75.78
|
241
- 300
|
7
|
1,247,123.46
|
0.07
|
298
|
35.76
|
6.871
|
721
|
84.12
|
301
- 360
|
10,394
|
1,723,816,888.72
|
98.98
|
359
|
40.83
|
8.685
|
599
|
79.75
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Current
Mortgage Rates
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Current Mortgage Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
113
|
$26,284,505.68
|
1.51%
|
355
|
39.89
|
6.256
|
673
|
70.68
|
6.500
- 6.999
|
451
|
105,308,968.59
|
6.05
|
356
|
40.33
|
6.820
|
650
|
76.55
|
7.000
- 7.499
|
731
|
151,887,082.83
|
8.72
|
357
|
40.87
|
7.253
|
620
|
76.25
|
7.500
- 7.999
|
1,501
|
299,552,396.09
|
17.20
|
358
|
41.08
|
7.770
|
611
|
77.19
|
8.000
- 8.499
|
1,178
|
207,764,388.83
|
11.93
|
357
|
41.47
|
8.249
|
599
|
77.39
|
8.500
- 8.999
|
1,935
|
319,799,653.90
|
18.36
|
358
|
41.27
|
8.754
|
587
|
80.10
|
9.000
- 9.499
|
1,202
|
187,382,276.55
|
10.76
|
358
|
40.60
|
9.236
|
585
|
82.08
|
9.500
- 9.999
|
1,442
|
212,042,265.43
|
12.18
|
358
|
40.64
|
9.743
|
577
|
82.66
|
10.000
- 10.499
|
670
|
92,752,541.66
|
5.33
|
358
|
39.92
|
10.226
|
588
|
84.77
|
10.500
- 10.999
|
609
|
75,206,390.38
|
4.32
|
359
|
39.00
|
10.720
|
587
|
83.10
|
11.000
- 11.499
|
203
|
24,856,432.05
|
1.43
|
359
|
39.34
|
11.225
|
586
|
83.84
|
11.500
- 11.999
|
215
|
22,498,758.99
|
1.29
|
357
|
40.17
|
11.685
|
582
|
84.23
|
12.000
- 12.499
|
146
|
10,215,943.17
|
0.59
|
359
|
40.67
|
12.184
|
590
|
87.22
|
12.500
- 12.999
|
134
|
5,275,753.51
|
0.30
|
358
|
42.40
|
12.683
|
631
|
97.73
|
13.000
- 13.499
|
22
|
643,537.15
|
0.04
|
359
|
45.89
|
13.076
|
613
|
100.00
|
13.500
- 13.999
|
1
|
24,894.92
|
0.00
|
359
|
49.00
|
13.500
|
594
|
100.00
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Original
Loan-to-Value Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Original
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Loan-to-Value
Ratios (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25.00
or less
|
34
|
$3,067,420.71
|
0.18%
|
359
|
37.38
|
8.824
|
588
|
19.83
|
25.01
- 30.00
|
34
|
3,772,385.02
|
0.22
|
350
|
40.08
|
8.662
|
576
|
28.24
|
30.01
- 35.00
|
49
|
5,488,824.61
|
0.32
|
347
|
37.91
|
8.422
|
588
|
32.70
|
35.01
- 40.00
|
67
|
9,538,641.33
|
0.55
|
359
|
40.41
|
8.252
|
587
|
37.80
|
40.01
- 45.00
|
93
|
14,110,586.51
|
0.81
|
358
|
40.17
|
8.054
|
595
|
42.80
|
45.01
- 50.00
|
162
|
24,813,813.29
|
1.42
|
353
|
40.77
|
8.281
|
592
|
47.81
|
50.01
- 55.00
|
178
|
28,076,349.02
|
1.61
|
355
|
39.74
|
8.411
|
582
|
52.78
|
55.01
- 60.00
|
255
|
42,570,732.74
|
2.44
|
357
|
38.85
|
8.256
|
586
|
58.05
|
60.01
- 65.00
|
449
|
81,417,384.96
|
4.68
|
357
|
40.98
|
8.368
|
580
|
63.27
|
65.01
- 70.00
|
674
|
125,875,719.01
|
7.23
|
357
|
41.46
|
8.422
|
575
|
68.49
|
70.01
- 75.00
|
988
|
180,875,118.78
|
10.39
|
358
|
41.69
|
8.503
|
576
|
73.89
|
75.01
- 80.00
|
2,470
|
419,308,293.59
|
24.08
|
358
|
41.25
|
8.371
|
603
|
79.43
|
80.01
- 85.00
|
1,171
|
207,105,747.30
|
11.89
|
357
|
40.82
|
8.724
|
589
|
84.33
|
85.01
- 90.00
|
2,460
|
416,617,996.11
|
23.92
|
358
|
39.67
|
8.987
|
612
|
89.65
|
90.01
- 95.00
|
943
|
153,154,287.30
|
8.79
|
359
|
41.46
|
9.126
|
627
|
94.76
|
95.01
- 100.00
|
526
|
25,702,489.45
|
1.48
|
358
|
43.10
|
11.235
|
642
|
99.95
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
FICO
Scores at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of FICO Scores at Origination
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
500
- 519
|
900
|
$144,412,269.56
|
8.29%
|
358
|
42.19
|
9.273
|
510
|
74.34
|
520
- 539
|
1,107
|
178,267,669.01
|
10.24
|
358
|
42.07
|
9.120
|
530
|
76.11
|
540
- 559
|
1,151
|
186,985,056.67
|
10.74
|
358
|
41.51
|
8.962
|
550
|
77.86
|
560
- 579
|
1,162
|
184,992,087.73
|
10.62
|
358
|
40.78
|
8.907
|
569
|
78.96
|
580
- 599
|
1,168
|
185,271,265.86
|
10.64
|
358
|
40.84
|
8.695
|
589
|
78.90
|
600
- 619
|
1,417
|
239,690,647.92
|
13.76
|
358
|
40.83
|
8.517
|
609
|
81.01
|
620
- 639
|
1,307
|
214,296,680.33
|
12.31
|
358
|
40.71
|
8.500
|
629
|
81.58
|
640
- 659
|
858
|
146,463,006.02
|
8.41
|
357
|
40.33
|
8.311
|
649
|
82.81
|
660
- 679
|
578
|
102,390,178.30
|
5.88
|
357
|
40.67
|
8.275
|
668
|
82.63
|
680
- 699
|
336
|
56,113,695.61
|
3.22
|
355
|
37.51
|
8.186
|
689
|
83.42
|
700
- 719
|
240
|
43,711,132.51
|
2.51
|
358
|
38.57
|
8.233
|
709
|
83.39
|
720
- 739
|
137
|
23,557,878.20
|
1.35
|
358
|
38.40
|
7.908
|
728
|
83.76
|
740
- 759
|
82
|
15,342,790.22
|
0.88
|
356
|
36.94
|
8.030
|
750
|
81.19
|
760
- 779
|
54
|
11,274,072.78
|
0.65
|
350
|
38.76
|
7.992
|
768
|
84.91
|
780
- 799
|
41
|
6,103,217.56
|
0.35
|
353
|
34.32
|
8.428
|
788
|
79.49
|
800
- 819
|
15
|
2,624,141.45
|
0.15
|
353
|
31.43
|
8.076
|
808
|
87.15
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Debt-to-Income
Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Debt-to-Income
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Ratios
(%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
20.00
or less
|
414
|
$68,144,400.03
|
3.91%
|
357
|
13.93
|
8.777
|
617
|
79.61
|
20.01
- 25.00
|
425
|
64,691,084.95
|
3.71
|
357
|
23.22
|
8.760
|
607
|
78.01
|
25.01
- 30.00
|
706
|
111,819,930.78
|
6.42
|
356
|
28.14
|
8.701
|
610
|
79.09
|
30.01
- 35.00
|
1,150
|
177,375,596.16
|
10.19
|
356
|
33.19
|
8.759
|
601
|
78.95
|
35.01
- 40.00
|
1,670
|
273,079,172.42
|
15.68
|
358
|
38.18
|
8.643
|
599
|
79.48
|
40.01
- 45.00
|
2,278
|
373,099,661.07
|
21.42
|
358
|
43.20
|
8.667
|
601
|
80.42
|
45.01
- 50.00
|
3,279
|
560,950,073.70
|
32.21
|
358
|
48.16
|
8.66
|
597
|
81.79
|
50.01
- 55.00
|
631
|
112,335,870.62
|
6.45
|
357
|
53.39
|
8.683
|
572
|
70.21
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Geographic
Distribution
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Geographic
Location
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Alabama
|
98
|
$10,385,108.09
|
0.60%
|
346
|
39.32
|
9.191
|
598
|
80.93
|
Alaska
|
28
|
5,015,653.82
|
0.29
|
353
|
41.11
|
8.855
|
586
|
85.89
|
Arizona
|
801
|
127,910,190.87
|
7.34
|
359
|
40.72
|
8.666
|
611
|
80.39
|
Arkansas
|
54
|
7,834,858.99
|
0.45
|
352
|
34.70
|
10.039
|
667
|
84.61
|
California
|
926
|
253,827,992.82
|
14.58
|
359
|
40.44
|
8.184
|
602
|
74.58
|
Colorado
|
129
|
21,353,022.05
|
1.23
|
358
|
40.67
|
8.769
|
601
|
84.43
|
Connecticut
|
120
|
20,899,591.50
|
1.20
|
357
|
42.44
|
8.761
|
585
|
77.52
|
Delaware
|
48
|
8,060,449.58
|
0.46
|
358
|
41.16
|
8.294
|
590
|
79.27
|
District
of Columbia
|
9
|
2,229,745.68
|
0.13
|
359
|
45.61
|
7.744
|
606
|
67.57
|
Florida
|
1,119
|
188,464,978.60
|
10.82
|
359
|
40.95
|
8.548
|
596
|
76.89
|
Georgia
|
125
|
17,278,140.42
|
0.99
|
355
|
40.24
|
9.639
|
588
|
84.12
|
Hawaii
|
53
|
17,948,801.00
|
1.03
|
359
|
44.25
|
7.835
|
624
|
76.95
|
Idaho
|
25
|
3,235,270.33
|
0.19
|
359
|
33.76
|
8.557
|
575
|
81.59
|
Illinois
|
981
|
165,108,581.95
|
9.48
|
358
|
41.84
|
8.888
|
604
|
82.28
|
Indiana
|
254
|
25,357,378.98
|
1.46
|
357
|
38.48
|
9.385
|
610
|
86.19
|
Iowa
|
68
|
6,407,235.19
|
0.37
|
357
|
41.61
|
9.470
|
587
|
86.09
|
Kansas
|
79
|
9,205,684.46
|
0.53
|
359
|
40.32
|
9.296
|
597
|
87.06
|
Kentucky
|
66
|
7,586,247.45
|
0.44
|
356
|
40.22
|
8.817
|
591
|
83.62
|
Louisiana
|
114
|
12,809,475.88
|
0.74
|
352
|
40.15
|
8.819
|
588
|
82.88
|
Maine
|
38
|
5,841,466.99
|
0.34
|
355
|
42.73
|
8.682
|
587
|
78.55
|
Maryland
|
486
|
96,939,881.19
|
5.57
|
358
|
41.87
|
8.242
|
587
|
77.87
|
Massachusetts
|
179
|
38,705,510.79
|
2.22
|
358
|
41.17
|
8.522
|
605
|
77.18
|
Michigan
|
469
|
54,375,420.99
|
3.12
|
358
|
39.63
|
9.146
|
591
|
85.76
|
Minnesota
|
166
|
27,061,609.96
|
1.55
|
358
|
40.24
|
8.933
|
607
|
81.69
|
Mississippi
|
75
|
7,630,115.42
|
0.44
|
332
|
40.85
|
9.114
|
594
|
83.90
|
Missouri
|
309
|
36,149,413.40
|
2.08
|
359
|
39.57
|
9.264
|
594
|
86.19
|
Montana
|
3
|
643,650.81
|
0.04
|
358
|
36.45
|
9.313
|
583
|
87.49
|
Nebraska
|
43
|
4,492,140.04
|
0.26
|
359
|
39.48
|
9.128
|
597
|
87.53
|
Nevada
|
151
|
28,246,093.94
|
1.62
|
359
|
41.32
|
8.347
|
607
|
78.48
|
New
Hampshire
|
24
|
3,764,512.05
|
0.22
|
359
|
39.49
|
8.545
|
600
|
73.12
|
New
Jersey
|
427
|
96,654,514.37
|
5.55
|
359
|
41.75
|
8.746
|
597
|
76.54
|
New
Mexico
|
78
|
11,517,423.33
|
0.66
|
359
|
40.27
|
9.039
|
602
|
85.31
|
New
York
|
324
|
83,761,004.89
|
4.81
|
358
|
42.14
|
8.453
|
602
|
75.98
|
North
Carolina
|
170
|
20,230,393.34
|
1.16
|
354
|
41.90
|
9.394
|
583
|
84.64
|
North
Dakota
|
4
|
400,298.07
|
0.02
|
360
|
29.78
|
9.184
|
601
|
85.12
|
Ohio
|
305
|
31,679,730.04
|
1.82
|
358
|
39.16
|
8.745
|
591
|
86.38
|
Oklahoma
|
95
|
9,099,813.27
|
0.52
|
358
|
41.01
|
9.386
|
590
|
83.92
|
Oregon
|
67
|
11,557,356.93
|
0.66
|
359
|
39.91
|
8.454
|
593
|
81.17
|
Pennsylvania
|
365
|
50,683,593.64
|
2.91
|
355
|
40.34
|
8.618
|
584
|
79.99
|
Rhode
Island
|
48
|
10,127,314.93
|
0.58
|
356
|
39.12
|
8.142
|
620
|
79.18
|
South
Carolina
|
104
|
12,856,158.88
|
0.74
|
359
|
