Contract
EXHIBIT
99.1
The
depositor has purchased mortgage loans from IndyMac Bank, F.S.B. (“IndyMac
Bank”) pursuant to a pooling and servicing agreement, dated as of September 13,
2006, among IndyMac
Bank,
as seller and servicer, IndyMac MBS, Inc. as the depositor and Deutsche Bank
National Trust Company as the trustee and supplemental interest trust trustee,
and assigned to the trustee for the benefit of holders of the certificates
the
mortgage loans (the “Closing Date Mortgage Loans”). As of the Closing Date, the
Closing Date Mortgage Loans have an aggregate principal balance of approximately
$790,815,706. The Closing Date Mortgage Loans included in Loan Group I have
an
aggregate principal balance equal to approximately $194,376,256 and the Closing
Date Mortgage Loans included in Loan Group II have an aggregate principal
balance equal to approximately $596,439,450.
The
mortgage loans to be included in the mortgage pool were acquired or originated
by the seller in the normal course of its business.
At
origination, 98.65% of the Mortgage Loans in Loan Group I and approximately
96.69%
of
the
Mortgage Loans in Loan Group II had stated terms to maturity of 30 years.
Substantially all of the Mortgage Loans provide for payments due on the first
day of each month. Scheduled monthly payments made by the mortgagors on the
mortgage loans either earlier or later than the scheduled due dates thereof
is
not expected to affect the amortization schedule or the relative application
of
those payments to principal and interest.
Certain
of the mortgage loans included in the trust only require the related mortgagor
to pay interest on the principal balance of the mortgage loan for either the
first two, three, five or ten years after its origination, but require that
the
entire principal balance of the mortgage loan be fully amortized over the
related remaining term of the mortgage loan following such interest only period
(such mortgage loans are referred to in this prospectus supplement as
“Interest-Only Mortgage Loans”). The mortgage rate at which interest is
calculated during the period in which only payments of interest are due may
be
fixed or adjustable or initially fixed and then adjustable. As of the Closing
Date, 89 Mortgage Loans in Loan Group I and 412 of the Closing Date Mortgage
Loans in Loan Group II, representing approximately 11.64% and 19.93%,
respectively, of the Closing Date Mortgage Loans in that Loan Group are Interest
Only Mortgage Loans.
Approximately
73.70% of the Closing Date Mortgage Loans in Loan Group I and approximately
73.78% of the Closing Date Mortgage Loans in Loan Group II provide for the
amortization of the principal balance over a series of substantially equal
monthly payments. Approximately 26.30% of the Closing Date Mortgage Loans in
Loan Group I and approximately 26.22% of the Closing Date Mortgage Loans in
Loan
Group II are balloon loans and provide for equal monthly payments, consisting
of
principal and interest, based on a stated amortization schedule, and a single
payment of the remaining principal balance of the loan at maturity. The balloon
loans included in the trust will require monthly payments based on a 40 year
amortization schedule and a balloon payment on a maturity date that is 30 years
after the origination of such mortgage loan.
Approximately
702 Loan Group I Closing Date Mortgage Loans, or 66.79% of the Closing Date
Mortgage Loans in Loan Group I, and approximately 1891 Loan Group II Closing
Date Mortgage Loans, or 63.75% of the Closing Date Mortgage Loans in Loan Group
II, contain prepayment charges. Prepayment charges provide that if the borrower
were to prepay the mortgage loan in full at any time from the origination of
the
mortgage loan to a date set forth in the related mortgage note (the “Prepayment
Charge Period”), the borrower would also have to pay a fee in addition to the
amount necessary to repay the mortgage loan. All
mortgage loans will have a Prepayment Charge Period that vary from one year
to
three years, depending on the terms set forth in the related mortgage note.
The
amount of the prepayment charge varies.
All
Closing Date Mortgage Loans1
CURRENT
STATED PRINCIPAL
BALANCE
Current
Unpaid Principal Balance ($)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
241
|
8,717,447
|
1.10
|
36,172
|
10.621
|
82.47
|
623
|
42.73
|
35.78
|
||||||||||||||||||||
50,000.01
- 100,000.00
|
686
|
52,546,009
|
6.64
|
76,598
|
9.838
|
82.64
|
620
|
45.29
|
37.75
|
|||||||||||||||||||
100,000.01
- 150,000.00
|
744
|
93,600,369
|
11.84
|
125,807
|
8.963
|
77.15
|
602
|
55.12
|
38.98
|
|||||||||||||||||||
150,000.01
- 200,000.00
|
610
|
107,045,607
|
13.54
|
175,485
|
8.634
|
78.69
|
607
|
49.24
|
40.91
|
|||||||||||||||||||
200,000.01
- 250,000.00
|
531
|
119,998,722
|
15.17
|
225,986
|
8.435
|
78.74
|
614
|
43.86
|
40.92
|
|||||||||||||||||||
250,000.01
- 300,000.00
|
398
|
109,968,047
|
13.91
|
276,302
|
8.362
|
79.17
|
612
|
41.17
|
41.82
|
|||||||||||||||||||
300,000.01
- 350,000.00
|
282
|
91,355,854
|
11.55
|
323,957
|
8.137
|
81.44
|
619
|
38.16
|
42.35
|
|||||||||||||||||||
350,000.01
- 400,000.00
|
178
|
66,859,503
|
8.45
|
375,615
|
8.127
|
81.31
|
633
|
29.89
|
41.54
|
|||||||||||||||||||
400,000.01
- 450,000.00
|
118
|
50,330,769
|
6.36
|
426,532
|
7.931
|
81.78
|
634
|
40.55
|
42.79
|
|||||||||||||||||||
450,000.01
- 500,000.00
|
74
|
35,350,531
|
4.47
|
477,710
|
7.876
|
80.98
|
643
|
36.20
|
40.55
|
|||||||||||||||||||
500,000.01
- 550,000.00
|
33
|
17,331,007
|
2.19
|
525,182
|
7.727
|
83.17
|
638
|
45.46
|
42.26
|
|||||||||||||||||||
550,000.01
- 600,000.00
|
25
|
14,315,619
|
1.81
|
572,625
|
7.969
|
82.12
|
627
|
39.85
|
42.99
|
|||||||||||||||||||
600,000.01
- 650,000.00
|
16
|
10,118,207
|
1.28
|
632,388
|
7.739
|
77.90
|
653
|
24.95
|
36.76
|
|||||||||||||||||||
650,000.01
- 700,000.00
|
8
|
5,318,399
|
0.67
|
664,800
|
7.672
|
86.07
|
633
|
37.52
|
42.21
|
|||||||||||||||||||
700,000.01
- 750,000.00
|
3
|
2,184,544
|
0.28
|
728,181
|
8.376
|
80.13
|
668
|
32.73
|
46.87
|
|||||||||||||||||||
750,000.01
- 800,000.00
|
4
|
3,129,636
|
0.40
|
782,409
|
7.410
|
73.03
|
649
|
49.91
|
45.34
|
|||||||||||||||||||
800,000.01
- 850,000.00
|
2
|
1,647,433
|
0.21
|
823,717
|
8.995
|
79.99
|
619
|
0.00
|
47.58
|
|||||||||||||||||||
950,000.01
- 1,000,000.00
|
1
|
998,000
|
0.13
|
998,000
|
9.125
|
75.61
|
637
|
100.00
|
43.63
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
FICO
SCORE
FICO
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
9
|
1,397,424
|
0.18
|
155,269
|
9.617
|
65.52
|
500
|
58.27
|
41.97
|
||||||||||||||||||||
501
- 520
|
180
|
29,510,872
|
3.73
|
163,949
|
10.005
|
68.36
|
510
|
71.21
|
42.24
|
|||||||||||||||||||
521
- 540
|
232
|
40,615,507
|
5.14
|
175,067
|
9.451
|
74.29
|
530
|
60.24
|
40.94
|
|||||||||||||||||||
541
- 560
|
353
|
65,285,504
|
8.26
|
184,945
|
8.925
|
75.52
|
550
|
55.70
|
41.12
|
|||||||||||||||||||
561
- 580
|
368
|
74,498,858
|
9.42
|
202,443
|
8.637
|
77.71
|
571
|
57.88
|
40.96
|
|||||||||||||||||||
581
- 600
|
410
|
90,558,413
|
11.45
|
220,874
|
8.609
|
78.71
|
591
|
48.70
|
42.55
|
|||||||||||||||||||
601
- 620
|
711
|
137,950,847
|
17.44
|
194,024
|
8.733
|
83.08
|
612
|
49.61
|
40.56
|
|||||||||||||||||||
621
- 640
|
495
|
101,035,544
|
12.78
|
204,112
|
8.321
|
81.22
|
631
|
33.95
|
40.52
|
|||||||||||||||||||
641
- 660
|
387
|
85,394,676
|
10.80
|
220,658
|
8.225
|
83.53
|
649
|
29.16
|
40.90
|
|||||||||||||||||||
661
- 680
|
290
|
54,666,494
|
6.91
|
188,505
|
8.004
|
82.32
|
670
|
24.50
|
40.60
|
|||||||||||||||||||
681
- 700
|
179
|
35,458,795
|
4.48
|
198,094
|
7.672
|
82.51
|
690
|
27.63
|
41.08
|
|||||||||||||||||||
701
- 720
|
128
|
24,283,921
|
3.07
|
189,718
|
7.516
|
81.40
|
710
|
27.01
|
41.32
|
|||||||||||||||||||
721
- 740
|
91
|
19,149,256
|
2.42
|
210,431
|
7.459
|
82.07
|
729
|
24.16
|
38.44
|
|||||||||||||||||||
741
- 760
|
48
|
12,384,703
|
1.57
|
258,015
|
7.334
|
77.68
|
750
|
25.44
|
39.20
|
|||||||||||||||||||
761
- 780
|
45
|
11,062,770
|
1.40
|
245,839
|
7.065
|
80.87
|
771
|
14.77
|
39.99
|
|||||||||||||||||||
781
- 800
|
17
|
4,589,843
|
0.58
|
269,991
|
6.954
|
75.89
|
786
|
47.32
|
37.13
|
|||||||||||||||||||
801
- 820
|
11
|
2,972,279
|
0.38
|
270,207
|
6.522
|
79.29
|
807
|
10.31
|
41.48
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
1
The
values in all tables to follow are calculated as of the Closing
Date.
ORIGINAL
TERM TO MATURITY
Original
Months to Maturity
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
180
or less
|
306
|
21,878,582.33
|
2.77
|
71,498.64
|
10.662
|
91.01
|
660
|
12.77
|
39.95
|
|||||||||||||||||||
181
- 240
|
11
|
492,422.84
|
0.06
|
44,765.71
|
12.512
|
96.19
|
610
|
38.28
|
45.20
|
|||||||||||||||||||
301
- 360
|
3,637
|
768,444,700.47
|
97.17
|
211,285.32
|
8.409
|
79.58
|
617
|
43.75
|
40.97
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
REMAINING
TERM TO MATURITY
Remaining
Months to Maturity
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
306
|
21,878,582
|
2.77
|
71,499
|
10.662
|
91.01
|
660
|
12.77
|
39.95
|
||||||||||||||||||||
181
- 240
|
11
|
492,423
|
0.06
|
44,766
|
12.512
|
96.19
|
610
|
38.28
|
45.20
|
|||||||||||||||||||
241
- 300
|
2
|
377,611
|
0.05
|
188,805
|
10.451
|
80.00
|
614
|
100.00
|
39.76
|
|||||||||||||||||||
301
- 360
|
3,635
|
768,067,090
|
97.12
|
211,298
|
8.408
|
79.58
|
617
|
43.72
|
40.97
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
PROPERTY
TYPE
Property
Type
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2,750
|
539,037,330
|
68.16
|
196,014
|
8.499
|
79.95
|
614
|
43.85
|
40.77
|
||||||||||||||||||||
PUD
|
513
|
107,684,450
|
13.62
|
209,911
|
8.375
|
81.25
|
627
|
45.01
|
41.96
|
|||||||||||||||||||
2
UNIT
|
196
|
50,447,669
|
6.38
|
257,386
|
8.359
|
77.32
|
632
|
30.83
|
42.16
|
|||||||||||||||||||
CONDO
XXXX
|
000
|
45,503,314
|
5.75
|
183,481
|
8.443
|
81.35
|
633
|
42.73
|
39.83
|
|||||||||||||||||||
TOWNHOUSE
|
167
|
27,159,472
|
3.43
|
162,632
|
8.514
|
79.13
|
603
|
51.11
|
40.20
|
|||||||||||||||||||
3
XXXX
|
00
|
11,094,441
|
1.40
|
291,959
|
8.599
|
71.99
|
622
|
19.92
|
40.35
|
|||||||||||||||||||
HIGH
RISE CONDO
|
27
|
6,476,548
|
0.82
|
239,872
|
8.635
|
79.02
|
643
|
41.82
|
41.28
|
|||||||||||||||||||
4
XXXX
|
00
|
3,412,482
|
0.43
|
227,499
|
8.662
|
82.49
|
648
|
14.72
|
40.93
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
OCCUPANCY
TYPE
Occupancy
Status
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
3,587
|
735,097,163
|
92.95
|
204,934
|
8.422
|
79.77
|
616
|
44.90
|
41.34
|
||||||||||||||||||||
Investor
Occupied
|
326
|
45,606,346
|
5.77
|
139,897
|
9.199
|
81.84
|
650
|
16.51
|
34.28
|
|||||||||||||||||||
Second
Home
|
41
|
10,112,197
|
1.28
|
246,639
|
9.001
|
80.57
|
634
|
15.88
|
42.06
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
Based
on
representations of the related mortgagors at the time of origination.
