Current Report — Form 8-K
Filing Table of Contents
Document/Exhibit Description Pages Size
1: 8-K Current Report 6 23K
2: EX-4.1 Instrument Defining the Rights of Security Holders 250 840K
3: EX-99.1 Miscellaneous Exhibit 33 226K
4: EX-99.2 Miscellaneous Exhibit 31 230K
5: EX-99.3 Miscellaneous Exhibit 7 25K
6: EX-99.4 Miscellaneous Exhibit 18 88K
7: EX-99.5 Miscellaneous Exhibit 23 89K
8: EX-99.6 Miscellaneous Exhibit 20 77K
9: EX-99.7 Miscellaneous Exhibit 6 27K
10: EX-99.8 Miscellaneous Exhibit 12 55K
11: EX-99.9 Miscellaneous Exhibit 29 132K
EX-99.2 — Miscellaneous Exhibit
| EX-99.2 | 1st Page of 31 | TOC | ↑Top | Previous | Next | ↓Bottom | Just 1st |
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Exhibit 99.2
THE MORTGAGE POOL
The following information sets forth in tabular format certain
information, as of the related Cut-off Date, about the Mortgage Loans included
in the final Mortgage Pool following the end of the Funding Period in respect
of Loan Group 1, Loan Group 2 and the Mortgage Pool as a whole. Other than
with respect to rates of interest, percentages are approximate and are stated
by that portion of the principal balance representing Loan Group 1, Loan Group
2 or the Mortgage Pool as a whole. The sum of the columns below may not equal
the total indicated due to rounding. In addition, each weighted average Credit
Bureau Risk Score set forth below has been calculated without regard to any
Mortgage Loan for which the Credit Bureau Risk Score is unknown.
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GROUP 1 MORTGAGE LOANS
Mortgage Loan Programs for the Group 1 Mortgage Loans
in the final Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Loan Program Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
30-Year 6-month LIBOR..... 34 $ 7,018,600 1.02% $ 206,429 8.277% 359.82 589 82.1%
2/28 6-month LIBOR........ 2,369 375,702,290 54.77 158,591 8.622 359.63 592 78.0
2/28 6-month LIBOR -
24-month Interest Only.. 337 76,892,457 11.21 228,168 7.935 359.56 672 79.7
2/28 6-month LIBOR -
60-month Interest Only.. 202 48,737,288 7.10 241,274 7.695 359.43 672 80.7
3/27 6-month LIBOR........ 143 20,287,613 2.96 141,871 8.498 358.83 594 78.2
3/27 6-month LIBOR -
36-month Interest Only.. 20 4,298,245 0.63 214,912 7.530 358.94 671 78.1
3/27 6-month LIBOR -
60-month Interest Only.. 19 4,181,796 0.61 220,095 7.821 358.74 683 81.4
10-Year Fixed............. 2 94,407 0.01 47,203 9.122 113.00 527 37.8
15-Year Fixed............. 33 3,199,816 0.47 96,964 8.507 179.54 581 71.1
15-Year Fixed - Credit
Comeback................ 14 1,373,943 0.20 98,139 9.169 179.54 576 72.0
20-Year Fixed............. 2 89,394 0.01 44,697 8.853 238.49 580 69.5
30-Year Fixed............. 769 124,496,706 18.15 161,894 8.474 359.46 592 75.5
30-Year Fixed - Credit
Comeback................ 125 19,442,464 2.83 155,540 8.702 359.66 590 74.8
30/15 Fixed Balloon....... 1 184,916 0.03 184,916 9.850 179.00 522 68.9
--------- ------------- ------------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ============
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Original Term to Stated Maturity for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
ARM 360................... 3,124 $ 537,118,289 78.30% $ 171,933 8.415% 359.56 612 78.6%
Fixed 120................. 2 94,407 0.01 47,203 9.122 113.00 527 37.8
Fixed 180................. 48 4,758,674 0.69 99,139 8.750 179.52 578 71.3
Fixed 240................. 2 89,394 0.01 44,697 8.853 238.49 580 69.5
Fixed 360................. 894 143,939,171 20.98 161,006 8.505 359.49 591 75.4
--------- ------------- ------------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ============
A-1
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Mortgage Loan Principal Balances for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Mortgage Loan Mortgage Balance Balance Principal Mortgage Term Bureau Value
Principal Balances Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
$0.01 - $25,000.00....... 1 $ 24,777 0.00% $ 24,777 9.750% 177.00 560 9.6%
$25,000.01 - $50,000.00... 37 1,730,270 0.25 46,764 9.904 319.05 565 55.8
$50,000.01 - $75,000.00... 304 19,708,660 2.87 64,831 9.500 351.10 599 77.0
$75,000.01 - $100,000.00.. 612 53,974,367 7.87 88,193 8.885 355.00 596 78.4
$100,000.01 - $150,000.00. 1,130 139,751,256 20.37 123,674 8.654 358.52 596 78.5
$150,000.01 - $200,000.00. 790 137,257,228 20.01 173,743 8.519 358.22 598 77.0
$200,000.01 - $250,000.00. 500 112,380,354 16.38 224,761 8.307 359.17 609 77.3
$250,000.01 - $300,000.00. 309 84,486,145 12.32 273,418 8.164 358.99 618 78.1
$300,000.01 - $350,000.00. 198 64,106,225 9.34 323,769 8.050 359.62 619 78.3
$350,000.01 - $400,000.00. 156 58,432,294 8.52 374,566 8.024 359.59 634 79.1
$400,000.01 - $450,000.00. 27 11,215,860 1.63 415,402 8.339 359.56 620 77.7
$450,000.01 - $500,000.00. 4 1,881,000 0.27 470,250 7.730 360.00 649 69.1
$500,000.01 - $550,000.00. 2 1,051,500 0.15 525,750 7.891 360.00 703 87.0
--------- ------------- ----------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ==========
A-2
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State Distribution of the Mortgaged Properties for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
State Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Alabama................... 71 $ 7,515,769 1.10% $ 105,856 9.013% 357.29 594 83.3%
Alaska.................... 13 2,771,428 0.40 213,187 8.886 359.72 602 83.7
Arizona................... 200 35,113,112 5.12 175,566 8.401 359.53 602 76.9
Arkansas.................. 20 2,075,956 0.30 103,798 9.290 346.04 606 84.1
California................ 437 117,106,715 17.07 267,979 7.849 359.57 628 74.9
Colorado.................. 64 11,046,580 1.61 172,603 8.336 355.36 625 82.3
Connecticut............... 54 10,524,967 1.53 194,907 8.300 359.49 588 77.6
Delaware.................. 13 1,778,043 0.26 136,773 8.557 359.69 608 77.1
District of Columbia...... 14 3,350,093 0.49 239,292 7.834 359.74 612 69.3
Florida................... 456 78,415,017 11.43 171,963 8.424 358.41 609 77.3
Georgia................... 207 27,074,173 3.95 130,793 8.907 359.03 602 83.9
Hawaii.................... 15 4,636,863 0.68 309,124 7.577 359.84 630 76.3
Idaho..................... 28 4,055,084 0.59 144,824 8.586 359.35 595 82.6
Illinois.................. 183 30,002,821 4.37 163,950 8.785 359.72 606 78.8
Indiana................... 71 7,914,921 1.15 111,478 9.062 359.48 606 83.4
Iowa...................... 27 3,224,657 0.47 119,432 9.049 359.70 597 83.4
Kansas.................... 27 3,325,776 0.48 123,177 8.660 359.95 594 81.3
Kentucky.................. 31 3,345,438 0.49 107,917 9.246 359.48 584 79.4
Louisiana................. 25 3,383,171 0.49 135,327 8.979 358.30 611 79.3
Maine..................... 17 2,960,002 0.43 174,118 8.788 359.63 597 76.3
Maryland.................. 132 25,980,354 3.79 196,821 8.628 359.67 592 73.1
Massachusetts............. 92 22,070,540 3.22 239,897 8.142 357.97 595 75.7
Michigan.................. 136 15,779,541 2.30 116,026 9.062 356.02 587 82.8
Minnesota................. 55 9,035,922 1.32 164,289 8.640 359.64 611 79.6
Mississippi............... 28 2,688,279 0.39 96,010 9.091 356.59 580 79.8
Missouri.................. 53 5,946,669 0.87 112,201 8.971 359.57 587 80.4
Montana................... 10 1,234,548 0.18 123,455 8.770 347.22 564 73.6
Nebraska.................. 5 541,153 0.08 108,231 9.490 359.63 572 86.3
Nevada.................... 80 16,415,397 2.39 205,192 7.888 359.48 630 77.8
New Hampshire............. 24 4,605,851 0.67 191,910 8.050 359.76 592 73.3
New Jersey................ 127 25,192,213 3.67 198,364 8.618 357.01 597 73.8
New Mexico................ 26 3,582,049 0.52 137,771 9.162 355.98 605 83.2
New York.................. 134 31,304,177 4.56 233,613 8.156 359.25 606 71.4
North Carolina............ 118 14,941,638 2.18 126,624 9.053 358.23 586 80.2
North Dakota.............. 3 247,382 0.04 82,461 8.680 359.82 585 75.1
Ohio...................... 65 8,695,557 1.27 133,778 9.139 358.91 600 83.8
Oklahoma.................. 25 2,396,830 0.35 95,873 8.573 349.19 608 83.2
Oregon.................... 43 7,980,692 1.16 185,597 8.116 359.71 611 78.7
Pennsylvania.............. 72 8,297,054 1.21 115,237 8.936 359.53 592 82.7
Rhode Island.............. 11 1,853,065 0.27 168,460 7.946 359.44 569 68.8
South Carolina............ 43 4,790,325 0.70 111,403 9.172 347.91 586 82.8
South Dakota.............. 3 307,780 0.04 102,593 9.396 360.00 600 77.4
Tennessee................. 73 8,003,260 1.17 109,634 9.037 359.22 609 85.4
Texas..................... 396 44,839,430 6.54 113,231 8.790 351.03 606 81.2
Utah...................... 39 6,076,215 0.89 155,800 8.300 359.61 643 80.5
Vermont................... 2 523,200 0.08 261,600 7.836 359.31 698 88.4
Virginia.................. 130 23,528,909 3.43 180,992 8.300 359.54 596 78.6
Washington................ 111 22,679,011 3.31 204,315 7.996 359.50 611 79.4
West Virginia............. 15 1,388,573 0.20 92,572 9.726 345.68 590 71.4
Wisconsin................. 35 4,055,247 0.59 115,864 9.255 359.64 586 75.6
Wyoming................... 11 1,398,488 0.20 127,135 8.223 359.75 603 75.9
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
A-3
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Loan-to-Value Ratios for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Loan-to-Value Mortgage Balance Balance Principal Mortgage Term Bureau Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
50.00 or Less............. 185 $ 24,766,359 3.61% $ 133,872 8.172% 355.03 580 40.2%
50.01 - 55.00........... 90 15,740,389 2.29 174,893 8.085 357.50 574 53.0
55.01 - 60.00........... 118 20,611,612 3.00 174,675 8.221 357.90 564 57.7
60.01 - 65.00........... 181 31,056,486 4.53 171,583 8.371 356.19 566 63.3
65.01 - 70.00........... 251 43,757,311 6.38 174,332 8.256 356.55 582 68.5
70.01 - 75.00........... 332 58,681,478 8.55 176,751 8.394 358.28 578 74.0
75.01 - 80.00........... 1,711 291,502,614 42.49 170,370 8.264 358.88 630 79.7
80.01 - 85.00........... 383 65,960,628 9.62 172,221 8.746 358.84 586 84.3
85.01 - 90.00........... 518 91,956,219 13.40 177,522 8.657 358.37 614 89.5
90.01 - 95.00........... 179 27,167,587 3.96 151,774 9.442 358.56 606 94.6
95.01 - 100.00........... 122 14,799,251 2.16 121,305 9.200 357.64 638 99.9
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
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Current Mortgage Rates for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Current Mortgage Mortgage Balance Balance Principal Mortgage Term Bureau Value
Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
5.001 - 5.500............. 3 $ 646,330 0.09% $ 215,443 5.223% 360.00 643 77.2%
5.501 - 6.000............. 16 3,754,310 0.55 234,644 5.853 359.61 628 74.5
6.001 - 6.500............. 64 14,112,727 2.06 220,511 6.389 359.29 635 71.5
6.501 - 7.000............. 207 46,259,000 6.74 223,473 6.854 359.24 621 72.3
7.001 - 7.500............. 404 82,045,449 11.96 203,083 7.332 358.64 628 76.1
7.501 - 8.000............. 760 138,095,696 20.13 181,705 7.814 358.21 623 77.1
8.001 - 8.500............. 666 114,645,579 16.71 172,141 8.304 358.36 619 78.4
8.501 - 9.000............. 821 127,336,287 18.56 155,099 8.782 358.00 604 79.4
9.001 - 9.500............. 289 43,422,147 6.33 150,250 9.311 357.20 585 79.3
9.501 - 10.000............ 355 51,623,384 7.53 145,418 9.808 357.41 575 79.4
10.001 - 10.500........... 184 24,616,916 3.59 133,788 10.286 359.65 559 81.1
10.501 - 11.000........... 161 21,977,476 3.20 136,506 10.773 358.78 550 80.6
11.001 - 11.500........... 67 8,193,390 1.19 122,289 11.317 356.36 556 82.0
11.501 - 12.000........... 53 6,952,310 1.01 131,176 11.757 355.36 570 80.8
12.001 - 12.500........... 13 1,525,195 0.22 117,323 12.219 359.03 564 83.6
12.501 - 13.000........... 5 679,052 0.10 135,810 12.839 359.66 589 88.3
13.501 - 14.000........... 2 114,687 0.02 57,344 13.694 359.55 613 69.7
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
A-4
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Types of Mortgaged Properties for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgaged Property Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Single Family Residence... 3,173 $ 521,127,988 75.97% $ 164,238 8.441% 358.19 604 77.4%
Planned Unit Development.. 593 105,716,420 15.41 178,274 8.417 358.14 611 79.8
Low-Rise Condominium...... 211 37,256,934 5.43 176,573 8.407 358.79 632 80.2
Two Family Home........... 67 15,390,986 2.24 229,716 8.469 359.55 617 72.2
High-Rise Condominium..... 16 3,606,060 0.53 225,379 8.715 359.37 628 80.5
Three Family Home......... 7 2,169,002 0.32 309,857 8.240 355.73 693 82.0
Four Family Home.......... 3 732,545 0.11 244,182 8.369 359.33 639 77.4
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
-----------------
(1) Treated as Real Property.