38.01
|
9.454
|
586
|
83.43
|
South
Dakota
|
4
|
269,743.08
|
0.02
|
359
|
31.76
|
8.671
|
620
|
81.89
|
Tennessee
|
127
|
14,557,837.56
|
0.84
|
356
|
40.18
|
9.189
|
587
|
85.50
|
Texas
|
676
|
71,036,837.40
|
4.08
|
352
|
39.61
|
9.078
|
595
|
82.04
|
Utah
|
220
|
28,126,808.96
|
1.62
|
359
|
39.17
|
8.757
|
625
|
83.46
|
Vermont
|
10
|
1,208,615.83
|
0.07
|
359
|
40.70
|
9.040
|
582
|
73.91
|
Washington
|
176
|
32,715,080.16
|
1.88
|
359
|
40.12
|
8.423
|
597
|
80.70
|
Wisconsin
|
281
|
36,485,755.21
|
2.10
|
358
|
41.54
|
9.464
|
590
|
85.51
|
Wyoming
|
32
|
3,759,286.60
|
0.22
|
351
|
39.56
|
8.816
|
615
|
81.96
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Occupancy
Status
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Occupancy
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Owner-Occupied
|
9,282
|
$1,529,583,921.28
|
87.83%
|
358
|
41.63
|
8.592
|
593
|
79.09
|
Non-Owner
Occupied
|
1,155
|
188,996,204.83
|
10.85
|
359
|
34.17
|
9.399
|
644
|
84.16
|
Second
Home
|
116
|
22,915,663.62
|
1.32
|
359
|
39.36
|
8.718
|
645
|
83.73
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Documentation
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Documentation
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Full
Documentation
|
6,866
|
$1,097,591,086.53
|
63.03%
|
357
|
41.09
|
8.448
|
589
|
79.28
|
Stated
Documentation
|
2,629
|
469,911,234.46
|
26.98
|
359
|
40.34
|
9.166
|
627
|
80.79
|
Limited
Documentation
|
1,058
|
173,993,468.74
|
9.99
|
358
|
40.10
|
8.844
|
589
|
79.35
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Loan
Purpose
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Purpose
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Refinance-Debt
Consolidation Cash Out**
|
7,391
|
$1,334,423,267.06
|
76.63%
|
357
|
41.07
|
8.580
|
591
|
77.72
|
Purchase
|
2,564
|
312,547,155.97
|
17.95
|
359
|
39.94
|
9.183
|
633
|
87.26
|
Refinance-Debt
Consolidation No Cash Out*
|
598
|
94,525,366.70
|
5.43
|
357
|
39.74
|
8.451
|
606
|
82.56
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Credit
Grade
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Risk
Category
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
I
|
5,308
|
$860,554,687.65
|
49.41%
|
358
|
40.06
|
8.555
|
615
|
82.52
|
II
|
1,274
|
245,041,785.48
|
14.07
|
359
|
40.66
|
8.682
|
579
|
80.51
|
III
|
329
|
63,504,907.05
|
3.65
|
358
|
41.89
|
9.149
|
559
|
77.19
|
IV
|
351
|
65,320,712.12
|
3.75
|
359
|
42.58
|
9.194
|
551
|
70.79
|
V
|
88
|
15,472,999.11
|
0.89
|
359
|
43.49
|
10.795
|
554
|
64.99
|
8A
|
148
|
26,350,357.67
|
1.51
|
351
|
39.61
|
6.990
|
743
|
81.98
|
7A
|
79
|
14,513,972.54
|
0.83
|
350
|
42.82
|
7.282
|
696
|
83.88
|
6A
|
150
|
28,715,650.07
|
1.65
|
354
|
42.39
|
7.671
|
669
|
80.08
|
5A
|
169
|
30,831,695.58
|
1.77
|
354
|
42.52
|
7.907
|
650
|
80.12
|
4A
|
189
|
30,850,188.82
|
1.77
|
357
|
42.03
|
8.373
|
631
|
77.94
|
3A
|
212
|
30,722,149.71
|
1.76
|
356
|
41.70
|
8.451
|
613
|
78.48
|
2A
|
320
|
47,978,929.04
|
2.76
|
356
|
42.18
|
8.763
|
605
|
75.67
|
A
|
666
|
100,133,419.93
|
5.75
|
357
|
41.48
|
8.970
|
572
|
76.95
|
B
|
549
|
78,244,684.02
|
4.49
|
357
|
41.92
|
9.128
|
551
|
74.60
|
C
|
588
|
85,468,793.24
|
4.91
|
357
|
41.66
|
9.402
|
540
|
72.87
|
D
|
133
|
17,790,857.70
|
1.02
|
359
|
39.38
|
9.662
|
523
|
65.15
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Property
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Property
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Single
Family Detached
|
8,349
|
$1,330,642,024.22
|
76.41%
|
357
|
40.84
|
8.675
|
596
|
79.55
|
PUD
Detached
|
913
|
176,990,105.81
|
10.16
|
358
|
40.96
|
8.609
|
599
|
81.01
|
Two-to
Four-Family
|
573
|
128,789,487.95
|
7.40
|
359
|
40.02
|
8.734
|
617
|
78.42
|
Condominium
|
620
|
91,454,801.84
|
5.25
|
359
|
40.58
|
8.843
|
617
|
81.00
|
PUD
Attached
|
45
|
7,273,974.34
|
0.42
|
359
|
42.72
|
8.259
|
609
|
82.12
|
Single
Family Attached
|
53
|
6,345,395.57
|
0.36
|
359
|
41.83
|
9.092
|
574
|
78.80
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Prepayment
Charge Term at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Prepayment
Charge Term
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination (months)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
No
Prepayment Penalty
|
4,694
|
$767,117,846.41
|
44.05%
|
358
|
40.95
|
8.937
|
601
|
80.31
|
12
|
282
|
63,119,488.63
|
3.62
|
359
|
40.20
|
8.582
|
615
|
80.33
|
24
|
2,819
|
487,278,423.71
|
27.98
|
359
|
40.82
|
8.614
|
596
|
80.85
|
30
|
10
|
1,965,732.52
|
0.11
|
359
|
44.74
|
9.240
|
590
|
88.55
|
36
|
2,748
|
422,014,298.46
|
24.23
|
356
|
40.55
|
8.308
|
597
|
77.12
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Conforming
Balance
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Conforming
Balance
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Conforming
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Maximum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Maximum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
12.000
- 12.499
|
48
|
$12,707,501.34
|
0.87%
|
359
|
40.29
|
6.258
|
649
|
72.77
|
12.500
- 12.999
|
286
|
70,183,188.78
|
4.81
|
359
|
40.46
|
6.828
|
645
|
77.32
|
13.000
- 13.000
|
000
|
000,387,214.18
|
7.70
|
359
|
41.30
|
7.260
|
619
|
76.28
|
13.500
- 13.999
|
1,206
|
247,727,457.77
|
16.97
|
359
|
41.28
|
7.776
|
609
|
76.96
|
14.000
- 14.499
|
951
|
173,687,923.14
|
11.90
|
359
|
41.45
|
8.244
|
598
|
77.08
|
14.500
- 14.999
|
1,664
|
282,822,311.36
|
19.37
|
359
|
41.41
|
8.754
|
586
|
79.92
|
15.000
- 15.499
|
1,051
|
169,262,651.38
|
11.60
|
359
|
40.67
|
9.237
|
585
|
82.07
|
15.500
- 15.999
|
1,279
|
193,599,744.41
|
13.26
|
358
|
40.63
|
9.745
|
577
|
82.66
|
16.000
- 16.499
|
578
|
84,154,568.67
|
5.77
|
359
|
39.91
|
10.228
|
588
|
84.61
|
16.500
- 16.999
|
500
|
66,063,623.06
|
4.53
|
359
|
38.64
|
10.717
|
587
|
82.91
|
17.000
- 17.499
|
152
|
21,272,584.25
|
1.46
|
359
|
38.84
|
11.229
|
582
|
82.69
|
17.500
- 17.999
|
145
|
18,856,732.71
|
1.29
|
358
|
39.67
|
11.680
|
577
|
82.93
|
18.000
- 18.499
|
40
|
6,368,738.53
|
0.44
|
360
|
39.65
|
12.145
|
559
|
79.55
|
18.500
- 18.999
|
2
|
651,336.03
|
0.04
|
359
|
29.71
|
12.575
|
606
|
83.67
|
Total:
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
Minimum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Minimum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
48
|
$12,707,501.34
|
0.87%
|
359
|
40.29
|
6.258
|
649
|
72.77
|
6.500
- 6.999
|
286
|
70,183,188.78
|
4.81
|
359
|
40.46
|
6.828
|
645
|
77.32
|
7.000
- 7.000
|
000
|
000,387,214.18
|
7.70
|
359
|
41.30
|
7.260
|
619
|
76.28
|
7.500
- 7.999
|
1,206
|
247,727,457.77
|
16.97
|
359
|
41.28
|
7.776
|
609
|
76.96
|
8.000
- 8.499
|
951
|
173,687,923.14
|
11.90
|
359
|
41.45
|
8.244
|
598
|
77.08
|
8.500
- 8.999
|
1,664
|
282,822,311.36
|
19.37
|
359
|
41.41
|
8.754
|
586
|
79.92
|
9.000
- 9.499
|
1,051
|
169,262,651.38
|
11.60
|
359
|
40.67
|
9.237
|
585
|
82.07
|
9.500
- 9.999
|
1,279
|
193,599,744.41
|
13.26
|
358
|
40.63
|
9.745
|
577
|
82.66
|
10.000
- 10.499
|
578
|
84,154,568.67
|
5.77
|
359
|
39.91
|
10.228
|
588
|
84.61
|
10.500
- 10.999
|
500
|
66,063,623.06
|
4.53
|
359
|
38.64
|
10.717
|
587
|
82.91
|
11.000
- 11.499
|
152
|
21,272,584.25
|
1.46
|
359
|
38.84
|
11.229
|
582
|
82.69
|
11.500
- 11.999
|
145
|
18,856,732.71
|
1.29
|
358
|
39.67
|
11.680
|
577
|
82.93
|
12.000
- 12.499
|
40
|
6,368,738.53
|
0.44
|
360
|
39.65
|
12.145
|
559
|
79.55
|
12.500
- 12.999
|
2
|
651,336.03
|
0.04
|
359
|
29.71
|
12.575
|
606
|
83.67
|
Total:
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
|
|
|
|
|
|
|
|
|
Gross
Margins of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Gross
Margins (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.750
- 2.999
|
88
|
$15,728,762.89
|
1.08%
|
359
|
42.41
|
7.259
|
731
|
86.37
|
4.250
- 4.499
|
174
|
24,914,078.24
|
1.71
|
358
|
41.59
|
9.426
|
578
|
79.50
|
4.500
- 4.749
|
413
|
80,583,617.00
|
5.52
|
359
|
42.32
|
8.826
|
601
|
82.24
|
4.750
- 4.999
|
4
|
652,772.10
|
0.04
|
358
|
39.22
|
7.882
|
661
|
80.04
|
5.000
- 5.249
|
22
|
4,258,298.19
|
0.29
|
358
|
45.77
|
8.009
|
672
|
87.31
|
5.250
- 5.499
|
120
|
22,695,486.92
|
1.55
|
359
|
42.39
|
7.723
|
666
|
78.68
|
5.500
- 5.749
|
130
|
24,839,748.22
|
1.70
|
359
|
42.64
|
7.991
|
641
|
78.96
|
5.750
- 5.999
|
176
|
30,118,645.25
|
2.06
|
358
|
41.83
|
8.364
|
626
|
76.25
|
6.000
- 6.249
|
5,618
|
1,010,557,036.36
|
69.23
|
359
|
40.42
|
8.712
|
600
|
80.85
|
6.250
- 6.499
|
601
|
90,534,553.12
|
6.20
|
358
|
41.76
|
8.926
|
571
|
76.66
|
6.500
- 6.749
|
494
|
71,836,862.07
|
4.92
|
357
|
41.76
|
9.073
|
549
|
74.05
|
6.750
- 6.999
|
578
|
81,806,632.53
|
5.60
|
358
|
40.96
|
9.447
|
537
|
71.70
|
7.000
- 7.249
|
9
|
1,219,082.72
|
0.08
|
359
|
39.41
|
8.666
|
581
|
81.06
|
Total:
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
Next