LOAN
PURPOSE
Loan
Purpose
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2275
|
499,503,017
|
63.16
|
219,562
|
8.478
|
77.40
|
601
|
45.01
|
40.95
|
||||||||||||||||||||
Purchase
|
1468
|
255,628,663
|
32.32
|
174,134
|
8.401
|
85.48
|
653
|
37.53
|
40.99
|
|||||||||||||||||||
Rate
& Term Refinance
|
211
|
35,684,026
|
4.51
|
169,119
|
8.931
|
74.95
|
610
|
51.55
|
40.54
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
ORIGINAL
LOAN-TO-VALUE RATIOS
Original
LTV (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
50.00
or less
|
188
|
25,404,711
|
3.21
|
135,131
|
8.713
|
39.47
|
597
|
34.07
|
37.27
|
|||||||||||||||||||
50.01
- 55.00
|
78
|
13,532,913
|
1.71
|
173,499
|
8.722
|
52.75
|
593
|
41.38
|
39.90
|
|||||||||||||||||||
55.01
- 60.00
|
130
|
26,567,922
|
3.36
|
204,369
|
8.638
|
57.84
|
586
|
46.28
|
41.18
|
|||||||||||||||||||
60.01
- 65.00
|
173
|
39,315,179
|
4.97
|
227,255
|
8.293
|
63.27
|
597
|
44.69
|
40.49
|
|||||||||||||||||||
65.01
- 70.00
|
285
|
54,220,500
|
6.86
|
190,247
|
8.976
|
68.86
|
584
|
47.15
|
40.34
|
|||||||||||||||||||
70.01
- 75.00
|
281
|
61,638,206
|
7.79
|
219,353
|
8.372
|
73.75
|
600
|
43.87
|
40.82
|
|||||||||||||||||||
75.01
- 80.00
|
1082
|
241,657,204
|
30.56
|
223,343
|
7.869
|
79.64
|
641
|
35.09
|
41.36
|
|||||||||||||||||||
80.01
- 85.00
|
364
|
76,202,932
|
9.64
|
209,349
|
8.567
|
84.39
|
593
|
47.15
|
41.63
|
|||||||||||||||||||
85.01
- 90.00
|
659
|
144,789,796
|
18.31
|
219,711
|
8.561
|
89.62
|
620
|
39.63
|
40.42
|
|||||||||||||||||||
90.01
- 95.00
|
171
|
43,064,837
|
5.45
|
251,841
|
8.620
|
94.66
|
625
|
55.26
|
41.52
|
|||||||||||||||||||
95.01
- 100.00
|
543
|
64,421,506
|
8.15
|
118,640
|
9.907
|
99.93
|
640
|
62.93
|
41.88
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
GEOGRAPHIC
DISTRIBUTION
State
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
335
|
106,174,038
|
13.43
|
316,937
|
7.834
|
77.35
|
627
|
41.98
|
41.29
|
||||||||||||||||||||
Florida
|
519
|
101,412,557
|
12.82
|
195,400
|
8.689
|
81.17
|
614
|
43.82
|
40.84
|
|||||||||||||||||||
Southern
California
|
298
|
84,085,381
|
10.63
|
282,166
|
8.039
|
76.75
|
640
|
29.20
|
42.69
|
|||||||||||||||||||
New
Jersey
|
272
|
63,729,280
|
8.06
|
234,299
|
8.691
|
77.47
|
600
|
38.67
|
41.93
|
|||||||||||||||||||
Maryland
|
237
|
48,255,081
|
6.10
|
203,608
|
8.404
|
79.38
|
611
|
43.76
|
39.79
|
|||||||||||||||||||
Northern
California
|
140
|
40,787,159
|
5.16
|
291,337
|
8.039
|
78.15
|
625
|
36.37
|
41.12
|
|||||||||||||||||||
Illinois
|
180
|
38,362,768
|
4.85
|
213,126
|
8.760
|
83.56
|
617
|
34.49
|
41.48
|
|||||||||||||||||||
Massachusetts
|
131
|
33,185,796
|
4.20
|
253,327
|
8.560
|
81.23
|
606
|
43.77
|
40.85
|
|||||||||||||||||||
Virginia
|
156
|
32,666,594
|
4.13
|
209,401
|
8.347
|
79.40
|
618
|
42.68
|
41.32
|
|||||||||||||||||||
Texas
|
214
|
24,745,725
|
3.13
|
115,634
|
9.208
|
87.04
|
613
|
64.79
|
41.44
|
|||||||||||||||||||
Other
|
1,472
|
217,411,325
|
27.49
|
147,698
|
8.760
|
81.35
|
616
|
49.34
|
39.88
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
ZIP
CODE
Zip
Code
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
14
|
3,382,943
|
0.43
|
241,639
|
8.116
|
82.72
|
628
|
47.72
|
43.51
|
||||||||||||||||||||
11717
|
10
|
2,911,065
|
0.37
|
291,107
|
7.708
|
76.11
|
631
|
55.33
|
44.95
|
|||||||||||||||||||
02909
|
9
|
2,343,049
|
0.30
|
260,339
|
9.092
|
86.44
|
621
|
44.66
|
45.88
|
|||||||||||||||||||
11706
|
8
|
2,159,384
|
0.27
|
269,923
|
8.110
|
81.31
|
620
|
41.73
|
44.72
|
|||||||||||||||||||
20772
|
7
|
2,140,718
|
0.27
|
305,817
|
8.182
|
88.43
|
628
|
24.20
|
44.15
|
|||||||||||||||||||
33012
|
8
|
2,029,028
|
0.26
|
253,628
|
8.235
|
78.18
|
608
|
32.66
|
42.75
|
|||||||||||||||||||
33177
|
8
|
1,968,411
|
0.25
|
246,051
|
7.655
|
81.08
|
640
|
86.67
|
41.19
|
|||||||||||||||||||
11428
|
4
|
1,961,834
|
0.25
|
490,459
|
7.329
|
83.59
|
639
|
39.98
|
39.82
|
|||||||||||||||||||
11435
|
4
|
1,842,105
|
0.23
|
460,526
|
7.560
|
88.41
|
698
|
0.00
|
41.07
|
|||||||||||||||||||
92404
|
6
|
1,831,244
|
0.23
|
305,207
|
7.942
|
81.69
|
604
|
42.16
|
46.46
|
|||||||||||||||||||
Other
|
3,876
|
768,245,926
|
97.15
|
198,206
|
8.487
|
79.82
|
618
|
42.90
|
40.87
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
TYPE
OF DOCUMENTATION PROGRAM
Documentation
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1,786
|
339,158,517
|
42.89
|
189,898
|
8.402
|
80.85
|
601
|
100.00
|
41.40
|
||||||||||||||||||||
LIMITED
DOCUMENTATION
|
102
|
25,299,372
|
3.20
|
248,033
|
8.390
|
80.91
|
615
|
0.00
|
35.13
|
|||||||||||||||||||
NO
DOCUMENT
|
5
|
834,455
|
0.11
|
166,891
|
6.944
|
81.27
|
713
|
0.00
|
0.00
|
|||||||||||||||||||
NO
INCOME NO ASSETS
|
5
|
1,038,320
|
0.13
|
207,664
|
7.056
|
71.07
|
723
|
0.00
|
0.00
|
|||||||||||||||||||
NO
RATIO
|
6
|
1,774,469
|
0.22
|
295,745
|
7.480
|
79.04
|
686
|
0.00
|
0.00
|
|||||||||||||||||||
STATED
|
2,050
|
422,710,572
|
53.45
|
206,200
|
8.547
|
79.10
|
631
|
0.00
|
40.92
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
LIEN
STATUS
Lien
Status
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
3,673
|
773,052,413
|
97.75
|
210,469
|
8.410
|
79.45
|
617
|
43.71
|
40.94
|
||||||||||||||||||||
Second
Lien
|
281
|
17,763,293
|
2.25
|
63,215
|
11.266
|
99.61
|
667
|
7.15
|
41.10
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
MORTGAGE
RATE
Current
Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
5
|
1,239,310
|
0.16
|
247,862
|
4.919
|
63.38
|
664
|
73.76
|
44.94
|
||||||||||||||||||||
5.001
- 5.500
|
9
|
2,610,688
|
0.33
|
290,076
|
5.352
|
75.11
|
729
|
28.58
|
39.71
|
|||||||||||||||||||
5.501
- 6.000
|
35
|
9,204,777
|
1.16
|
262,994
|
5.836
|
75.44
|
697
|
72.32
|
40.83
|
|||||||||||||||||||
6.001
- 6.500
|
90
|
25,253,762
|
3.19
|
280,597
|
6.390
|
76.83
|
686
|
50.69
|
41.47
|
|||||||||||||||||||
6.501
- 7.000
|
219
|
62,897,308
|
7.95
|
287,202
|
6.854
|
76.04
|
666
|
49.62
|
40.21
|
|||||||||||||||||||
7.001
- 7.500
|
346
|
87,218,033
|
11.03
|
252,075
|
7.340
|
77.17
|
647
|
44.78
|
41.75
|
|||||||||||||||||||
7.501
- 8.000
|
536
|
134,867,435
|
17.05
|
251,618
|
7.828
|
79.15
|
623
|
43.67
|
42.03
|
|||||||||||||||||||
8.001
- 8.500
|
532
|
118,806,541
|
15.02
|
223,321
|
8.325
|
79.99
|
611
|
37.30
|
40.72
|
|||||||||||||||||||
8.501
- 9.000
|
630
|
124,568,603
|
15.75
|
197,728
|
8.811
|
81.53
|
602
|
40.27
|
40.69
|
|||||||||||||||||||
9.001
- 9.500
|
497
|
88,930,726
|
11.25
|
178,935
|
9.323
|
83.62
|
597
|
40.88
|
40.67
|
|||||||||||||||||||
9.501
- 10.000
|
414
|
63,083,373
|
7.98
|
152,375
|
9.800
|
85.36
|
598
|
42.72
|
40.45
|
|||||||||||||||||||
10.001
- 10.500
|
182
|
26,132,287
|
3.30
|
143,584
|
10.297
|
81.41
|
589
|
36.01
|
40.02
|
|||||||||||||||||||
10.501
- 11.000
|
121
|
14,128,657
|
1.79
|
116,766
|
10.804
|
78.15
|
571
|
42.20
|
38.88
|
|||||||||||||||||||
11.001
- 11.500
|
85
|
10,401,048
|
1.32
|
122,365
|
11.312
|
72.80
|
566
|
52.29
|
41.06
|
|||||||||||||||||||
11.501
- 12.000
|
104
|
11,113,973
|
1.41
|
106,865
|
11.817
|
68.86
|
561
|
59.92
|
39.94
|
|||||||||||||||||||
12.001
- 12.500
|
33
|
3,393,250
|
0.43
|
102,826
|
12.263
|
64.35
|
541
|
76.58
|
38.25
|
|||||||||||||||||||
12.501
- 13.000
|
49
|
3,002,086
|
0.38
|
61,267
|
12.885
|
89.13
|
612
|
27.72
|
40.92
|
|||||||||||||||||||
13.001
- 13.500
|
23
|
1,795,639
|
0.23
|
78,071
|
13.341
|
85.04
|
605
|
6.68
|
41.39
|
|||||||||||||||||||
13.501
- 14.000
|
38
|
1,968,810
|
0.25
|
51,811
|
13.900
|
99.93
|
629
|
3.26
|
41.36
|
|||||||||||||||||||
14.001
- 14.500
|
3
|
117,304
|
0.01
|
39,101
|
14.218
|
100.00
|
626
|
0.00
|
44.53
|
|||||||||||||||||||
14.501
- 15.000
|
3
|
82,097
|
0.01
|
27,366
|
14.703
|
99.99
|
625
|
0.00
|
35.35
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
MAXIMUM
MORTGAGE RATE
Life
Maximum Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
4
|
580,331
|
0.10
|
145,083
|
8.200
|
72.00
|
607
|
59.77
|
37.21
|
||||||||||||||||||||
10.001
- 10.500
|
3
|
353,258
|
0.06
|
117,753
|
8.726
|
83.80
|
603
|
75.14
|
42.09
|
|||||||||||||||||||
10.501
- 11.000
|
9
|
2,324,687
|
0.38
|
258,299
|
6.906
|
69.88
|
633
|
58.36
|
42.56
|
|||||||||||||||||||
11.001
- 11.500
|
37
|
8,784,201
|
1.44
|
237,411
|
6.653
|
74.27
|
683
|
38.84
|
40.46
|
|||||||||||||||||||
11.501
- 12.000
|
44
|
11,143,205
|
1.83
|
253,255
|
6.394
|
78.30
|
684
|
48.07
|
42.09
|
|||||||||||||||||||
12.001
- 12.500
|
103
|
26,898,603
|
4.41
|
261,151
|
6.984
|
77.61
|
670
|
38.87
|
41.62
|
|||||||||||||||||||
12.501
- 13.000
|
156
|
43,749,163
|
7.18
|
280,443
|
7.089
|
78.64
|
659
|
45.78
|
41.43
|
|||||||||||||||||||
13.001
- 13.500
|
237
|
59,422,781
|
9.75
|
250,729
|
7.437
|
78.33
|
636
|
47.83
|
42.24
|
|||||||||||||||||||
13.501
- 14.000
|
390
|
98,242,176
|
16.12
|
251,903
|
7.880
|
79.94
|
620
|
43.10
|
42.29
|
|||||||||||||||||||
14.001
- 14.500
|
407
|
94,412,882
|
15.49
|
231,973
|
8.353
|
80.86
|
611
|
35.77
|
40.92
|
|||||||||||||||||||
14.501
- 15.000
|
452
|
96,852,948
|
15.90
|
214,276
|
8.827
|
82.03
|
600
|
37.26
|
40.87
|
|||||||||||||||||||
15.001
- 15.500
|
386
|
73,571,019
|
12.07
|
190,598
|
9.346
|
84.16
|
596
|
39.15
|
40.55
|
|||||||||||||||||||
15.501
- 16.000
|
296
|
49,074,446
|
8.05
|
165,792
|
9.784
|
85.61
|
597
|
39.17
|
40.62
|
|||||||||||||||||||
16.001
- 16.500
|
116
|
17,472,789
|
2.87
|
150,627
|
10.290
|
78.13
|
583
|
33.54
|
40.50
|
|||||||||||||||||||
16.501
- 17.000
|
63
|
8,905,939
|
1.46
|
141,364
|
10.822
|
74.67
|
553
|
47.95
|
39.39
|
|||||||||||||||||||
17.001
- 17.500
|
43
|
6,697,640
|
1.10
|
155,759
|
11.317
|
65.53
|
544
|
56.21
|
40.12
|
|||||||||||||||||||
17.501
- 18.000
|
51
|
7,273,362
|
1.19
|
142,615
|
11.809
|
62.71
|
538
|
74.52
|
40.09
|
|||||||||||||||||||
18.001
- 18.500
|
23
|
2,788,716
|
0.46
|
121,249
|
12.259
|
63.95
|
536
|
77.86
|
38.43
|
|||||||||||||||||||
18.501
- 19.000
|
5
|
367,025
|
0.06
|
73,405
|
12.703
|
63.08
|
520
|
83.22
|
38.61
|
|||||||||||||||||||
19.001
- 19.500
|
3
|
408,138
|
0.07
|
136,046
|
13.381
|
46.32
|
504
|
29.38
|
38.78
|
|||||||||||||||||||
Total:
|
2,828
|
609,323,308
|
100.00
|
215,461
|
8.470
|
80.27
|
615
|
41.32
|
41.21
|
MINIMUM
MORTGAGE RATE
Life
Minimum Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
217
|
55,880,732
|
9.17
|
257,515
|
7.037
|
77.86
|
699
|
26.96
|
41.41
|
||||||||||||||||||||
4.001
- 4.500
|
83
|
20,235,416
|
3.32
|
243,800
|
7.517
|
80.11
|
659
|
17.69
|
42.58
|
|||||||||||||||||||
4.501
- 5.000
|
20
|
4,406,703
|
0.72
|
220,335
|
7.972
|
85.44
|
633
|
47.44
|
40.14
|
|||||||||||||||||||
5.001
- 5.500
|
188
|
38,467,805
|
6.31
|
204,616
|
7.505
|
79.66
|
650
|
33.47
|
42.07
|
|||||||||||||||||||
5.501
- 6.000
|
1372
|
294,122,459
|
48.27
|
214,375
|
8.588
|
83.71
|
609
|
37.73
|
41.00
|
|||||||||||||||||||
6.001
- 6.500
