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-99.1 — Miscellaneous Exhibit
| EX-99.1 | 1st Page of 33 | TOC | ↑Top | Previous | Next | ↓Bottom | Just 1st |
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Exhibit 99.1
THE MORTGAGE POOL
The following information sets forth in tabular format certain
information, as of the Cut-Off Date, about the Mortgage Loans included in the
Mortgage Pool in respect of Loan Group 1, Loan Group 2 and the Mortgage Loans
as a whole. Other than with respect to rates of interest, percentages are
approximate and are stated by that portion of the Cut-Off Date Pool 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.
[Enlarge/Download Table]
GROUP 1 MORTGAGE LOANS
Mortgage Loan Programs for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Loan Program Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
30-Year 6-month LIBOR................... 34 $ 7,018,600 1.05% $ 206,429 8.277% 359.82 589 82.1%
2/28 6-month LIBOR...................... 2,341 370,699,864 55.44 158,351 8.627 359.63 592 78.1
2/28 6-month LIBOR -
24-month Interest Only................ 337 76,892,457 11.50 228,168 7.935 359.56 672 79.7
2/28 6-month LIBOR -
60-month Interest Only................ 201 48,518,888 7.26 241,388 7.701 359.44 672 80.7
3/27 6-month LIBOR...................... 132 18,855,144 2.82 142,842 8.463 358.84 595 78.6
3/27 6-month LIBOR -
36-month Interest Only................ 20 4,298,245 0.64 214,912 7.530 358.94 671 78.1
3/27 6-month LIBOR -
60-month Interest Only................ 19 4,181,796 0.63 220,095 7.821 358.74 683 81.4
15-Year Fixed........................... 32 3,126,816 0.47 97,713 8.533 179.53 581 71.5
15-Year Fixed - Credit
Comeback.............................. 14 1,373,943 0.21 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........................... 710 114,749,992 17.16 161,620 8.368 359.48 592 75.4
30-Year Fixed - Credit
Comeback.............................. 122 18,691,159 2.80 153,206 8.765 359.72 585 75.1
30/15-Year Fixed Balloon................ 1 184,916 0.03 184,916 9.850 179.00 522 68.9
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
Original Term to Stated Maturity for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
ARM 360................................. 3,084 $ 530,464,994 79.33% $ 172,006 8.416% 359.56 612 78.7%
Fixed 180............................... 47 4,685,674 0.70 99,695 8.771 179.51 577 71.6
Fixed 240............................... 2 89,394 0.01 44,697 8.853 238.49 580 69.5
Fixed 360............................... 832 133,441,151 19.96 160,386 8.424 359.51 591 75.4
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
A-1
Mortgage Loan Principal Balances for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Mortgage Loan Mortgage Balance Balance Principal Mortgage Term Risk Value
Principal Balance Loans Outstanding Outstanding Balance Rate (months) 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................. 33 1,543,636 0.23 46,777 9.986 329.51 569 57.3
$50,000.01 - $75,000.00................. 298 19,300,718 2.89 64,768 9.506 351.64 599 77.3
$75,000.01 - $100,000.00................ 599 52,888,244 7.91 88,294 8.873 354.90 597 78.4
$100,000.01 - $150,000.00............... 1,103 136,506,261 20.41 123,759 8.632 358.51 597 78.5
$150,000.01 - $200,000.00............... 768 133,490,979 19.96 173,816 8.499 358.18 599 77.1
$200,000.01 - $250,000.00............... 480 108,001,483 16.15 225,003 8.288 359.16 609 77.2
$250,000.01 - $300,000.00............... 303 82,801,980 12.38 273,274 8.154 359.00 619 78.2
$300,000.01 - $350,000.00............... 196 63,434,225 9.49 323,644 8.034 359.62 619 78.3
$350,000.01 - $400,000.00............... 151 56,540,551 8.46 374,441 8.009 359.60 634 79.7
$400,000.01 - $450,000.00............... 27 11,215,860 1.68 415,402 8.339 359.56 620 77.7
$450,000.01 - $500,000.00............... 4 1,881,000 0.28 470,250 7.730 360.00 649 69.1
$500,000.01 - $550,000.00................ 2 1,051,500 0.16 525,750 7.891 360.00 703 87.0
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
A-2
State Distribution of the Mortgaged Properties for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
State Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Alabama................................. 67 $ 7,072,499 1.06% $ 105,560 8.967% 357.12 596 83.3%
Alaska.................................. 12 2,604,148 0.39 217,012 8.878 359.70 601 83.9
Arizona................................. 198 34,638,387 5.18 174,941 8.404 359.54 603 77.3
Arkansas................................ 20 2,075,956 0.31 103,798 9.290 346.04 606 84.1
California.............................. 433 116,075,528 17.36 268,073 7.860 359.59 628 75.0
Colorado................................ 64 11,046,580 1.65 172,603 8.336 355.36 625 82.3
Connecticut............................. 52 10,240,496 1.53 196,933 8.281 359.47 588 77.3
Delaware................................ 12 1,625,103 0.24 135,425 8.369 359.75 618 79.4
District of Columbia.................... 14 3,350,093 0.50 239,292 7.834 359.74 612 69.3
Florida................................. 448 77,128,201 11.53 172,161 8.418 358.56 609 77.3
Georgia................................. 201 26,184,167 3.92 130,269 8.869 359.02 603 83.7
Hawaii.................................. 15 4,636,863 0.69 309,124 7.577 359.84 630 76.3
Idaho................................... 28 4,055,084 0.61 144,824 8.586 359.35 595 82.6
Illinois................................ 179 29,245,971 4.37 163,385 8.803 359.71 606 78.7
Indiana................................. 69 7,559,921 1.13 109,564 9.072 359.45 607 84.8
Iowa.................................... 26 3,107,928 0.46 119,536 8.948 359.76 600 83.5
Kansas.................................. 25 2,930,776 0.44 117,231 8.554 359.94 597 80.4
Kentucky................................ 31 3,345,438 0.50 107,917 9.246 359.48 584 79.4
Louisiana............................... 22 2,837,433 0.42 128,974 8.857 358.58 613 78.3
Maine................................... 16 2,605,002 0.39 162,813 8.794 359.57 586 79.8
Maryland................................ 119 23,083,560 3.45 193,979 8.439 359.67 593 73.7
Massachusetts........................... 91 21,891,252 3.27 240,563 8.140 357.96 595 75.9
Michigan................................ 134 15,568,241 2.33 116,181 9.046 355.96 588 82.8
Minnesota............................... 55 9,035,922 1.35 164,289 8.640 359.64 611 79.6
Mississippi............................. 23 2,253,483 0.34 97,978 8.938 356.43 578 79.9
Missouri................................ 52 5,870,169 0.88 112,888 8.964 359.57 588 80.5
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 2.45 205,192 7.888 359.48 630 77.8
New Hampshire........................... 24 4,605,851 0.69 191,910 8.050 359.76 592 73.3
New Jersey.............................. 123 24,378,713 3.65 198,201 8.617 356.91 597 73.8
New Mexico.............................. 24 3,419,475 0.51 142,478 9.099 355.81 606 82.8
New York................................ 131 30,797,722 4.61 235,097 8.132 359.31 607 71.5
North Carolina.......................... 113 14,385,170 2.15 127,302 9.032 359.01 587 80.5
North Dakota............................ 3 247,382 0.04 82,461 8.680 359.82 585 75.1
Ohio.................................... 65 8,695,557 1.30 133,778 9.139 358.91 600 83.8
Oklahoma................................ 25 2,396,830 0.36 95,873 8.573 349.19 608 83.2
Oregon.................................. 42 7,768,838 1.16 184,972 8.141 359.70 611 79.5
Pennsylvania............................ 70 8,055,054 1.20 115,072 8.956 359.52 594 82.9
Rhode Island............................ 11 1,853,065 0.28 168,460 7.946 359.44 569 68.8
South Carolina.......................... 40 4,538,948 0.68 113,474 9.153 349.78 585 82.7
South Dakota............................ 3 307,780 0.05 102,593 9.396 360.00 600 77.4
Tennessee............................... 72 7,839,260 1.17 108,879 9.033 359.20 609 85.5
Texas................................... 387 43,560,870 6.51 112,560 8.780 350.79 607 81.1
Utah.................................... 39 6,076,215 0.91 155,800 8.300 359.61 643 80.5
Vermont................................. 2 523,200 0.08 261,600 7.836 359.31 698 88.4
Virginia................................ 128 23,168,409 3.46 181,003 8.315 359.53 597 78.8
Washington.............................. 106 21,639,011 3.24 204,142 7.971 359.48 613 79.7