Adjustment Date of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Next
Adjustment Date
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
November
2007
|
3
|
$688,015.22
|
0.05%
|
353
|
45.61
|
8.132
|
589
|
88.22
|
December
2007
|
3
|
712,312.56
|
0.05
|
354
|
37.51
|
8.376
|
648
|
86.27
|
January
2008
|
4
|
763,653.92
|
0.05
|
355
|
42.55
|
9.172
|
600
|
80.65
|
February
2008
|
9
|
1,867,946.01
|
0.13
|
356
|
44.14
|
9.339
|
620
|
83.67
|
March
2008
|
16
|
2,377,637.05
|
0.16
|
354
|
44.14
|
9.480
|
575
|
84.16
|
April
2008
|
328
|
59,383,868.86
|
4.07
|
358
|
40.21
|
8.624
|
608
|
83.62
|
May
2008
|
3,649
|
624,111,706.80
|
42.75
|
358
|
41.01
|
8.847
|
593
|
79.34
|
June
2008
|
1,527
|
278,503,846.00
|
19.08
|
360
|
40.67
|
8.948
|
594
|
80.36
|
November
2008
|
1
|
66,643.56
|
0.00
|
353
|
45.00
|
8.300
|
587
|
90.00
|
December
2008
|
2
|
145,455.16
|
0.01
|
354
|
30.66
|
9.725
|
597
|
88.97
|
January
2009
|
3
|
533,777.67
|
0.04
|
355
|
38.83
|
8.551
|
604
|
83.30
|
February
2009
|
8
|
1,472,113.73
|
0.10
|
356
|
43.67
|
8.072
|
597
|
84.00
|
March
2009
|
16
|
2,724,278.57
|
0.19
|
357
|
44.37
|
7.947
|
617
|
81.62
|
April
2009
|
139
|
22,979,627.25
|
1.57
|
358
|
41.91
|
8.303
|
607
|
84.27
|
May
2009
|
1,978
|
327,189,184.17
|
22.41
|
358
|
40.98
|
8.516
|
596
|
78.18
|
June
2009
|
716
|
132,191,295.00
|
9.06
|
360
|
40.06
|
8.639
|
599
|
80.77
|
April
2011
|
1
|
121,200.00
|
0.01
|
358
|
37.00
|
6.125
|
752
|
80.00
|
May
2011
|
21
|
3,457,713.08
|
0.24
|
359
|
41.36
|
7.181
|
732
|
89.97
|
June
2011
|
3
|
455,301.00
|
0.03
|
360
|
47.27
|
6.234
|
742
|
75.33
|
Total:
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
Initial
Periodic Cap of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Initial
Periodic Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.000
|
8,402
|
$1,455,711,361.53
|
99.72%
|
359
|
40.85
|
8.754
|
595
|
79.69
|
6.000
|
25
|
$4,034,214.08
|
0.28
|
359
|
41.89
|
7.043
|
733
|
88.02
|
Total:
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
Periodic
Cap of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Periodic
Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
1.000
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
Total:
|
8,427
|
$1,459,745,575.61
|
100.00%
|
359
|
40.86
|
8.750
|
596
|
79.71
|
Loan
Source
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Source
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Wholesale
|
7,350
|
$1,249,895,091.41
|
71.77%
|
358
|
40.44
|
8.671
|
601
|
81.02
|
Retail
|
3,203
|
491,600,698.32
|
28.23
|
356
|
41.68
|
8.707
|
594
|
76.33
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Insured
AVM
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Insured
AVM
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
N
|
9,629
|
$1,591,277,917.71
|
91.37%
|
358
|
40.77
|
8.725
|
597
|
80.18
|
Y
|
924
|
150,217,872.02
|
8.63
|
356
|
41.07
|
8.219
|
622
|
74.60
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Historical
Delinquency
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Never
Delinquent
|
10,543
|
$1,740,350,468.81
|
99.93%
|
358
|
40.79
|
8.681
|
599
|
79.69
|
1x30
|
10
|
1,145,320.92
|
0.07
|
354
|
42.33
|
8.882
|
589
|
88.02
|
Total:
|
10,553
|
$1,741,495,789.73
|
100.00%
|
358
|
40.79
|
8.681
|
599
|
79.70
|
Group
2 Collateral Summary
|
||
Summary
Statistics
|
Range
(if applicable)
|
|
Number
of Initial Mortgage Loans
|
4,275
|
|
Aggregate
Current Principal Balance
|
$1,258,503,136.93
|
$22,600.00
to $1,688,694.68
|
Average
Current Principal Balance
|
$294,386.70
|
|
Aggregate
Original Principal Balance
|
$1,258,889,556.00
|
$22,600.00
to $1,690,000.00
|
Average
Original Principal Balance
|
$294,477.09
|
|
Fully
Amortizing Mortgage Loans
|
100.00%
|
|
1st
Lien
|
98.59%
|
|
Wtd.
Avg. Gross Coupon
|
8.388%
|
6.000%
to 13.000%
|
Wtd.
Avg. Original Term (months)
|
359
|
120
to 360
|
Wtd.
Avg. Remaining Term (months)
|
359
|
113
to 360
|
Margin
(ARM Loans Only)
|
5.967%
|
2.750%
to 7.125%
|
Maximum
Mortgage Rate (ARM Loans Only)
|
14.386%
|
12.000%
to 18.650%
|
Minimum
Mortgage Rate (ARM Loans Only)
|
8.386%
|
6.000%
to 12.650%
|
Wtd.
Avg. Original LTV
|
82.37%
|
15.00%
to 100.00%
|
Wtd.
Avg. Borrower FICO
|
632
|
500
to 816
|
Retail
Originations
|
6.10%
|
|
Geographic
Distribution (Top 5)
|
CA
|
45.81%
|
FL
|
12.37%
|
|
AZ
|
6.39%
|
|
NY
|
5.97%
|
|
IL
|
3.84%
|
Collateral
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Collateral
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2
YR/6MO LIB
|
1,468
|
$410,432,947.05
|
32.61%
|
359
|
40.52
|
8.789
|
607
|
82.54
|
2
YR/6MO LIB - 5YR IO
|
708
|
266,768,044.77
|
21.20
|
359
|
40.19
|
7.899
|
659
|
82.10
|
2
YR/6MO LIB - 40 Year
|
759
|
253,747,126.68
|
20.16
|
359
|
43.23
|
8.318
|
638
|
81.89
|
3
YR/6MO LIB
|
407
|
115,129,919.70
|
9.15
|
359
|
40.60
|
8.549
|
612
|
81.36
|
3
YR/6MO LIB - 5YR IO
|
136
|
49,063,734.17
|
3.90
|
359
|
38.78
|
7.762
|
662
|
83.03
|
3
YR/6MO LIB - 40 Year
|
158
|
50,439,580.22
|
4.01
|
359
|
41.02
|
8.289
|
640
|
82.79
|
5
YR/6MO LIB - 5YR IO
|
2
|
639,696.00
|
0.05
|
359
|
34.33
|
7.016
|
737
|
88.08
|
FIXED
RATE
|
558
|
82,898,633.10
|
6.59
|
352
|
39.87
|
8.675
|
644
|
85.09
|
FIXED
RATE - 5YR IO
|
37
|
14,444,176.96
|
1.15
|
359
|
40.06
|
7.429
|
666
|
80.74
|
FIXED
RATE - 40 Year
|
42
|
14,939,278.28
|
1.19
|
359
|
44.10
|
7.834
|
633
|
81.12
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Principal
Balances at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination ($)
|
Mortgage
Loans
|
at
Origination
|
at
Origination
|
(months)*
|
(%)*
|
(%)*
|
FICO*
|
(%)*
|
25,000.00
or less
|
4
|
$93,260.00
|
0.01%
|
358
|
32.78
|
11.717
|
667
|
100.00
|
25,000.01
- 50,000.00
|
74
|
2,934,644.00
|
0.23
|
357
|
38.35
|
11.480
|
647
|
99.89
|
50,000.01
- 100,000.00
|
484
|
37,613,248.00
|
2.99
|
356
|
37.97
|
9.597
|
610
|
85.63
|
100,000.01
- 150,000.00
|
523
|
66,033,113.00
|
5.25
|
357
|
38.19
|
9.049
|
614
|
82.57
|
150,000.01
- 200,000.00
|
556
|
98,041,505.00
|
7.79
|
357
|
40.37
|
8.652
|
632
|
81.94
|
200,000.01
- 250,000.00
|
466
|
104,881,198.00
|
8.33
|
358
|
40.62
|
8.592
|
640
|
82.45
|
250,000.01
- 300,000.00
|
404
|
110,919,785.00
|
8.81
|
359
|
41.24
|
8.536
|
639
|
83.00
|
300,000.01
- 350,000.00
|
314
|
101,761,495.00
|
8.08
|
359
|
42.52
|
8.293
|
641
|
82.72
|
350,000.01
- 400,000.00
|
234
|
87,808,262.00
|
6.98
|
359
|
41.14
|
8.208
|
648
|
81.93
|
400,000.01
- 450,000.00
|
333
|
142,542,047.00
|
11.32
|
359
|
41.68
|
8.245
|
634
|
82.15
|
450,000.01
- 500,000.00
|
298
|
141,658,991.00
|
11.25
|
359
|
41.79
|
8.378
|
629
|
82.01
|
500,000.01
- 550,000.00
|
171
|
89,741,026.00
|
7.13
|
359
|
42.53
|
8.206
|
625
|
83.15
|
550,000.01
- 600,000.00
|
156
|
89,930,641.00
|
7.14
|
359
|
40.70
|
8.183
|
633
|
83.07
|
600,000.01
- 650,000.00
|
79
|
49,475,454.00
|
3.93
|
359
|
40.66
|
8.174
|
624
|
82.66
|
650,000.01
- 700,000.00
|
72
|
48,761,095.00
|
3.87
|
359
|
38.94
|
7.966
|
628
|
81.39
|
700,000.01
- 750,000.00
|
43
|
31,206,120.00
|
2.48
|
359
|
39.98
|
7.879
|
620
|
80.45
|
750,000.01
or greater
|
64
|
55,487,672.00
|
4.41
|
359
|
40.59
|
7.788
|
624
|
79.06
|
Total:
|
4,275
|
$1,258,889,556.00
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
|
|
|
|
|
|
|
|
|
Principal
Balances as of the Cut-off Date
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
as
of the Cut-off Date ($)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25,000.00
or less
|
4
|
$93,218.69
|
0.01%
|
358
|
32.78
|
11.717
|
667
|
100.00
|
25,000.01
- 50,000.00
|
74
|
2,931,760.81
|
0.23
|
357
|
38.35
|
11.480
|
647
|
99.89
|
50,000.01
- 100,000.00
|
484
|
37,586,510.14
|
2.99
|
356
|
37.96
|
9.597
|
610
|
85.63
|
100,000.01
- 150,000.00
|
523
|
66,003,639.09
|
5.24
|
357
|
38.19
|
9.049
|
614
|
82.57
|
150,000.01
- 200,000.00
|
556
|
98,001,687.94
|
7.79
|
357
|
40.38
|
8.652
|
632
|
81.94
|
200,000.01
- 250,000.00
|
466
|
104,850,147.78
|
8.33
|
358
|
40.62
|
8.592
|
640
|
82.45
|
250,000.01
- 300,000.00
|
404
|
110,891,581.74
|
8.81
|
359
|
41.24
|
8.536
|
639
|
83.00
|
300,000.01
- 350,000.00
|
315
|
102,084,492.34
|
8.11
|
359
|
42.49
|
8.288
|
641
|
82.71
|
350,000.01
- 400,000.00
|
233
|
87,442,293.00
|
6.95
|
359
|
41.17
|
8.214
|
647
|
81.94
|
400,000.01
- 450,000.00
|
334
|
142,949,992.11
|
11.36
|
359
|
41.71
|
8.245
|
634
|
82.17
|
450,000.01
- 500,000.00
|
297
|
141,167,320.46
|
11.22
|
359
|
41.77
|
8.377
|
629
|
81.99
|
500,000.01
- 550,000.00
|
171
|
89,714,851.08
|
7.13
|
359
|
42.53
|
8.206
|
625
|
83.15
|
550,000.01
- 600,000.00
|
156
|
89,906,439.88
|
7.14
|
359
|
40.70
|
8.183
|
633
|
83.07
|
600,000.01
- 650,000.00
|
79
|
49,462,131.06
|
3.93
|
359
|
40.66
|
8.174
|
624
|
82.66
|
650,000.01
- 700,000.00
|
73
|
49,448,315.13
|
3.93
|
359
|
39.09
|
7.961
|
629
|
81.51
|
700,000.01
- 750,000.00
|
42
|
30,500,341.85
|
2.42
|
359
|
39.77
|
7.885
|
619
|
80.24
|
750,000.01
or greater
|
64
|
55,468,413.83
|
4.41
|
359
|
40.59
|
7.789
|
624
|
79.06