|
592
|
133,508,790
|
21.91
|
225,522
|
8.625
|
78.08
|
593
|
51.63
|
41.45
|
|||||||||||||||||||
6.501
- 7.000
|
169
|
32,007,159
|
5.25
|
189,391
|
9.323
|
73.82
|
582
|
51.85
|
41.03
|
|||||||||||||||||||
7.001
- 7.500
|
145
|
23,376,165
|
3.84
|
161,215
|
10.681
|
64.28
|
562
|
78.12
|
39.81
|
|||||||||||||||||||
7.501
- 8.000
|
15
|
2,507,831
|
0.41
|
167,189
|
8.747
|
77.69
|
585
|
50.66
|
40.63
|
|||||||||||||||||||
8.001
- 8.500
|
13
|
2,608,485
|
0.43
|
200,653
|
8.773
|
82.82
|
621
|
38.32
|
42.42
|
|||||||||||||||||||
8.501
- 9.000
|
4
|
1,045,597
|
0.17
|
261,399
|
9.196
|
83.73
|
597
|
17.30
|
40.56
|
|||||||||||||||||||
9.001
- 9.500
|
4
|
474,216
|
0.08
|
118,554
|
9.625
|
78.94
|
524
|
100.00
|
43.88
|
|||||||||||||||||||
9.501
- 10.000
|
5
|
626,765
|
0.10
|
125,353
|
11.089
|
76.08
|
573
|
67.56
|
40.77
|
|||||||||||||||||||
10.501
- 11.000
|
1
|
55,185
|
0.01
|
55,185
|
8.500
|
75.00
|
519
|
100.00
|
24.93
|
|||||||||||||||||||
Total:
|
2828
|
609,323,308
|
100.00
|
215,461
|
8.470
|
80.27
|
615
|
41.32
|
41.21
|
PRODUCT
TYPE
Product
Type
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
275
|
17,788,913
|
2.25
|
64,687
|
11.218
|
96.82
|
667
|
8.77
|
40.83
|
||||||||||||||||||||
15
Year Fixed
|
31
|
4,089,670
|
0.52
|
131,925
|
8.246
|
65.74
|
627
|
30.17
|
36.00
|
|||||||||||||||||||
20
Year Fixed
|
11
|
492,423
|
0.06
|
44,766
|
12.512
|
96.19
|
610
|
38.28
|
45.20
|
|||||||||||||||||||
2/6
MONTH LIBOR
|
1555
|
276,810,163
|
35.00
|
178,013
|
8.946
|
79.04
|
597
|
44.92
|
40.37
|
|||||||||||||||||||
2/6
MONTH LIBOR - 24 MONTH IO
|
15
|
4,623,207
|
0.58
|
308,214
|
7.152
|
78.33
|
682
|
12.65
|
42.36
|
|||||||||||||||||||
2/6
MONTH LIBOR - 40 YR AMTERM
|
534
|
142,252,026
|
17.99
|
266,390
|
8.245
|
83.64
|
616
|
34.16
|
41.87
|
|||||||||||||||||||
2/6
MONTH LIBOR -120 MONTH IO
|
311
|
88,786,653
|
11.23
|
285,488
|
7.666
|
80.87
|
659
|
45.09
|
42.65
|
|||||||||||||||||||
30
Year Fixed
|
657
|
119,858,830
|
15.16
|
182,434
|
8.270
|
76.16
|
622
|
56.67
|
39.74
|
|||||||||||||||||||
30
Year Fixed -120 MONTH IO
|
47
|
12,110,389
|
1.53
|
257,668
|
7.663
|
77.82
|
650
|
54.42
|
41.83
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR
|
95
|
17,936,965
|
2.27
|
188,810
|
9.090
|
75.68
|
572
|
54.91
|
40.77
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR - 40 YR AMTERM
|
43
|
10,884,703
|
1.38
|
253,133
|
8.287
|
81.36
|
601
|
50.51
|
40.50
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR -120 MONTH IO
|
19
|
5,228,416
|
0.66
|
275,180
|
7.886
|
70.67
|
617
|
75.74
|
43.06
|
|||||||||||||||||||
3/6
MONTH LIBOR
|
23
|
3,416,087
|
0.43
|
148,526
|
9.118
|
72.83
|
574
|
40.27
|
40.99
|
|||||||||||||||||||
3/6
MONTH LIBOR - 60 MONTH IO
|
5
|
648,055
|
0.08
|
129,611
|
8.874
|
84.71
|
622
|
100.00
|
44.94
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR
|
89
|
19,264,680
|
2.44
|
216,457
|
8.517
|
80.63
|
612
|
40.17
|
41.25
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR - 40 YR AMTERM
|
35
|
9,397,195
|
1.19
|
268,491
|
8.365
|
82.16
|
620
|
29.60
|
42.16
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR -120 MONTH IO
|
101
|
29,148,958
|
3.69
|
288,604
|
7.453
|
78.10
|
671
|
21.92
|
41.14
|
|||||||||||||||||||
5/6
MONTH LIBOR -120 MONTH IO
|
3
|
926,200
|
0.12
|
308,733
|
7.610
|
80.00
|
645
|
0.00
|
44.95
|
|||||||||||||||||||
Fixed
- 40/30 Balloon
|
105
|
27,152,173
|
3.43
|
258,592
|
7.977
|
79.82
|
628
|
36.40
|
40.62
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
PREPAYMENT
PENALTY TERM
Penalty
(months)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1361
|
280,783,746
|
35.51
|
206,307
|
8.702
|
79.23
|
615
|
38.01
|
41.04
|
||||||||||||||||||||
12
|
235
|
57,561,808
|
7.28
|
244,944
|
8.432
|
80.56
|
624
|
40.85
|
41.18
|
|||||||||||||||||||
24
|
1383
|
261,161,490
|
33.02
|
188,837
|
8.449
|
80.83
|
615
|
44.57
|
41.06
|
|||||||||||||||||||
36
|
975
|
191,308,662
|
24.19
|
196,214
|
8.185
|
79.43
|
626
|
48.35
|
40.58
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
CREDIT
GRADE
Credit
Grade
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2839
|
569,140,267
|
71.97
|
200,472
|
8.296
|
82.18
|
630
|
37.50
|
40.98
|
||||||||||||||||||||
1+
|
364
|
81,106,051
|
10.26
|
222,819
|
8.455
|
79.12
|
606
|
43.99
|
41.00
|
|||||||||||||||||||
1
|
248
|
54,539,157
|
6.90
|
219,916
|
8.539
|
75.76
|
586
|
62.01
|
41.30
|
|||||||||||||||||||
2
|
191
|
36,853,239
|
4.66
|
192,949
|
8.799
|
72.09
|
578
|
55.26
|
40.53
|
|||||||||||||||||||
3
|
149
|
25,675,415
|
3.25
|
172,318
|
9.273
|
68.42
|
575
|
60.81
|
40.66
|
|||||||||||||||||||
4
|
163
|
23,501,578
|
2.97
|
144,181
|
11.309
|
61.90
|
555
|
86.27
|
39.99
|
|||||||||||||||||||
Total:
|
3954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
NEXT
RATE ADJUSTMENT DATE
Next
Adjustment Date
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
4
|
948,266
|
0.16
|
237,066
|
7.669
|
82.34
|
572
|
100.00
|
47.18
|
||||||||||||||||||||
November
1, 2006
|
7
|
868,590
|
0.14
|
124,084
|
6.745
|
74.36
|
568
|
75.77
|
38.59
|
|||||||||||||||||||
December
1, 2006
|
7
|
1,037,151
|
0.17
|
148,164
|
7.334
|
76.93
|
543
|
74.12
|
28.65
|
|||||||||||||||||||
January
1, 2007
|
1
|
220,800
|
0.04
|
220,800
|
9.375
|
78.07
|
589
|
100.00
|
48.37
|
|||||||||||||||||||
March
1, 2007
|
6
|
1,013,491
|
0.17
|
168,915
|
8.385
|
85.56
|
603
|
93.03
|
39.55
|
|||||||||||||||||||
May
1, 2007
|
2
|
253,358
|
0.04
|
126,679
|
7.174
|
84.63
|
541
|
100.00
|
36.13
|
|||||||||||||||||||
June
1, 2007
|
2
|
636,384
|
0.10
|
318,192
|
5.558
|
64.84
|
729
|
0.00
|
36.31
|
|||||||||||||||||||
November
1, 2007
|
1
|
209,102
|
0.03
|
209,102
|
6.250
|
80.00
|
768
|
0.00
|
0.00
|
|||||||||||||||||||
February
1, 2008
|
1
|
259,100
|
0.04
|
259,100
|
7.500
|
79.99
|
675
|
0.00
|
53.85
|
|||||||||||||||||||
March
1, 2008
|
7
|
1,834,813
|
0.30
|
262,116
|
7.645
|
76.66
|
665
|
30.92
|
36.08
|
|||||||||||||||||||
April
1, 2008
|
10
|
2,683,800
|
0.44
|
268,380
|
7.664
|
80.51
|
660
|
19.60
|
40.14
|
|||||||||||||||||||
May
1, 2008
|
11
|
2,193,389
|
0.36
|
199,399
|
8.085
|
81.98
|
642
|
42.07
|
40.61
|
|||||||||||||||||||
June
1, 2008
|
57
|
12,850,886
|
2.11
|
225,454
|
8.239
|
81.31
|
628
|
51.78
|
41.94
|
|||||||||||||||||||
July
1, 2008
|
607
|
124,874,959
|
20.49
|
205,725
|
8.531
|
80.60
|
613
|
41.95
|
41.74
|
|||||||||||||||||||
August
1, 2008
|
913
|
195,502,446
|
32.09
|
214,132
|
8.597
|
80.64
|
614
|
38.04
|
40.81
|
|||||||||||||||||||
September
1, 2008
|
766
|
164,033,566
|
26.92
|
214,143
|
8.485
|
80.81
|
612
|
44.64
|
41.31
|
|||||||||||||||||||
October
1, 2008
|
13
|
3,051,950
|
0.50
|
234,765
|
8.748
|
73.68
|
632
|
36.19
|
40.38
|
|||||||||||||||||||
January
1, 2009
|
1
|
310,933
|
0.05
|
310,933
|
7.625
|
80.00
|
646
|
0.00
|
47.75
|
|||||||||||||||||||
March
1, 2009
|
2
|
191,663
|
0.03
|
95,831
|
9.064
|
80.00
|
617
|
100.00
|
48.30
|
|||||||||||||||||||
April
1, 2009
|
15
|
1,871,461
|
0.31
|
124,764
|
9.544
|
73.62
|
562
|
49.57
|
41.79
|
|||||||||||||||||||
May
1, 2009
|
11
|
1,737,608
|
0.29
|
157,964
|
9.034
|
76.35
|
585
|
59.71
|
40.10
|
|||||||||||||||||||
June
1, 2009
|
7
|
2,301,824
|
0.38
|
328,832
|
8.068
|
65.20
|
603
|
50.46
|
43.00
|
|||||||||||||||||||
July
1, 2009
|
38
|
8,494,378
|
1.39
|
223,536
|
8.923
|
76.64
|
588
|
51.94
|
41.71
|
|||||||||||||||||||
August
1, 2009
|
59
|
11,141,105
|
1.83
|
188,832
|
8.814
|
75.73
|
582
|
47.88
|
40.49
|
|||||||||||||||||||
September
1, 2009
|
52
|
12,065,255
|
1.98
|
232,024
|
8.384
|
79.64
|
591
|
68.51
|
40.62
|
|||||||||||||||||||
June
1, 2010
|
1
|
88,941
|
0.01
|
88,941
|
6.875
|
80.00
|
677
|
0.00
|
35.15
|
|||||||||||||||||||
December
1, 2010
|
1
|
327,200
|
0.05
|
327,200
|
6.990
|
80.00
|
614
|
0.00
|
43.40
|
|||||||||||||||||||
April
1, 2011
|
1
|
438,400
|
0.07
|
438,400
|
7.625
|
80.00
|
631
|
0.00
|
38.76
|
|||||||||||||||||||
May
1, 2011
|
3
|
911,000
|
0.15
|
303,667
|
7.410
|
80.00
|
676
|
0.00
|
45.02
|
|||||||||||||||||||
June
1, 2011
|
20
|
4,910,663
|
0.81
|
245,533
|
7.383
|
79.09
|
681
|
16.68
|
41.37
|
|||||||||||||||||||
July
1, 2011
|
61
|
14,778,767
|
2.43
|
242,275
|
7.786
|
80.47
|
663
|
10.45
|
41.03
|
|||||||||||||||||||
August
1, 2011
|
72
|
19,153,476
|
3.14
|
266,020
|
8.261
|
82.51
|
639
|
22.92
|
41.79
|
|||||||||||||||||||
September
1, 2011
|
66
|
17,285,836
|
2.84
|
261,907
|
7.947
|
76.00
|
620
|
56.44
|
41.34
|
|||||||||||||||||||
October
1, 2011
|
2
|
442,750
|
0.07
|
221,375
|
9.737
|
70.26
|
598
|
0.00
|
39.84
|
|||||||||||||||||||
December
1, 2011
|
1
|
400,000
|
0.07
|
400,000
|
6.875
|
80.00
|
607
|
100.00
|
35.47
|
|||||||||||||||||||
Total:
|
2,828
|
609,323,308
|
100.00
|
215,461
|
8.470
|
80.27
|
615
|
41.32
|
41.21
|
GROSS
MARGIN
Margin
(%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
242
|
62,397,302
|
10.24
|
257,840
|
7.098
|
78.02
|
702
|
25.69
|
41.27
|
||||||||||||||||||||
4.001
- 4.500
|
78
|
18,477,364
|
3.03
|
236,889
|
7.545
|
80.47
|
647
|
17.19
|
42.40
|
|||||||||||||||||||
4.501
- 5.000
|
16
|
3,291,506
|
0.54
|
205,719
|
7.881
|
86.60
|
594
|
59.84
|
41.29
|
|||||||||||||||||||
5.001
- 5.500
|
185
|
37,712,749
|
6.19
|
203,853
|
7.534
|
79.75
|
648
|
34.73
|
42.22
|
|||||||||||||||||||
5.501
- 6.000
|
1,452
|
311,317,109
|
51.09
|
214,406
|
8.614
|
83.71
|
609
|
37.74
|
41.05
|
|||||||||||||||||||
6.001
- 6.500
|
575
|
128,578,502
|
21.10
|
223,615
|
8.611
|
77.59
|
591
|
53.20
|
41.47
|
|||||||||||||||||||
6.501
- 7.000
|
140
|
25,948,670
|
4.26
|
185,348
|
9.378
|
71.72
|
577
|
53.03
|
40.87
|
|||||||||||||||||||
7.001
- 7.500
|
135
|
21,161,510
|
3.47
|
156,752
|
10.976
|
62.93
|
557
|
82.79
|
39.45
|
|||||||||||||||||||
7.501
- 8.000
|
3
|
269,350
|
0.04
|
89,783
|
10.366
|
83.19
|
581
|
60.20
|
38.16
|
|||||||||||||||||||
8.001
- 8.500
|
1
|
114,063
|
0.02
|
114,063
|
9.600
|
80.00
|
610
|
100.00
|
49.46
|
|||||||||||||||||||
10.501
- 11.000
|
1
|
55,185
|
0.01
|
55,185
|
8.500
|
75.00
|
519
|
100.00
|
24.93
|
|||||||||||||||||||
Total:
|
2,828
|
609,323,308
|
100.00
|
215,461
|
8.470
|
80.27
|
615
|
41.32
|
41.21
|
INITIAL
PERIODIC RATE CAP
Initial
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1
|
114,412
|
0.02
|
114,412
|
10.625
|
80.00
|
600
|
100.00
|
40.82
|
||||||||||||||||||||
1.500
|
27
|
3,943,246
|
0.65
|
146,046
|
9.150
|
75.41
|
581
|
51.32
|
41.76
|
|||||||||||||||||||
2.000
|
159
|
34,327,876
|
5.63
|
215,899
|
8.634
|
76.75
|
589
|
56.24
|
41.02
|
|||||||||||||||||||
3.000
|
2399
|
508,539,167
|
83.46
|
211,980
|
8.522
|
80.66
|
613
|
41.90
|
41.20
|
|||||||||||||||||||
5.000
|
229
|
58,650,631
|
9.63
|
256,116
|
7.960
|
79.62
|
643
|
28.83
|
41.40
|
|||||||||||||||||||
6.000
|
13
|
3,747,976
|
0.62
|
288,306
|
7.123
|
74.90
|
680
|
9.61
|
39.75
|
|||||||||||||||||||
Total:
|
2,828
|
609,323,308