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Loan Purposes for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Loan Purpose Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Refinance - Cash Out...... 2,258 $ 393,229,376 57.32% $ 174,149 8.447% 357.73 587 75.1%
Purchase.................. 1,624 263,868,475 38.46 162,481 8.422 359.21 639 81.9
Refinance - Rate/Term..... 188 28,902,085 4.21 153,734 8.423 356.50 600 78.4
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
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Occupancy Types for the Group 1 Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Occupancy Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Owner Occupied............ 3,954 $ 669,703,741 97.62% $ 169,374 8.421% 358.28 607 77.8%
Investment Property....... 94 13,299,614 1.94 141,485 9.159 359.48 644 80.9
Second Home............... 22 2,996,580 0.44 136,208 8.775 346.01 609 79.0
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-5
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Remaining Terms to Stated Maturity for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Remaining Terms Mortgage Balance Balance Principal Mortgage Term Bureau Value
(months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1 - 120................... 2 $ 94,407 0.01% $ 47,203 9.122% 113.00 527 37.8%
121 - 180................. 48 4,758,674 0.69 99,139 8.750 179.52 578 71.3
181 - 300................. 2 89,394 0.01 44,697 8.853 238.49 580 69.5
301 - 360................. 4,018 681,057,459 99.28 169,502 8.434 359.54 608 77.9
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
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Loan Documentation Type for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Loan Documentation Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Full Documentation........ 2,733 $ 422,992,628 61.66% $ 154,772 8.329% 357.80 595 78.8%
Stated Income............. 1,337 263,007,307 38.34 196,715 8.609 358.97 627 76.3
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
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Credit Bureau Risk Scores(1) for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Credit Bureau Mortgage Balance Balance Principal Mortgage Term Bureau Value
Risk Scores Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
801 - 820................. 3 $ 331,816 0.05% $ 110,605 8.486% 359.22 805 87.4%
781 - 800................. 7 1,463,964 0.21 209,138 8.121 352.18 787 79.9
761 - 780................. 19 4,558,380 0.66 239,915 7.847 359.60 771 79.3
741 - 760................. 30 6,406,970 0.93 213,566 8.164 359.42 750 81.6
721 - 740................. 44 9,832,725 1.43 223,471 7.785 359.61 731 79.6
701 - 720................. 79 16,445,645 2.40 208,173 7.925 359.24 709 82.3
681 - 700................. 146 29,437,042 4.29 201,624 7.953 359.13 690 80.5
661 - 680................. 291 57,078,248 8.32 196,145 7.997 358.91 669 80.7
641 - 660................. 452 82,933,249 12.09 183,481 8.051 359.40 650 80.5
621 - 640................. 473 81,453,235 11.87 172,206 8.149 358.86 631 79.2
601 - 620................. 471 74,569,548 10.87 158,322 8.252 357.28 610 79.0
581 - 600................. 555 80,944,309 11.80 145,846 8.477 358.28 590 79.1
561 - 580................. 471 77,383,873 11.28 164,297 8.684 357.52 570 77.9
541 - 560................. 395 62,864,641 9.16 159,151 8.767 357.33 551 74.3
521 - 540................. 361 56,149,155 8.19 155,538 9.184 358.35 531 73.2
501 - 520................. 259 42,293,420 6.17 163,295 9.389 356.61 510 68.8
500 or Less............... 14 1,853,716 0.27 132,408 9.959 359.14 497 71.3
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
------------
(1) The Credit Bureau Risk Scores referenced in this table with respect to
substantially all of the Group 1 Mortgage Loans were obtained by the
respective originators from one or more credit reporting agencies, and
were determined at the time of origination.
A-6
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Credit Grade Categories for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Credit Grade Category Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
A......................... 3,036 $ 518,918,288 75.64% $ 170,922 8.345% 358.25 619 79.6%
A-........................ 200 36,361,135 5.30 181,806 8.506 357.42 568 74.7
B......................... 362 58,451,426 8.52 161,468 8.746 359.14 563 73.7
C......................... 226 35,498,028 5.17 157,071 8.810 357.66 567 68.5
C-........................ 114 16,278,245 2.37 142,792 8.549 358.08 593 74.3
D......................... 46 6,604,307 0.96 143,572 9.165 359.81 548 62.3
PP........................ 8 1,367,348 0.20 170,919 8.790 359.23 604 74.6
PR........................ 78 12,521,157 1.83 160,528 8.967 357.27 593 74.9
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
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Prepayment Penalty Period for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Prepayment Penalty Period Mortgage Balance Balance Principal Mortgage Term Bureau Value
(months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
0......................... 1,313 $ 212,075,428 30.91% $ 161,520 8.830% 356.92 603 77.4%
12........................ 186 38,730,947 5.65 208,231 8.426 359.55 606 74.6
24........................ 2,089 355,422,735 51.81 170,140 8.263 359.36 612 78.8
30........................ 1 213,342 0.03 213,342 7.500 359.00 597 74.9
36........................
Total/Avg./Wtd. Avg... 481 79,557,484 11.60 165,400 8.172 356.16 599 76.2
--------- ------------- --------
4,070 $ 685,999,935 100.00%
========= ============= ========
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Range of Months to Next Adjustment Date for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool
Weighted Weighted
Average Percent of Weighted Weighted Average Weighted
Months to Number Aggregate Aggregate Average Average Average Credit Average
Next of Principal Principal Current Gross Remaining Bureau Loan-to
Range of Months to Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Next Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
-------------------- ---------- --------- ----------- ----------- --------- -------- --------- -------- -------
0 - 6..................... 6 34 $ 7,018,600 1.31% $ 206,429 8.277% 359.82 589 82.1%
13 - 18................... 18 7 934,690 0.17 133,527 7.043 353.62 662 95.2
19 - 24................... 24 2,901 500,397,345 93.16 172,491 8.429 359.61 612 78.5
25 - 31................... 29 13 1,564,403 0.29 120,339 7.878 352.87 617 97.0
32 - 37................... 35 169 27,203,251 5.06 160,966 8.276 359.18 618 77.6
------ ------------- -------
Total/Avg./Wtd. Avg... 3,124 $ 537,118,289 100.00%
====== ============= =======
A-7
[Enlarge/Download Table]
Gross Margins for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Range of Gross Margins (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
3.001 - 4.000............. 12 $ 1,979,974 0.37% $ 164,998 8.446% 359.77 588 73.5%
4.001 - 5.000............. 64 10,905,156 2.03 170,393 7.979 359.83 595 70.7
5.001 - 6.000............. 724 125,139,078 23.30 172,844 8.065 359.63 602 76.2
6.001 - 7.000............. 1,044 189,444,967 35.27 181,461 8.229 359.61 619 79.0
7.001 - 8.000............. 1,280 209,649,113 39.03 163,788 8.816 359.45 613 80.1
----- ------------- -------
Total/Avg./Wtd. Avg....... 3,124 $ 537,118,289 100.00%
===== ============= =======
------------
(1) The weighted average Gross Margin for the Group 1 Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 6.706%.
[Enlarge/Download Table]
Maximum Mortgage Rates for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Maximum Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
11.501 - 12.000........... 3 $ 694,560 0.13% $ 231,520 5.777% 357.88 711 81.1%
12.001 - 12.500........... 11 2,961,935 0.55 269,267 6.125 358.50 657 76.7
12.501 - 13.000........... 46 11,175,874 2.08 242,954 6.590 359.31 641 77.3
13.001 - 13.500........... 92 18,850,939 3.51 204,902 6.926 359.10 646 75.2
13.501 - 14.000........... 201 42,321,019 7.88 210,552 7.256 359.42 632 75.9
14.001 - 14.500........... 314 64,554,729 12.02 205,588 7.546 359.54 633 77.0
14.501 - 15.000........... 610 109,204,060 20.33 179,023 7.968 359.61 624 78.4
15.001 - 15.500........... 507 86,075,447 16.03 169,774 8.357 359.61 619 79.1
15.501 - 16.000........... 600 94,874,875 17.66 158,125 8.836 359.59 603 79.5
16.001 - 16.500........... 196 29,844,438 5.56 152,268 9.330 359.58 586 78.7
16.501 - 17.000........... 240 34,836,677 6.49 145,153 9.841 359.66 575 80.0
17.001 - 17.500........... 124 16,937,030 3.15 136,589 10.293 359.68 558 81.9
17.501 - 18.000........... 102 14,684,250 2.73 143,963 10.775 359.68 549 81.7
18.001 - 18.500........... 36 4,615,586 0.86 128,211 11.296 359.85 560 82.0
18.501 - 19.000........... 28 4,110,879 0.77 146,817 11.726 359.95 582 78.3
19.001 - 19.500........... 7 582,252 0.11 83,179 12.180 359.70 569 92.3
Greater than 19.500....... 7 793,739 0.15 113,391 12.963 359.64 593 85.6
----- ------------- -------
Total/Avg./Wtd. Avg....... 3,124 $ 537,118,289 100.00%
===== ============= =======
------------
(1) The weighted average Maximum Mortgage Rate for the Group 1 Adjustable
Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 15.258%.