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Remaining
Term to Maturity
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Months Remaining
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
61
- 120
|
1
|
$191,114.18
|
0.02%
|
113
|
33.00
|
6.550
|
697
|
72.99
|
121
- 180
|
12
|
2,111,469.31
|
0.17
|
179
|
30.78
|
6.967
|
712
|
81.57
|
181
- 240
|
16
|
2,434,613.92
|
0.19
|
239
|
40.62
|
8.033
|
668
|
77.65
|
301
- 360
|
4,246
|
1,253,765,939.52
|
99.62
|
359
|
40.97
|
8.391
|
632
|
82.38
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Current
Mortgage Rates
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Current Mortgage Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
37
|
$15,622,427.16
|
1.24%
|
348
|
36.31
|
6.265
|
688
|
74.96
|
6.500
- 6.999
|
181
|
74,124,601.11
|
5.89
|
356
|
40.05
|
6.844
|
661
|
79.50
|
7.000
- 7.000
|
000
|
000,791,263.10
|
12.14
|
358
|
39.83
|
7.232
|
643
|
79.91
|
7.500
- 7.000
|
000
|
000,043,362.80
|
22.49
|
359
|
41.37
|
7.758
|
640
|
80.77
|
8.000
- 8.499
|
630
|
188,789,470.43
|
15.00
|
359
|
42.05
|
8.236
|
637
|
82.06
|
8.500
- 8.999
|
813
|
234,149,757.45
|
18.61
|
359
|
40.91
|
8.737
|
626
|
82.09
|
9.000
- 9.499
|
443
|
123,273,478.17
|
9.80
|
359
|
41.47
|
9.217
|
620
|
84.33
|
9.500
- 9.999
|
401
|
99,092,060.98
|
7.87
|
359
|
40.29
|
9.727
|
604
|
86.59
|
10.000
- 10.499
|
163
|
36,633,726.36
|
2.91
|
359
|
42.18
|
10.221
|
607
|
86.71
|
10.500
- 10.999
|
147
|
24,745,166.85
|
1.97
|
359
|
37.90
|
10.747
|
599
|
89.86
|
11.000
- 11.499
|
50
|
9,155,767.80
|
0.73
|
359
|
41.06
|
11.169
|
586
|
88.34
|
11.500
- 11.999
|
72
|
8,153,968.18
|
0.65
|
358
|
40.23
|
11.776
|
625
|
92.16
|
12.000
- 12.499
|
60
|
5,419,251.57
|
0.43
|
358
|
43.56
|
12.238
|
626
|
96.53
|
12.500
- 12.999
|
45
|
3,438,767.24
|
0.27
|
353
|
43.55
|
12.658
|
628
|
100.00
|
13.000
- 13.499
|
2
|
70,067.73
|
0.01
|
358
|
42.74
|
13.000
|
611
|
100.00
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Original
Loan-to-Value Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Original
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Loan-to-Value
Ratios (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25.00
or less
|
4
|
$396,963.27
|
0.03%
|
360
|
37.89
|
7.694
|
637
|
20.28
|
25.01
- 30.00
|
2
|
$920,000.00
|
0.07
|
360
|
50.85
|
8.778
|
533
|
27.46
|
30.01
- 35.00
|
3
|
260,000.00
|
0.02
|
360
|
36.75
|
9.790
|
542
|
32.60
|
35.01
- 40.00
|
7
|
1,463,587.30
|
0.12
|
359
|
32.55
|
8.075
|
581
|
37.05
|
40.01
- 45.00
|
8
|
949,044.29
|
0.08
|
359
|
42.40
|
8.650
|
558
|
41.94
|
45.01
- 50.00
|
18
|
4,071,877.52
|
0.32
|
359
|
39.67
|
7.767
|
574
|
47.07
|
50.01
- 55.00
|
22
|
4,384,361.19
|
0.35
|
357
|
42.35
|
8.210
|
596
|
52.76
|
55.01
- 60.00
|
33
|
8,019,854.04
|
0.64
|
359
|
43.42
|
7.959
|
587
|
58.08
|
60.01
- 65.00
|
57
|
21,860,870.43
|
1.74
|
358
|
39.91
|
7.567
|
622
|
63.57
|
65.01
- 70.00
|
89
|
29,043,315.20
|
2.31
|
357
|
41.00
|
8.212
|
590
|
68.61
|
70.01
- 75.00
|
141
|
45,338,188.38
|
3.60
|
357
|
40.89
|
8.262
|
596
|
74.01
|
75.01
- 80.00
|
2,286
|
705,942,112.57
|
56.09
|
359
|
41.32
|
8.165
|
646
|
79.92
|
80.01
- 85.00
|
270
|
94,501,095.17
|
7.51
|
357
|
40.21
|
8.150
|
606
|
84.39
|
85.01
- 90.00
|
648
|
192,689,536.70
|
15.31
|
359
|
40.58
|
8.728
|
611
|
89.69
|
90.01
- 95.00
|
410
|
124,393,052.57
|
9.88
|
359
|
39.81
|
9.015
|
634
|
94.85
|
95.01
- 100.00
|
277
|
24,269,278.30
|
1.93
|
357
|
41.90
|
11.338
|
653
|
99.98
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
FICO
Scores at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of FICO Scores at Origination
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
500
- 519
|
106
|
$27,731,045.24
|
2.20%
|
359
|
41.33
|
8.977
|
510
|
76.82
|
520
- 539
|
192
|
52,796,820.51
|
4.20
|
359
|
40.73
|
9.218
|
531
|
80.16
|
540
- 559
|
246
|
67,458,582.10
|
5.36
|
359
|
40.68
|
8.981
|
550
|
83.01
|
560
- 579
|
209
|
53,016,160.10
|
4.21
|
359
|
40.88
|
8.714
|
569
|
81.82
|
580
- 599
|
352
|
108,868,399.24
|
8.65
|
359
|
41.56
|
8.671
|
588
|
82.23
|
600
- 619
|
542
|
162,923,012.25
|
12.95
|
359
|
41.15
|
8.311
|
608
|
83.76
|
620
- 639
|
860
|
246,248,552.62
|
19.57
|
359
|
41.35
|
8.363
|
629
|
82.31
|
640
- 659
|
638
|
194,817,750.09
|
15.48
|
359
|
40.88
|
8.227
|
650
|
82.84
|
660
- 679
|
384
|
118,907,997.77
|
9.45
|
358
|
40.58
|
8.179
|
669
|
82.34
|
680
- 699
|
280
|
83,787,665.17
|
6.66
|
358
|
40.52
|
8.042
|
689
|
82.23
|
700
- 719
|
179
|
56,103,259.80
|
4.46
|
358
|
39.87
|
8.101
|
708
|
83.26
|
720
- 739
|
119
|
33,750,613.67
|
2.68
|
356
|
42.19
|
8.211
|
729
|
81.80
|
740
- 759
|
87
|
25,990,115.82
|
2.07
|
357
|
41.09
|
8.149
|
750
|
82.68
|
760
- 779
|
45
|
15,253,476.56
|
1.21
|
357
|
39.52
|
7.691
|
768
|
78.70
|
780
- 799
|
28
|
8,307,379.35
|
0.66
|
359
|
36.43
|
7.958
|
786
|
84.02
|
800
- 819
|
8
|
2,542,306.64
|
0.20
|
327
|
36.56
|
7.561
|
805
|
76.95
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Debt-to-Income
Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Debt-to-Income
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Ratios
(%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
20.00
or less
|
194
|
$51,860,331.69
|
4.12%
|
358
|
13.86
|
8.254
|
631
|
82.17
|
20.01
- 25.00
|
147
|
37,390,662.90
|
2.97
|
358
|
23.24
|
8.357
|
628
|
81.52
|
25.01
- 30.00
|
265
|
67,827,739.93
|
5.39
|
358
|
28.17
|
8.363
|
628
|
82.84
|
30.01
- 35.00
|
405
|
109,495,516.00
|
8.70
|
358
|
33.16
|
8.358
|
635
|
82.73
|
35.01
- 40.00
|
683
|
189,726,650.97
|
15.08
|
359
|
38.28
|
8.401
|
638
|
82.89
|
40.01
- 45.00
|
1,036
|
317,518,167.79
|
25.23
|
359
|
43.26
|
8.348
|
637
|
82.46
|
45.01
- 50.00
|
1,478
|
462,991,730.28
|
36.79
|
359
|
48.06
|
8.446
|
628
|
82.54
|
50.01
- 55.00
|
67
|
21,692,337.37
|
1.72
|
357
|
53.11
|
8.235
|
588
|
71.44
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Geographic
Distribution
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Georgraphic
Location
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Alabama
|
6
|
$1,338,131.26
|
0.11%
|
347
|
42.80
|
9.207
|
594
|
70.53
|
Alaska
|
4
|
888,456.92
|
0.07
|
359
|
36.34
|
8.803
|
606
|
83.04
|
Arizona
|
378
|
80,450,041.41
|
6.39
|
359
|
39.65
|
8.739
|
634
|
82.51
|
Arkansas
|
4
|
579,328.91
|
0.05
|
360
|
26.04
|
9.926
|
628
|
87.29
|
California
|
1,422
|
576,470,030.40
|
45.81
|
359
|
41.81
|
8.178
|
638
|
81.52
|
Colorado
|
32
|
8,162,196.16
|
0.65
|
358
|
39.28
|
8.132
|
610
|
85.40
|
Connecticut
|
26
|
8,194,661.56
|
0.65
|
359
|
38.81
|
8.578
|
593
|
83.08
|
Delaware
|
4
|
606,486.93
|
0.05
|
359
|
39.57
|
8.766
|
612
|
87.55
|
Florida
|
608
|
155,719,955.81
|
12.37
|
359
|
41.14
|
8.463
|
636
|
82.34
|
Georgia
|
18
|
3,329,211.78
|
0.26
|
359
|
37.09
|
8.699
|
645
|
87.03
|
Hawaii
|
19
|
9,502,326.61
|
0.76
|
359
|
39.89
|
7.597
|
639
|
82.39
|
Idaho
|
6
|
1,127,615.27
|
0.09
|
359
|
46.15
|
8.973
|
557
|
81.32
|
Illinois
|
187
|
48,359,228.06
|
3.84
|
359
|
40.71
|
8.768
|
629
|
84.29
|
Indiana
|
29
|
3,286,914.02
|
0.26
|
359
|
35.38
|
9.492
|
602
|
86.00
|
Iowa
|
9
|
1,266,755.82
|
0.10
|
349
|
42.19
|
9.777
|
592
|
81.84
|
Kansas
|
10
|
1,659,232.36
|
0.13
|
359
|
41.25
|
9.686
|
575
|
86.12
|
Kentucky
|
15
|
2,526,579.01
|
0.20
|
359
|
42.80
|
8.808
|
607
|
89.49
|
Louisiana
|
42
|
6,202,359.60
|
0.49
|
353
|
38.07
|
9.102
|
596
|
85.64
|
Maine
|
4
|
349,426.21
|
0.03
|
359
|
36.50
|
8.887
|
617
|
75.75
|
Maryland
|
110
|
32,868,252.04
|
2.61
|
359
|
40.76
|
8.374
|
607
|
83.67
|
Massachusetts
|
48
|
15,406,963.79
|
1.22
|
359
|
41.35
|
8.204
|
627
|
79.87
|
Michigan
|
80
|
10,389,825.72
|
0.83
|
357
|
39.13
|
8.969
|
601
|
84.74
|
Minnesota
|
23
|
6,562,562.79
|
0.52
|
359
|
35.95
|
8.597
|
623
|
80.36
|
Mississippi
|
12
|
1,356,421.95
|
0.11
|
359
|
38.34
|
9.323
|
579
|
89.41
|
Missouri
|
70
|
10,053,205.81
|
0.80
|
359
|
41.07
|
9.198
|
591
|
86.98
|
Nebraska
|
6
|
480,455.07
|
0.04
|
358
|
36.79
|
10.083
|
618
|
91.01
|
Nevada
|
131
|
36,626,673.30
|
2.91
|
359
|
38.30
|
8.474
|
634
|
83.09
|
New
Hampshire
|
2
|
896,000.00
|
0.07
|
360
|
48.19
|
7.077
|
700
|
86.32
|
New
Jersey
|
122
|
43,795,462.43
|
3.48
|
359
|
42.89
|
8.503
|
621
|
83.76
|
New
Mexico
|
22
|
3,108,244.78
|
0.25
|
359
|
40.76
|
8.780
|
641
|
81.75
|
New
York
|
189
|
75,192,724.40
|
5.97
|
359
|
40.72
|
8.181
|
644
|
81.81
|
North
Carolina
|
8
|
1,305,439.47
|
0.10
|
360
|
37.86
|
9.832
|
610
|
89.56
|
Ohio
|
71
|
8,093,063.39
|
0.64
|
354
|
38.19
|
8.722
|
593
|
86.83
|
Oklahoma
|
26
|
3,504,097.10
|
0.28
|
359
|
35.87
|
8.996
|
618
|
84.28
|
Oregon
|
18
|
3,246,025.11
|
0.26
|
359
|
33.90
|
8.363
|
628
|
78.36
|
Pennsylvania
|
55
|
7,796,786.63
|
0.62
|
348
|
42.34
|
8.590
|
587
|
81.06
|
Rhode
Island
|
14
|
3,712,672.58
|
0.30
|
359
|
44.39
|
8.632
|
612
|
82.90
|
South
Carolina
|
9
|
1,057,797.98
|
0.08
|
359
|
38.57
|
8.740
|
605
|
84.66
|
South
Dakota
|
1
|
45,745.39
|
0.00
|
358
|
41.00
|
9.990
|
768
|
100.00
|