|
100.00
|
215,461
|
8.470
|
80.27
|
615
|
41.32
|
41.21
|
SUBSEQUENT
PERIODIC RATE CAP
Initial
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2,406
|
509,881,349
|
83.68
|
211,921
|
8.522
|
80.66
|
613
|
41.81
|
41.20
|
||||||||||||||||||||
1.500
|
27
|
3,943,246
|
0.65
|
146,046
|
9.150
|
75.41
|
581
|
51.32
|
41.76
|
|||||||||||||||||||
2.000
|
395
|
95,498,713
|
15.67
|
241,769
|
8.165
|
78.42
|
625
|
38.30
|
41.25
|
|||||||||||||||||||
Total:
|
2,828
|
609,323,308
|
100.00
|
215,461
|
8.470
|
80.27
|
615
|
41.32
|
41.21
|
INTEREST
ONLY TERM
Initial
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
3,453
|
649,343,826
|
82.11
|
188,052
|
8.660
|
79.97
|
609
|
43.27
|
40.65
|
||||||||||||||||||||
24
|
15
|
4,623,207
|
0.58
|
308,214
|
7.152
|
78.33
|
682
|
12.65
|
42.36
|
|||||||||||||||||||
60
|
5
|
648,055
|
0.08
|
129,611
|
8.874
|
84.71
|
622
|
100.00
|
44.94
|
|||||||||||||||||||
120
|
481
|
136,200,617
|
17.22
|
283,161
|
7.628
|
79.61
|
659
|
41.83
|
42.29
|
|||||||||||||||||||
Total:
|
3,954
|
790,815,706
|
100.00
|
200,004
|
8.474
|
79.90
|
618
|
42.89
|
40.94
|
Closing
Date Group I Mortgage Loans
CURRENT
STATED PRINCIPAL
BALANCE
Current
Unpaid Principal Balance ($)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
52
|
1,905,028
|
0.98
|
36,635
|
10.142
|
77.12
|
626
|
45.13
|
35.33
|
||||||||||||||||||||
50,000.01
- 100,000.00
|
168
|
13,224,594
|
6.80
|
78,718
|
9.634
|
81.04
|
607
|
67.68
|
38.14
|
|||||||||||||||||||
100,000.01
- 150,000.00
|
222
|
27,831,576
|
14.32
|
125,367
|
8.949
|
80.36
|
604
|
61.95
|
40.73
|
|||||||||||||||||||
150,000.01
- 200,000.00
|
194
|
33,946,300
|
17.46
|
174,981
|
8.658
|
80.96
|
609
|
51.05
|
42.10
|
|||||||||||||||||||
200,000.01
- 250,000.00
|
149
|
33,392,707
|
17.18
|
224,112
|
8.475
|
79.46
|
612
|
47.63
|
41.78
|
|||||||||||||||||||
250,000.01
- 300,000.00
|
85
|
23,566,089
|
12.12
|
277,248
|
8.153
|
78.67
|
616
|
41.35
|
41.99
|
|||||||||||||||||||
300,000.01
- 350,000.00
|
72
|
23,331,396
|
12.00
|
324,047
|
8.140
|
82.69
|
616
|
38.62
|
42.68
|
|||||||||||||||||||
350,000.01
- 400,000.00
|
47
|
17,663,703
|
9.09
|
375,823
|
8.338
|
79.96
|
615
|
25.81
|
41.43
|
|||||||||||||||||||
400,000.01
- 450,000.00
|
22
|
9,174,459
|
4.72
|
417,021
|
7.617
|
79.90
|
650
|
45.33
|
45.79
|
|||||||||||||||||||
450,000.01
- 500,000.00
|
6
|
2,919,436
|
1.50
|
486,573
|
7.328
|
70.88
|
657
|
33.15
|
39.96
|
|||||||||||||||||||
500,000.01
- 550,000.00
|
4
|
2,087,218
|
1.07
|
521,805
|
7.223
|
76.20
|
637
|
0.00
|
34.43
|
|||||||||||||||||||
550,000.01
- 600,000.00
|
2
|
1,140,000
|
0.59
|
570,000
|
7.186
|
69.02
|
599
|
49.12
|
37.16
|
|||||||||||||||||||
600,000.01
- 650,000.00
|
1
|
603,000
|
0.31
|
603,000
|
7.000
|
90.00
|
647
|
100.00
|
49.56
|
|||||||||||||||||||
650,000.01
- 700,000.00
|
2
|
1,313,250
|
0.68
|
656,625
|
7.629
|
92.49
|
674
|
0.00
|
46.18
|
|||||||||||||||||||
700,000.01
- 750,000.00
|
1
|
715,000
|
0.37
|
715,000
|
7.250
|
87.30
|
750
|
100.00
|
48.70
|
|||||||||||||||||||
750,000.01
- 800,000.00
|
2
|
1,562,500
|
0.80
|
781,250
|
6.814
|
68.55
|
637
|
49.60
|
44.45
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
FICO
SCORE
FICO
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
3
|
385,331
|
0.20
|
128,444
|
9.663
|
70.96
|
500
|
0.00
|
40.73
|
||||||||||||||||||||
501
- 520
|
42
|
6,447,725
|
3.32
|
153,517
|
10.047
|
73.23
|
512
|
82.59
|
43.24
|
|||||||||||||||||||
521
- 540
|
53
|
9,618,576
|
4.95
|
181,483
|
9.393
|
79.06
|
530
|
50.71
|
42.06
|
|||||||||||||||||||
541
- 560
|
93
|
16,251,649
|
8.36
|
174,749
|
9.085
|
77.46
|
550
|
43.76
|
41.10
|
|||||||||||||||||||
561
- 580
|
97
|
18,380,207
|
9.46
|
189,487
|
8.860
|
76.81
|
571
|
29.65
|
40.79
|
|||||||||||||||||||
581
- 600
|
106
|
20,495,156
|
10.54
|
193,351
|
8.699
|
79.87
|
590
|
49.60
|
43.77
|
|||||||||||||||||||
601
- 620
|
233
|
38,100,012
|
19.60
|
163,519
|
8.777
|
83.34
|
613
|
51.58
|
40.21
|
|||||||||||||||||||
621
- 640
|
124
|
26,345,842
|
13.55
|
212,466
|
8.146
|
79.19
|
631
|
50.00
|
41.38
|
|||||||||||||||||||
641
- 660
|
111
|
24,867,329
|
12.79
|
224,030
|
8.049
|
82.68
|
649
|
44.81
|
42.18
|
|||||||||||||||||||
661
- 680
|
70
|
13,464,393
|
6.93
|
192,348
|
7.758
|
79.43
|
670
|
34.01
|
41.49
|
|||||||||||||||||||
681
- 700
|
36
|
7,061,757
|
3.63
|
196,160
|
7.242
|
81.50
|
691
|
35.58
|
41.09
|
|||||||||||||||||||
701
- 720
|
31
|
6,047,731
|
3.11
|
195,088
|
7.374
|
77.37
|
710
|
45.00
|
43.12
|
|||||||||||||||||||
721
- 740
|
14
|
3,079,220
|
1.58
|
219,944
|
7.253
|
86.92
|
730
|
56.56
|
41.29
|
|||||||||||||||||||
741
- 760
|
9
|
2,010,214
|
1.03
|
223,357
|
7.215
|
81.68
|
751
|
76.10
|
44.29
|
|||||||||||||||||||
761
- 780
|
5
|
1,024,499
|
0.53
|
204,900
|
6.896
|
80.99
|
766
|
58.42
|
41.80
|
|||||||||||||||||||
781
- 800
|
2
|
796,614
|
0.41
|
398,307
|
7.186
|
78.92
|
784
|
100.00
|
49.36
|
|||||||||||||||||||
Total:
|
1,029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
As
of
September 13, 2006, the non-zero weighted average FICO score of the Group I
Mortgage Loans was approximately [_______].
ORIGINAL
TERM TO MATURITY
Original
Months to Maturity
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
180
or less
|
44
|
2,613,470.27
|
1.34
|
59,397.05
|
9.137
|
83.86
|
662
|
26.97
|
36.66
|
|||||||||||||||||||
181
- 240
|
1
|
18,281.14
|
0.01
|
18,281.14
|
11.650
|
20.00
|
557
|
100.00
|
49.43
|
|||||||||||||||||||
301
- 360
|
984
|
191,744,504.30
|
98.65
|
194,862.30
|
8.462
|
80.09
|
615
|
47.28
|
41.70
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
REMAINING
TERM TO MATURITY
Remaining
Months to Maturity
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
44
|
2,613,470
|
1.34
|
59,397
|
9.137
|
83.86
|
662
|
26.97
|
36.66
|
||||||||||||||||||||
181
- 240
|
1
|
18,281
|
0.01
|
18,281
|
11.650
|
20.00
|
557
|
100.00
|
49.43
|
|||||||||||||||||||
301
- 360
|
984
|
191,744,504
|
98.65
|
194,862
|
8.462
|
80.09
|
615
|
47.28
|
41.70
|
|||||||||||||||||||
Total:
|
1029.00
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
PROPERTY
TYPE
Property
Type
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
731
|
136,864,229
|
70.41
|
187,229
|
8.500
|
79.92
|
613
|
45.81
|
41.59
|
||||||||||||||||||||
PUD
|
138
|
24,647,619
|
12.68
|
178,606
|
8.199
|
82.47
|
629
|
59.99
|
42.12
|
|||||||||||||||||||
2
XXXX
|
00
|
11,780,774
|
6.06
|
280,495
|
8.399
|
76.61
|
627
|
38.74
|
42.31
|
|||||||||||||||||||
CONDO
XXXX
|
00
|
9,618,411
|
4.95
|
168,744
|
8.673
|
81.34
|
618
|
47.58
|
40.98
|
|||||||||||||||||||
TOWNHOUSE
|
44
|
7,157,998
|
3.68
|
162,682
|
8.546
|
80.07
|
595
|
54.87
|
41.77
|
|||||||||||||||||||
3
XXXX
|
0
|
2,320,968
|
1.19
|
290,121
|
8.562
|
75.76
|
612
|
3.29
|
39.08
|
|||||||||||||||||||
HIGH
RISE CONDO
|
8
|
1,474,607
|
0.76
|
184,326
|
9.464
|
88.01
|
622
|
51.40
|
40.29
|
|||||||||||||||||||
4
UNIT
|
1
|
511,648
|
0.26
|
511,648
|
7.375
|
80.00
|
663
|
0.00
|
40.90
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
OCCUPANCY
TYPE
Occupancy
Status
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
968
|
184,246,633
|
94.79
|
190,337
|
8.438
|
80.17
|
614
|
48.03
|
41.95
|
||||||||||||||||||||
Investor
Occupied
|
53
|
8,068,307
|
4.15
|
152,232
|
9.138
|
80.18
|
636
|
29.08
|
34.27
|
|||||||||||||||||||
Second
Home
|
8
|
2,061,316
|
1.06
|
257,664
|
8.809
|
76.64
|
638
|
26.57
|
42.29
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
Based
on
representations of the related mortgagors at the time of origination.
LOAN
PURPOSE
Loan
Purpose
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
629
|
139,221,100
|
71.62
|
221,337
|
8.312
|
78.60
|
614
|
40.80
|
41.40
|
||||||||||||||||||||
Purchase
|
276
|
34,771,223
|
17.89
|
125,983
|
8.731
|
89.58
|
631
|
62.41
|
43.19
|
|||||||||||||||||||
Rate
& Term Refinance
|
124
|
20,383,933
|
10.49
|
164,387
|
9.119
|
74.49
|
599
|
63.19
|
40.59
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
ORIGINAL
LOAN-TO-VALUE RATIOS
Original
LTV (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
46
|
6,424,707
|
3.31
|
139,668
|
8.396
|
41.00
|
609
|
31.00
|
39.91
|
||||||||||||||||||||
50.01
- 55.00
|
19
|
2,565,477
|
1.32
|
135,025
|
8.812
|
52.77
|
610
|
38.23
|
38.95
|
|||||||||||||||||||
55.01
- 60.00
|
33
|
5,437,972
|
2.80
|
164,787
|
8.768
|
57.56
|
608
|
37.22
|
42.70
|
|||||||||||||||||||
60.01
- 65.00
|
44
|
10,585,692
|
5.45
|
240,584
|
8.218
|
63.06
|
610
|
47.72
|
39.98
|
|||||||||||||||||||
65.01
- 70.00
|
77
|
15,220,870
|
7.83
|
197,674
|
8.546
|
68.79
|
594
|
45.38
|
39.66
|
|||||||||||||||||||
70.01
- 75.00
|
58
|
13,512,438
|
6.95
|
232,973
|
8.141
|
73.67
|
623
|
34.48
|
40.76
|
|||||||||||||||||||
75.01
- 80.00
|
294
|
56,694,449
|
29.17
|
192,838
|
8.185
|
79.65
|
616
|
44.44
|
41.79
|
|||||||||||||||||||
80.01
- 85.00
|
121
|
23,884,583
|
12.29
|
197,393
|
8.767
|
84.44
|
590
|
24.77
|
42.02
|
|||||||||||||||||||
85.01
- 90.00
|
122
|
28,456,209
|
14.64
|
233,248
|
8.252
|
89.30
|
633
|
51.72
|
42.26
|
|||||||||||||||||||
90.01
- 95.00
|
62
|
14,178,912
|
7.29
|
228,692
|
8.552
|
94.57
|
631
|
62.03
|
42.49
|
|||||||||||||||||||
95.01
- 100.00
|
153
|
17,414,947
|
8.96
|
113,823
|
9.520
|
99.85
|
628
|
86.94
|
42.98
|
|||||||||||||||||||
Total:
|
1,029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
GEOGRAPHIC
DISTRIBUTION
State
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
76
|
24,285,890
|
12.49
|
319,551
|
7.788
|
77.77
|
632
|
39.26
|
41.55
|
||||||||||||||||||||
Florida
|
119
|
22,119,351
|
11.38
|
185,877
|
8.652
|
78.80
|
608
|
39.88
|
41.57
|
|||||||||||||||||||
Southern
California
|
57
|
16,526,106
|
8.50
|
289,932
|
7.794
|
71.36
|
631
|
34.19
|
43.22
|
|||||||||||||||||||
New
Jersey
|
71
|
16,521,995
|
8.50
|
232,704
|
8.691
|
78.36
|
596
|
42.74
|
43.07
|
|||||||||||||||||||
Maryland
|
60
|
13,024,901
|
6.70
|
217,082
|
8.269
|
80.29
|
619
|
41.95
|
39.83
|
|||||||||||||||||||
Illinois
|
55
|
10,906,872
|
5.61
|
198,307
|
8.749
|
84.41
|
606
|
43.08
|
44.18
|
|||||||||||||||||||
Texas
|
99
|
10,634,093
|
5.47
|
107,415
|
9.320
|
91.58
|
605
|
79.80
|
42.53
|
|||||||||||||||||||
Georgia
|
58
|
9,088,953
|
4.68
|
156,706
|
8.767
|
88.56
|
622
|
56.22
|
40.80
|
|||||||||||||||||||
Massachusetts
|
32
|
8,244,374
|
4.24
|
257,637
|
8.632
|
79.07
|
586
|
42.97
|
42.11
|
|||||||||||||||||||
Virginia
|
37
|
7,820,099
|
4.02
|
211,354
|
8.019
|
80.71
|
633
|
38.00
|
41.94
|
|||||||||||||||||||
Other
|
365
|
55,203,622
|
28.40
|
151,243
|
8.658
|
80.46
|
616
|
54.42
|
40.56
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
ZIP
CODE
Zip
Code
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2
|
1,083,000
|
0.56
|
541,500
|
7.222
|
80.29
|
657
|
55.68
|
47.42
|
||||||||||||||||||||
11203
|
3
|
1,049,250
|
0.54
|
349,750
|
7.712
|
79.57
|
637
|
0.00
|