A-8
[Enlarge/Download Table]
Initial Periodic Rate Cap for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Initial Periodic Rate Mortgage Balance Balance Principal Mortgage Term Bureau Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.000..................... 44 $ 8,563,468 1.59% $ 194,624 8.372% 359.81 589 81.7%
1.500..................... 2,553 429,776,516 80.02 168,342 8.473 359.66 609 78.6
2.000..................... 28 5,424,861 1.01 193,745 8.227 359.27 626 78.6
3.000..................... 498 92,966,443 17.31 186,680 8.170 359.08 626 78.0
6.000..................... 1 387,000 0.07 387,000 7.160 359.00 666 90.0
----- ------------- -------
Total/Avg./Wtd. Avg....... 3,124 $ 537,118,289 100.00%
===== ============= =======
------------
(1) The weighted average Initial Periodic Rate Cap for the Group 1 Adjustable
Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 1.760%.
[Enlarge/Download Table]
Subsequent Periodic Rate Cap for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Subsequent Periodic Mortgage Balance Balance Principal Mortgage Term Bureau Value
Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.000..................... 507 $ 96,882,255 18.04% $ 191,089 8.190% 359.17 624 78.6%
1.500..................... 2,615 439,862,433 81.89 168,207 8.466 359.65 609 78.6
2.000..................... 1 276,000 0.05 276,000 7.800 359.00 667 80.0
3.000..................... 1 97,600 0.02 97,600 7.175 350.00 632 80.0
----- ------------- -------
Total/Avg./Wtd. Avg....... 3,124 $ 537,118,289 100.00%
===== ============= =======
------------
(1) The weighted average Subsequent Periodic Rate Cap for the Group 1
Adjustable Rate Mortgage Loans in the Mortgage Pool as of the Cut-off
Date was approximately 1.410%.
A-9
[Enlarge/Download Table]
Minimum Mortgage Rates for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Minimum Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.001 - 2.000............. 1 $ 172,403 0.03% $ 172,403 8.850% 359.00 562 75.0%
2.001 - 3.000............. 1 144,000 0.03 144,000 7.600 358.00 650 90.0
5.001 - 6.000............. 25 5,667,643 1.06 226,706 5.974 359.49 623 73.3
6.001 - 7.000............. 234 49,984,176 9.31 213,608 6.947 359.33 632 75.1
7.001 - 8.000............. 892 171,835,636 31.99 192,641 7.700 359.56 630 78.1
8.001 - 9.000............. 1,184 195,449,022 36.39 165,075 8.548 359.58 614 79.0
9.001 - 10.000............ 469 70,349,343 13.10 149,999 9.571 359.59 581 79.8
Greater than 10.000....... 318 43,516,066 8.10 136,843 10.779 359.71 559 81.5
----- ------------- -------
Total/Avg./Wtd. Avg....... 3,124 $ 537,118,289 100.00%
===== ============= =======
------------
(1) The weighted average Minimum Mortgage Rate for the Group 1 Adjustable
Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 8.369%.
[Enlarge/Download Table]
Next Adjustment Date for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Next Adjustment Date Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
July 2006................. 1 $ 97,258 0.02% $ 97,258 11.050% 358.00 552 95.0%
August 2006............... 7 1,054,342 0.20 150,620 9.017 359.00 599 76.0
September 2006............ 25 5,755,000 1.07 230,200 8.124 360.00 588 83.4
October 2006.............. 1 112,000 0.02 112,000 6.750 360.00 553 64.0
August 2007............... 4 355,706 0.07 88,927 7.146 353.00 637 87.3
September 2007............ 3 578,984 0.11 192,995 6.980 354.00 677 100.0
October 2007.............. 1 368,800 0.07 368,800 6.500 355.00 638 80.0
November 2007............. 8 1,301,349 0.24 162,669 7.157 356.24 630 82.8
December 2007............. 36 6,251,191 1.16 173,644 7.929 357.05 631 78.1
January 2008.............. 143 25,119,419 4.68 175,660 8.281 358.06 613 78.8
February 2008............. 758 123,057,235 22.91 162,345 8.526 359.01 608 78.3
March 2008................ 1,854 324,494,358 60.41 175,024 8.415 360.00 611 78.6
April 2008................ 101 19,804,994 3.69 196,089 8.521 360.00 644 77.7
May 2008.................. 1 97,600 0.02 97,600 7.175 350.00 632 80.0
June 2008................. 1 95,199 0.02 95,199 7.150 351.00 661 85.0
July 2008................. 4 535,733 0.10 133,933 7.770 352.00 585 100.0
August 2008............... 3 212,035 0.04 70,678 8.497 353.00 596 100.0
September 2008............ 3 557,644 0.10 185,881 7.728 354.23 648 97.7
October 2008.............. 1 66,192 0.01 66,192 10.125 355.00 602 100.0
November 2008............. 8 1,153,584 0.21 144,198 8.217 356.00 604 83.0
December 2008............. 7 1,159,955 0.22 165,708 8.081 357.00 624 82.5
January 2009.............. 30 4,991,784 0.93 166,393 7.999 358.11 611 77.6
February 2009............. 27 5,019,926 0.93 185,923 8.013 359.03 657 80.8
March 2009................ 88 13,516,217 2.52 153,593 8.521 360.00 607 75.5
April 2009................ 9 1,361,785 0.25 151,309 8.046 360.00 627 77.8
----- ------------- -------
Total/Avg./Wtd. Avg....... 3,124 $ 537,118,289 100.00%
===== ============= =======
------------
(1) The weighted average Next Adjustment Date for the Group 1 Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date is March 2008.
A-10
[Enlarge/Download Table]
Interest Only Period for the Group 1 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Interest Only Period Mortgage Balance Balance Principal Mortgage Term Bureau Value
(Months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
0......................... 3,492 $ 551,890,148 80.45% $ 158,044 8.584% 357.95 592 77.3%
24........................ 337 76,892,457 11.21 228,168 7.935 359.56 672 79.7
36........................ 20 4,298,245 0.63 214,912 7.530 358.94 671 78.1
60........................ 221 52,919,084 7.71 239,453 7.705 359.37 673 80.8
--------- ------------- --------
Total/Avg./Wtd. Avg... 4,070 $ 685,999,935 100.00%
========= ============= ========
A-11
GROUP 2 MORTGAGE LOANS
[Enlarge/Download Table]
Mortgage Loan Programs for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Loan Program Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
30-Year 6-month LIBOR..... 35 $ 8,307,861 0.75% $ 237,367 8.776% 359.85 578 78.7%
30 Year One-Year CMT...... 1 943,746 0.08 943,746 6.375 353.00 745 65.5
2/28 6-month LIBOR........ 2,094 353,740,029 31.75 168,930 8.958 358.96 587 78.6
2/28 6-month LIBOR -
24-month Interest Only.. 678 169,906,483 15.25 250,600 8.022 359.66 624 79.6
2/28 6-month LIBOR -
60-month Interest Only.. 526 125,662,079 11.28 238,901 8.103 359.63 628 80.1
2/28 6-month LIBOR - 40/30
Year Balloon............ 9 2,197,920 0.20 244,213 8.421 360.00 577 72.2
3/27 6-month LIBOR........ 257 38,831,542 3.49 151,095 8.909 356.72 584 79.9
3/27 6-month LIBOR -
36-month Interest Only.. 71 15,413,861 1.38 217,097 7.692 357.76 646 81.3
3/27 6-month LIBOR -
60-month Interest Only.. 33 6,331,356 0.57 191,859 8.512 357.25 625 82.3
10-Year Fixed............. 3 250,789 0.02 83,596 7.371 114.10 564 69.9
15-Year Fixed............. 76 7,920,241 0.71 104,214 8.204 177.11 585 66.5
15-Year Fixed - Credit
Comeback................ 22 2,548,207 0.23 115,828 8.655 177.59 592 68.7
20-Year Fixed............. 3 309,264 0.03 103,088 7.859 236.50 617 88.6
30-Year Fixed............. 1,330 236,063,639 21.19 177,491 7.947 359.17 597 75.5
30-Year Fixed - Credit
Comeback................ 436 72,215,738 6.48 165,632 8.440 359.49 592 74.7
30-Year Fixed -60-month
Interest Only........... 315 72,900,870 6.54 231,431 7.509 359.61 628 77.2
30/15-Year Fixed Balloon.. 12 456,341 0.04 38,028 12.224 110.20 566 80.3
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Original Term to Stated Maturity for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
ARM 360................... 3,704 $ 721,334,877 64.75% $ 194,745 8.548% 359.09 604 79.2%
Fixed 120................. 3 250,789 0.02 83,596 7.371 114.10 564 69.9
Fixed 180................. 110 10,924,789 0.98 99,316 8.477 174.42 586 67.6
Fixed 240................. 3 309,264 0.03 103,088 7.859 236.50 617 88.6
Fixed 360................. 2,081 381,180,247 34.22 183,172 7.957 359.31 602 75.7
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
A-12
[Enlarge/Download Table]
Mortgage Loan Principal Balances for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Mortgage Loan Mortgage Balance Balance Principal Mortgage Term Bureau Value
Principal Balances Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
$0.01 - $25,000.00....... 10 $ 208,728 0.02% $ 20,873 11.884% 211.30 561 75.1%
$25,000.01 - $50,000.00... 67 2,864,925 0.26 42,760 10.568 297.88 569 69.7
$50,000.01 - $75,000.00... 466 29,653,498 2.66 63,634 9.695 343.29 599 78.7
$75,000.01 - $100,000.00.. 667 59,017,144 5.30 88,481 9.025 350.70 594 77.0
$100,000.01 - $150,000.00. 1,554 193,285,873 17.35 124,380 8.715 356.40 595 78.5
$150,000.01 - $200,000.00. 1,112 193,473,600 17.37 173,987 8.454 357.73 597 77.7
$200,000.01 - $250,000.00. 674 151,090,128 13.56 224,169 8.348 359.03 600 77.4
$250,000.01 - $300,000.00. 499 136,153,278 12.22 272,852 8.167 358.06 601 77.6
$300,000.01 - $350,000.00. 296 95,712,275 8.59 323,352 8.008 359.28 604 78.2
$350,000.01 - $400,000.00. 188 70,405,907 6.32 374,500 8.084 359.67 607 78.6
$400,000.01 - $450,000.00. 156 66,575,625 5.98 426,767 7.780 359.76 625 77.5
$450,000.01 - $500,000.00. 112 53,232,224 4.78 475,288 7.953 357.85 621 79.2
$500,000.01 - $550,000.00. 39 20,389,216 1.83 522,800 7.773 359.95 639 80.5
$550,000.01 - $600,000.00. 20 11,598,620 1.04 579,931 7.802 359.44 618 77.3
$600,000.01 - $650,000.00. 11 6,899,100 0.62 627,191 7.620 360.00 633 77.2