West Virginia........................... 14 1,297,115 0.19 92,651 9.718 344.74 591 71.1
Wisconsin............................... 33 3,697,711 0.55 112,052 9.330 359.78 587 76.6
Wyoming................................. 9 1,169,738 0.17 129,971 8.228 359.70 611 77.0
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
A-3
Loan-to-Value Ratios for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Loan-to-Value Mortgage Balance Balance Principal Mortgage Term Risk Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
50.00 or Less........................... 177 $ 23,849,346 3.57% $ 134,742 8.192% 355.87 578 40.2%
50.01 - 55.00.......................... 80 13,477,370 2.02 168,467 8.005 358.10 573 53.1
55.01 - 60.00.......................... 112 19,633,413 2.94 175,298 8.198 357.81 565 57.7
60.01 - 65.00.......................... 175 30,311,130 4.53 173,206 8.333 356.11 567 63.3
65.01 - 70.00.......................... 245 42,462,521 6.35 173,316 8.250 356.50 583 68.5
70.01 - 75.00.......................... 325 57,493,931 8.60 176,904 8.393 358.27 577 74.0
75.01 - 80.00.......................... 1,687 287,135,992 42.94 170,205 8.250 358.87 631 79.7
80.01 - 85.00.......................... 371 64,273,267 9.61 173,243 8.728 358.84 587 84.3
85.01 - 90.00.......................... 501 89,419,502 13.37 178,482 8.632 358.34 615 89.5
90.01 - 95.00.......................... 170 25,825,490 3.86 151,915 9.400 358.51 606 94.6
95.01 - 100.00.......................... 122 14,799,251 2.21 121,305 9.200 357.64 638 99.9
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
Current Mortgage Rates for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Current Mortgage Mortgage Balance Balance Principal Mortgage Term Risk Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
5.001 - 5.500........................... 3 $ 646,330 0.10% $ 215,443 5.223% 360.00 643 77.2%
5.501 - 6.000........................... 16 3,754,310 0.56 234,644 5.853 359.61 628 74.5
6.001 - 6.500........................... 59 12,837,540 1.92 217,585 6.390 359.35 632 72.2
6.501 - 7.000........................... 207 46,259,000 6.92 223,473 6.854 359.24 621 72.3
7.001 - 7.500........................... 400 81,334,595 12.16 203,336 7.333 358.79 628 76.2
7.501 - 8.000........................... 751 136,314,373 20.39 181,510 7.814 358.20 624 77.3
8.001 - 8.500........................... 656 112,844,632 16.88 172,019 8.306 358.34 620 78.5
8.501 - 9.000........................... 797 123,593,948 18.48 155,074 8.782 358.07 604 79.5
9.001 - 9.500........................... 276 41,323,232 6.18 149,722 9.311 357.37 585 79.3
9.501 - 10.000.......................... 342 49,805,068 7.45 145,629 9.809 357.34 575 79.5
10.001 - 10.500......................... 176 23,644,349 3.54 134,343 10.284 359.67 559 81.1
10.501 - 11.000......................... 151 20,393,250 3.05 135,055 10.775 358.73 551 81.1
11.001 - 11.500......................... 63 7,401,717 1.11 117,488 11.312 355.98 554 82.6
11.501 - 12.000......................... 48 6,209,937 0.93 129,374 11.745 354.87 570 79.6
12.001 - 12.500......................... 13 1,525,195 0.23 117,323 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................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
A-4
Types of Mortgaged Properties for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgaged Property Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Single Family Residence................. 3,088 $ 507,224,135 75.85% $ 164,257 8.425% 358.24 605 77.6%
Planned Unit Development................ 578 102,949,078 15.40 178,113 8.395 358.10 611 79.7
Low-Rise Condominium.................... 207 36,837,407 5.51 177,958 8.396 358.78 633 80.2
Two Family Home......................... 66 15,162,986 2.27 229,742 8.463 359.54 618 72.0
High-Rise Condominium................... 16 3,606,060 0.54 225,379 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................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
Loan Purposes for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Loan Purpose Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Refinance - Cash Out.................... 2,184 $ 380,670,553 56.93% $ 174,300 8.433% 357.77 587 75.2%