47.08
|
|||||||||||||||||||
11717
|
4
|
1,039,185
|
0.53
|
259,796
|
7.733
|
73.86
|
670
|
34.85
|
42.07
|
|||||||||||||||||||
20744
|
3
|
892,016
|
0.46
|
297,339
|
7.614
|
85.23
|
628
|
76.68
|
45.34
|
|||||||||||||||||||
20602
|
3
|
864,059
|
0.44
|
288,020
|
8.306
|
85.97
|
571
|
0.00
|
39.19
|
|||||||||||||||||||
92404
|
3
|
814,888
|
0.42
|
271,629
|
7.631
|
78.85
|
610
|
61.36
|
47.80
|
|||||||||||||||||||
11746
|
1
|
787,500
|
0.41
|
787,500
|
7.000
|
75.00
|
681
|
0.00
|
36.20
|
|||||||||||||||||||
60653
|
1
|
775,000
|
0.40
|
775,000
|
6.625
|
62.00
|
593
|
100.00
|
52.83
|
|||||||||||||||||||
11436
|
2
|
769,388
|
0.40
|
384,694
|
6.989
|
79.25
|
592
|
54.55
|
45.67
|
|||||||||||||||||||
20716
|
3
|
765,025
|
0.39
|
255,008
|
7.970
|
80.00
|
624
|
36.23
|
37.83
|
|||||||||||||||||||
Other
|
1004
|
185,536,945
|
95.45
|
184,798
|
8.518
|
80.22
|
615
|
47.30
|
41.51
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
TYPE
OF DOCUMENTATION PROGRAM
Documentation
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
535.00
|
91,381,194
|
47.01
|
170,806
|
8.490
|
82.73
|
615
|
100.00
|
42.31
|
||||||||||||||||||||
LIMITED
DOCUMENTATION
|
32.00
|
6,786,041
|
3.49
|
212,064
|
8.297
|
82.31
|
597
|
0.00
|
41.24
|
|||||||||||||||||||
STATED
|
462.00
|
96,209,021
|
49.50
|
208,245
|
8.466
|
77.51
|
617
|
0.00
|
41.02
|
|||||||||||||||||||
Total:
|
1029.00
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
LIEN
STATUS
Lien
Status
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
996
|
193,086,857
|
99.34
|
193,862
|
8.462
|
80.00
|
615
|
47.28
|
41.64
|
||||||||||||||||||||
Second
Lien
|
33
|
1,289,398
|
0.66
|
39,073
|
9.821
|
99.44
|
691
|
6.68
|
40.63
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
MORTGAGE
RATE
Current
Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1
|
185,177
|
0.10
|
185,177
|
5.000
|
80.00
|
637
|
100.00
|
49.46
|
||||||||||||||||||||
5.001
- 5.500
|
1
|
134,880
|
0.07
|
134,880
|
5.500
|
80.00
|
712
|
100.00
|
34.73
|
|||||||||||||||||||
5.501
- 6.000
|
8
|
1,968,695
|
1.01
|
246,087
|
5.862
|
68.90
|
722
|
92.31
|
39.85
|
|||||||||||||||||||
6.001
- 6.500
|
23
|
5,397,529
|
2.78
|
234,675
|
6.388
|
75.59
|
666
|
58.35
|
42.56
|
|||||||||||||||||||
6.501
- 7.000
|
53
|
16,351,720
|
8.41
|
308,523
|
6.871
|
76.74
|
659
|
56.22
|
41.15
|
|||||||||||||||||||
7.001
- 7.500
|
89
|
21,909,530
|
11.27
|
246,174
|
7.337
|
78.69
|
649
|
55.77
|
42.23
|
|||||||||||||||||||
7.501
- 8.000
|
136
|
30,634,998
|
15.76
|
225,257
|
7.844
|
79.33
|
626
|
40.70
|
41.79
|
|||||||||||||||||||
8.001
- 8.500
|
160
|
33,437,909
|
17.20
|
208,987
|
8.335
|
78.04
|
607
|
29.74
|
41.96
|
|||||||||||||||||||
8.501
- 9.000
|
158
|
29,293,962
|
15.07
|
185,405
|
8.821
|
80.86
|
602
|
44.29
|
41.33
|
|||||||||||||||||||
9.001
- 9.500
|
136
|
22,365,178
|
11.51
|
164,450
|
9.358
|
85.34
|
592
|
44.56
|
41.87
|
|||||||||||||||||||
9.501
- 10.000
|
124
|
17,011,529
|
8.75
|
137,190
|
9.827
|
87.95
|
588
|
53.79
|
41.44
|
|||||||||||||||||||
10.001
- 10.500
|
43
|
5,779,736
|
2.97
|
134,412
|
10.288
|
84.87
|
596
|
56.32
|
41.89
|
|||||||||||||||||||
10.501
- 11.000
|
34
|
3,786,324
|
1.95
|
111,362
|
10.806
|
80.61
|
567
|
54.46
|
39.31
|
|||||||||||||||||||
11.001
- 11.500
|
23
|
2,949,712
|
1.52
|
128,248
|
11.303
|
74.23
|
570
|
71.65
|
42.45
|
|||||||||||||||||||
11.501
- 12.000
|
19
|
1,744,876
|
0.90
|
91,836
|
11.801
|
63.09
|
555
|
85.34
|
40.90
|
|||||||||||||||||||
12.001
- 12.500
|
12
|
915,790
|
0.47
|
76,316
|
12.235
|
60.05
|
546
|
88.40
|
33.04
|
|||||||||||||||||||
12.501
- 13.000
|
9
|
508,713
|
0.26
|
56,524
|
12.706
|
67.77
|
543
|
87.92
|
37.81
|
|||||||||||||||||||
Total:
|
1,029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
MAXIMUM
MORTGAGE RATE
Life
Maximum Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1
|
185,177
|
0.13
|
185,177
|
5.000
|
80.00
|
637
|
100.00
|
49.46
|
||||||||||||||||||||
11.001
- 11.500
|
5
|
1,319,880
|
0.92
|
263,976
|
6.243
|
75.01
|
690
|
86.97
|
42.63
|
|||||||||||||||||||
11.501
- 12.000
|
7
|
1,493,205
|
1.04
|
213,315
|
6.459
|
76.79
|
673
|
79.49
|
39.56
|
|||||||||||||||||||
12.001
- 12.500
|
22
|
5,133,156
|
3.58
|
233,325
|
6.631
|
78.13
|
666
|
53.36
|
43.20
|
|||||||||||||||||||
12.501
- 13.000
|
37
|
10,024,498
|
6.99
|
270,932
|
7.096
|
78.52
|
653
|
56.03
|
44.12
|
|||||||||||||||||||
13.001
- 13.500
|
63
|
16,124,836
|
11.25
|
255,950
|
7.440
|
77.77
|
635
|
49.08
|
41.73
|
|||||||||||||||||||
13.501
- 14.000
|
102
|
23,020,374
|
16.06
|
225,690
|
7.900
|
79.57
|
624
|
40.70
|
41.82
|
|||||||||||||||||||
14.001
- 14.500
|
117
|
25,664,027
|
17.90
|
219,351
|
8.366
|
79.24
|
607
|
31.27
|
42.62
|
|||||||||||||||||||
14.501
- 15.000
|
113
|
22,095,856
|
15.41
|
195,539
|
8.844
|
79.91
|
595
|
45.24
|
41.31
|
|||||||||||||||||||
15.001
- 15.500
|
96
|
16,842,049
|
11.75
|
175,438
|
9.354
|
86.00
|
588
|
42.02
|
41.99
|
|||||||||||||||||||
15.501
- 16.000
|
82
|
12,088,694
|
8.43
|
147,423
|
9.817
|
87.88
|
586
|
48.21
|
41.36
|
|||||||||||||||||||
16.001
- 16.500
|
21
|
3,410,014
|
2.38
|
162,382
|
10.264
|
82.13
|
593
|
49.96
|
42.41
|
|||||||||||||||||||
16.501
- 17.000
|
15
|
1,816,654
|
1.27
|
121,110
|
10.884
|
77.15
|
556
|
64.50
|
41.73
|
|||||||||||||||||||
17.001
- 17.500
|
13
|
1,929,792
|
1.35
|
148,446
|
11.286
|
74.01
|
578
|
64.44
|
40.78
|
|||||||||||||||||||
17.501
- 18.000
|
11
|
1,165,852
|
0.81
|
105,987
|
11.758
|
67.37
|
545
|
89.14
|
41.43
|
|||||||||||||||||||
18.001
- 18.500
|
8
|
742,800
|
0.52
|
92,850
|
12.232
|
59.85
|
543
|
85.70
|
34.72
|
|||||||||||||||||||
18.501
- 19.000
|
3
|
305,432
|
0.21
|
101,811
|
12.718
|
63.53
|
518
|
100.00
|
41.17
|
|||||||||||||||||||
Total:
|
716
|
143,362,296
|
100.00
|
200,227
|
8.477
|
80.34
|
612
|
45.47
|
42.02
|
MINIMUM
MORTGAGE RATE
Life
Minimum Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
16
|
3,289,509
|
2.29
|
205,594
|
6.945
|
77.76
|
683
|
53.65
|
43.60
|
||||||||||||||||||||
4.001
- 4.500
|
5
|
687,086
|
0.48
|
137,417
|
7.567
|
80.00
|
650
|
0.00
|
43.07
|
|||||||||||||||||||
4.501
- 5.000
|
3
|
788,266
|
0.55
|
262,755
|
7.948
|
86.22
|
621
|
41.49
|
43.95
|
|||||||||||||||||||
5.001
- 5.500
|
43
|
7,387,638
|
5.15
|
171,806
|
7.153
|
78.92
|
663
|
37.79
|
43.59
|
|||||||||||||||||||
5.501
- 6.000
|
395
|
79,499,244
|
55.45
|
201,264
|
8.478
|
83.00
|
610
|
37.88
|
42.18
|
|||||||||||||||||||
6.001
- 6.500
|
170
|
37,643,121
|
26.26
|
221,430
|
8.433
|
77.85
|
605
|
51.76
|
41.03
|
|||||||||||||||||||
6.501
- 7.000
|
36
|
7,284,966
|
5.08
|
202,360
|
8.966
|
76.68
|
602
|
60.38
|
42.85
|
|||||||||||||||||||
7.001
- 7.500
|
40
|
5,657,464
|
3.95
|
141,437
|
10.781
|
67.31
|
577
|
96.35
|
42.81
|
|||||||||||||||||||
7.501
- 8.000
|
3
|
356,376
|
0.25
|
118,792
|
9.739
|
74.16
|
528
|
78.50
|
31.25
|
|||||||||||||||||||
8.001
- 8.500
|
3
|
506,227
|
0.35
|
168,742
|
8.401
|
80.45
|
639
|
62.57
|
37.64
|
|||||||||||||||||||
9.001
- 9.500
|
1
|
185,417
|
0.13
|
185,417
|
9.500
|
80.00
|
537
|
100.00
|
47.90
|
|||||||||||||||||||
9.501
- 10.000
|
1
|
76,981
|
0.05
|
76,981
|
12.625
|
70.00
|
533
|
100.00
|
33.45
|
|||||||||||||||||||
Total:
|
716
|
143,362,296
|
100.00
|
200,227
|
8.477
|
80.34
|
612
|
45.47
|
42.02
|
PRODUCT
TYPE
Product
Type
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
33
|
1,307,447
|
0.67
|
39,620
|
9.921
|
96.66
|
693
|
4.65
|
40.32
|
||||||||||||||||||||
15
Year Fixed
|
11
|
1,306,023
|
0.67
|
118,729
|
8.351
|
71.05
|
630
|
49.31
|
33.00
|
|||||||||||||||||||
20
Year Fixed
|
1
|
18,281
|
0.01
|
18,281
|
11.650
|
20.00
|
557
|
100.00
|
49.43
|
|||||||||||||||||||
2/6
MONTH LIBOR
|
416
|
72,617,671
|
37.36
|
174,562
|
8.909
|
80.00
|
594
|
51.79
|
41.66
|
|||||||||||||||||||
2/6
MONTH LIBOR - 24 MONTH IO
|
4
|
683,892
|
0.35
|
170,973
|
7.287
|
69.87
|
677
|
0.00
|
41.69
|
|||||||||||||||||||
2/6
MONTH LIBOR - 40 YR AMTERM
|
148
|
35,441,397
|
18.23
|
239,469
|
8.172
|
81.93
|
617
|
30.35
|
41.38
|
|||||||||||||||||||
2/6
MONTH LIBOR -120 MONTH IO
|
60
|
15,616,279
|
8.03
|
260,271
|
7.444
|
78.10
|
665
|
52.71
|
44.27
|
|||||||||||||||||||
30
Year Fixed
|
230
|
38,963,427
|
20.05
|
169,406
|
8.543
|
79.04
|
623
|
53.52
|
40.54
|
|||||||||||||||||||
30
Year Fixed -120 MONTH IO
|
2
|
294,400
|
0.15
|
147,200
|
7.293
|
80.00
|
678
|
100.00
|
42.23
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR
|
17
|
3,060,659
|
1.57
|
180,039
|
8.737
|
79.42
|
572
|
75.31
|
42.32
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR - 40 YR AMTERM
|
12
|
2,623,246
|
1.35
|
218,604
|
8.445
|
76.95
|
602
|
20.27
|
42.93
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR -120 MONTH IO
|
6
|
1,401,402
|
0.72
|
233,567
|
8.749
|
83.42
|
640
|
44.90
|
39.08
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR
|
26
|
4,670,201
|
2.40
|
179,623
|
8.650
|
85.60
|
614
|
45.46
|
43.96
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR - 40 YR AMTERM
|
10
|
2,618,069
|
1.35
|
261,807
|
8.168
|
81.56
|
621
|
35.85
|
40.03
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR -120 MONTH IO
|
17
|
4,629,480
|
2.38
|
272,322
|
7.473
|
78.32
|
664
|
44.56
|
44.32
|
|||||||||||||||||||
Fixed
- 40/30 Balloon
|
36
|
9,124,382
|
4.69
|
253,455
|
7.909
|
80.55
|
624
|
47.38
|
41.66
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
PREPAYMENT
PENALTY TERM
Penalty
(months)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
327
|
64,545,566
|
33.21
|
197,387
|
8.698
|
79.00
|
606
|
47.25
|
42.26
|
||||||||||||||||||||
12
|
53
|
12,035,258
|
6.19
|
227,080
|
8.472
|
81.49
|
629
|
54.40
|
43.14
|
|||||||||||||||||||
24
|
368
|
68,077,372
|
35.02
|
184,993
|
8.406
|
80.81
|
614
|
45.62
|
41.71
|
|||||||||||||||||||
36
|
281
|
49,718,061
|
25.58
|
176,933
|
8.266
|
80.35
|
626
|
46.82
|
40.36
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
CREDIT
GRADE
Credit
Grade
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
705
|
131,337,937
|
67.57
|
186,295
|
8.311
|
82.64
|
622
|
41.51
|
41.77
|
||||||||||||||||||||
1+
|
108
|
22,865,498
|
11.76
|
211,718
|
8.491
|
78.17
|
614
|
38.55
|
41.16
|
|||||||||||||||||||
1
|
66
|
14,636,323
|
7.53
|
221,762
|
8.364
|
76.81
|
599
|
68.22
|
41.61
|
|||||||||||||||||||
2
|
59
|
11,914,683
|
6.13
|
201,944
|
8.531
|
74.48
|
597
|
53.36
|
40.21
|
|||||||||||||||||||
4
|
54
|
6,945,606
|
3.57
|
128,622
|
11.073
|
63.87
|
572
|
98.07
|
42.39
|
|||||||||||||||||||
3
|
37
|
6,676,209
|
3.43
|
180,438
|
8.981
|
71.72
|
597
|
73.25
|
42.35
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
NEXT
RATE ADJUSTMENT DATE
Next
Adjustment Date
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1
|
259,201
|
0.18
|
259,201
|
8.500
|
80.00
|
593
|
0.00
|
44.99
|
||||||||||||||||||||
May
1, 2008
|
3
|
619,507
|
0.43
|
206,502
|
8.605
|
72.79
|
585
|
57.34
|