$650,000.01 - $700,000.00. 8 5,373,000 0.48 671,625 7.823 360.00 641 80.8
$700,000.01 - $750,000.00. 10 7,256,238 0.65 725,624 7.112 359.80 636 72.2
$750,000.01 - $800,000.00. 4 3,168,917 0.28 792,229 7.152 359.50 625 71.8
$850,000.01 - $900,000.00. 1 862,100 0.08 862,100 6.250 359.00 629 69.0
Greater than $900,000.00.. 7 6,779,571 0.61 968,510 7.256 358.04 636 70.8
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
A-13
[Enlarge/Download Table]
State Distribution of the Mortgaged Properties for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
State Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Alabama................... 110 $ 12,636,042 1.13% $ 114,873 8.573% 352.42 597 82.4%
Alaska.................... 14 2,643,861 0.24 188,847 9.064 356.44 624 82.9
Arizona................... 291 52,837,289 4.74 181,571 8.572 359.44 597 78.0
Arkansas.................. 18 2,111,559 0.19 117,309 9.363 359.55 581 87.4
California................ 1,001 303,541,370 27.25 303,238 7.720 358.99 612 74.1
Colorado.................. 114 22,668,129 2.03 198,843 8.512 359.13 603 81.7
Connecticut............... 60 11,774,711 1.06 196,245 8.293 359.38 582 75.9
Delaware.................. 19 3,152,788 0.28 165,936 8.548 359.36 581 78.7
District of Columbia...... 8 1,978,070 0.18 247,259 8.951 354.40 616 71.5
Florida................... 821 147,792,097 13.27 180,015 8.484 357.10 601 77.1
Georgia................... 219 32,077,039 2.88 146,470 9.100 358.14 596 82.0
Hawaii.................... 37 12,980,954 1.17 350,837 7.703 359.56 608 75.2
Idaho..................... 38 5,236,351 0.47 137,799 8.423 358.44 604 83.1
Illinois.................. 185 33,520,181 3.01 181,190 8.807 357.24 612 80.3
Indiana................... 61 5,998,368 0.54 98,334 9.121 351.66 599 81.1
Iowa...................... 20 2,325,530 0.21 116,276 9.350 359.95 605 81.3
Kansas.................... 27 3,449,134 0.31 127,746 9.412 355.52 602 81.6
Kentucky.................. 48 6,021,605 0.54 125,450 9.083 355.16 596 84.2
Louisiana................. 88 11,188,890 1.00 127,146 8.542 352.88 612 84.5
Maine..................... 11 1,297,886 0.12 117,990 8.498 358.82 628 73.6
Maryland.................. 119 26,180,468 2.35 220,004 8.326 358.57 602 76.4
Massachusetts............. 64 15,219,358 1.37 237,802 8.192 359.65 588 74.0
Michigan.................. 164 18,514,552 1.66 112,894 9.616 352.32 588 82.3
Minnesota................. 75 14,261,268 1.28 190,150 8.757 358.29 593 81.2
Mississippi............... 68 7,957,664 0.71 117,024 8.859 352.55 589 86.9
Missouri.................. 117 12,824,413 1.15 109,610 9.178 358.23 599 84.4
Montana................... 16 2,737,696 0.25 171,106 8.422 359.83 590 78.8
Nebraska.................. 15 1,871,397 0.17 124,760 8.415 359.26 607 86.7
Nevada.................... 145 31,155,558 2.80 214,866 8.219 359.49 602 78.6
New Hampshire............. 44 8,256,586 0.74 187,650 7.995 356.61 584 77.7
New Jersey................ 121 29,209,017 2.62 241,397 8.543 357.76 602 77.2
New Mexico................ 28 3,913,854 0.35 139,780 8.980 347.13 601 77.8
New York.................. 141 40,490,583 3.63 287,167 7.901 358.03 606 74.0
North Carolina............ 133 16,876,986 1.51 126,895 9.244 356.84 587 82.7
North Dakota.............. 4 419,900 0.04 104,975 8.358 359.54 616 81.4
Ohio...................... 84 9,201,133 0.83 109,537 9.057 354.87 596 83.4
Oklahoma.................. 44 5,006,836 0.45 113,792 8.975 345.58 596 86.7
Oregon.................... 81 14,449,651 1.30 178,391 8.245 355.00 611 79.4
Pennsylvania.............. 143 19,846,240 1.78 138,785 8.728 351.16 597 79.3
Rhode Island.............. 12 2,305,753 0.21 192,146 8.437 359.29 599 72.7
South Carolina............ 53 6,478,816 0.58 122,242 8.825 350.97 594 82.0
South Dakota.............. 6 494,194 0.04 82,366 9.490 359.69 635 86.7
Tennessee................. 138 16,049,338 1.44 116,300 8.926 353.33 600 84.7
Texas..................... 436 51,247,861 4.60 117,541 8.856 353.59 610 83.5
Utah...................... 42 6,815,432 0.61 162,272 8.721 355.26 611 80.3
Vermont................... 3 442,006 0.04 147,335 8.203 359.61 567 74.8
Virginia.................. 176 31,953,694 2.87 181,555 8.215 353.40 591 77.2
Washington................ 165 35,035,937 3.15 212,339 8.078 359.32 602 79.3
West Virginia............. 19 2,884,276 0.26 151,804 9.554 352.79 571 78.5
Wisconsin................. 41 4,787,612 0.43 116,771 9.829 354.35 608 84.3
Wyoming................... 14 1,880,034 0.17 134,288 8.420 344.01 602 80.7
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
A-14
[Enlarge/Download Table]
Loan-to-Value Ratios for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Loan-to-Value Mortgage Balance Balance Principal Mortgage Term Bureau Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
50.00 or Less............. 279 $ 40,667,624 3.65% $ 145,762 8.105% 352.47 578 41.1%
50.01 - 55.00........... 146 26,733,159 2.40 183,104 7.932 354.40 588 52.8
55.01 - 60.00........... 204 40,008,994 3.59 196,123 7.755 351.85 579 58.1
60.01 - 65.00........... 302 61,545,344 5.52 203,793 7.659 357.26 584 63.3
65.01 - 70.00........... 372 77,536,052 6.96 208,430 8.061 356.56 581 68.6
70.01 - 75.00........... 485 100,782,541 9.05 207,799 7.994 355.07 591 73.7
75.01 - 80.00........... 2,073 393,092,113 35.29 189,625 8.255 358.67 617 79.7
80.01 - 85.00........... 560 111,143,885 9.98 198,471 8.495 357.98 593 84.3
85.01 - 90.00........... 955 183,934,005 16.51 192,601 8.780 357.72 613 89.5
90.01 - 95.00........... 351 56,293,211 5.05 160,380 9.551 359.12 603 94.8
95.01 - 100.00............ 174 22,263,039 2.00 127,949 8.984 354.84 638 99.9
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Current Mortgage Rates for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Current Mortgage Mortgage Balance Balance Principal Mortgage Term Bureau Value
Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
4.501 - 5.000............. 3 $ 563,816 0.05% $ 187,939 4.908% 357.90 606 76.6%
5.001 - 5.500............. 4 970,800 0.09 242,700 5.417 357.48 608 68.7
5.501 - 6.000............. 41 11,619,126 1.04 283,393 5.925 359.48 627 69.9
6.001 - 6.500............. 148 43,499,481 3.90 293,915 6.353 358.43 627 71.6
6.501 - 7.000............. 446 116,862,440 10.49 262,023 6.841 357.37 618 73.0
7.001 - 7.500............. 575 133,629,908 12.00 232,400 7.327 357.69 613 75.2
7.501 - 8.000............. 984 201,607,121 18.10 204,885 7.802 357.38 610 76.1
8.001 - 8.500............. 795 150,823,364 13.54 189,715 8.303 357.76 604 78.7
8.501 - 9.000............. 816 138,359,045 12.42 169,558 8.790 356.72 595 79.3
9.001 - 9.500............. 744 123,638,790 11.10 166,181 9.291 358.31 596 80.6
9.501 - 10.000............ 644 102,427,891 9.19 159,050 9.781 357.65 591 82.1
10.001 - 10.500........... 285 41,417,703 3.72 145,325 10.283 357.28 579 83.9
10.501 - 11.000........... 194 24,934,061 2.24 128,526 10.752 355.04 585 84.3
11.001 - 11.500........... 109 12,511,905 1.12 114,788 11.315 350.94 568 85.5
11.501 - 12.000........... 54 5,983,520 0.54 110,806 11.777 346.52 554 83.4
12.001 - 12.500........... 25 2,528,135 0.23 101,125 12.259 334.47 570 82.4
12.501 - 13.000........... 16 1,308,019 0.12 81,751 12.852 337.67 590 91.5
13.001 - 13.500........... 8 732,451 0.07 91,556 13.341 329.82 582 83.6
13.501 - 14.000........... 4 290,177 0.03 72,544 13.793 293.88 583 65.6
Greater than 14.000....... 6 292,215 0.03 48,703 14.664 293.27 524 83.0
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
A-15
[Enlarge/Download Table]
Types of Mortgaged Properties for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgaged Property Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Single Family Residence... 4,565 $ 836,613,820 75.10% $ 183,267 8.309% 356.83 601 77.4%
Planned Unit Development.. 787 167,838,242 15.07 213,263 8.388 358.61 604 79.9
Low-Rise Condominium...... 347 65,783,619 5.91 189,578 8.501 359.26 617 80.9
Two Family Home........... 106 24,200,751 2.17 228,309 8.476 357.07 617 74.3
Three Family Home......... 25 6,976,129 0.63 279,045 8.545 359.72 629 71.9
High-Rise Condominium .... 28 6,446,194 0.58 230,221 8.974 359.79 613 78.4
Manufactured Housing(1)... 33 3,765,268 0.34 114,099 9.354 350.80 619 73.1
Four Family Home.......... 10 2,375,944 0.21 237,594 8.135 359.60 614 72.9
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
------------
(1) Treated as real property.
[Enlarge/Download Table]
Loan Purposes for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Loan Purpose Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Refinance - Cash Out...... 3,334 $ 672,737,098 60.39% $ 201,781 8.114% 356.55 593 74.5%
Purchase.................. 2,281 397,652,958 35.70 174,333 8.726 358.91 621 83.4
Refinance - Rate/Term..... 286 43,609,911 3.91 152,482 8.429 353.36 600 79.4
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Occupancy Types for the Group 2 Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Occupancy Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Owner Occupied............ 5,528 $1,055,876,177 94.78% $ 191,005 8.297% 357.36 602 77.8%
Investment Property....... 317 48,022,481 4.31 151,490 9.203 356.65 642 79.8
Second Home............... 56 10,101,308 0.91 180,381 9.231 349.92 618 77.1
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
------------
(1) Based on representations by the Mortgagors at the time of origination of
the related Mortgage Loans.