Purchase................................ 1,600 260,255,399 38.92 162,660 8.411 359.21 639 81.9
Refinance - Rate/Term................... 181 27,755,262 4.15 153,344 8.333 356.37 601 78.4
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
Occupancy Types for the Group 1 Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Occupancy Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Owner Occupied.......................... 3,853 $ 652,695,032 97.61% $ 169,399 8.404% 358.29 607 77.9%
Investment Property..................... 92 13,182,278 1.97 143,286 9.158 359.51 644 80.9
Second Home............................. 20 2,803,903 0.42 140,195 8.715 349.29 611 79.7
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
Remaining Terms to Stated Maturity for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Remaining terms Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
121 - 180............................... 47 $ 4,685,674 0.70% $ 99,695 8.771% 179.51 577 71.6%
181 - 300............................... 2 89,394 0.01 44,697 8.853 238.49 580 69.5
301 - 360............................... 3,916 663,906,145 99.29 169,537 8.418 359.55 608 78.0
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
A-5
Loan Documentation Type for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Loan Documentation Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Full Documentation...................... 2,674 $ 413,839,651 61.89% $ 154,764 8.319% 357.82 595 78.8%
Stated Income........................... 1,291 254,841,563 38.11 197,399 8.584 359.01 628 76.6
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
Credit Bureau Risk Scores(1) for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Credit Bureau Mortgage Balance Balance Principal Mortgage Term Risk Value
Risk Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
801 - 820............................... 3 $ 331,816 0.05% $ 110,605 8.486% 359.22 805 87.4%
781 - 800............................... 7 1,463,964 0.22 209,138 8.121 352.18 787 79.9
761 - 780............................... 19 4,558,380 0.68 239,915 7.847 359.60 771 79.3
741 - 760............................... 29 6,054,952 0.91 208,791 8.261 359.56 750 82.1
721 - 740............................... 43 9,577,956 1.43 222,743 7.819 359.63 730 80.4
701 - 720............................... 79 16,445,645 2.46 208,173 7.925 359.24 709 82.3
681 - 700............................... 146 29,437,042 4.40 201,624 7.953 359.13 690 80.5
661 - 680............................... 288 56,267,348 8.41 195,373 7.995 358.90 669 80.8
641 - 660............................... 447 82,162,670 12.29 183,809 8.040 359.41 650 80.5
621 - 640............................... 460 79,240,399 11.85 172,262 8.111 358.84 631 79.1
601 - 620............................... 459 72,418,231 10.83 157,774 8.233 357.20 610 79.2
581 - 600............................... 543 79,309,255 11.86 146,058 8.466 358.43 590 79.1
561 - 580............................... 452 74,439,142 11.13 164,688 8.687 357.44 570 78.1
541 - 560............................... 378 59,851,051 8.95 158,336 8.758 357.24 551 74.3
521 - 540............................... 345 53,947,183 8.07 156,369 9.157 358.74 531 73.3
501 - 520............................... 253 41,322,465 6.18 163,330 9.355 356.54 510 68.8
500 or Less............................. 14 1,853,716 0.28 132,408 9.959 359.14 497 71.3
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
------------
(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
Credit Grade Categories for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Credit Grate Category Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
A....................................... 3,036 $ 518,918,288 77.60% $ 170,922 8.345% 358.25 619 79.6%
A-...................................... 191 34,758,801 5.20 181,983 8.456 357.68 569 74.8
B....................................... 357 57,447,638 8.59 160,918 8.736 359.13 564 73.8
C....................................... 221 34,673,935 5.19 156,896 8.787 357.61 566 68.7
C-...................................... 114 16,278,245 2.43 142,792 8.549 358.08 593 74.3