Tennessee
|
25
|
3,069,722.96
|
0.24
|
356
|
41.83
|
9.714
|
557
|
88.46
|
Texas
|
204
|
30,965,929.91
|
2.46
|
356
|
36.42
|
9.147
|
603
|
84.48
|
Utah
|
87
|
21,505,546.36
|
1.71
|
359
|
40.71
|
8.720
|
643
|
82.73
|
Vermont
|
1
|
112,778.00
|
0.01
|
240
|
40.00
|
6.250
|
735
|
70.80
|
Washington
|
78
|
20,770,507.89
|
1.65
|
357
|
39.58
|
8.315
|
640
|
84.14
|
Wisconsin
|
36
|
5,898,127.16
|
0.47
|
359
|
36.88
|
9.065
|
620
|
84.62
|
Wyoming
|
4
|
663,166.82
|
0.05
|
359
|
38.95
|
8.247
|
615
|
81.85
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Occupancy
Status
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Occupancy
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Owner-Occupied
|
4,114
|
$1,219,541,314.48
|
96.90%
|
359
|
41.24
|
8.371
|
631
|
82.28
|
Non-Owner
Occupied
|
148
|
32,958,592.15
|
2.62
|
359
|
31.15
|
9.059
|
656
|
86.14
|
Second
Home
|
13
|
6,003,230.30
|
0.48
|
359
|
35.44
|
8.224
|
658
|
78.76
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Documentation
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Documentation
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Full
Documentation
|
1,945
|
$556,687,394.82
|
44.23%
|
358
|
39.86
|
8.012
|
619
|
82.20
|
Stated
Documentation
|
1,853
|
548,249,789.60
|
43.56
|
359
|
42.62
|
8.789
|
647
|
82.58
|
Limited
Documentation
|
477
|
153,565,952.51
|
12.2
|
359
|
38.91
|
8.319
|
624
|
82.22
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Loan
Purpose
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Purpose
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Purchase
|
3,126
|
$849,289,451.83
|
67.48%
|
359
|
40.98
|
8.462
|
644
|
83.05
|
Refinance-Debt
Consolidation Cash Out**
|
1,081
|
394,344,276.82
|
31.33
|
358
|
40.97
|
8.232
|
606
|
80.94
|
Refinance-Debt
Consolidation No Cash Out*
|
68
|
14,869,408.28
|
1.18
|
356
|
38.18
|
8.314
|
613
|
81.53
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Credit
Grade
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Risk
Category
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
I
|
3,531
|
$1,024,844,749.38
|
81.43%
|
359
|
40.87
|
8.349
|
639
|
82.68
|
II
|
315
|
110,776,341.79
|
8.80
|
359
|
41.04
|
8.473
|
592
|
82.76
|
III
|
75
|
21,023,790.39
|
1.67
|
360
|
40.51
|
9.229
|
556
|
80.12
|
IV
|
70
|
22,815,534.47
|
1.81
|
359
|
43.67
|
9.000
|
565
|
71.48
|
V
|
13
|
2,324,974.82
|
0.18
|
359
|
35.37
|
11.153
|
552
|
61.75
|
8A
|
42
|
9,946,629.46
|
0.79
|
339
|
39.60
|
7.060
|
763
|
82.56
|
7A
|
30
|
7,123,313.85
|
0.57
|
343
|
44.59
|
7.429
|
696
|
87.73
|
6A
|
19
|
6,851,963.70
|
0.54
|
355
|
37.36
|
7.971
|
669
|
85.12
|
5A
|
33
|
8,969,663.52
|
0.71
|
359
|
41.48
|
8.348
|
649
|
84.05
|
4A
|
24
|
6,427,852.43
|
0.51
|
358
|
39.97
|
8.205
|
630
|
77.12
|
3A
|
39
|
11,344,822.07
|
0.90
|
359
|
39.65
|
8.345
|
610
|
79.61
|
2A
|
22
|
7,364,523.54
|
0.59
|
359
|
45.55
|
8.686
|
599
|
82.87
|
A
|
24
|
7,086,268.07
|
0.56
|
359
|
42.27
|
9.044
|
572
|
83.96
|
B
|
16
|
4,748,293.84
|
0.38
|
359
|
43.61
|
9.337
|
554
|
80.64
|
C
|
21
|
6,422,172.28
|
0.51
|
359
|
42.00
|
9.286
|
548
|
77.81
|
D
|
1
|
432,243.32
|
0.03
|
359
|
28.00
|
8.600
|
503
|
71.49
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Property
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Property
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Single
Family Detached
|
3,008
|
$894,835,711.44
|
71.10%
|
359
|
41.13
|
8.351
|
630
|
82.17
|
PUD
Detached
|
682
|
204,305,581.50
|
16.23
|
359
|
40.31
|
8.452
|
630
|
82.81
|
Condominium
|
358
|
86,123,494.63
|
6.84
|
358
|
40.14
|
8.655
|
648
|
82.50
|
Two-to
Four-Family
|
204
|
67,959,967.12
|
5.40
|
359
|
41.28
|
8.345
|
646
|
83.38
|
PUD
Attached
|
20
|
4,900,642.24
|
0.39
|
359
|
44.29
|
8.411
|
645
|
82.38
|
Single
Family Attached
|
3
|
377,740.00
|
0.03
|
268
|
35.65
|
8.011
|
662
|
88.56
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
|
|
|
|
|
|
|
|
|
Prepayment
Charge Term at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Prepayment
Charge Term
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination (months)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
NO
Prepayment Penalty
|
1,504
|
$442,289,012.70
|
35.14%
|
359
|
40.70
|
8.841
|
636
|
83.38
|
12
|
263
|
98,013,494.05
|
7.79
|
359
|
41.45
|
8.333
|
638
|
80.91
|
24
|
2,007
|
590,891,568.89
|
46.95
|
359
|
41.19
|
8.156
|
628
|
82.13
|
36
|
501
|
127,309,061.29
|
10.12
|
356
|
40.28
|
7.935
|
631
|
81.07
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Conforming
Balance
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Conforming
Balance
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Conforming
|
3,099
|
$650,966,334.30
|
51.73%
|
358
|
40.70
|
8.535
|
636
|
82.49
|
Non-Conforming
|
1,176
|
607,536,802.63
|
48.27
|
359
|
41.20
|
8.230
|
627
|
82.24
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Maximum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Maximum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
12.000
- 12.499
|
16
|
$8,279,690.02
|
0.72%
|
359
|
34.89
|
6.294
|
655
|
77.73
|
12.500
- 12.999
|
129
|
55,042,998.42
|
4.80
|
359
|
39.70
|
6.870
|
654
|
79.91
|
13.000
- 13.499
|
355
|
137,113,450.95
|
11.96
|
359
|
39.74
|
7.232
|
642
|
79.98
|
13.500
- 13.999
|
762
|
265,573,509.42
|
23.17
|
359
|
41.54
|
7.761
|
640
|
80.65
|
14.000
- 14.499
|
564
|
177,172,435.16
|
15.46
|
359
|
42.10
|
8.234
|
638
|
81.95
|
14.500
- 14.000
|
000
|
000,939,440.69
|
19.62
|
359
|
40.88
|
8.738
|
627
|
81.95
|
15.000
- 15.499
|
407
|
117,031,177.31
|
10.21
|
359
|
41.54
|
9.216
|
619
|
84.41
|
15.500
- 15.999
|
345
|
92,847,780.78
|
8.10
|
359
|
40.49
|
9.726
|
604
|
86.48
|
16.000
- 16.499
|
139
|
33,812,831.45
|
2.95
|
359
|
42.20
|
10.216
|
607
|
86.32
|
16.500
- 16.999
|
99
|
21,510,284.09
|
1.88
|
359
|
37.32
|
10.730
|
595
|
88.83
|
17.000
- 17.499
|
36
|
8,135,742.51
|
0.71
|
359
|
41.13
|
11.156
|
578
|
87.45
|
17.500
- 17.999
|
16
|
3,272,756.74
|
0.29
|
359
|
38.85
|
11.754
|
574
|
82.00
|
18.000
- 18.499
|
5
|
1,209,020.33
|
0.11
|
360
|
43.49
|
12.126
|
589
|
85.35
|
18.500
- 18.999
|
1
|
279,930.72
|
0.02
|
359
|
46.00
|
12.650
|
588
|
100.00
|
Total:
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Minimum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Minimum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
16
|
$8,279,690.02
|
0.72%
|
359
|
34.89
|
6.294
|
655
|
77.73
|
6.500
- 6.999
|
129
|
55,042,998.42
|
4.80
|
359
|
39.70
|
6.870
|
654
|
79.91
|
7.000
- 7.499
|
355
|
137,113,450.95
|
11.96
|
359
|
39.74
|
7.232
|
642
|
79.98
|
7.500
- 7.999
|
762
|
265,573,509.42
|
23.17
|
359
|
41.54
|
7.761
|
640
|
80.65
|
8.000
- 8.499
|
564
|
177,172,435.16
|
15.46
|
359
|
42.10
|
8.234
|
638
|
81.95
|
8.500
- 8.000
|
000
|
000,939,440.69
|
19.62
|
359
|
40.88
|
8.738
|
627
|
81.95
|
9.000
- 9.499
|
407
|
117,031,177.31
|
10.21
|
359
|
41.54
|
9.216
|
619
|
84.41
|
9.500
- 9.999
|
345
|
92,847,780.78
|
8.10
|
359
|
40.49
|
9.726
|
604
|
86.48
|
10.000
- 10.499
|
139
|
33,812,831.45
|
2.95
|
359
|
42.20
|
10.216
|
607
|
86.32
|
10.500
- 10.999
|
99
|
21,510,284.09
|
1.88
|
359
|
37.32
|
10.730
|
595
|
88.83
|
11.000
- 11.499
|
36
|
8,135,742.51
|
0.71
|
359
|
41.13
|
11.156
|
578
|
87.45
|
11.500
- 11.999
|
16
|
3,272,756.74
|
0.29
|
359
|
38.85
|
11.754
|
574
|
82.00
|
12.000
- 12.499
|
5
|
1,209,020.33
|
0.11
|
360
|
43.49
|
12.126
|
589
|
85.35
|
12.500
- 12.999
|
1
|
279,930.72
|
0.02
|
359
|
46.00
|
12.650
|
588
|
100.00
|
Total:
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Gross
Margins of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Gross
Margins (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.750
- 2.999
|
9
|
$3,477,191.00
|
0.30%
|
359
|
42.53
|
7.260
|
743
|
85.18
|
4.250
- 4.499
|
11
|
3,391,357.01
|
0.30
|
359
|
44.62
|
9.072
|
596
|
79.93
|
4.500
- 4.749
|
41
|
14,108,765.83
|
1.23
|
359
|
39.80
|
8.747
|
607
|
84.07
|
4.750
- 4.999
|
3
|
1,131,319.94
|
0.10
|
358
|
36.11
|
6.956
|
786
|
72.64
|
5.000
- 5.249
|
1
|
475,000.00
|
0.04
|
358
|
45.00
|
7.600
|
700
|
95.00
|
5.250
- 5.499
|
8
|
3,699,745.82
|
0.32
|
359
|
35.74
|
7.806
|
672
|
80.32
|
5.500
- 5.749
|
18
|
6,682,916.70
|
0.58
|
359
|
40.66
|
8.283
|
643
|
80.92
|
5.750
- 5.999
|
9
|
2,751,746.04
|
0.24
|
359
|
46.58
|
7.597
|
633
|
78.26
|
6.000
- 6.249
|
3,482
|
1,092,587,548.68
|
95.32
|
359
|
40.99
|
8.378
|
631
|
82.23
|
6.250
- 6.499
|
21
|
6,475,787.99
|
0.56
|
359
|
42.12
|
8.963
|
574
|
83.78
|
6.500
- 6.749
|
14
|
4,689,562.62
|
0.41
|
359
|
42.93
|
9.262
|
559
|
80.23
|
6.750
- 6.999
|
16
|
5,569,170.59
|
0.49
|
359
|
40.68
|
9.218
|
543
|
78.97
|
7.000
- 7.249
|
5
|
1,180,936.37
|
0.10
|
359
|
41.80
|
8.261
|
584
|
81.66
|
Total:
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Next
Adjustment Date of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Next
Adjustment Date
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
December