A-16
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Remaining Terms to Stated Maturity for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Remaining Mortgage Balance Balance Principal Mortgage Term Bureau Value
Terms (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
[Enlarge/Download Table]
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Remaining Mortgage Balance Balance Principal Mortgage Term Bureau Value
Terms (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1 - 120................... 20 $ 942,550 0.08% $ 47,128 10.441% 110.15 571 75.7%
121 - 180................. 93 10,233,028 0.92 110,033 8.269 178.87 587 66.9
181 - 300................. 79 6,028,711 0.54 76,313 10.738 285.41 570 78.3
301 - 360................. 5,709 1,096,795,678 98.46 192,117 8.330 359.54 604 78.0
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Loan Documentation Type for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Loan Documentation Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Full Documentation........ 4,183 $ 764,881,268 68.66% 182,855 8.151% 357.00 598 78.7%
Stated Income............. 1,718 349,118,699 31.34 203,212 8.768 357.85 615 76.2
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Credit Bureau Risk Scores(1) for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Credit Bureau Mortgage Balance Balance Principal Mortgage Term Bureau Value
Risk Scores Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
801 - 820................. 2 $ 313,500 0.03% $ 156,750 7.475% 360.00 802 51.4%
781 - 800................. 5 668,451 0.06 133,690 9.378 358.93 790 88.2
761 - 780................. 21 5,878,927 0.53 279,949 7.800 359.87 770 79.3
741 - 760................. 52 13,028,972 1.17 250,557 7.934 357.71 749 80.7
721 - 740................. 52 11,071,476 0.99 212,913 7.820 358.69 730 79.8
701 - 720................. 72 13,732,931 1.23 190,735 8.286 358.97 709 82.2
681 - 700................. 150 37,699,621 3.38 251,331 8.016 359.14 690 82.7
661 - 680................. 294 62,842,799 5.64 213,751 8.089 358.20 669 81.1
641 - 660................. 489 100,079,113 8.98 204,661 8.053 357.17 651 80.5
621 - 640................. 679 133,879,820 12.02 197,172 8.110 357.93 629 78.4
601 - 620................. 919 176,676,644 15.86 192,249 8.094 357.72 610 78.6
581 - 600................. 1,036 184,376,009 16.55 177,969 8.249 357.87 591 78.5
561 - 580................. 800 145,109,485 13.03 181,387 8.539 356.89 571 78.0
541 - 560................. 564 100,056,820 8.98 177,406 8.800 356.20 551 75.9
521 - 540................. 455 78,308,334 7.03 172,106 8.941 355.03 531 72.0
501 - 520................. 281 46,246,027 4.15 164,577 9.279 355.06 511 68.7
500 or Less............... 30 4,031,038 0.36 134,368 8.822 350.92 497 72.0
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
------------
(1) The Credit Bureau Risk Scores referenced in this table with respect to
substantially all of the Group 2 Mortgage Loans were obtained by the
respective originators from one or more credit reporting agencies, and
were determined at the time of origination.
A-17
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Credit Grade Categories for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Credit Grade Category Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
A......................... 3,856 $ 763,208,452 68.51% $ 197,928 8.239% 358.24 612 79.4%
A-........................ 345 65,744,605 5.90 190,564 8.432 353.85 574 76.6
B......................... 451 81,039,497 7.27 179,688 8.487 354.42 570 71.9
C......................... 312 54,638,953 4.90 175,125 8.469 355.30 576 69.1
C-........................ 176 29,084,452 2.61 165,253 8.446 357.43 588 75.1
D......................... 24 4,616,096 0.41 192,337 8.689 352.14 566 66.0
PP........................ 597 92,918,952 8.34 155,643 8.778 355.29 609 78.7
PR........................ 140 22,748,961 2.04 162,493 8.838 358.36 593 75.2
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Prepayment Penalty Period for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Prepayment Penalty Mortgage Balance Balance Principal Mortgage Term Bureau Value
Period (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
0......................... 1,378 $ 252,265,706 22.65% $ 183,067 8.965% 356.96 609 79.2%
6......................... 1 73,559 0.01 73,559 8.950 359.00 561 80.0
12........................ 223 57,317,180 5.15 257,028 8.293 359.20 610 75.4
24........................ 2,364 463,905,816 41.64 196,238 8.351 359.32 601 78.9
30........................ 2 314,084 0.03 157,042 8.957 358.49 670 97.5
36........................ 551 97,879,981 8.79 177,641 8.027 355.60 605 77.2
42........................ 2 299,500 0.03 149,750 9.820 360.00 587 89.9
60........................ 1,380 241,944,140 21.72 175,322 7.823 353.87 600 75.4
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
[Enlarge/Download Table]
Range of Months to Next Adjustment Date for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool
Weighted Weighted
Average Percent of Weighted Weighted Average Weighted
Months to Number Aggregate Aggregate Average Average Average Credit Average
Next of Principal Principal Current Gross Remaining Bureau Loan-to
Range of Months to Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Next Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
-------------------- ---------- --------- ----------- ----------- --------- -------- --------- -------- -------
0 - 6..................... 5 95 $ 13,718,590 1.90% $ 144,406 9.425% 336.72 585 77.5%
7 - 12.................... 12 1 316,800 0.04 316,800 6.340 348.00 742 80.0
13 - 18................... 17 13 2,447,998 0.34 188,308 8.773 352.58 595 94.1
19 - 24................... 24 3,251 645,355,780 89.47 198,510 8.532 359.67 605 79.1
25 - 31................... 28 45 7,447,185 1.03 165,493 7.557 352.48 629 90.1
32 - 37................... 35 299 52,048,525 7.22 174,075 8.654 359.07 601 79.2
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
A-18
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Gross Margins for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Gross Mortgage Balance Balance Principal Mortgage Term Bureau Value
Margins (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
2.001 - 3.000............. 1 $ 943,746 0.13% $ 943,746 6.375% 353.00 745 65.5%
3.001 - 4.000............. 6 1,009,870 0.14 168,312 9.938 360.00 578 86.1
4.001 - 5.000............. 72 15,288,055 2.12 212,334 7.441 359.59 601 68.6
5.001 - 6.000............. 566 126,960,354 17.60 224,312 7.639 358.90 606 74.8
6.001 - 7.000............. 963 206,054,725 28.57 213,972 8.030 358.96 608 78.2
7.001 - 8.000............. 926 175,144,826 24.28 189,141 8.762 359.16 602 80.0
8.001 - 9.000............. 922 163,775,526 22.70 177,631 9.403 359.31 602 82.6
9.001 - 10.000............ 184 26,080,615 3.62 141,742 10.234 358.98 610 85.8
10.001 - 11.000........... 50 4,835,142 0.67 96,703 11.269 359.47 582 90.6
11.001 - 12.000........... 12 1,143,218 0.16 95,268 12.456 360.00 554 90.2
12.001 - 13.000........... 1 50,800 0.01 50,800 13.500 360.00 516 80.0
Greater than 13.000....... 1 48,000 0.01 48,000 14.700 360.00 522 80.0
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
------------
(1) The weighted average Gross Margin for the Group 2 Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 7.169%.
[Enlarge/Download Table]
Maximum Mortgage Rates for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Maximum Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
11.501 - 12.000........... 3 $ 666,906 0.09% $ 222,302 5.186% 358.07 621 72.6%
12.001 - 12.500........... 10 2,526,267 0.35 252,627 6.211 357.94 620 65.8
12.501 - 13.000........... 50 14,418,642 2.00 288,373 6.416 358.96 632 74.9
13.001 - 13.500........... 100 27,585,447 3.82 275,854 6.727 359.43 618 73.1
13.501 - 14.000........... 234 59,787,065 8.29 255,500 7.131 359.26 621 74.4
14.001 - 14.500........... 341 83,557,232 11.58 245,036 7.539 359.49 614 76.6
14.501 - 15.000........... 537 118,453,274 16.42 220,583 7.960 359.63 611 77.6
15.001 - 15.500........... 538 105,938,803 14.69 196,912 8.498 359.53 600 79.1
15.501 - 16.000........... 514 92,311,795 12.80 179,595 8.965 359.56 597 80.2
16.001 - 16.500........... 495 84,440,858 11.71 170,588 9.347 359.57 601 81.4
16.501 - 17.000........... 412 70,112,488 9.72 170,176 9.799 359.07 597 84.0
17.001 - 17.500........... 194 28,247,495 3.92 145,606 10.283 357.20 583 84.7
17.501 - 18.000........... 131 17,035,246 2.36 130,040 10.756 356.75 586 85.3
18.001 - 18.500........... 72 8,653,592 1.20 120,189 11.341 352.88 568 86.1
18.501 - 19.000........... 30 3,421,186 0.47 114,040 11.764 351.68 560 85.1
19.001 - 19.500........... 17 1,893,023 0.26 111,354 12.278 337.51 574 81.7
Greater than 19.500....... 26 2,285,559 0.32 87,906 13.163 346.53 584 86.7
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
------------
(1) The weighted average Maximum Mortgage Rate for the Group 2 Adjustable
Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 15.380%.
A-19
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Initial Periodic Rate Cap for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Initial Periodic Mortgage Balance Balance Principal Mortgage Term Bureau Value
Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.000..................... 41 $ 9,118,691 1.26% $ 222,407 8.814% 359.73 581 78.7%
1.500..................... 2,899 562,670,642 78.00 194,091 8.527 359.16 606 79.5
2.000..................... 43 9,300,385 1.29 216,288 8.277 358.45 603 75.1
3.000..................... 716 139,366,263 19.32 194,646 8.632 358.81 598 78.5
6.000..................... 5 878,896 0.12 175,779 8.493 358.51 610 81.3
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
------------
(1) The weighted average Initial Periodic Rate Cap for the Group 2 Adjustable
Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 1.795%.
[Enlarge/Download Table]
Subsequent Periodic Rate Cap for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Subsequent Periodic Mortgage Balance Balance Principal Mortgage Term Bureau Value
Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.000..................... 689 $ 138,852,032 19.25% $ 201,527 8.645% 358.91 597 78.2%
1.500..................... 3,007 581,014,753 80.55 193,221 8.526 359.15 606 79.4
2.000..................... 1 246,596 0.03 246,596 8.125 356.00 657 80.0
3.000..................... 7 1,221,496 0.17 174,499 7.944 350.31 632 84.8
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
------------
(1) The weighted average Subsequent Periodic Rate Cap for the Group 2
Adjustable Rate Mortgage Loans in the Mortgage Pool as of the Cut-off
Date was approximately 1.406%.
[Enlarge/Download Table]
Minimum Mortgage Rates for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Minimum Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
2.001 - 3.000............ 1 $ 943,746 0.13% $ 943,746 6.375% 353.00 745 65.5%
4.001 - 5.000............. 2 488,906 0.07 244,453 4.893 357.73 612 73.0
5.001 - 6.000............. 35 8,851,425 1.23 252,898 6.056 359.33 622 70.6
6.001 - 7.000............. 258 71,421,132 9.90 276,826 6.772 359.30 624 74.1
7.001 - 8.000............. 832 195,102,401 27.05 234,498 7.643 359.47 613 76.5
8.001 - 9.000............. 1,033 198,149,821 27.47 191,820 8.584 359.43 602 79.7
9.001 - 10.000............ 1,059 181,084,701 25.10 170,996 9.525 358.96 596 81.9
Greater than 10.000....... 484 65,292,745 9.05 134,902 10.774 357.13 580 85.2
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
------------
(1) The weighted average Minimum Mortgage Rate for the Group 2 Adjustable
Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 8.506%.