D....................................... 46 6,604,307 0.99 143,572 9.165 359.81 548 62.3
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
Prepayment Penalty Period for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Property Penalty Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
0....................................... 1,257 $ 203,109,184 30.37% $ 161,582 8.796% 356.92 604 77.5%
12...................................... 183 38,010,641 5.68 207,708 8.428 359.56 607 74.9
24...................................... 2,068 351,966,596 52.64 170,197 8.264 359.36 613 78.9
30...................................... 1 213,342 0.03 213,342 7.500 359.00 597 74.9
36...................................... 456 75,381,452 11.27 165,310 8.134 356.21 598 76.3
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
[Enlarge/Download Table]
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
Range of Months to Next of Principal Principal Current Gross Remaining Bureau Loan-to-
Next Adjustment Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- ---------- -------- -------------- ----------- --------- -------- --------- -------- --------
0 - 6...................... 6 34 $ 7,018,600 1.32% $ 206,429 8.277% 359.82 589 82.1%
13 - 18.................... 18 7 934,690 0.18 133,527 7.043 353.62 662 95.2
19 - 24.................... 24 2,872 495,176,520 93.35 172,415 8.432 359.61 612 78.6
25 - 31.................... 29 12 1,438,776 0.27 119,898 7.808 352.68 619 97.7
32 - 37.................... 35 159 25,896,409 4.88 162,870 8.241 359.18 621 77.9
-------- -------------- ----------
Total/Avg./Wtd. Avg.... 3,084 $ 530,464,994 100.00%
======== ============== ==========
A-7
[Enlarge/Download Table]
Gross Margins for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Gross Mortgage Balance Balance Principal Mortgage Term Risk Value
Margins (%) Loans Outstanding Outstanding Balance Rate (months) 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........................... 61 10,358,718 1.95 169,815 8.012 359.88 594 70.8
5.001 - 6.000........................... 716 123,659,271 23.31 172,708 8.069 359.64 602 76.2
6.001 - 7.000........................... 1,036 187,755,976 35.39 181,232 8.232 359.61 619 79.2
7.001 - 8.000........................... 1,259 206,711,055 38.97 164,187 8.811 359.45 614 80.1
--------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,084 $ 530,464,994 100.00%
========= ============== ==========
------------
(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 6.707%.
Maximum Mortgage Rates for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Maximum Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
11.501 - 12.000......................... 3 $ 694,560 0.13% $ 231,520 5.777% 357.88 711 81.1%
12.001 - 12.500......................... 10 2,743,535 0.52 274,354 6.105 358.54 655 76.4
12.501 - 13.000......................... 46 11,175,874 2.11 242,954 6.590 359.31 641 77.3
13.001 - 13.500......................... 90 18,400,939 3.47 204,455 6.943 359.08 648 75.5
13.501 - 14.000......................... 196 41,357,019 7.80 211,005 7.245 359.40 633 76.2
14.001 - 14.500......................... 309 63,637,140 12.00 205,945 7.542 359.54 633 77.2
14.501 - 15.000......................... 603 107,879,177 20.34 178,904 7.963 359.61 624 78.5
15.001 - 15.500......................... 500 84,903,465 16.01 169,807 8.353 359.61 619 79.1
15.501 - 16.000......................... 594 94,171,364 17.75 158,538 8.833 359.59 603 79.5
16.001 - 16.500......................... 192 29,293,734 5.52 152,572 9.328 359.60 586 78.7
16.501 - 17.000......................... 238 34,526,877 6.51 145,071 9.834 359.66 576 79.9
17.001 - 17.500......................... 123 16,894,605 3.18 137,355 10.293 359.69 558 81.9
17.501 - 18.000......................... 102 14,684,250 2.77 143,963 10.775 359.68 549 81.7
18.001 - 18.500......................... 36 4,615,586 0.87 128,211 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................. 3,084 $ 530,464,994 100.00%
========= ============== ==========
------------
(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 15.263%.