2007
|
2
|
$780,167.60
|
0.07%
|
354
|
47.25
|
7.341
|
678
|
84.38
|
January
2008
|
1
|
132,905.00
|
0.01
|
355
|
27.00
|
9.400
|
622
|
95.00
|
February
2008
|
9
|
2,779,750.44
|
0.24
|
356
|
41.20
|
7.921
|
584
|
81.54
|
March
2008
|
11
|
2,828,349.33
|
0.25
|
357
|
39.03
|
8.068
|
630
|
86.33
|
April
2008
|
203
|
59,442,826.70
|
5.19
|
358
|
40.95
|
8.354
|
636
|
82.93
|
May
2008
|
1,770
|
559,115,302.43
|
48.78
|
359
|
41.24
|
8.347
|
630
|
82.10
|
June
2008
|
939
|
305,868,817.00
|
26.68
|
360
|
41.07
|
8.533
|
632
|
82.30
|
February
2009
|
1
|
331,831.02
|
0.03
|
356
|
50.00
|
9.450
|
608
|
95.00
|
March
2009
|
2
|
349,452.75
|
0.03
|
357
|
50.20
|
9.301
|
594
|
88.66
|
April
2009
|
36
|
9,036,485.48
|
0.79
|
358
|
37.72
|
8.324
|
629
|
86.33
|
May
2009
|
401
|
127,988,345.84
|
11.17
|
359
|
40.65
|
8.273
|
628
|
81.67
|
June
2009
|
261
|
76,927,119.00
|
6.71
|
360
|
39.90
|
8.354
|
633
|
82.17
|
May
2011
|
1
|
453,200.00
|
0.04
|
359
|
32.00
|
7.125
|
726
|
89.35
|
June
2011
|
1
|
186,496.00
|
0.02
|
360
|
40.00
|
6.750
|
764
|
85.00
|
Total:
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Initial
Periodic Cap of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Initial
Periodic Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.000
|
3,636
|
$1,145,581,352.59
|
99.94%
|
359
|
41.00
|
8.387
|
631
|
82.20
|
6.000
|
2
|
$639,696.00
|
0.06
|
359
|
34.33
|
7.016
|
737
|
88.08
|
Total:
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Periodic
Cap of the Adjustable-Rate Loans
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Periodic
Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
1.000
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Total:
|
3,638
|
$1,146,221,048.59
|
100.00%
|
359
|
40.99
|
8.386
|
631
|
82.21
|
Loan
Source
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Source
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Wholesale
|
4,004
|
$1,181,785,390.85
|
93.90%
|
359
|
40.92
|
8.394
|
632
|
82.38
|
Retail
|
271
|
76,717,746.08
|
6.10
|
354
|
41.32
|
8.288
|
635
|
82.13
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Insured
AVM
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Insured
AVM
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
N
|
4,233
|
$1,245,470,498.81
|
98.96%
|
359
|
40.93
|
8.398
|
631
|
82.40
|
Y
|
42
|
13,032,638.12
|
1.04
|
342
|
42.36
|
7.456
|
681
|
79.71
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
Historical
Delinquency
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Never
Delinquent
|
4,235
|
$1,254,125,954.99
|
99.65%
|
359
|
40.94
|
8.382
|
632
|
82.34
|
1x30
|
40
|
4,377,181.94
|
0.35
|
349
|
44.08
|
10.109
|
645
|
89.44
|
Total:
|
4,275
|
$1,258,503,136.93
|
100.00%
|
359
|
40.95
|
8.388
|
632
|
82.37
|
IO
Collateral Summary
|
||
Summary
Statistics
|
Range
(if applicable)
|
|
Number
of Initial Mortgage Loans
|
1,590
|
|
Aggregate
Current Principal Balance
|
$498,568,897.21
|
$62,935.75
to $900,000.00
|
Average
Current Principal Balance
|
$313,565.34
|
|
Aggregate
Original Principal Balance
|
$498,577,957.00
|
$63,000.00
to $900,000.00
|
Average
Original Principal Balance
|
$313,571.04
|
|
Fully
Amortizing Mortgage Loans
|
100.00%
|
|
1st
Lien
|
100.00%
|
|
Wtd.
Avg. Gross Coupon
|
7.782%
|
6.000%
to 12.100%
|
Wtd.
Avg. Original Term (months)
|
360
|
240
to 360
|
Wtd.
Avg. Remaining Term (months)
|
359
|
239
to 360
|
Margin
(ARM Loans Only)
|
5.843%
|
2.750%
to 6.900%
|
Maximum
Mortgage Rate (ARM Loans Only)
|
13.806%
|
12.000%
to 18.100%
|
Minimum
Mortgage Rate (ARM Loans Only)
|
7.806%
|
6.000%
to 12.100%
|
Wtd.
Avg. Original LTV
|
82.04%
|
18.76%
to 95.00%
|
Wtd.
Avg. Borrower FICO
|
658
|
584
to 819
|
Retail
Originations
|
13.31%
|
|
Geographic
Distribution (Top 5)
|
CA
|
52.94%
|
FL
|
10.55%
|
|
AZ
|
7.62%
|
|
MD
|
3.87%
|
|
NY
|
3.56%
|
|
|
|
|
|
|
|
|
|
Collateral
Type
|
||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Collateral
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2
YR/6MO LIB - 5YR IO
|
1,082
|
$357,205,622.38
|
71.65%
|
359
|
40.41
|
7.868
|
657
|
81.92
|
3
YR/6MO LIB - 5YR IO
|
378
|
104,242,603.69
|
20.91
|
359
|
40.11
|
7.621
|
659
|
82.38
|
5
YR/6MO LIB - 5YR IO
|
18
|
3,557,210.00
|
0.71
|
359
|
39.37
|
7.048
|
737
|
88.46
|
FIXED
RATE - 5YR IO
|
112
|
33,563,461.14
|
6.73
|
359
|
40.32
|
7.454
|
665
|
81.64
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Principal
Balances at Origination
|
||||||||
|
|
|
|
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination ($)
|
Mortgage
Loans
|
at
Origination
|
at
Origination
|
(months)*
|
(%)*
|
(%)*
|
FICO*
|
(%)*
|
50,000.01
- 100,000.00
|
36
|
$3,277,972.00
|
0.66%
|
359
|
38.67
|
8.171
|
657
|
74.78
|
100,000.01
- 150,000.00
|
152
|
19,699,232.00
|
3.95
|
359
|
40.54
|
7.837
|
654
|
80.08
|
150,000.01
- 200,000.00
|
245
|
42,960,097.00
|
8.62
|
359
|
40.22
|
7.950
|
660
|
81.75
|
200,000.01
- 250,000.00
|
216
|
48,875,914.00
|
9.80
|
358
|
40.49
|
7.801
|
659
|
81.46
|
250,000.01
- 300,000.00
|
211
|
58,152,720.00
|
11.66
|
359
|
40.83
|
7.848
|
657
|
81.18
|
300,000.01
- 350,000.00
|
179
|
58,463,126.00
|
11.73
|
359
|
39.60
|
7.691
|
659
|
82.01
|
350,000.01
- 400,000.00
|
136
|
51,251,156.00
|
10.28
|
357
|
40.22
|
7.690
|
661
|
82.33
|
400,000.01
- 450,000.00
|
121
|
51,376,538.00
|
10.30
|
359
|
41.44
|
7.768
|
658
|
82.45
|
450,000.01
- 500,000.00
|
99
|
46,996,711.00
|
9.43
|
359
|
40.36
|
7.949
|
656
|
82.47
|
500,000.01
- 550,000.00
|
63
|
33,095,196.00
|
6.64
|
359
|
41.11
|
7.785
|
655
|
84.06
|
550,000.01
- 600,000.00
|
59
|
33,996,406.00
|
6.82
|
359
|
41.60
|
7.683
|
659
|
82.83
|
600,000.01
- 650,000.00
|
24
|
15,091,289.00
|
3.03
|
359
|
39.31
|
7.590
|
656
|
82.29
|
650,000.01
- 700,000.00
|
24
|
16,278,155.00
|
3.26
|
359
|
38.83
|
7.773
|
665
|
82.11
|
700,000.01
- 750,000.00
|
15
|
10,804,100.00
|
2.17
|
359
|
39.41
|
7.767
|
660
|
83.04
|
750,000.01
or greater
|
10
|
8,259,345.00
|
1.66
|
359
|
33.36
|
7.203
|
659
|
80.92
|
Total:
|
1,590
|
$498,577,957.00
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Principal
Balance as of the Cut-off Date
|
||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Principal Balances
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
as
of the Cut-off Date ($)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
50,000.01
- 100,000.00
|
36
|
$3,277,481.42
|
0.66%
|
359
|
38.68
|
8.171
|
657
|
74.78
|
100,000.01
- 150,000.00
|
152
|
19,698,270.05
|
3.95
|
359
|
40.54
|
7.837
|
654
|
80.08
|
150,000.01
- 200,000.00
|
245
|
42,959,560.50
|
8.62
|
359
|
40.22
|
7.950
|
660
|
81.75
|
200,000.01
- 250,000.00
|
216
|
48,875,257.30
|
9.80
|
358
|
40.49
|
7.801
|
659
|
81.46
|
250,000.01
- 300,000.00
|
211
|
58,151,606.61
|
11.66
|
359
|
40.83
|
7.848
|
657
|
81.18
|
300,000.01
- 350,000.00
|
179
|
58,461,238.94
|
11.73
|
359
|
39.60
|
7.691
|
659
|
82.01
|
350,000.01
- 400,000.00
|
136
|
51,250,381.44
|
10.28
|
357
|
40.22
|
7.690
|
661
|
82.33
|
400,000.01
- 450,000.00
|
121
|
51,375,874.63
|
10.30
|
359
|
41.44
|
7.768
|
658
|
82.45
|
450,000.01
- 500,000.00
|
99
|
46,996,040.20
|
9.43
|
359
|
40.36
|
7.949
|
656
|
82.47
|
500,000.01
- 550,000.00
|
63
|
33,094,618.66
|
6.64
|
359
|
41.11
|
7.785
|
655
|
84.06
|
550,000.01
- 600,000.00
|
59
|
33,996,404.50
|
6.82
|
359
|
41.60
|
7.683
|
659
|
82.83
|
600,000.01
- 650,000.00
|
24
|
15,091,289.00
|
3.03
|
359
|
39.31
|
7.590
|
656
|
82.29
|
650,000.01
- 700,000.00
|
24
|
16,278,155.00
|
3.26
|
359
|
38.83
|
7.773
|
665
|
82.11
|
700,000.01
- 750,000.00
|
15
|
10,804,100.00
|
2.17
|
359
|
39.41
|
7.767
|
660
|
83.04
|
750,000.01
or greater
|
10
|
8,258,618.96
|
1.66
|
359
|
33.36
|
7.203
|
659
|
80.92
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Remaining
Term to Maturity
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Months Remaining
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
181
- 240
|
4
|
$1,180,900.00
|
0.24%
|
239
|
47.09
|
7.403
|
700
|
81.38
|
301
- 360
|
1,586
|
497,387,997.21
|
99.76
|
359
|
40.32
|
7.783
|
658
|
82.04
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Current
Mortgage Rates
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of Current Mortgage Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
41
|
$13,485,718.42
|
2.70%
|
359
|
38.65
|
6.244
|
669
|
76.75
|
6.500
- 6.999
|
202
|
66,677,498.94
|
13.37
|
359
|
39.48
|
6.851
|
670
|
79.82
|
7.000
- 7.499
|
308
|
100,994,838.80
|
20.26
|
358
|
38.90
|
7.220
|
661
|
81.00
|
7.500
- 7.999
|
504
|
160,092,886.65
|
32.11
|
359
|
41.14
|
7.743
|
656
|
81.70
|
8.000
- 8.499
|
228
|
68,566,251.90
|
13.75
|
359
|
41.63
|
8.222
|
655
|
83.24
|
8.500
- 8.999
|
178
|
49,923,124.41
|
10.01
|
359
|
41.28
|
8.722
|
658
|
83.69
|
9.000
- 9.499
|
74
|
22,446,368.09
|
4.50
|
359
|
38.88
|
9.221
|
648
|
87.25
|
9.500
- 9.999
|
36
|
10,881,876.00
|
2.18
|
359
|
38.75
|
9.729
|
632
|
88.40
|
10.000
- 10.499
|
12
|
3,809,120.00
|
0.76
|
359
|
41.79
|
10.279
|