40.66
|
|||||||||||||||||||
June
1, 2008
|
14
|
3,200,319
|
2.23
|
228,594
|
8.527
|
78.61
|
615
|
59.66
|
45.06
|
|||||||||||||||||||
July
1, 2008
|
155
|
28,527,060
|
19.90
|
184,046
|
8.765
|
82.62
|
598
|
45.13
|
41.90
|
|||||||||||||||||||
August
1, 2008
|
269
|
51,292,136
|
35.78
|
190,677
|
8.694
|
81.34
|
607
|
44.74
|
41.90
|
|||||||||||||||||||
September
1, 2008
|
186
|
40,461,016
|
28.22
|
217,532
|
8.083
|
77.45
|
624
|
45.74
|
41.67
|
|||||||||||||||||||
April
1, 2009
|
1
|
133,239
|
0.09
|
133,239
|
9.125
|
80.00
|
559
|
100.00
|
41.30
|
|||||||||||||||||||
June
1, 2009
|
1
|
399,000
|
0.28
|
399,000
|
8.875
|
70.00
|
647
|
0.00
|
48.51
|
|||||||||||||||||||
July
1, 2009
|
8
|
1,767,449
|
1.23
|
220,931
|
9.254
|
79.42
|
585
|
33.52
|
41.26
|
|||||||||||||||||||
August
1, 2009
|
15
|
2,382,319
|
1.66
|
158,821
|
8.683
|
77.31
|
596
|
40.50
|
40.83
|
|||||||||||||||||||
September
1, 2009
|
10
|
2,403,300
|
1.68
|
240,330
|
8.055
|
82.68
|
600
|
73.87
|
42.38
|
|||||||||||||||||||
June
1, 2011
|
4
|
941,600
|
0.66
|
235,400
|
7.715
|
80.00
|
649
|
0.00
|
45.60
|
|||||||||||||||||||
July
1, 2011
|
12
|
1,830,786
|
1.28
|
152,566
|
8.379
|
83.04
|
642
|
13.54
|
43.78
|
|||||||||||||||||||
August
1, 2011
|
19
|
4,491,163
|
3.13
|
236,377
|
8.494
|
82.46
|
618
|
33.14
|
44.27
|
|||||||||||||||||||
September
1, 2011
|
18
|
4,654,200
|
3.25
|
258,567
|
7.654
|
81.26
|
646
|
72.79
|
41.55
|
|||||||||||||||||||
Total:
|
716
|
143,362,296
|
100.00
|
200,227
|
8.477
|
80.34
|
612
|
45.47
|
42.02
|
GROSS
MARGIN
Margin
(%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
18
|
3,474,931
|
2.42
|
193,052
|
7.003
|
77.88
|
684
|
50.78
|
43.43
|
||||||||||||||||||||
4.001
- 4.500
|
5
|
687,086
|
0.48
|
137,417
|
7.567
|
80.00
|
650
|
0.00
|
43.07
|
|||||||||||||||||||
4.501
- 5.000
|
2
|
686,736
|
0.48
|
343,368
|
7.958
|
87.14
|
615
|
47.62
|
44.63
|
|||||||||||||||||||
5.001
- 5.500
|
43
|
7,453,209
|
5.20
|
173,330
|
7.195
|
79.03
|
660
|
37.45
|
43.50
|
|||||||||||||||||||
5.501
- 6.000
|
412
|
82,773,861
|
57.74
|
200,907
|
8.492
|
83.17
|
610
|
38.19
|
42.20
|
|||||||||||||||||||
6.001
- 6.500
|
164
|
36,908,130
|
25.74
|
225,050
|
8.407
|
77.37
|
606
|
53.39
|
41.04
|
|||||||||||||||||||
6.501
- 7.000
|
31
|
5,905,337
|
4.12
|
190,495
|
9.009
|
74.57
|
596
|
64.31
|
42.06
|
|||||||||||||||||||
7.001
- 7.500
|
40
|
5,396,373
|
3.76
|
134,909
|
11.012
|
66.12
|
572
|
96.17
|
42.65
|
|||||||||||||||||||
7.501
- 8.000
|
1
|
76,632
|
0.05
|
76,632
|
11.750
|
80.00
|
509
|
0.00
|
26.25
|
|||||||||||||||||||
Total:
|
716
|
143,362,296
|
100.00
|
200,227
|
8.477
|
80.34
|
612
|
45.47
|
42.02
|
INITIAL
PERIODIC RATE CAP
Initial
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
35
|
7,085,307
|
4.94
|
202,437
|
8.631
|
79.30
|
596
|
48.92
|
41.91
|
||||||||||||||||||||
3.000
|
628
|
124,359,239
|
86.74
|
198,024
|
8.506
|
80.25
|
610
|
45.51
|
41.91
|
|||||||||||||||||||
5.000
|
53
|
11,917,749
|
8.31
|
224,863
|
8.087
|
81.89
|
635
|
43.00
|
43.24
|
|||||||||||||||||||
Total:
|
716
|
143,362,296
|
100.00
|
200,227
|
8.477
|
80.34
|
612
|
45.47
|
42.02
|
SUBSEQUENT
PERIODIC RATE CAP
Periodic
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
628
|
124,359,239
|
86.74
|
198,024
|
8.506
|
80.25
|
610
|
45.51
|
41.91
|
||||||||||||||||||||
2.000
|
88
|
19,003,056
|
13.26
|
215,944
|
8.290
|
80.92
|
621
|
45.20
|
42.74
|
|||||||||||||||||||
Total:
|
716
|
143,362,296
|
100.00
|
200,227
|
8.477
|
80.34
|
612
|
45.47
|
42.02
|
INTEREST
ONLY TERM
Interest
Only Term
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
940
|
171,750,803
|
88.36
|
182,714
|
8.596
|
80.38
|
609
|
46.67
|
41.34
|
||||||||||||||||||||
24
|
4
|
683,892
|
0.35
|
170,973
|
7.287
|
69.87
|
677
|
0.00
|
41.69
|
|||||||||||||||||||
120
|
85
|
21,941,560
|
11.29
|
258,136
|
7.532
|
78.51
|
664
|
51.13
|
43.92
|
|||||||||||||||||||
Total:
|
1029
|
194,376,256
|
100.00
|
188,898
|
8.471
|
80.13
|
615
|
47.01
|
41.63
|
Closing
Date Group II Mortgage Loans
CURRENT
STATED PRINCIPAL
BALANCE
Current
Unpaid Principal Balance ($)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
50,000
or less
|
189
|
6,812,419
|
1.14
|
36,045
|
10.755
|
83.96
|
622
|
42.06
|
35.90
|
|||||||||||||||||||
50,000.01
- 100,000.00
|
518
|
39,321,415
|
6.59
|
75,910
|
9.907
|
83.18
|
624
|
37.77
|
37.62
|
|||||||||||||||||||
100,000.01
- 150,000.00
|
522
|
65,768,792
|
11.03
|
125,994
|
8.969
|
75.79
|
601
|
52.23
|
38.23
|
|||||||||||||||||||
150,000.01
- 200,000.00
|
416
|
73,099,307
|
12.26
|
175,719
|
8.622
|
77.63
|
607
|
48.39
|
40.36
|
|||||||||||||||||||
200,000.01
- 250,000.00
|
382
|
86,606,014
|
14.52
|
226,717
|
8.420
|
78.46
|
615
|
42.40
|
40.59
|
|||||||||||||||||||
250,000.01
- 300,000.00
|
313
|
86,401,958
|
14.49
|
276,045
|
8.419
|
79.30
|
610
|
41.13
|
41.77
|
|||||||||||||||||||
300,000.01
- 350,000.00
|
210
|
68,024,459
|
11.41
|
323,926
|
8.136
|
81.00
|
620
|
38.00
|
42.24
|
|||||||||||||||||||
350,000.01
- 400,000.00
|
131
|
49,195,800
|
8.25
|
375,540
|
8.052
|
81.80
|
639
|
31.36
|
41.58
|
|||||||||||||||||||
400,000.01
- 450,000.00
|
96
|
41,156,311
|
6.90
|
428,712
|
8.001
|
82.20
|
631
|
39.48
|
42.12
|
|||||||||||||||||||
450,000.01
- 500,000.00
|
68
|
32,431,095
|
5.44
|
476,928
|
7.925
|
81.89
|
641
|
36.48
|
40.60
|
|||||||||||||||||||
500,000.01
- 550,000.00
|
29
|
15,243,789
|
2.56
|
525,648
|
7.796
|
84.12
|
638
|
51.69
|
43.37
|
|||||||||||||||||||
550,000.01
- 600,000.00
|
23
|
13,175,619
|
2.21
|
572,853
|
8.037
|
83.25
|
630
|
39.05
|
43.50
|
|||||||||||||||||||
600,000.01
- 650,000.00
|
15
|
9,515,207
|
1.60
|
634,347
|
7.786
|
77.14
|
653
|
20.20
|
35.89
|
|||||||||||||||||||
650,000.01
- 700,000.00
|
6
|
4,005,149
|
0.67
|
667,525
|
7.686
|
83.96
|
620
|
49.82
|
40.91
|
|||||||||||||||||||
700,000.01
- 750,000.00
|
2
|
1,469,544
|
0.25
|
734,772
|
8.923
|
76.65
|
627
|
0.00
|
45.98
|
|||||||||||||||||||
750,000.01
- 800,000.00
|
2
|
1,567,136
|
0.26
|
783,568
|
8.003
|
77.49
|
661
|
50.23
|
46.23
|
|||||||||||||||||||
800,000.01
- 850,000.00
|
2
|
1,647,433
|
0.28
|
823,717
|
8.995
|
79.99
|
619
|
0.00
|
47.58
|
|||||||||||||||||||
950,000.01
- 1,000,000.00
|
1
|
998,000
|
0.17
|
998,000
|
9.125
|
75.61
|
637
|
100.00
|
43.63
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
FICO
SCORE
FICO
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
500
or less
|
6
|
1,012,093
|
0.17
|
168,682
|
9.600
|
63.45
|
500
|
80.45
|
42.44
|
|||||||||||||||||||
501
- 520
|
138
|
23,063,147
|
3.87
|
167,124
|
9.993
|
67.00
|
509
|
68.03
|
41.96
|
|||||||||||||||||||
521
- 540
|
179
|
30,996,930
|
5.20
|
173,167
|
9.468
|
72.81
|
530
|
63.19
|
40.59
|
|||||||||||||||||||
541
- 560
|
260
|
49,033,854
|
8.22
|
188,592
|
8.872
|
74.88
|
551
|
59.66
|
41.12
|
|||||||||||||||||||
561
- 580
|
271
|
56,118,652
|
9.41
|
207,080
|
8.564
|
78.01
|
571
|
67.12
|
41.01
|
|||||||||||||||||||
581
- 600
|
304
|
70,063,257
|
11.75
|
230,471
|
8.583
|
78.37
|
591
|
48.44
|
42.19
|
|||||||||||||||||||
601
- 620
|
478
|
99,850,835
|
16.74
|
208,893
|
8.716
|
82.98
|
612
|
48.86
|
40.70
|
|||||||||||||||||||
621
- 640
|
371
|
74,689,701
|
12.52
|
201,320
|
8.382
|
81.94
|
631
|
28.28
|
40.21
|
|||||||||||||||||||
641
- 660
|
276
|
60,527,347
|
10.15
|
219,302
|
8.297
|
83.87
|
649
|
22.73
|
40.37
|
|||||||||||||||||||
661
- 680
|
220
|
41,202,101
|
6.91
|
187,282
|
8.084
|
83.26
|
670
|
21.39
|
40.31
|
|||||||||||||||||||
681
- 700
|
143
|
28,397,038
|
4.76
|
198,581
|
7.779
|
82.77
|
690
|
25.66
|
41.08
|
|||||||||||||||||||
701
- 720
|
97
|
18,236,190
|
3.06
|
188,002
|
7.564
|
82.74
|
710
|
21.04
|
40.71
|
|||||||||||||||||||
721
- 740
|
77
|
16,070,035
|
2.69
|
208,702
|
7.499
|
81.14
|
729
|
17.95
|
37.87
|
|||||||||||||||||||
741
- 760
|
39
|
10,374,489
|
1.74
|
266,013
|
7.357
|
76.90
|
749
|
15.62
|
38.14
|
|||||||||||||||||||
761
- 780
|
40
|
10,038,271
|
1.68
|
250,957
|
7.082
|
80.85
|
772
|
10.31
|
39.80
|
|||||||||||||||||||
781
- 800
|
15
|
3,793,228
|
0.64
|
252,882
|
6.906
|
75.26
|
786
|
36.25
|
34.57
|
|||||||||||||||||||
801
- 820
|
11
|
2,972,279
|
0.50
|
270,207
|
6.522
|
79.29
|
807
|
10.31
|
41.48
|
|||||||||||||||||||
Total:
|
2925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
ORIGINAL
TERM TO MATURITY
Original
Months to Maturity
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
262
|
19,265,112.06
|
3.23
|
73,530.96
|
10.869
|
91.98
|
659
|
10.85
|
40.40
|
||||||||||||||||||||
181
- 240
|
10
|
474,141.70
|
0.08
|
47,414.17
|
12.546
|
99.12
|
612
|
35.90
|
45.03
|
|||||||||||||||||||
301
- 360
|
2,653
|
576,700,196.17
|
96.69
|
217,376.63
|
8.391
|
79.41
|
618
|
42.57
|
40.72
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
REMAINING
TERM TO MATURITY
Remaining
Months to Maturity
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
262
|
19,265,112
|
3.23
|
73,531
|
10.869
|
91.98
|
659
|
10.85
|
40.40
|
||||||||||||||||||||
181
- 240
|
10
|
474,142
|
0.08
|
47,414
|
12.546
|
99.12
|
612
|
35.90
|
45.03
|
|||||||||||||||||||
241
- 300
|
2
|
377,611
|
0.06
|
188,805
|
10.451
|
80.00
|
614
|
100.00
|
39.76
|
|||||||||||||||||||
301
- 360
|
2651
|
576,322,585
|
96.63
|
217,398
|
8.390
|
79.41
|
618
|
42.54
|
40.72
|
|||||||||||||||||||
Total:
|
2925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
PROPERTY
TYPE
Property
Type
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
SINGLE
FAMILY RESIDENCE
|
2,019
|
402,173,101
|
67.43
|
199,194
|
8.499
|
79.96
|
615
|
43.19
|
40.49
|
|||||||||||||||||||
PUD
|
375
|
83,036,830
|
13.92
|
221,432
|
8.427
|
80.89
|
626
|
40.56
|
41.92
|
|||||||||||||||||||
2
UNIT
|
154
|
38,666,895
|
6.48
|
251,084
|
8.347
|
77.54
|
633
|
28.42
|
42.12
|
|||||||||||||||||||
CONDO
XXXX
|
000
|
35,884,903
|
6.02
|
187,879
|
8.381
|
81.35
|
637
|
41.44
|
39.51
|
|||||||||||||||||||
TOWNHOUSE
|
123
|
20,001,473
|
3.35
|
162,614
|
8.502
|
78.80
|
606
|
49.77
|
39.63
|
|||||||||||||||||||
3
XXXX
|
00
|
8,773,473
|
1.47
|
292,449
|
8.609
|
70.99
|
625
|
24.32
|
40.69
|
|||||||||||||||||||
HIGH
RISE CONDO
|
19
|
5,001,941
|
0.84
|
263,260
|
8.390
|
76.37
|
649
|
39.00
|
41.58
|
|||||||||||||||||||
4
XXXX
|
00
|
2,900,834
|
0.49
|
207,202
|
8.890
|
82.93
|
645
|
17.32
|
40.94
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
OCCUPANCY
TYPE
Occupancy
Status
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
Owner
Occupied
|
2,619
|
550,850,530
|
92.36
|
210,329
|
8.416
|
79.64
|
617
|
43.85
|
41.14
|
|||||||||||||||||||
Investor
Occupied
|
273
|
37,538,039
|
6.29
|
137,502
|
9.212
|
82.19
|
653
|
13.80
|
34.28
|
|||||||||||||||||||
Second
Home
|
33
|
8,050,881
|
1.35
|
243,966
|
9.050
|
81.58
|
633
|
13.14
|
42.00
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
Based
on
representations of the related mortgagors at the time of origination.