A-8
Initial Periodic Rate Cap for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Initial Periodic Rate Cap Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1.000................................... 44 $ 8,563,468 1.61% $ 194,624 8.372% 359.81 589 81.7%
1.500................................... 2,537 427,173,175 80.53 168,377 8.476 359.67 609 78.7
2.000................................... 28 5,424,861 1.02 193,745 8.227 359.27 626 78.6
3.000................................... 474 88,916,490 16.76 187,588 8.151 359.06 628 78.2
6.000................................... 1 387,000 0.07 387,000 7.160 359.00 666 90.0
--------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,084 $ 530,464,994 100.00%
========= ============== ==========
------------
(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 1.752%.
Subsequent Periodic Rate Cap for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Subsequent Period Rate Mortgage Balance Balance Principal Mortgage Term Risk Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1.000................................... 483 $ 92,832,302 17.50% $ 192,199 8.173% 359.16 626 78.8%
1.500................................... 2,599 437,259,092 82.43 168,241 8.468 359.65 609 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................. 3,084 $ 530,464,994 100.00%
========= ============== ==========
------------
(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 1.413%.
A-9
Minimum Mortgage Rates for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Minimum Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) 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 1.07 226,706 5.974 359.49 623 73.3
6.001 - 7.000........................... 229 48,952,976 9.23 213,768 6.947 359.32 633 75.2
7.001 - 8.000........................... 883 169,771,161 32.00 192,266 7.700 359.56 631 78.2
8.001 - 9.000........................... 1,171 193,582,865 36.49 165,314 8.548 359.58 614 79.1
9.001 - 10.000.......................... 460 69,111,606 13.03 150,243 9.573 359.61 581 79.7
Greater than 10.000..................... 314 43,062,340 8.12 137,141 10.782 359.71 559 81.5
--------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,084 $ 530,464,994 100.00%
========= ============== ==========
------------
(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 8.371%.
Next Adjustment Date for the Group 1 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Next Adjustment Date Loans Outstanding Outstanding Balance Rate (months) 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 1.08 230,200 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 0.25 162,669 7.157 356.24 630 82.8
December 2007........................... 36 6,251,191 1.18 173,644 7.929 357.05 631 78.1
January 2008............................ 141 24,759,726 4.67 175,601 8.292 358.06 613 78.8
February 2008........................... 750 121,517,232 22.91 162,023 8.530 359.01 608 78.4
March 2008.............................. 1,839 321,793,728 60.66 174,983 8.416 360.00 611 78.7
April 2008.............................. 97 19,184,494 3.62 197,778 8.533 360.00 646 77.9
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.......................... 2 432,017 0.08 216,008 7.448 354.00 663 100.0
October 2008............................ 1 66,192 0.01 66,192 10.125 355.00 602 100.0
November 2008........................... 6 891,619 0.17 148,603 7.872 356.00 615 83.6
December 2008........................... 7 1,159,955 0.22 165,708 8.081 357.00 624 82.5
January 2009............................ 29 4,830,373 0.91 166,565 7.968 358.08 612 78.2
February 2009........................... 26 4,886,926 0.92 187,959 7.989 359.00 660 80.7
March 2009.............................. 83 12,876,217 2.43 155,135 8.508 360.00 608 75.9
April 2009.............................. 8 1,251,319 0.24 156,415 7.940 360.00 634 77.6
--------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,084 $ 530,464,994 100.00%
========= ============== ==========
------------
(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 February 2008.