653
|
85.97
|
10.500
- 10.999
|
4
|
942,964.00
|
0.19
|
359
|
45.90
|
10.812
|
640
|
89.87
|
11.000
- 11.499
|
1
|
297,000.00
|
0.06
|
359
|
34.00
|
11.100
|
640
|
90.00
|
11.500
- 11.999
|
1
|
204,250.00
|
0.04
|
359
|
49.00
|
11.950
|
605
|
95.00
|
12.000
- 12.499
|
1
|
247,000.00
|
0.05
|
359
|
38.00
|
12.100
|
610
|
93.21
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Original
Loan-to-Value Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Original
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Loan-to-Value
Ratios (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
25.00
or less
|
1
|
$150,000.00
|
0.03%
|
360
|
48.00
|
6.500
|
778
|
18.76
|
30.01
- 35.00
|
4
|
609,200.00
|
0.12
|
359
|
38.06
|
7.368
|
641
|
33.04
|
35.01
- 40.00
|
4
|
757,303.42
|
0.15
|
359
|
40.56
|
7.456
|
639
|
37.48
|
40.01
- 45.00
|
5
|
988,294.42
|
0.20
|
359
|
40.62
|
6.845
|
652
|
44.26
|
45.01
- 50.00
|
13
|
2,735,429.23
|
0.55
|
359
|
37.23
|
7.184
|
684
|
47.39
|
50.01
- 55.00
|
8
|
2,142,614.62
|
0.43
|
359
|
35.96
|
7.506
|
654
|
52.75
|
55.01
- 60.00
|
16
|
3,872,639.00
|
0.78
|
359
|
41.93
|
7.239
|
655
|
57.73
|
60.01
- 65.00
|
29
|
7,314,598.20
|
1.47
|
359
|
40.55
|
7.094
|
655
|
63.84
|
65.01
- 70.00
|
45
|
12,646,693.33
|
2.54
|
359
|
40.35
|
7.319
|
643
|
68.33
|
70.01
- 75.00
|
60
|
18,235,359.08
|
3.66
|
359
|
36.88
|
7.347
|
650
|
73.91
|
75.01
- 80.00
|
850
|
276,190,377.54
|
55.40
|
359
|
40.98
|
7.789
|
662
|
79.89
|
80.01
- 85.00
|
95
|
31,780,117.19
|
6.37
|
359
|
37.97
|
7.415
|
654
|
83.98
|
85.01
- 90.00
|
265
|
82,613,984.09
|
16.57
|
359
|
39.96
|
7.827
|
651
|
89.41
|
90.01
- 95.00
|
195
|
58,532,287.09
|
11.74
|
359
|
40.33
|
8.311
|
658
|
94.71
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
|
|
|
|
|
|
|
|
|
FICO
Scores at Origination
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Range
of FICO Scores at Origination
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
580
- 599
|
3
|
$575,498.24
|
0.12%
|
356
|
43.97
|
8.237
|
592
|
86.25
|
600
- 619
|
205
|
63,987,829.63
|
12.83
|
359
|
40.23
|
7.934
|
608
|
83.46
|
620
- 639
|
416
|
129,509,719.78
|
25.98
|
359
|
40.62
|
7.893
|
628
|
81.57
|
640
- 659
|
352
|
111,752,858.32
|
22.41
|
359
|
40.21
|
7.828
|
649
|
81.92
|
660
- 679
|
219
|
67,615,412.32
|
13.56
|
359
|
40.54
|
7.695
|
669
|
81.41
|
680
- 699
|
147
|
47,854,690.34
|
9.60
|
358
|
39.84
|
7.637
|
689
|
82.22
|
700
- 719
|
97
|
30,173,715.49
|
6.05
|
359
|
38.71
|
7.554
|
708
|
82.93
|
720
- 739
|
64
|
18,766,795.64
|
3.76
|
356
|
41.93
|
7.734
|
729
|
82.79
|
740
- 759
|
37
|
12,215,299.26
|
2.45
|
359
|
41.86
|
7.613
|
749
|
82.06
|
760
- 779
|
32
|
9,816,329.19
|
1.97
|
359
|
40.41
|
7.367
|
768
|
80.95
|
780
- 799
|
14
|
4,775,599.00
|
0.96
|
359
|
39.99
|
7.337
|
786
|
80.36
|
800
- 819
|
4
|
1,525,150.00
|
0.31
|
359
|
36.04
|
7.489
|
806
|
77.64
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Debt-to-Income
Ratios
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Debt-to-Income
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Ratios
(%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
20.00
or less
|
55
|
$18,994,771.73
|
3.81%
|
359
|
14.35
|
7.652
|
662
|
83.02
|
20.01
- 25.00
|
60
|
17,661,002.98
|
3.54
|
359
|
23.27
|
7.583
|
651
|
78.28
|
25.01
- 30.00
|
90
|
27,672,394.89
|
5.55
|
359
|
28.28
|
7.734
|
659
|
83.63
|
30.01
- 35.00
|
150
|
47,989,845.91
|
9.63
|
359
|
33.27
|
7.733
|
661
|
82.17
|
35.01
- 40.00
|
303
|
90,231,462.75
|
18.10
|
359
|
38.22
|
7.789
|
657
|
82.40
|
40.01
- 45.00
|
408
|
128,890,930.60
|
25.85
|
359
|
43.30
|
7.787
|
661
|
81.47
|
45.01
- 50.00
|
520
|
166,236,968.35
|
33.34
|
359
|
47.94
|
7.837
|
657
|
82.27
|
50.01
- 55.00
|
4
|
891,520.00
|
0.18
|
359
|
53.22
|
7.172
|
681
|
85.40
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Geographic
Distribution
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Georgraphic
Location
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Alaska
|
1
|
$416,500.00
|
0.08%
|
360
|
28.18
|
9.050
|
643
|
85.00
|
Arizona
|
183
|
37,973,875.19
|
7.62
|
359
|
39.89
|
8.032
|
655
|
83.08
|
California
|
662
|
263,960,641.12
|
52.94
|
359
|
40.58
|
7.715
|
659
|
80.95
|
Colorado
|
17
|
3,698,740.00
|
0.74
|
359
|
36.67
|
8.017
|
654
|
86.09
|
Connecticut
|
6
|
1,448,420.00
|
0.29
|
359
|
47.69
|
7.942
|
660
|
84.44
|
Delaware
|
4
|
843,815.62
|
0.17
|
358
|
43.03
|
7.322
|
640
|
87.35
|
District
of Columbia
|
3
|
793,222.00
|
0.16
|
359
|
43.85
|
7.044
|
662
|
71.02
|
Florida
|
206
|
52,618,350.46
|
10.55
|
359
|
39.67
|
7.892
|
659
|
81.19
|
Georgia
|
11
|
2,620,513.00
|
0.53
|
359
|
32.49
|
8.717
|
652
|
86.69
|
Hawaii
|
26
|
11,652,901.99
|
2.34
|
359
|
39.86
|
7.260
|
659
|
81.00
|
Idaho
|
1
|
134,080.00
|
0.03
|
359
|
45.00
|
8.050
|
621
|
80.00
|
Illinois
|
57
|
12,930,015.73
|
2.59
|
359
|
41.67
|
8.132
|
649
|
83.82
|
Indiana
|
1
|
153,600.00
|
0.03
|
359
|
35.00
|
7.400
|
637
|
80.00
|
Iowa
|
1
|
90,922.00
|
0.02
|
359
|
44.00
|
8.825
|
650
|
80.00
|
Kansas
|
3
|
398,172.00
|
0.08
|
360
|
41.52
|
7.780
|
715
|
89.88
|
Kentucky
|
4
|
820,000.00
|
0.16
|
359
|
38.15
|
7.749
|
667
|
85.83
|
Louisiana
|
3
|
521,340.00
|
0.10
|
359
|
35.90
|
8.358
|
645
|
82.59
|
Maryland
|
68
|
19,307,705.79
|
3.87
|
359
|
39.49
|
7.539
|
638
|
85.40
|
Massachusetts
|
17
|
5,312,073.96
|
1.07
|
359
|
42.73
|
7.576
|
687
|
84.93
|
Michigan
|
17
|
3,314,240.13
|
0.66
|
358
|
39.50
|
8.255
|
677
|
90.96
|
Minnesota
|
15
|
2,829,958.23
|
0.57
|
359
|
45.40
|
7.884
|
681
|
86.00
|
Mississippi
|
1
|
118,500.00
|
0.02
|
359
|
40.00
|
7.990
|
626
|
74.06
|
Missouri
|
9
|
1,502,637.58
|
0.30
|
359
|
42.88
|
7.776
|
670
|
87.07
|
Nebraska
|
1
|
108,000.00
|
0.02
|
359
|
36.00
|
7.850
|
646
|
80.00
|
Nevada
|
39
|
12,101,900.80
|
2.43
|
359
|
35.94
|
7.905
|
653
|
83.74
|
New
Hampshire
|
1
|
182,000.00
|
0.04
|
359
|
50.00
|
6.125
|
760
|
80.00
|
New
Jersey
|
48
|
15,435,941.63
|
3.10
|
359
|
39.04
|
7.733
|
667
|
83.18
|
New
Mexico
|
6
|
1,291,001.00
|
0.26
|
359
|
40.53
|
7.919
|
641
|
85.30
|
New
York
|
45
|
17,770,551.23
|
3.56
|
359
|
41.39
|
7.546
|
663
|
82.83
|
North
Carolina
|
3
|
339,860.00
|
0.07
|
359
|
40.98
|
8.760
|
663
|
83.15
|
Ohio
|
9
|
1,112,084.33
|
0.22
|
359
|
45.72
|
8.412
|
634
|
90.41
|
Oklahoma
|
3
|
486,056.00
|
0.10
|
359
|
45.58
|
7.792
|
674
|
84.22
|
Oregon
|
12
|
2,505,257.00
|
0.50
|
359
|
45.85
|
7.691
|
646
|
83.73
|
Pennsylvania
|
10
|
1,969,055.00
|
0.39
|
359
|
44.31
|
7.784
|
659
|
83.98
|
Rhode
Island
|
6
|
1,201,900.00
|
0.24
|
359
|
39.61
|
7.101
|
645
|
80.08
|
South
Carolina
|
4
|
670,300.00
|
0.13
|
359
|
44.34
|
7.449
|
723
|
87.66
|
Tennessee
|
6
|
1,417,664.00
|
0.28
|
359
|
45.77
|
8.410
|
646
|
87.79
|
Texas
|
7
|
1,275,838.00
|
0.26
|
359
|
39.85
|
8.734
|
648
|
83.16
|
Utah
|
35
|
7,946,770.00
|
1.59
|
359
|
40.75
|
8.436
|
669
|
83.05
|
Vermont
|
1
|
106,700.00
|
0.02
|
358
|
44.00
|
8.990
|
607
|
82.08
|
Washington
|
29
|
7,517,377.00
|
1.51
|
356
|
39.71
|
7.780
|
655
|
84.54
|
Wisconsin
|
7
|
1,314,018.18
|
0.26
|
359
|
45.16
|
8.142
|
661
|
89.66
|
Wyoming
|
2
|
356,398.24
|
0.07
|
359
|
34.36
|
8.992
|
627
|
84.80
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Occupancy
Status
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Occupancy
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Owner-Occupied
|
1,570
|
$493,105,954.25
|
98.90%
|
359
|
40.43
|
7.778
|
658
|
81.98
|
Second
Home
|
19
|
5,097,192.96
|
1.02
|
359
|
31.86
|
8.105
|
692
|
86.84
|
Non-Owner
Occupied
|
1
|
365,750.00
|
0.07
|
359
|
34.00
|
9.250
|
761
|
95.00
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
|
|
|
|
|
|
|
|
|
Documentation
Type
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Documentation
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Full
Documentation
|
970
|
$293,531,993.15
|
58.87%
|
359
|
39.58
|
7.524
|
656
|
82.11
|
Stated
Documentation
|
436
|
145,658,948.19
|
29.22
|
359
|
42.15
|
8.297
|
661
|
81.78
|
Limited
Documentation
|
184
|
59,377,955.87
|
11.91
|
358
|
39.63
|
7.795
|
659
|
82.34
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Loan
Purpose
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Purpose
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Purchase
|
819
|
$266,850,077.26
|
53.52%
|
359
|
40.64
|
7.917
|
664
|
81.60
|
Refinance-Debt
Consolidation Cash Out**
|
724
|
221,007,881.22
|
44.33
|
359
|
39.93
|
7.621
|
651
|
82.40
|
Refinance-Debt
Consolidation No Cash Out*
|
47
|
10,710,938.73
|
2.15
|
359
|
41.10
|
7.753
|
661
|
85.68
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Credit
Grade
|
||||||||
|
|
|
|
Remaining
|
|
|
|
|
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Risk
Category
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
I
|
1,217
|
$400,142,847.46
|
80.26%
|
359
|
40.17
|
7.800
|
658
|
81.94
|
II
|
100
|
32,045,268.91
|
6.43
|
359
|
39.75
|
7.815
|
635
|
84.71
|
8A
|
59
|
14,532,496.82
|
2.91
|