LOAN
PURPOSE
Loan
Purpose
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
Cash
Out Refinance
|
1,646
|
360,281,917
|
60.41
|
218,883
|
8.543
|
76.94
|
596
|
46.64
|
40.77
|
|||||||||||||||||||
Purchase
|
1,192
|
220,857,439
|
37.03
|
185,283
|
8.349
|
84.83
|
656
|
33.61
|
40.64
|
|||||||||||||||||||
Rate
& Term Refinance
|
87
|
15,300,093
|
2.57
|
175,863
|
8.681
|
75.57
|
625
|
36.03
|
40.48
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
ORIGINAL
LOAN-TO-VALUE RATIOS
Original
LTV (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
142
|
18,980,004
|
3.18
|
133,662
|
8.820
|
38.96
|
592
|
35.11
|
36.38
|
||||||||||||||||||||
50.01
- 55.00
|
59
|
10,967,436
|
1.84
|
185,889
|
8.701
|
52.75
|
589
|
42.11
|
40.12
|
|||||||||||||||||||
55.01
- 60.00
|
97
|
21,129,950
|
3.54
|
217,835
|
8.605
|
57.91
|
580
|
48.61
|
40.78
|
|||||||||||||||||||
60.01
- 65.00
|
129
|
28,729,486
|
4.82
|
222,709
|
8.321
|
63.34
|
592
|
43.57
|
40.68
|
|||||||||||||||||||
65.01
- 70.00
|
208
|
38,999,630
|
6.54
|
187,498
|
9.144
|
68.88
|
580
|
47.84
|
40.60
|
|||||||||||||||||||
70.01
- 75.00
|
223
|
48,125,768
|
8.07
|
215,811
|
8.437
|
73.77
|
593
|
46.51
|
40.84
|
|||||||||||||||||||
75.01
- 80.00
|
788
|
184,962,755
|
31.01
|
234,724
|
7.773
|
79.64
|
649
|
32.22
|
41.22
|
|||||||||||||||||||
80.01
- 85.00
|
243
|
52,318,350
|
8.77
|
215,302
|
8.475
|
84.36
|
595
|
57.37
|
41.45
|
|||||||||||||||||||
85.01
- 90.00
|
537
|
116,333,588
|
19.50
|
216,636
|
8.637
|
89.70
|
617
|
36.67
|
39.97
|
|||||||||||||||||||
90.01
- 95.00
|
109
|
28,885,925
|
4.84
|
265,008
|
8.654
|
94.70
|
623
|
51.94
|
41.04
|
|||||||||||||||||||
95.01
- 100.00
|
390
|
47,006,559
|
7.88
|
120,530
|
10.051
|
99.97
|
645
|
54.03
|
41.47
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
GEOGRAPHIC
DISTRIBUTION
State
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
259
|
81,888,148
|
13.73
|
316,170
|
7.848
|
77.23
|
626
|
42.79
|
41.22
|
||||||||||||||||||||
Florida
|
400
|
79,293,207
|
13.29
|
198,233
|
8.699
|
81.83
|
615
|
44.92
|
40.64
|
|||||||||||||||||||
Southern
California
|
241
|
67,559,276
|
11.33
|
280,329
|
8.099
|
78.07
|
643
|
27.98
|
42.56
|
|||||||||||||||||||
New
Jersey
|
201
|
47,207,285
|
7.91
|
234,862
|
8.691
|
77.16
|
602
|
37.25
|
41.53
|
|||||||||||||||||||
Northern
California
|
119
|
35,254,666
|
5.91
|
296,258
|
8.059
|
78.82
|
627
|
36.67
|
41.82
|
|||||||||||||||||||
Maryland
|
177
|
35,230,180
|
5.91
|
199,041
|
8.454
|
79.05
|
608
|
44.42
|
39.78
|
|||||||||||||||||||
Illinois
|
125
|
27,455,896
|
4.60
|
219,647
|
8.765
|
83.23
|
622
|
31.08
|
40.41
|
|||||||||||||||||||
Massachusetts
|
99
|
24,941,422
|
4.18
|
251,934
|
8.536
|
81.94
|
612
|
44.03
|
40.43
|
|||||||||||||||||||
Virginia
|
119
|
24,846,495
|
4.17
|
208,794
|
8.450
|
78.99
|
613
|
44.16
|
41.13
|
|||||||||||||||||||
Pennsylvania
|
134
|
15,221,572
|
2.55
|
113,594
|
8.958
|
80.57
|
601
|
58.23
|
38.75
|
|||||||||||||||||||
Other
|
1,051
|
157,541,303
|
26.41
|
149,897
|
8.778
|
81.26
|
618
|
46.15
|
39.64
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
ZIP
CODE
Zip
Code
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
11
|
2,825,003
|
0.47
|
256,818
|
8.163
|
82.00
|
619
|
46.95
|
42.77
|
||||||||||||||||||||
02909
|
9
|
2,343,049
|
0.39
|
260,339
|
9.092
|
86.44
|
621
|
44.66
|
45.88
|
|||||||||||||||||||
11717
|
6
|
1,871,880
|
0.31
|
311,980
|
7.694
|
77.37
|
609
|
66.69
|
46.55
|
|||||||||||||||||||
20772
|
6
|
1,846,418
|
0.31
|
307,736
|
8.171
|
88.18
|
638
|
28.06
|
43.46
|
|||||||||||||||||||
33177
|
7
|
1,756,686
|
0.29
|
250,955
|
7.704
|
83.62
|
638
|
85.06
|
41.77
|
|||||||||||||||||||
11566
|
4
|
1,653,079
|
0.28
|
413,270
|
7.557
|
72.48
|
665
|
45.68
|
35.04
|
|||||||||||||||||||
20735
|
5
|
1,631,879
|
0.27
|
326,376
|
8.266
|
81.27
|
593
|
85.30
|
40.96
|
|||||||||||||||||||
11428
|
3
|
1,578,165
|
0.26
|
526,055
|
7.470
|
84.46
|
643
|
25.39
|
40.67
|
|||||||||||||||||||
11706
|
6
|
1,518,074
|
0.25
|
253,012
|
8.447
|
83.82
|
615
|
39.75
|
45.23
|
|||||||||||||||||||
33012
|
6
|
1,506,910
|
0.25
|
251,152
|
8.117
|
78.74
|
620
|
43.98
|
43.05
|
|||||||||||||||||||
Other
|
2862
|
577,908,307
|
96.89
|
201,925
|
8.486
|
79.76
|
619
|
41.24
|
40.65
|
|||||||||||||||||||
Total:
|
2925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
TYPE
OF DOCUMENTATION PROGRAM
Documentation
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
FULL
|
1251
|
247,777,323
|
41.54
|
198,063
|
8.370
|
80.16
|
596
|
100.00
|
41.07
|
|||||||||||||||||||
LIMITED
DOCUMENTATION
|
70
|
18,513,332
|
3.10
|
264,476
|
8.424
|
80.39
|
622
|
0.00
|
32.89
|
|||||||||||||||||||
NO
DOCUMENT
|
5
|
834,455
|
0.14
|
166,891
|
6.944
|
81.27
|
713
|
0.00
|
0.00
|
|||||||||||||||||||
NO
INCOME NO ASSETS
|
5
|
1,038,320
|
0.17
|
207,664
|
7.056
|
71.07
|
723
|
0.00
|
0.00
|
|||||||||||||||||||
NO
RATIO
|
6
|
1,774,469
|
0.30
|
295,745
|
7.480
|
79.04
|
686
|
0.00
|
0.00
|
|||||||||||||||||||
STATED
|
1588
|
326,501,551
|
54.74
|
205,606
|
8.571
|
79.57
|
636
|
0.00
|
40.90
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
LIEN
STATUS
Lien
Status
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
First
Lien
|
2,677
|
579,965,555
|
97.24
|
216,648
|
8.392
|
79.27
|
618
|
42.52
|
40.71
|
|||||||||||||||||||
Second
Lien
|
248
|
16,473,894
|
2.76
|
66,427
|
11.380
|
99.63
|
665
|
7.18
|
41.14
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
MORTGAGE
RATE
Current
Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
4.501
- 5.000
|
4
|
1,054,133
|
0.18
|
263,533
|
4.904
|
60.45
|
669
|
69.15
|
44.15
|
|||||||||||||||||||
5.001
- 5.500
|
8
|
2,475,808
|
0.42
|
309,476
|
5.344
|
74.84
|
730
|
24.69
|
40.04
|
|||||||||||||||||||
5.501
- 6.000
|
27
|
7,236,082
|
1.21
|
268,003
|
5.829
|
77.22
|
691
|
66.88
|
41.09
|
|||||||||||||||||||
6.001
- 6.500
|
67
|
19,856,233
|
3.33
|
296,362
|
6.390
|
77.17
|
691
|
48.61
|
41.16
|
|||||||||||||||||||
6.501
- 7.000
|
166
|
46,545,588
|
7.80
|
280,395
|
6.848
|
75.79
|
668
|
47.30
|
39.87
|
|||||||||||||||||||
7.001
- 7.500
|
257
|
65,308,503
|
10.95
|
254,119
|
7.341
|
76.66
|
646
|
41.09
|
41.59
|
|||||||||||||||||||
7.501
- 8.000
|
400
|
104,232,437
|
17.48
|
260,581
|
7.823
|
79.10
|
622
|
44.54
|
42.10
|
|||||||||||||||||||
8.001
- 8.500
|
372
|
85,368,632
|
14.31
|
229,486
|
8.322
|
80.75
|
613
|
40.27
|
40.23
|
|||||||||||||||||||
8.501
- 9.000
|
472
|
95,274,641
|
15.97
|
201,853
|
8.807
|
81.74
|
602
|
39.03
|
40.50
|
|||||||||||||||||||
9.001
- 9.500
|
361
|
66,565,548
|
11.16
|
184,392
|
9.312
|
83.04
|
599
|
39.65
|
40.27
|
|||||||||||||||||||
9.501
- 10.000
|
290
|
46,071,844
|
7.72
|
158,868
|
9.790
|
84.41
|
601
|
38.63
|
40.09
|
|||||||||||||||||||
10.001
- 10.500
|
139
|
20,352,552
|
3.41
|
146,421
|
10.300
|
80.42
|
587
|
30.24
|
39.48
|
|||||||||||||||||||
10.501
- 11.000
|
87
|
10,342,333
|
1.73
|
118,877
|
10.804
|
77.25
|
572
|
37.71
|
38.72
|
|||||||||||||||||||
11.001
- 11.500
|
62
|
7,451,336
|
1.25
|
120,183
|
11.315
|
72.23
|
565
|
44.63
|
40.51
|
|||||||||||||||||||
11.501
- 12.000
|
85
|
9,369,098
|
1.57
|
110,225
|
11.820
|
69.93
|
562
|
55.19
|
39.76
|
|||||||||||||||||||
12.001
- 12.500
|
21
|
2,477,460
|
0.42
|
117,974
|
12.273
|
65.94
|
539
|
72.21
|
40.18
|
|||||||||||||||||||
12.501
- 13.000
|
40
|
2,493,373
|
0.42
|
62,334
|
12.922
|
93.49
|
626
|
15.44
|
41.55
|
|||||||||||||||||||
13.001
- 13.500
|
23
|
1,795,639
|
0.30
|
78,071
|
13.341
|
85.04
|
605
|
6.68
|
41.39
|
|||||||||||||||||||
13.501
- 14.000
|
38
|
1,968,810
|
0.33
|
51,811
|
13.900
|
99.93
|
629
|
3.26
|
41.36
|
|||||||||||||||||||
14.001
- 14.500
|
3
|
117,304
|
0.02
|
39,101
|
14.218
|
100.00
|
626
|
0.00
|
44.53
|
|||||||||||||||||||
14.501
- 15.000
|
3
|
82,097
|
0.01
|
27,366
|
14.703
|
99.99
|
625
|
0.00
|
35.35
|
|||||||||||||||||||
Total:
|
2925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
MAXIMUM
MORTGAGE RATE
Life
Maximum Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
4
|
580,331
|
0.12
|
145,083
|
8.200
|
72.00
|
607
|
59.77
|
37.21
|
||||||||||||||||||||
10.001
- 10.500
|
3
|
353,258
|
0.08
|
117,753
|
8.726
|
83.80
|
603
|
75.14
|
42.09
|
|||||||||||||||||||
10.501
- 11.000
|
8
|
2,139,510
|
0.46
|
267,439
|
7.071
|
69.01
|
633
|
54.76
|
41.96
|
|||||||||||||||||||
11.001
- 11.500
|
32
|
7,464,321
|
1.60
|
233,260
|
6.726
|
74.13
|
682
|
30.32
|
40.06
|
|||||||||||||||||||
11.501
- 12.000
|
37
|
9,650,000
|
2.07
|
260,811
|
6.384
|
78.54
|
686
|
43.21
|
42.48
|
|||||||||||||||||||
12.001
- 12.500
|
81
|
21,765,447
|
4.67
|
268,709
|
7.067
|
77.48
|
671
|
35.45
|
41.24
|
|||||||||||||||||||
12.501
- 13.000
|
119
|
33,724,665
|
7.24
|
283,401
|
7.087
|
78.68
|
660
|
42.74
|
40.61
|
|||||||||||||||||||
13.001
- 13.500
|
174
|
43,297,945
|
9.29
|
248,839
|
7.436
|
78.53
|
637
|
47.36
|
42.44
|
|||||||||||||||||||
13.501
- 14.000
|
288
|
75,221,801
|
16.14
|
261,187
|
7.874
|
80.05
|
619
|
43.83
|
42.43
|
|||||||||||||||||||
14.001
- 14.500
|
290
|
68,748,855
|
14.75
|
237,065
|
8.349
|
81.46
|
612
|
37.46
|
40.28
|
|||||||||||||||||||
14.501
- 15.000
|
339
|
74,757,092
|
16.04
|
220,522
|
8.822
|
82.66
|
602
|
34.91
|
40.74
|
|||||||||||||||||||
15.001
- 15.500
|
290
|
56,728,970
|
12.17
|
195,617
|
9.344
|
83.61
|
598
|
38.30
|
40.13
|
|||||||||||||||||||
15.501
- 16.000
|
214
|
36,985,752
|
7.94
|
172,831
|
9.773
|
84.87
|
600
|
36.21
|
40.38
|
|||||||||||||||||||
16.001
- 16.500
|
95
|
14,062,775
|
3.02
|
148,029
|
10.296
|
77.16
|
580
|
29.56
|
40.04
|
|||||||||||||||||||
16.501
- 17.000
|
48
|
7,089,285
|
1.52
|
147,693
|
10.806
|
74.03
|
552
|
43.71
|
38.79
|
|||||||||||||||||||
17.001
- 17.500
|
30
|
4,767,848
|
1.02
|
158,928
|
11.330
|
62.10
|
531
|
52.88
|
39.86
|
|||||||||||||||||||
17.501
- 18.000
|
40
|
6,107,510
|
1.31
|
152,688
|
11.819
|
61.82
|
536
|
71.72
|
39.83
|
|||||||||||||||||||
18.001
- 18.500
|
15
|
2,045,916
|
0.44
|
136,394
|
12.269
|
65.44
|
533
|
75.02
|
39.78
|
|||||||||||||||||||
18.501
- 19.000
|
2
|
61,593
|
0.01
|
30,797
|
12.625
|
60.82
|
527
|
0.00
|
25.92
|
|||||||||||||||||||
19.001
- 19.500
|
3
|
408,138
|
0.09
|
136,046
|
13.381
|
46.32
|
504
|
29.38
|
38.78
|
|||||||||||||||||||
Total:
|
2112
|
465,961,012
|
100.00
|
220,625
|
8.468
|
80.25
|
616
|
40.05
|
40.96
|
MINIMUM
MORTGAGE RATE
Life
Minimum Rate (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
201
|
52,591,224
|
11.29
|
261,648
|
7.043
|
77.87
|
700
|
25.29
|
41.26
|
||||||||||||||||||||
4.001
- 4.500
|
78
|
19,548,330
|
4.20
|
250,620
|
7.515
|
80.11
|
659
|
18.31
|
42.56
|
|||||||||||||||||||
4.501
- 5.000
|
17
|
3,618,437
|
0.78
|
212,849
|
7.977
|
85.27
|
636
|
48.74
|
39.31
|
|||||||||||||||||||
5.001
- 5.500
|
145
|
31,080,167
|
6.67
|
214,346
|
7.588
|
79.84
|
647
|
32.44
|
41.70
|
|||||||||||||||||||
5.501
- 6.000
|
977
|
214,623,215
|
46.06
|
219,676
|
8.629
|
83.97
|
609
|
37.68
|
40.56
|
|||||||||||||||||||
6.001
- 6.500
|
422
|
95,865,669
|
20.57
|
227,170
|
8.700
|
78.17
|
589
|
51.59
|
41.61
|
|||||||||||||||||||
6.501
- 7.000
|
133
|
24,722,193
|
5.31
|
185,881
|
9.428
|
72.98
|
576
|
49.34
|
40.49
|
|||||||||||||||||||
7.001
- 7.500
|
105
|
17,718,701
|
3.80
|
168,750
|
10.649
|
63.31
|
558
|
72.30
|
38.85
|
|||||||||||||||||||
7.501
- 8.000
|
12
|
2,151,455
|
0.46
|
179,288
|
8.582
|
78.27
|
594
|
46.04
|
42.19
|
|||||||||||||||||||
8.001
- 8.500
|
10
|
2,102,258
|
0.45
|
210,226
|
8.863
|
83.39
|
617
|
32.48
|
43.57
|
|||||||||||||||||||
8.501
- 9.000
|
4
|
1,045,597
|
0.22
|
261,399
|
9.196