A-20
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Next Adjustment Date for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Next Adjustment Date Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
March 2006................ 2 $ 100,776 0.01% $ 50,388 11.268% 295.00 584 72.5%
April 2006................ 11 613,405 0.09 55,764 10.596 291.97 585 82.8
May 2006.................. 11 767,980 0.11 69,816 11.460 292.41 558 82.5
June 2006................. 12 1,268,354 0.18 105,696 11.311 287.86 557 72.4
July 2006................. 9 707,502 0.10 78,611 10.965 295.38 546 81.0
August 2006............... 11 1,959,424 0.27 178,129 8.209 339.75 648 66.6
September 2006............ 18 3,593,932 0.50 199,663 9.576 348.22 581 80.8
October 2006.............. 21 4,707,217 0.65 224,153 8.551 360.00 580 78.8
March 2007................ 1 316,800 0.04 316,800 6.340 348.00 742 80.0
April 2007................ 1 89,565 0.01 89,565 8.100 349.00 679 80.0
July 2007................. 4 793,675 0.11 198,419 7.578 352.00 618 99.1
August 2007............... 7 1,452,035 0.20 207,434 9.400 353.00 577 92.9
September 2007............ 1 112,722 0.02 112,722 9.650 354.00 588 85.0
October 2007.............. 3 328,783 0.05 109,594 9.004 355.00 636 92.4
November 2007............. 21 4,179,654 0.58 199,031 7.654 356.17 626 83.1
December 2007............. 37 6,809,117 0.94 184,030 8.699 357.12 595 82.3
January 2008.............. 166 31,161,320 4.32 187,719 8.643 358.04 606 80.2
February 2008............. 618 115,636,267 16.03 187,114 8.807 359.02 600 79.1
March 2008................ 1,462 310,273,756 43.01 212,226 8.451 360.00 607 79.2
April 2008................ 945 177,051,427 24.54 187,356 8.492 359.99 603 78.3
May 2008.................. 4 665,545 0.09 166,386 7.886 350.00 631 81.9
June 2008................. 5 1,069,160 0.15 213,832 7.840 351.00 633 90.4
July 2008................. 11 1,730,480 0.24 157,316 6.884 352.00 635 88.6
August 2008............... 12 2,443,999 0.34 203,667 7.335 353.00 647 93.8
September 2008............ 4 607,123 0.08 151,781 7.535 354.00 601 93.4
October 2008.............. 8 846,334 0.12 105,792 8.727 355.00 588 89.4
November 2008............. 19 2,949,348 0.41 155,229 8.264 356.00 592 88.5
December 2008............. 28 4,137,446 0.57 147,766 8.477 357.10 599 80.8
January 2009.............. 37 6,640,289 0.92 179,467 8.518 358.05 606 82.7
February 2009............. 79 14,078,771 1.95 178,212 8.960 359.17 605 79.3
March 2009................ 96 18,654,101 2.59 194,314 8.463 360.00 603 76.3
April 2009................ 40 5,588,569 0.77 139,714 9.019 360.00 586 77.8
------ ------------- -------
Total/Avg./Wtd. Avg... 3,704 $ 721,334,877 100.00%
====== ============= =======
------------
(1) The weighted average Next Adjustment Date for the Group 2 Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date is March 2008.
[Enlarge/Download Table]
Interest Only Period for the Group 2 Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Interest Only Period Mortgage Balance Balance Principal Mortgage Term Bureau Value
(Months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
0......................... 4,278 $ 723,785,318 64.97% $ 169,188 8.559% 356.05 591 77.1%
24........................ 678 169,906,483 15.25 250,600 8.022 359.66 624 79.6
36........................ 71 15,413,861 1.38 217,097 7.692 357.76 646 81.3
60........................ 874 204,894,306 18.39 234,433 7.905 359.55 628 79.1
--------- -------------- --------
Total/Avg./Wtd. Avg... 5,901 $1,113,999,967 100.00%
========= ============== ========
A-21
[Enlarge/Download Table]
THE MORTGAGE LOANS
Mortgage Loan Programs for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Loan Program Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
30-Year 6-month LIBOR..... 69 $ 15,326,460 0.85% $ 222,123 8.547% 359.84 583 80.3%
30 Year One-Year CMT...... 1 943,746 0.05 943,746 6.375 353.00 745 65.5
2/28 6-month LIBOR........ 4,463 729,442,319 40.52 163,442 8.785 359.31 590 78.3
2/28 6-month LIBOR -
24-month Interest Only.. 1,015 246,798,940 13.71 243,152 7.994 359.63 639 79.6
2/28 6-month LIBOR -
60-month Interest Only.. 728 174,399,368 9.69 239,560 7.989 359.57 640 80.2
2/28 6-month LIBOR - 40/30
Year Balloon............ 9 2,197,920 0.12 244,213 8.421 360.00 577 72.2
3/27 6-month LIBOR........ 400 59,119,155 3.28 147,798 8.768 357.44 587 79.3
3/27 6-month LIBOR -
36-month Interest Only.. 91 19,712,106 1.10 216,617 7.657 358.02 651 80.6
3/27 6-month LIBOR -
60-month Interest Only.. 52 10,513,152 0.58 202,176 8.237 357.84 648 81.9
10-Year Fixed............. 5 345,196 0.02 69,039 7.850 113.80 554 61.1
15-Year Fixed............. 109 11,120,057 0.62 102,019 8.291 177.81 584 67.8
15-Year Fixed - Credit
Comeback................ 36 3,922,150 0.22 108,949 8.835 178.27 587 69.9
20-Year Fixed............. 5 398,659 0.02 79,732 8.082 236.94 609 84.3
30-Year Fixed............. 2,099 360,560,345 20.03 171,777 8.129 359.27 595 75.5
30-Year Fixed - Credit
Comeback................ 561 91,658,202 5.09 163,384 8.496 359.53 592 74.7
30-Year Fixed -60-month
Interest Only........... 315 72,900,870 4.05 231,431 7.509 359.61 628 77.2
30/15-Year Fixed Balloon.. 13 641,256 0.04 49,327 11.540 130.04 553 77.0
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Original Term to Stated Maturity for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
ARM 360................... 6,828 $1,258,453,166 69.91% $ 184,308 8.491% 359.29 608 78.9%
Fixed 120................. 5 345,196 0.02 69,039 7.850 113.80 554 61.1
Fixed 180................. 158 15,683,463 0.87 99,262 8.560 175.97 583 68.7
Fixed 240................. 5 398,659 0.02 79,732 8.082 236.94 609 84.3
Fixed 360................. 2,975 525,119,418 29.17 176,511 8.107 359.36 599 75.6
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
A-22
[Enlarge/Download Table]
Mortgage Loan Principal Balances for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Mortgage Loan Mortgage Balance Balance Principal Mortgage Term Bureau Value
Principal Balances Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
$0.01 - $25,000.00........ 11 $ 233,505 0.01% $ 21,228 11.657% 207.66 561 68.2%
$25,000.01 - $50,000.00... 104 4,595,195 0.26 44,185 10.318 305.85 567 64.5
$50,000.01 - $75,000.00... 770 49,362,158 2.74 64,107 9.617 346.41 599 78.0
$75,000.01 - $100,000.00.. 1,279 112,991,511 6.28 88,344 8.958 352.75 595 77.7
$100,000.01 - $150,000.00. 2,684 333,037,129 18.50 124,082 8.690 357.29 596 78.5
$150,000.01 - $200,000.00. 1,902 330,730,828 18.37 173,886 8.481 357.94 597 77.4
$200,000.01 - $250,000.00. 1,174 263,470,482 14.64 224,421 8.331 359.09 604 77.3
$250,000.01 - $300,000.00. 808 220,639,423 12.26 273,069 8.166 358.41 608 77.8
$300,000.01 - $350,000.00. 494 159,818,500 8.88 323,519 8.025 359.42 610 78.3
$350,000.01 - $400,000.00. 344 128,838,201 7.16 374,530 8.057 359.64 619 78.8
$400,000.01 - $450,000.00. 183 77,791,485 4.32 425,090 7.861 359.73 624 77.6
$450,000.01 - $500,000.00. 116 55,113,224 3.06 475,114 7.946 357.92 622 78.9
$500,000.01 - $550,000.00. 41 21,440,716 1.19 522,944 7.779 359.95 642 80.8
$550,000.01 - $600,000.00. 20 11,598,620 0.64 579,931 7.802 359.44 618 77.3
$600,000.01 - $650,000.00. 11 6,899,100 0.38 627,191 7.620 360.00 633 77.2
$650,000.01 - $700,000.00. 8 5,373,000 0.30 671,625 7.823 360.00 641 80.8
$700,000.01 - $750,000.00. 10 7,256,238 0.40 725,624 7.112 359.80 636 72.2
$750,000.01 - $800,000.00. 4 3,168,917 0.18 792,229 7.152 359.50 625 71.8
$850,000.01 - $900,000.00. 1 862,100 0.05 862,100 6.250 359.00 629 69.0
Greater than $900,000.00.. 7 6,779,571 0.38 968,510 7.256 358.04 636 70.8
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
A-23
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State Distribution of the Mortgaged Properties for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
State Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Alabama................... 181 $ 20,151,810 1.12% $ 111,336 8.737% 354.24 596 82.7%
Alaska.................... 27 5,415,289 0.30 200,566 8.972 358.11 613 83.3
Arizona................... 491 87,950,401 4.89 179,125 8.504 359.48 599 77.6
Arkansas.................. 38 4,187,515 0.23 110,198 9.326 352.85 593 85.8
California................ 1,438 420,648,086 23.37 292,523 7.756 359.15 617 74.3
Colorado.................. 178 33,714,709 1.87 189,408 8.454 357.89 610 81.9
Connecticut............... 114 22,299,679 1.24 195,611 8.296 359.43 585 76.7
Delaware.................. 32 4,930,831 0.27 154,088 8.551 359.48 591 78.2
District of Columbia...... 22 5,328,162 0.30 242,189 8.248 357.76 613 70.1
Florida................... 1,277 226,207,115 12.57 177,139 8.463 357.56 604 77.2
Georgia................... 426 59,151,212 3.29 138,853 9.012 358.55 599 82.9
Hawaii.................... 52 17,617,816 0.98 338,804 7.670 359.63 614 75.5
Idaho..................... 66 9,291,435 0.52 140,779 8.494 358.84 600 82.9
Illinois.................. 368 63,523,003 3.53 172,617 8.797 358.41 609 79.6
Indiana................... 132 13,913,289 0.77 105,404 9.088 356.11 603 82.4
Iowa...................... 47 5,550,186 0.31 118,089 9.175 359.80 600 82.5
Kansas.................... 54 6,774,910 0.38 125,461 9.043 357.69 598 81.4
Kentucky.................. 79 9,367,044 0.52 118,570 9.141 356.70 592 82.5
Louisiana................. 113 14,572,061 0.81 128,956 8.644 354.14 612 83.3
Maine..................... 28 4,257,888 0.24 152,067 8.700 359.38 606 75.5
Maryland.................. 251 52,160,822 2.90 207,812 8.477 359.12 597 74.8
Massachusetts............. 156 37,289,898 2.07 239,038 8.162 358.65 592 75.1
Michigan.................. 300 34,294,093 1.91 114,314 9.361 354.02 588 82.5
Minnesota................. 130 23,297,190 1.29 179,209 8.712 358.82 600 80.6
Mississippi............... 96 10,645,942 0.59 110,895 8.918 353.57 587 85.1