359
|
39.97
|
7.073
|
750
|
83.11
|
7A
|
26
|
6,338,644.64
|
1.27
|
359
|
45.60
|
7.454
|
698
|
90.61
|
6A
|
59
|
15,206,293.07
|
3.05
|
359
|
39.89
|
7.534
|
670
|
80.15
|
5A
|
52
|
12,444,329.46
|
2.50
|
359
|
42.60
|
7.924
|
649
|
80.06
|
4A
|
37
|
8,224,950.00
|
1.65
|
359
|
41.90
|
8.016
|
633
|
76.91
|
3A
|
40
|
9,634,066.85
|
1.93
|
359
|
42.56
|
8.230
|
612
|
79.96
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Property
Type
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Property
Type
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Single
Family Detached
|
1,151
|
$361,485,382.48
|
72.50%
|
359
|
40.44
|
7.752
|
659
|
81.92
|
PUD
Detached
|
224
|
72,497,165.38
|
14.54
|
359
|
39.61
|
7.848
|
652
|
83.14
|
Condominium
|
144
|
36,497,090.04
|
7.32
|
359
|
39.63
|
8.067
|
666
|
81.61
|
Two-to
Four-Family
|
63
|
26,186,999.61
|
5.25
|
359
|
41.66
|
7.632
|
660
|
81.18
|
PUD
Attached
|
7
|
1,731,299.70
|
0.35
|
359
|
44.10
|
7.602
|
655
|
83.88
|
Single
Family Attached
|
1
|
170,960.00
|
0.03
|
359
|
48.00
|
7.800
|
637
|
80.00
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Prepayment
Charge Term at Origination
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Prepayment
Charge Term
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
at
Origination (months)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
No
Prepayment Penalty
|
460
|
$149,851,364.43
|
30.06%
|
359
|
40.10
|
8.117
|
658
|
83.28
|
12
|
113
|
37,975,515.74
|
7.62
|
358
|
39.17
|
7.980
|
663
|
81.84
|
24
|
729
|
234,084,068.28
|
46.95
|
359
|
40.51
|
7.656
|
657
|
81.77
|
36
|
288
|
76,657,948.76
|
15.38
|
359
|
40.84
|
7.415
|
658
|
80.55
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Conforming
Balance
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Conforming
Balance
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Conforming
|
1,244
|
$313,349,450.87
|
62.85%
|
359
|
40.52
|
7.782
|
658
|
81.60
|
Non-conforming
|
346
|
185,219,446.34
|
37.15
|
359
|
40.02
|
7.784
|
658
|
82.79
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Maximum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Maximum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
12.000
- 12.499
|
37
|
$12,138,568.42
|
2.61%
|
359
|
37.94
|
6.237
|
676
|
77.03
|
12.500
- 12.999
|
176
|
57,874,448.98
|
12.45
|
359
|
39.30
|
6.857
|
668
|
80.59
|
13.000
- 13.499
|
279
|
91,750,914.85
|
19.73
|
358
|
39.08
|
7.220
|
662
|
81.09
|
13.500
- 13.999
|
480
|
153,443,697.65
|
33.00
|
359
|
41.06
|
7.744
|
655
|
81.47
|
14.000
- 14.499
|
212
|
64,132,611.67
|
13.79
|
359
|
41.67
|
8.221
|
654
|
82.95
|
14.500
- 14.999
|
168
|
47,410,936.41
|
10.20
|
359
|
41.35
|
8.725
|
658
|
83.32
|
15.000
- 15.499
|
72
|
22,033,548.09
|
4.74
|
359
|
38.79
|
9.222
|
647
|
87.33
|
15.500
- 15.999
|
35
|
10,720,376.00
|
2.31
|
359
|
38.73
|
9.731
|
632
|
88.32
|
16.000
- 16.499
|
12
|
3,809,120.00
|
0.82
|
359
|
41.79
|
10.279
|
653
|
85.97
|
16.500
- 16.999
|
4
|
942,964.00
|
0.20
|
359
|
45.90
|
10.812
|
640
|
89.87
|
17.000
- 17.499
|
1
|
297,000.00
|
0.06
|
359
|
34.00
|
11.100
|
640
|
90.00
|
17.500
- 17.999
|
1
|
204,250.00
|
0.04
|
359
|
49.00
|
11.950
|
605
|
95.00
|
18.000
- 18.499
|
1
|
247,000.00
|
0.05
|
359
|
38.00
|
12.100
|
610
|
93.21
|
Total:
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Minimum
Mortgage Rates of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of Minimum
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Mortgage
Rates (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
6.000
- 6.499
|
37
|
$12,138,568.42
|
2.61%
|
359
|
37.94
|
6.237
|
676
|
77.03
|
6.500
- 6.999
|
176
|
57,874,448.98
|
12.45
|
359
|
39.30
|
6.857
|
668
|
80.59
|
7.000
- 7.499
|
279
|
91,750,914.85
|
19.73
|
358
|
39.08
|
7.220
|
662
|
81.09
|
7.500
- 7.999
|
480
|
153,443,697.65
|
33.00
|
359
|
41.06
|
7.744
|
655
|
81.47
|
8.000
- 8.499
|
212
|
64,132,611.67
|
13.79
|
359
|
41.67
|
8.221
|
654
|
82.95
|
8.500
- 8.999
|
168
|
47,410,936.41
|
10.20
|
359
|
41.35
|
8.725
|
658
|
83.32
|
9.000
- 9.499
|
72
|
22,033,548.09
|
4.74
|
359
|
38.79
|
9.222
|
647
|
87.33
|
9.500
- 9.999
|
35
|
10,720,376.00
|
2.31
|
359
|
38.73
|
9.731
|
632
|
88.32
|
10.000
- 10.499
|
12
|
3,809,120.00
|
0.82
|
359
|
41.79
|
10.279
|
653
|
85.97
|
10.500
- 10.999
|
4
|
942,964.00
|
0.20
|
359
|
45.90
|
10.812
|
640
|
89.87
|
11.000
- 11.499
|
1
|
297,000.00
|
0.06
|
359
|
34.00
|
11.100
|
640
|
90.00
|
11.500
- 11.999
|
1
|
204,250.00
|
0.04
|
359
|
49.00
|
11.950
|
605
|
95.00
|
12.000
- 12.499
|
1
|
247,000.00
|
0.05
|
359
|
38.00
|
12.100
|
610
|
93.21
|
Total:
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Gross
Margins of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Range
of
|
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
|
Gross
Margins (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.750
- 2.999
|
55
|
$12,466,456.13
|
2.68%
|
359
|
41.90
|
7.170
|
736
|
86.35
|
4.250
- 4.499
|
10
|
1,665,906.42
|
0.36
|
359
|
39.47
|
8.385
|
643
|
77.91
|
4.500
- 4.749
|
24
|
6,084,613.67
|
1.31
|
359
|
44.24
|
7.932
|
641
|
83.36
|
4.750
- 4.999
|
3
|
1,153,675.00
|
0.25
|
358
|
41.11
|
6.491
|
776
|
76.16
|
5.000
- 5.249
|
9
|
2,318,570.31
|
0.50
|
358
|
46.59
|
7.539
|
691
|
93.98
|
5.250
- 5.499
|
52
|
13,381,578.07
|
2.88
|
359
|
39.68
|
7.506
|
670
|
79.52
|
5.500
- 5.749
|
42
|
10,297,207.04
|
2.21
|
359
|
42.97
|
7.885
|
648
|
80.09
|
5.750
- 5.999
|
32
|
6,711,812.00
|
1.44
|
359
|
41.20
|
7.888
|
634
|
75.02
|
6.000
- 6.249
|
1,250
|
410,745,617.43
|
88.33
|
359
|
40.14
|
7.833
|
655
|
82.14
|
6.750
- 6.999
|
1
|
180,000.00
|
0.04
|
359
|
44.00
|
6.950
|
640
|
80.00
|
Total:
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Next
Adjustment Date of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Next
Adjustment Date
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
November
2007
|
1
|
$187,145.62
|
0.04%
|
353
|
49.00
|
7.800
|
633
|
95.00
|
December
2007
|
1
|
329,992.46
|
0.07
|
354
|
34.00
|
6.900
|
739
|
94.29
|
January
2008
|
1
|
132,905.00
|
0.03
|
355
|
27.00
|
9.400
|
622
|
95.00
|
February
2008
|
1
|
420,000.00
|
0.09
|
356
|
27.00
|
7.500
|
600
|
80.00
|
March
2008
|
3
|
1,026,120.63
|
0.22
|
357
|
31.62
|
7.487
|
674
|
83.13
|
April
2008
|
79
|
26,164,543.68
|
5.63
|
358
|
40.62
|
7.857
|
663
|
82.40
|
May
2008
|
688
|
222,466,270.99
|
47.84
|
358
|
40.52
|
7.845
|
656
|
81.68
|
June
2008
|
308
|
106,478,644.00
|
22.90
|
360
|
40.29
|
7.923
|
657
|
82.21
|
February
2009
|
3
|
641,598.24
|
0.14
|
356
|
43.46
|
7.855
|
617
|
86.19
|
March
2009
|
2
|
496,320.33
|
0.11
|
357
|
49.24
|
7.345
|
719
|
83.45
|
April
2009
|
25
|
6,621,110.95
|
1.42
|
358
|
43.23
|
7.333
|
687
|
86.72
|
May
2009
|
245
|
63,808,885.17
|
13.72
|
359
|
40.00
|
7.597
|
658
|
81.63
|
June
2009
|
103
|
32,674,689.00
|
7.03
|
360
|
39.49
|
7.727
|
655
|
82.88
|
April
2011
|
1
|
121,200.00
|
0.03
|
358
|
37.00
|
6.125
|
752
|
80.00
|
May
2011
|
15
|
3,009,514.00
|
0.65
|
359
|
38.82
|
7.187
|
732
|
89.81
|
June
2011
|
2
|
426,496.00
|
0.09
|
360
|
43.94
|
6.328
|
766
|
81.30
|
Total:
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Initial
Periodic Cap of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Initial
Periodic Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
2.000
|
1,460
|
$461,448,226.07
|
99.24%
|
359
|
40.34
|
7.812
|
657
|
82.02
|
6.000
|
18
|
$3,557,210.00
|
0.76
|
359
|
39.37
|
7.048
|
737
|
88.46
|
Total:
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Periodic
Cap of the Adjustable-Rate Loans
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Periodic
Cap (%)
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
1.000
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Total:
|
1,478
|
$465,005,436.07
|
100.00%
|
359
|
40.34
|
7.806
|
658
|
82.07
|
Loan
Source
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Loan
Source
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Wholesale
|
1,317
|
$432,188,116.37
|
86.69%
|
359
|
40.14
|
7.801
|
656
|
82.15
|
Retail
|
273
|
66,380,780.84
|
13.31
|
359
|
41.60
|
7.659
|
673
|
81.35
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Insured
AVM
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Insured
AVM
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
N
|
1,458
|
$468,601,027.22
|
93.99%
|
359
|
40.32
|
7.800
|
658
|
82.43
|
Y
|
132
|
29,967,869.99
|
6.01
|
359
|
40.59
|
7.510
|
669
|
76.06
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Historical
Delinquency
|
||||||||
Remaining
|
||||||||
%
of Principal
|
Term
to
|
Debt-to-
|
Gross
|
|||||
Number
of
|
Principal
Balance
|
Balance
as of
|
Maturity
|
Income
|
Coupon
|
OLTV
|
||
Status
|
Mortgage
Loans
|
as
of the Cut-off Date
|
the
Cut-off Date
|
(months)
|
(%)
|
(%)
|
FICO
|
(%)
|
Never
Delinquent
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|
Total:
|
1,590
|
$498,568,897.21
|
100.00%
|
359
|
40.34
|
7.782
|
658
|
82.04
|