|
83.73
|
597
|
17.30
|
40.56
|
|||||||||||||||||||
9.001
- 9.500
|
3
|
288,799
|
0.06
|
96,266
|
9.705
|
78.27
|
515
|
100.00
|
41.29
|
|||||||||||||||||||
9.501
- 10.000
|
4
|
549,784
|
0.12
|
137,446
|
10.874
|
76.93
|
578
|
63.01
|
41.80
|
|||||||||||||||||||
10.501
- 11.000
|
1
|
55,185
|
0.01
|
55,185
|
8.500
|
75.00
|
519
|
100.00
|
24.93
|
|||||||||||||||||||
Total:
|
2,112
|
465,961,012
|
100.00
|
220,625
|
8.468
|
80.25
|
616
|
40.05
|
40.96
|
PRODUCT
TYPE
Product
Type
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
242
|
16,481,466
|
2.76
|
68,105
|
11.321
|
96.83
|
665
|
9.10
|
40.87
|
||||||||||||||||||||
15
Year Fixed
|
20
|
2,783,646
|
0.47
|
139,182
|
8.197
|
63.25
|
625
|
21.19
|
37.48
|
|||||||||||||||||||
20
Year Fixed
|
10
|
474,142
|
0.08
|
47,414
|
12.546
|
99.12
|
612
|
35.90
|
45.03
|
|||||||||||||||||||
2/6
MONTH LIBOR
|
1139
|
204,192,492
|
34.24
|
179,273
|
8.959
|
78.70
|
598
|
42.47
|
39.91
|
|||||||||||||||||||
2/6
MONTH LIBOR - 24 MONTH IO
|
11
|
3,939,315
|
0.66
|
358,120
|
7.129
|
79.80
|
683
|
14.84
|
42.55
|
|||||||||||||||||||
2/6
MONTH LIBOR - 40 YR AMTERM
|
386
|
106,810,629
|
17.91
|
276,711
|
8.269
|
84.21
|
616
|
35.42
|
42.04
|
|||||||||||||||||||
2/6
MONTH LIBOR -120 MONTH IO
|
251
|
73,170,375
|
12.27
|
291,515
|
7.713
|
81.47
|
658
|
43.46
|
42.30
|
|||||||||||||||||||
30
Year Fixed
|
427
|
80,895,404
|
13.56
|
189,451
|
8.138
|
74.77
|
622
|
58.18
|
39.36
|
|||||||||||||||||||
30
Year Fixed -120 MONTH IO
|
45
|
11,815,989
|
1.98
|
262,578
|
7.672
|
77.76
|
649
|
53.29
|
41.82
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR
|
78
|
14,876,306
|
2.49
|
190,722
|
9.163
|
74.91
|
572
|
50.71
|
40.46
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR - 40 YR AMTERM
|
31
|
8,261,457
|
1.39
|
266,499
|
8.237
|
82.76
|
600
|
60.11
|
39.72
|
|||||||||||||||||||
3/1
ARM 1 YR LIBOR -120 MONTH IO
|
13
|
3,827,014
|
0.64
|
294,386
|
7.570
|
66.00
|
609
|
87.04
|
44.51
|
|||||||||||||||||||
3/6
MONTH LIBOR
|
23
|
3,416,087
|
0.57
|
148,526
|
9.118
|
72.83
|
574
|
40.27
|
40.99
|
|||||||||||||||||||
3/6
MONTH LIBOR - 60 MONTH IO
|
5
|
648,055
|
0.11
|
129,611
|
8.874
|
84.71
|
622
|
100.00
|
44.94
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR
|
63
|
14,594,479
|
2.45
|
231,658
|
8.475
|
79.04
|
611
|
38.47
|
40.39
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR - 40 YR AMTERM
|
25
|
6,779,126
|
1.14
|
271,165
|
8.441
|
82.39
|
620
|
27.19
|
42.98
|
|||||||||||||||||||
5/1
ARM 1 YR LIBOR -120 MONTH IO
|
84
|
24,519,479
|
4.11
|
291,899
|
7.449
|
78.06
|
672
|
17.65
|
40.54
|
|||||||||||||||||||
5/6
MONTH LIBOR -120 MONTH IO
|
3
|
926,200
|
0.16
|
308,733
|
7.610
|
80.00
|
645
|
0.00
|
44.95
|
|||||||||||||||||||
Fixed
- 40/30 Balloon
|
69
|
18,027,791
|
3.02
|
261,272
|
8.011
|
79.46
|
630
|
30.85
|
40.10
|
|||||||||||||||||||
Total:
|
2925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
PREPAYMENT
PENALTY TERM
Penalty
(months)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1,034
|
216,238,181
|
36.25
|
209,128
|
8.703
|
79.30
|
618
|
35.26
|
40.67
|
||||||||||||||||||||
12
|
182
|
45,526,550
|
7.63
|
250,146
|
8.421
|
80.31
|
623
|
37.27
|
40.66
|
|||||||||||||||||||
24
|
1,015
|
193,084,118
|
32.37
|
190,231
|
8.464
|
80.83
|
615
|
44.20
|
40.82
|
|||||||||||||||||||
36
|
694
|
141,590,602
|
23.74
|
204,021
|
8.157
|
79.11
|
626
|
48.89
|
40.66
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
CREDIT
GRADE
Credit
Grade
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2,134
|
437,802,330
|
73.40
|
205,156
|
8.292
|
82.04
|
633
|
36.29
|
40.74
|
||||||||||||||||||||
1+
|
256
|
58,240,552
|
9.76
|
227,502
|
8.440
|
79.49
|
603
|
46.13
|
40.93
|
|||||||||||||||||||
1
|
182
|
39,902,834
|
6.69
|
219,246
|
8.604
|
75.37
|
581
|
59.74
|
41.19
|
|||||||||||||||||||
2
|
132
|
24,938,556
|
4.18
|
188,928
|
8.927
|
70.95
|
569
|
56.17
|
40.68
|
|||||||||||||||||||
3
|
112
|
18,999,207
|
3.19
|
169,636
|
9.376
|
67.26
|
567
|
56.44
|
40.07
|
|||||||||||||||||||
4
|
109
|
16,555,972
|
2.78
|
151,890
|
11.408
|
61.08
|
548
|
81.32
|
38.99
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|
NEXT
RATE ADJUSTMENT DATE
Next
Adjustment Date
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
4
|
948,266
|
0.20
|
237,066
|
7.669
|
82.34
|
572
|
100.00
|
47.18
|
||||||||||||||||||||
November
1, 2006
|
7
|
868,590
|
0.19
|
124,084
|
6.745
|
74.36
|
568
|
75.77
|
38.59
|
|||||||||||||||||||
December
1, 2006
|
7
|
1,037,151
|
0.22
|
148,164
|
7.334
|
76.93
|
543
|
74.12
|
28.65
|
|||||||||||||||||||
January
1, 2007
|
1
|
220,800
|
0.05
|
220,800
|
9.375
|
78.07
|
589
|
100.00
|
48.37
|
|||||||||||||||||||
March
1, 2007
|
6
|
1,013,491
|
0.22
|
168,915
|
8.385
|
85.56
|
603
|
93.03
|
39.55
|
|||||||||||||||||||
May
1, 2007
|
2
|
253,358
|
0.05
|
126,679
|
7.174
|
84.63
|
541
|
100.00
|
36.13
|
|||||||||||||||||||
June
1, 2007
|
2
|
636,384
|
0.14
|
318,192
|
5.558
|
64.84
|
729
|
0.00
|
36.31
|
|||||||||||||||||||
November
1, 2007
|
1
|
209,102
|
0.04
|
209,102
|
6.250
|
80.00
|
768
|
0.00
|
0.00
|
|||||||||||||||||||
February
1, 2008
|
1
|
259,100
|
0.06
|
259,100
|
7.500
|
79.99
|
675
|
0.00
|
53.85
|
|||||||||||||||||||
March
1, 2008
|
7
|
1,834,813
|
0.39
|
262,116
|
7.645
|
76.66
|
665
|
30.92
|
36.08
|
|||||||||||||||||||
April
1, 2008
|
9
|
2,424,598
|
0.52
|
269,400
|
7.574
|
80.56
|
667
|
21.69
|
39.35
|
|||||||||||||||||||
May
1, 2008
|
8
|
1,573,882
|
0.34
|
196,735
|
7.880
|
85.60
|
664
|
36.06
|
40.59
|
|||||||||||||||||||
June
1, 2008
|
43
|
9,650,567
|
2.07
|
224,432
|
8.144
|
82.21
|
632
|
49.17
|
40.90
|
|||||||||||||||||||
July
1, 2008
|
452
|
96,347,899
|
20.68
|
213,159
|
8.462
|
80.00
|
617
|
41.01
|
41.70
|
|||||||||||||||||||
August
1, 2008
|
644
|
144,210,310
|
30.95
|
223,929
|
8.563
|
80.40
|
616
|
35.65
|
40.42
|
|||||||||||||||||||
September
1, 2008
|
580
|
123,572,549
|
26.52
|
213,056
|
8.617
|
81.91
|
609
|
44.28
|
41.19
|
|||||||||||||||||||
October
1, 2008
|
13
|
3,051,950
|
0.65
|
234,765
|
8.748
|
73.68
|
632
|
36.19
|
40.38
|
|||||||||||||||||||
January
1, 2009
|
1
|
310,933
|
0.07
|
310,933
|
7.625
|
80.00
|
646
|
0.00
|
47.75
|
|||||||||||||||||||
March
1, 2009
|
2
|
191,663
|
0.04
|
95,831
|
9.064
|
80.00
|
617
|
100.00
|
48.30
|
|||||||||||||||||||
April
1, 2009
|
14
|
1,738,222
|
0.37
|
124,159
|
9.576
|
73.13
|
562
|
45.71
|
41.83
|
|||||||||||||||||||
May
1, 2009
|
11
|
1,737,608
|
0.37
|
157,964
|
9.034
|
76.35
|
585
|
59.71
|
40.10
|
|||||||||||||||||||
June
1, 2009
|
6
|
1,902,824
|
0.41
|
317,137
|
7.899
|
64.19
|
594
|
61.04
|
41.84
|
|||||||||||||||||||
July
1, 2009
|
30
|
6,726,929
|
1.44
|
224,231
|
8.836
|
75.91
|
589
|
56.78
|
41.82
|
|||||||||||||||||||
August
1, 2009
|
44
|
8,758,786
|
1.88
|
199,063
|
8.849
|
75.30
|
579
|
49.89
|
40.40
|
|||||||||||||||||||
September
1, 2009
|
42
|
9,661,955
|
2.07
|
230,047
|
8.466
|
78.89
|
589
|
67.17
|
40.18
|
|||||||||||||||||||
June
1, 2010
|
1
|
88,941
|
0.02
|
88,941
|
6.875
|
80.00
|
677
|
0.00
|
35.15
|
|||||||||||||||||||
December
1, 2010
|
1
|
327,200
|
0.07
|
327,200
|
6.990
|
80.00
|
614
|
0.00
|
43.40
|
|||||||||||||||||||
April
1, 2011
|
1
|
438,400
|
0.09
|
438,400
|
7.625
|
80.00
|
631
|
0.00
|
38.76
|
|||||||||||||||||||
May
1, 2011
|
3
|
911,000
|
0.20
|
303,667
|
7.410
|
80.00
|
676
|
0.00
|
45.02
|
|||||||||||||||||||
June
1, 2011
|
16
|
3,969,063
|
0.85
|
248,066
|
7.304
|
78.88
|
688
|
20.64
|
40.36
|
|||||||||||||||||||
July
1, 2011
|
49
|
12,947,981
|
2.78
|
264,245
|
7.702
|
80.11
|
666
|
10.01
|
40.64
|
|||||||||||||||||||
August
1, 2011
|
53
|
14,662,313
|
3.15
|
276,647
|
8.190
|
82.52
|
645
|
19.79
|
41.03
|
|||||||||||||||||||
September
1, 2011
|
48
|
12,631,636
|
2.71
|
263,159
|
8.055
|
74.06
|
611
|
50.41
|
41.26
|
|||||||||||||||||||
October
1, 2011
|
2
|
442,750
|
0.10
|
221,375
|
9.737
|
70.26
|
598
|
0.00
|
39.84
|
|||||||||||||||||||
December
1, 2011
|
1
|
400,000
|
0.09
|
400,000
|
6.875
|
80.00
|
607
|
100.00
|
35.47
|
|||||||||||||||||||
Total:
|
2,112
|
465,961,012
|
100.00
|
220,625
|
8.468
|
80.25
|
616
|
40.05
|
40.96
|
GROSS
MARGIN
Margin
(%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
224
|
58,922,370
|
12.65
|
263,046
|
7.103
|
78.03
|
703
|
24.21
|
41.14
|
||||||||||||||||||||
4.001
- 4.500
|
73
|
17,790,278
|
3.82
|
243,702
|
7.544
|
80.49
|
647
|
17.86
|
42.37
|
|||||||||||||||||||
4.501
- 5.000
|
14
|
2,604,770
|
0.56
|
186,055
|
7.860
|
86.45
|
588
|
63.06
|
40.33
|
|||||||||||||||||||
5.001
- 5.500
|
142
|
30,259,540
|
6.49
|
213,095
|
7.617
|
79.92
|
645
|
34.06
|
41.89
|
|||||||||||||||||||
5.501
- 6.000
|
1,040
|
228,543,248
|
49.05
|
219,753
|
8.658
|
83.90
|
608
|
37.58
|
40.63
|
|||||||||||||||||||
6.001
- 6.500
|
411
|
91,670,372
|
19.67
|
223,042
|
8.693
|
77.68
|
586
|
53.13
|
41.64
|
|||||||||||||||||||
6.501
- 7.000
|
109
|
20,043,333
|
4.30
|
183,884
|
9.487
|
70.88
|
572
|
49.71
|
40.52
|
|||||||||||||||||||
7.001
- 7.500
|
95
|
15,765,136
|
3.38
|
165,949
|
10.964
|
61.84
|
551
|
78.21
|
38.35
|
|||||||||||||||||||
7.501
- 8.000
|
2
|
192,718
|
0.04
|
96,359
|
9.816
|
84.46
|
610
|
84.14
|
42.90
|
|||||||||||||||||||
8.001
- 8.500
|
1
|
114,063
|
0.02
|
114,063
|
9.600
|
80.00
|
610
|
100.00
|
49.46
|
|||||||||||||||||||
10.501
- 11.000
|
1
|
55,185
|
0.01
|
55,185
|
8.500
|
75.00
|
519
|
100.00
|
24.93
|
|||||||||||||||||||
Total:
|
2,112
|
465,961,012
|
100.00
|
220,625
|
8.468
|
80.25
|
616
|
40.05
|
40.96
|
INITIAL
PERIODIC RATE CAP
Initial
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1
|
114,412
|
0.02
|
114,412
|
10.625
|
80.00
|
600
|
100.00
|
40.82
|
||||||||||||||||||||
1.500
|
27
|
3,943,246
|
0.85
|
146,046
|
9.150
|
75.41
|
581
|
51.32
|
41.76
|
|||||||||||||||||||
2.000
|
124
|
27,242,568
|
5.85
|
219,698
|
8.634
|
76.09
|
587
|
58.15
|
40.79
|
|||||||||||||||||||
3.000
|
1,771
|
384,179,928
|
82.45
|
216,928
|
8.528
|
80.80
|
614
|
40.73
|
40.97
|
|||||||||||||||||||
5.000
|
176
|
46,732,882
|
10.03
|
265,528
|
7.928
|
79.04
|
645
|
25.22
|
40.94
|
|||||||||||||||||||
6.000
|
13
|
3,747,976
|
0.80
|
288,306
|
7.123
|
74.90
|
680
|
9.61
|
39.75
|
|||||||||||||||||||
Total:
|
2,112
|
465,961,012
|
100.00
|
220,625
|
8.468
|
80.25
|
616
|
40.05
|
40.96
|
SUBSEQUENT
PERIODIC RATE CAP
Periodic
Cap (%)
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
1,778
|
385,522,110
|
82.74
|
216,829
|
8.527
|
80.79
|
614
|
40.62
|
40.97
|
||||||||||||||||||||
1.500
|
27
|
3,943,246
|
0.85
|
146,046
|
9.150
|
75.41
|
581
|
51.32
|
41.76
|
|||||||||||||||||||
2.000
|
307
|
76,495,657
|
16.42
|
249,172
|
8.134
|
77.80
|
626
|
36.58
|
40.87
|
|||||||||||||||||||
Total:
|
2,112
|
465,961,012
|
100.00
|
220,625
|
8.468
|
80.25
|
616
|
40.05
|
40.96
|
INTEREST
ONLY TERM
Interest
Only Term
|
Number
of Loans
|
Unpaid
Principal Balance ($)
|
%
of Pool by Principal Balance
|
Avg.
Principal Balance ($)
|
Wtd.
Avg. Gross Coupon (%)
|
Wtd.
Avg. Orig. LTV (%)
|
Wtd.
Avg. FICO
|
%
Full Doc Loan
|
Weighted
Average DTI (%)
|
|||||||||||||||||||
2,513
|
477,593,023
|
80.07
|
190,049
|
8.683
|
79.82
|
609
|
42.04
|
40.41
|
||||||||||||||||||||
24
|
11
|
3,939,315
|
0.66
|
358,120
|
7.129
|
79.80
|
683
|
14.84
|
42.55
|
|||||||||||||||||||
60
|
5
|
648,055
|
0.11
|
129,611
|
8.874
|
84.71
|
622
|
100.00
|
44.94
|
|||||||||||||||||||
120
|
396
|
114,259,057
|
19.16
|
288,533
|
7.647
|
79.82
|
658
|
40.05
|
41.97
|
|||||||||||||||||||
Total:
|
2,925
|
596,439,450
|
100.00
|
203,911
|
8.475
|
79.83
|
619
|
41.54
|
40.72
|