Missouri.................. 170 18,771,083 1.04 110,418 9.112 358.66 595 83.1
Montana................... 26 3,972,244 0.22 152,779 8.530 355.91 582 77.2
Nebraska.................. 20 2,412,550 0.13 120,627 8.656 359.34 599 86.6
Nevada.................... 225 47,570,955 2.64 211,426 8.105 359.49 612 78.3
New Hampshire............. 68 12,862,437 0.71 189,153 8.015 357.74 587 76.1
New Jersey................ 248 54,401,230 3.02 219,360 8.577 357.41 600 75.6
New Mexico................ 54 7,495,902 0.42 138,813 9.067 351.36 603 80.4
New York.................. 275 71,794,759 3.99 261,072 8.013 358.56 606 72.8
North Carolina............ 251 31,818,625 1.77 126,767 9.154 357.49 586 81.5
North Dakota.............. 7 667,282 0.04 95,326 8.478 359.64 605 79.0
Ohio...................... 149 17,896,690 0.99 120,112 9.097 356.83 598 83.6
Oklahoma.................. 69 7,403,665 0.41 107,299 8.845 346.74 600 85.6
Oregon.................... 124 22,430,343 1.25 180,890 8.199 356.68 611 79.1
Pennsylvania.............. 215 28,143,295 1.56 130,899 8.790 353.63 596 80.3
Rhode Island.............. 23 4,158,818 0.23 180,818 8.218 359.36 585 71.0
South Carolina............ 96 11,269,141 0.63 117,387 8.973 349.67 590 82.3
South Dakota.............. 9 801,974 0.04 89,108 9.454 359.81 621 83.2
Tennessee................. 211 24,052,598 1.34 113,993 8.963 355.29 603 84.9
Texas..................... 832 96,087,291 5.34 115,490 8.825 352.40 608 82.4
Utah...................... 81 12,891,647 0.72 159,156 8.523 357.31 626 80.4
Vermont................... 5 965,206 0.05 193,041 8.004 359.45 638 82.2
Virginia.................. 306 55,482,602 3.08 181,316 8.251 356.01 593 77.8
Washington................ 276 57,714,948 3.21 209,112 8.046 359.39 606 79.3
West Virginia............. 34 4,272,849 0.24 125,672 9.610 350.48 577 76.2
Wisconsin................. 76 8,842,859 0.49 116,353 9.566 356.78 598 80.3
Wyoming................... 25 3,278,522 0.18 131,141 8.336 350.72 602 78.7
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
A-24
[Enlarge/Download Table]
Loan-to-Value Ratios for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Loan-to-Value Mortgage Balance Balance Principal Mortgage Term Bureau Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
50.00 or Less............. 464 $ 65,433,983 3.64% $ 141,022 8.130% 353.44 579 40.7%
50.01 - 55.00........... 236 42,473,548 2.36 179,973 7.989 355.55 583 52.9
55.01 - 60.00........... 322 60,620,606 3.37 188,263 7.913 353.91 574 57.9
60.01 - 65.00........... 483 92,601,829 5.14 191,722 7.898 356.90 578 63.3
65.01 - 70.00........... 623 121,293,363 6.74 194,692 8.132 356.56 582 68.6
70.01 - 75.00........... 817 159,464,019 8.86 195,182 8.141 356.25 587 73.8
75.01 - 80.00........... 3,784 684,594,727 38.03 180,918 8.259 358.76 622 79.7
80.01 - 85.00........... 943 177,104,514 9.84 187,810 8.589 358.30 591 84.3
85.01 - 90.00........... 1,473 275,890,223 15.33 187,298 8.739 357.94 613 89.5
90.01 - 95.00........... 530 83,460,798 4.64 157,473 9.516 358.94 604 94.7
95.01 - 100.00............ 296 37,062,290 2.06 125,210 9.070 355.96 638 99.9
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Current Mortgage Rates for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Current Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
4.501 - 5.000............. 3 $ 563,816 0.03% $ 187,939 4.908% 357.90 606 76.6%
5.001 - 5.500............. 7 1,617,130 0.09 231,019 5.339 358.49 622 72.1
5.501 - 6.000............. 57 15,373,436 0.85 269,709 5.907 359.51 627 71.0
6.001 - 6.500............. 212 57,612,208 3.20 271,756 6.362 358.64 629 71.6
6.501 - 7.000............. 653 163,121,440 9.06 249,803 6.845 357.90 619 72.8
7.001 - 7.500............. 979 215,675,356 11.98 220,302 7.329 358.05 619 75.5
7.501 - 8.000............. 1,744 339,702,817 18.87 194,784 7.807 357.72 615 76.5
8.001 - 8.500............. 1,461 265,468,943 14.75 181,704 8.303 358.02 611 78.5
8.501 - 9.000............. 1,637 265,695,332 14.76 162,306 8.786 357.33 599 79.3
9.001 - 9.500............. 1,033 167,060,937 9.28 161,724 9.296 358.02 593 80.3
9.501 - 10.000............ 999 154,051,275 8.56 154,205 9.790 357.57 586 81.2
10.001 - 10.500........... 469 66,034,620 3.67 140,799 10.284 358.16 572 82.8
10.501 - 11.000........... 355 46,911,537 2.61 132,145 10.762 356.79 568 82.6
11.001 - 11.500........... 176 20,705,296 1.15 117,644 11.315 353.09 563 84.1
11.501 - 12.000........... 107 12,935,830 0.72 120,896 11.766 351.27 562 82.0
12.001 - 12.500........... 38 4,053,330 0.23 106,667 12.244 343.71 568 82.9
12.501 - 13.000........... 21 1,987,071 0.11 94,622 12.848 345.18 590 90.4
13.001 - 13.500........... 8 732,451 0.04 91,556 13.341 329.82 582 83.6
13.501 - 14.000........... 6 404,864 0.02 67,477 13.765 312.49 591 66.8
Greater than 14.000....... 6 292,215 0.02 48,703 14.664 293.27 524 83.0
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
A-25
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Types of Mortgaged Properties for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgaged Property Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Single Family Residence... 7,738 $1,357,741,808 75.43% $ 175,464 8.360% 357.35 602 77.4%
Planned Unit Development.. 1,380 273,554,661 15.20 198,228 8.399 358.43 606 79.8
Low-Rise Condominium...... 558 103,040,552 5.72 184,660 8.467 359.09 622 80.6
Two Family Home........... 173 39,591,737 2.20 228,854 8.473 358.03 617 73.5
High-Rise Condominium .... 44 10,052,255 0.56 228,460 8.881 359.64 618 79.2
Three Family Home......... 32 9,145,131 0.51 285,785 8.472 358.77 644 74.3
Manufactured Housing(1)... 33 3,765,268 0.21 114,099 9.354 350.80 619 73.1
Four Family Home.......... 13 3,108,489 0.17 239,115 8.190 359.54 620 74.0
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
------------
(1) Treated as real property.
[Enlarge/Download Table]
Loan Purposes for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Loan Purpose Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Refinance - Cash Out...... 5,592 $1,065,966,473 59.22% $ 190,623 8.237% 356.98 591 74.7%
Purchase.................. 3,905 661,521,433 36.75 169,404 8.605 359.03 628 82.8
Refinance - Rate/Term..... 474 72,511,995 4.03 152,979 8.427 354.61 600 79.0
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Occupancy Types for the Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Occupancy Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Owner Occupied............ 9,482 $1,725,579,919 95.87% $ 181,985 8.345% 357.72 604 77.8%
Investment Property....... 411 61,322,095 3.41 149,202 9.194 357.26 642 80.0
Second Home............... 78 13,097,888 0.73 167,922 9.127 349.03 616 77.5
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
------------
(1) Based on representations by the Mortgagors at the time of origination of
the related Mortgage Loans.
A-26
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Remaining Terms to Stated Maturity for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Remaining Mortgage Balance Balance Principal Mortgage Term Bureau Value
Terms (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1 - 120................... 22 $ 1,036,957 0.06% $ 47,134 10.321% 110.41 567 72.3%
121 - 180................. 141 14,991,702 0.83 106,324 8.422 179.07 584 68.3
181 - 300................. 81 6,118,105 0.34 75,532 10.711 284.72 570 78.1
301 - 360................. 9,727 1,777,853,137 98.77 182,775 8.370 359.54 605 78.0
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Loan Documentation Type for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Loan Documentation Type Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
Full Documentation........ 6,916 $1,187,873,895 65.99% $ 171,757 8.215% 357.28 597 78.7%
Stated Income............. 3,055 612,126,006 34.01 200,369 8.700 358.33 620 76.2
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Credit Bureau Risk Scores(1) for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Credit Bureau Mortgage Balance Balance Principal Mortgage Term Bureau Value
Risk Scores Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
801 - 820................. 5 $ 645,316 0.04% $ 129,063 7.994% 359.60 804 69.9%
781 - 800................. 12 2,132,414 0.12 177,701 8.515 354.29 788 82.5
761 - 780................. 40 10,437,307 0.58 260,933 7.821 359.76 771 79.3
741 - 760................. 82 19,435,942 1.08 237,024 8.010 358.28 749 81.0
721 - 740................. 96 20,904,202 1.16 217,752 7.803 359.12 730 79.7
701 - 720................. 151 30,178,576 1.68 199,858 8.089 359.12 709 82.3
681 - 700................. 296 67,136,663 3.73 226,813 7.989 359.14 690 81.7
661 - 680................. 585 119,921,047 6.66 204,993 8.045 358.54 669 80.9
641 - 660................. 941 183,012,361 10.17 194,487 8.052 358.19 650 80.5
621 - 640................. 1,152 215,333,054 11.96 186,921 8.125 358.29 630 78.7
601 - 620................. 1,390 251,246,192 13.96 180,753 8.141 357.59 610 78.7
581 - 600................. 1,591 265,320,318 14.74 166,763 8.318 357.99 591 78.7
561 - 580................. 1,271 222,493,358 12.36 175,054 8.589 357.11 571 78.0
541 - 560................. 959 162,921,461 9.05 169,887 8.787 356.63 551 75.3
521 - 540................. 816 134,457,489 7.47 164,776 9.043 356.42 531 72.5
501 - 520................. 540 88,539,447 4.92 163,962 9.332 355.80 510 68.8
500 or Less............... 44 5,884,754 0.33 133,744 9.180 353.51 497 71.8
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
------------
(1) The Credit Bureau Risk Scores referenced in this table with respect to
substantially all of the Mortgage Loans were obtained by the respective
originators from one or more credit reporting agencies, and were
determined at the time of origination.
A-27
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Credit Grade Categories for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Credit Grade Category Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
A......................... 6,892 $1,282,126,740 71.23% $ 186,031 8.282% 358.24 615 79.5%
A-........................ 545 102,105,740 5.67 187,350 8.458 355.12 572 76.0
B......................... 813 139,490,923 7.75 171,576 8.596 356.40 567 72.7
C......................... 538 90,136,981 5.01 167,541 8.603 356.23 572 68.9
C-........................ 290 45,362,697 2.52 156,423 8.483 357.66 590 74.9
D......................... 70 11,220,403 0.62 160,291 8.969 356.66 555 63.8
PP........................ 605 94,286,300 5.24 155,845 8.778 355.35 608 78.6
PR........................ 218 35,270,117 1.96 161,790 8.884 357.97 593 75.1
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Prepayment Penalty Period for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Prepayment Penalty Mortgage Balance Balance Principal Mortgage Term Bureau Value
Period (months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
0......................... 2,691 $ 464,341,134 25.80% $ 172,553 8.903% 356.94 606 78.4%
6......................... 1 73,559 0.00 73,559 8.950 359.00 561 80.0
12........................ 409 96,048,127 5.34 234,836 8.346 359.34 608 75.1
24........................ 4,453 819,328,551 45.52 183,995 8.313 359.34 606 78.9
30........................ 3 527,425 0.03 175,808 8.368 358.70 640 88.3
36........................ 1,032 177,437,465 9.86 171,936 8.092 355.85 602 76.7
42........................ 2 299,500 0.02 149,750 9.820 360.00 587 89.9
60........................ 1,380 241,944,140 13.44 175,322 7.823 353.87 600 75.4
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
[Enlarge/Download Table]
Range of Months to Next Adjustment Date for the Adjustable Rate Mortgage Loans
in the Mortgage Pool
Weighted Weighted
Average Percent of Weighted Weighted Average Weighted
Months to Number Aggregate Aggregate Average Average Average Credit Average
Next of Principal Principal Current Gross Remaining Bureau Loan-to
Range of Months to Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Next Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
-------------------- ---------- --------- ----------- ----------- --------- -------- --------- -------- -------
0 - 6..................... 5 129 $ 20,737,190 1.65% $ 160,753 9.036% 344.54 586 79.0%
7 - 12.................... 12 1 316,800 0.03 316,800 6.340 348.00 742 80.0
13 - 18................... 17 20 3,382,687 0.27 169,134 8.295 352.86 613 94.4
19 - 24................... 24 6,152 1,145,753,125 91.04 186,241 8.487 359.64 608 78.8
25 - 31................... 29 58 9,011,588 0.72 155,372 7.613 352.54 627 91.3
32 - 37................... 35 468 79,251,775 6.30 169,341 8.524 359.11 607 78.6
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
A-28
[Enlarge/Download Table]
Gross Margins for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Range of Gross Margins (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
2.001 - 3.000............. 1 $ 943,746 0.07% $ 943,746 6.375% 353.00 745 65.5%
3.001 - 4.000............. 18 2,989,844 0.24 166,102 8.950 359.85 585 77.7
4.001 - 5.000............. 136 26,193,211 2.08 192,597 7.665 359.69 598 69.5
5.001 - 6.000............. 1,290 252,099,432 20.03 195,426 7.851 359.26 604 75.5
6.001 - 7.000............. 2,007 395,499,692 31.43 197,060 8.125 359.27 613 78.6
7.001 - 8.000............. 2,206 384,793,939 30.58 174,431 8.791 359.32 608 80.0
8.001 - 9.000............. 922 163,775,526 13.01 177,631 9.403 359.31 602 82.6
9.001 - 10.000............ 184 26,080,615 2.07 141,742 10.234 358.98 610 85.8
10.001 - 11.000........... 50 4,835,142 0.38 96,703 11.269 359.47 582 90.6
11.001 - 12.000........... 12 1,143,218 0.09 95,268 12.456 360.00 554 90.2
12.001 - 13.000........... 1 50,800 0.00 50,800 13.500 360.00 516 80.0
Greater than 13.000....... 1 48,000 0.00 48,000 14.700 360.00 522 80.0
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
------------
(1) The weighted average Gross Margin for the Adjustable Rate Mortgage Loans
in the Mortgage Pool as of the Cut-off Date was approximately 6.972%.
[Enlarge/Download Table]
Maximum Mortgage Rates for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Maximum Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
11.501 - 12.000........... 6 $ 1,361,466 0.11% $ 226,911 5.488% 357.97 667 76.9%
12.001 - 12.500........... 21 5,488,202 0.44 261,343 6.165 358.24 640 71.7
12.501 - 13.000........... 96 25,594,515 2.03 266,610 6.492 359.11 636 76.0
13.001 - 13.500........... 192 46,436,386 3.69 241,856 6.808 359.29 629 73.9
13.501 - 14.000........... 435 102,108,084 8.11 234,731 7.183 359.33 625 75.0
14.001 - 14.500........... 655 148,111,961 11.77 226,125 7.542 359.52 622 76.8
14.501 - 15.000........... 1,147 227,657,333 18.09 198,481 7.964 359.62 617 78.0
15.001 - 15.500........... 1,045 192,014,249 15.26 183,746 8.435 359.56 608 79.1
15.501 - 16.000........... 1,114 187,186,669 14.87 168,031 8.900 359.57 600 79.8
16.001 - 16.500........... 691 114,285,296 9.08 165,391 9.343 359.57 597 80.7
16.501 - 17.000........... 652 104,949,166 8.34 160,965 9.813 359.27 590 82.6
17.001 - 17.500........... 318 45,184,526 3.59 142,090 10.287 358.13 574 83.6
17.501 - 18.000........... 233 31,719,496 2.52 136,135 10.765 358.11 569 83.6
18.001 - 18.500........... 108 13,269,178 1.05 122,863 11.325 355.31 565 84.7
18.501 - 19.000........... 58 7,532,065 0.60 129,863 11.743 356.19 572 81.4
19.001 - 19.500........... 24 2,475,275 0.20 103,136 12.255 342.73 573 84.2
Greater than 19.500....... 33 3,079,298 0.24 93,312 13.111 349.91 587 86.4
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
------------
(1) The weighted average Maximum Mortgage Rate for the Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 15.328%.
A-29
[Enlarge/Download Table]
Initial Periodic Rate Cap for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Initial Periodic Rate Mortgage Balance Balance Principal Mortgage Term Bureau Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.000..................... 85 $ 17,682,159 1.41% $ 208,025 8.600% 359.77 585 80.2%
1.500..................... 5,452 992,447,158 78.86 182,034 8.504 359.38 608 79.1
2.000..................... 71 14,725,246 1.17 207,398 8.259 358.75 611 76.4
3.000..................... 1,214 232,332,706 18.46 191,378 8.447 358.92 609 78.3
6.000..................... 6 1,265,896 0.10 210,983 8.086 358.66 627 83.9
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
------------
(1) The weighted average Initial Periodic Rate Cap for the Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 1.780%.
[Enlarge/Download Table]
Subsequent Periodic Rate Cap for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Subsequent Periodic Mortgage Balance Balance Principal Mortgage Term Bureau Value
Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.000..................... 1,196 $ 235,734,288 18.73% $ 197,102 8.458% 359.02 608 78.4%
1.500..................... 5,622 1,020,877,186 81.12 181,586 8.500 359.36 607 79.1
2.000..................... 2 522,596 0.04 261,298 7.953 357.58 662 80.0
3.000..................... 8 1,319,096 0.10 164,887 7.887 350.29 632 84.5
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
------------
(1) The weighted average Subsequent Periodic Rate Cap for the Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 1.408%.
[Enlarge/Download Table]
Minimum Mortgage Rates for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Range of Minimum Mortgage Balance Balance Principal Mortgage Term Bureau Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
1.001 - 2.000............. 1 $ 172,403 0.01% $ 172,403 8.850% 359.00 562 75.0%
2.001 - 3.000............. 2 1,087,746 0.09 543,873 6.537 353.66 732 68.8
4.001 - 5.000............. 2 488,906 0.04 244,453 4.893 357.73 612 73.0
5.001 - 6.000............. 60 14,519,068 1.15 241,984 6.024 359.39 622 71.7
6.001 - 7.000............. 492 121,405,308 9.65 246,759 6.844 359.31 627 74.5
7.001 - 8.000............. 1,724 366,938,037 29.16 212,841 7.670 359.51 621 77.3
8.001 - 9.000............. 2,217 393,598,844 31.28 177,537 8.566 359.50 608 79.3
9.001 - 10.000............ 1,528 251,434,044 19.98 164,551 9.538 359.14 592 81.3
Greater than 10.000....... 802 108,808,811 8.65 135,672 10.776 358.16 572 83.8
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
------------
(1) The weighted average Minimum Mortgage Rate for the Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date was
approximately 8.448%.
A-30
[Enlarge/Download Table]
Next Adjustment Date for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Mortgage Balance Balance Principal Mortgage Term Bureau Value
Next Adjustment Date Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
March 2006................ 2 $ 100,776 0.01% $ 50,388 11.268% 295.00 584 72.5%
April 2006................ 11 613,405 0.05 55,764 10.596 291.97 585 82.8
May 2006.................. 11 767,980 0.06 69,816 11.460 292.41 558 82.5
June 2006................. 12 1,268,354 0.10 105,696 11.311 287.86 557 72.4
July 2006................. 10 804,760 0.06 80,476 10.975 302.95 547 82.7
August 2006............... 18 3,013,766 0.24 167,431 8.492 346.49 631 69.9
September 2006............ 43 9,348,932 0.74 217,417 8.682 355.47 585 82.4
October 2006.............. 22 4,819,217 0.38 219,055 8.509 360.00 579 78.5
March 2007................ 1 316,800 0.03 316,800 6.340 348.00 742 80.0
April 2007................ 1 89,565 0.01 89,565 8.100 349.00 679 80.0
July 2007................. 4 793,675 0.06 198,419 7.578 352.00 618 99.1
August 2007............... 11 1,807,741 0.14 164,340 8.956 353.00 589 91.8
September 2007............ 4 691,705 0.05 172,926 7.415 354.00 663 97.6
October 2007.............. 4 697,583 0.06 174,396 7.680 355.00 637 85.9
November 2007............. 29 5,481,003 0.44 189,000 7.536 356.19 627 83.0
December 2007............. 73 13,060,308 1.04 178,908 8.331 357.09 612 80.3
January 2008.............. 309 56,280,739 4.47 182,138 8.482 358.05 609 79.6
February 2008............. 1,376 238,693,502 18.97 173,469 8.662 359.02 604 78.7
March 2008................ 3,316 634,768,114 50.44 191,426 8.432 360.00 609 78.9
April 2008................ 1,046 196,856,421 15.64 188,199 8.495 360.00 608 78.3
May 2008.................. 5 763,145 0.06 152,629 7.795 350.00 631 81.6
June 2008................. 6 1,164,359 0.09 194,060 7.783 351.00 636 89.9
July 2008................. 15 2,266,213 0.18 151,081 7.094 352.00 623 91.3
August 2008............... 15 2,656,034 0.21 177,069 7.428 353.00 643 94.3
September 2008............ 7 1,164,767 0.09 166,395 7.628 354.11 623 95.5
October 2008.............. 9 912,526 0.07 101,392 8.829 355.00 589 90.2
November 2008............. 27 4,102,932 0.33 151,960 8.251 356.00 595 86.9
December 2008............. 35 5,297,401 0.42 151,354 8.390 357.08 605 81.2
January 2009.............. 67 11,632,073 0.92 173,613 8.295 358.08 608 80.5
February 2009............. 106 19,098,698 1.52 180,176 8.711 359.13 619 79.7
March 2009................ 184 32,170,318 2.56 174,839 8.487 360.00 604 76.0
April 2009................ 49 6,950,354 0.55 141,844 8.829 360.00 594 77.8
----- -------------- -------
Total/Avg./Wtd. Avg... 6,828 $1,258,453,166 100.00%
===== ============== =======
------------
(1) The weighted average Next Adjustment Date for the Adjustable Rate
Mortgage Loans in the Mortgage Pool as of the Cut-off Date is March 2008.
[Enlarge/Download Table]
Interest Only Period for the Mortgage Loans
in the Mortgage Pool
Percent of Weighted Weighted Weighted Weighted
Aggregate Aggregate Average Average Average Average Average
Number of Principal Principal Current Gross Remaining Credit Loan-to-
Interest Only Mortgage Balance Balance Principal Mortgage Term Bureau Value
Period (Months) Loans Outstanding Outstanding Balance Rate (months) Risk Score Ratio
--------------------------- --------- ------------- ----------- --------- --------- ---------- ---------- ---------
0......................... 7,770 $1,275,675,466 70.87% $ 164,180 8.570% 356.87 591 77.2%
24........................ 1,015 246,798,940 13.71 243,152 7.994 359.63 639 79.6
36........................ 91 19,712,106 1.10 216,617 7.657 358.02 651 80.6
60........................ 1,095 257,813,390 14.32 235,446 7.864 359.51 637 79.4
----- -------------- -------
Total/Avg./Wtd. Avg... 9,971 $1,799,999,901 100.00%
===== ============== =======
A-31
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