A-10
Interest Only Period for the Group 1 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Interest Only Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(Months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
0....................................... 3,388 $ 534,789,827 79.98% $ 157,848 8.567% 357.97 592 77.4%
24...................................... 337 76,892,457 11.50 228,168 7.935 359.56 672 79.7
36...................................... 20 4,298,245 0.64 214,912 7.530 358.94 671 78.1
60...................................... 220 52,700,684 7.88 239,549 7.711 359.38 673 80.8
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 3,965 $ 668,681,214 100.00%
======== ============== ==========
A-11
GROUP 2 MORTGAGE LOANS
Mortgage Loan Programs for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Loan Program Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
30-Year 6-month LIBOR................... 20 $ 5,549,764 0.58% $ 277,488 8.385% 359.79 572 76.8%
30-Year One-Year CMT.................... 1 943,746 0.10 943,746 6.375 353.00 745 65.5
2/28 6-month LIBOR...................... 1,815 313,384,296 32.94 172,664 8.925 359.05 588 78.4
2/28 6-month LIBOR -
24-month Interest Only................ 666 167,537,085 17.61 251,557 8.021 359.66 624 79.5
2/28 6-month LIBOR -
60-month Interest Only................ 491 119,511,084 12.56 243,403 8.087 359.62 629 80.1
2/28 6-Month LIBOR - 40/30
Year Balloon.......................... 7 1,876,000 0.20 268,000 8.295 360.00 580 71.9
3/27 6-month LIBOR...................... 200 32,021,310 3.37 160,107 8.838 356.66 588 80.7
3/27 6-month LIBOR -
36-month Interest Only................ 68 15,004,611 1.58 220,656 7.704 357.75 647 81.5
3/27 6-month LIBOR -
60-month Interest Only................ 30 5,817,456 0.61 193,915 8.554 357.01 628 83.4
10-Year Fixed........................... 3 250,789 0.03 83,596 7.371 114.10 564 69.9
15-Year Fixed........................... 50 5,221,141 0.55 104,423 8.031 176.08 587 67.9
15-Year Fixed - Credit
Comeback.............................. 10 765,892 0.08 76,589 8.944 177.09 573 68.5
20-Year Fixed........................... 3 309,264 0.03 103,088 7.859 236.50 617 88.6
30-Year Fixed........................... 926 171,797,337 18.06 185,526 7.614 359.05 593 75.3
30-Year Fixed - Credit
Comeback.............................. 240 39,268,935 4.13 163,621 8.420 359.22 581 76.1
30-Year Fixed - 60-month
Interest Only......................... 309 71,637,470 7.53 231,836 7.485 359.61 628 77.2
30/15 Fixed Balloon..................... 10 395,226 0.04 39,523 12.157 110.79 568 80.5
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
Original Term to Stated Maturity for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
ARM 360................................. 3,298 $ 661,645,352 69.55% $ 200,620 8.499% 359.14 606 79.2%
Fixed 120............................... 3 250,789 0.03 83,596 7.371 114.10 564 69.9
Fixed 180............................... 70 6,382,259 0.67 91,175 8.396 172.15 584 68.7
Fixed 240............................... 3 309,264 0.03 103,088 7.859 236.50 617 88.6
Fixed 360............................... 1,475 282,703,743 29.72 191,664 7.693 359.21 600 75.9
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
A-12
Mortgage Loan Principal Balances for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Mortgage Loan Mortgage Balance Balance Principal Mortgage Term Risk Value
Principal Balance Loans Outstanding Outstanding Balance Rate (months) 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................. 46 1,958,859 0.21 42,584 10.659 297.82 576 72.4
$50,000.01 - $75,000.00................. 351 22,313,165 2.35 63,570 9.610 343.79 601 79.1
$75,000.01 - $100,000.00................ 507 44,842,391 4.71 88,447 8.956 350.96 598 78.4
$100,000.01 - $150,000.00............... 1,219 151,814,136 15.96 124,540 8.635 357.49 597 79.0
$150,000.01 - $200,000.00............... 912 158,520,547 16.66 173,816 8.372 357.69 598 77.7
$200,000.01 - $250,000.00............... 577 129,613,213 13.62 224,633 8.312 359.21 599 77.7
$250,000.01 - $300,000.00............... 441 120,376,826 12.65 272,963 8.083 358.64 602 77.5
$300,000.01 - $350,000.00............... 274 88,551,044 9.31 323,179 7.965 359.23 604 78.6
$350,000.01 - $400,000.00............... 169 63,270,167 6.65 374,380 8.026 359.64 607 78.9
$400,000.01 - $450,000.00............... 149 63,607,529 6.69 426,896 7.749 359.74 624 77.7
$450,000.01 - $500,000.00............... 101 47,914,938 5.04 474,405 7.983 359.51 617 79.6
$500,000.01 - $550,000.00............... 35 18,312,316 1.92 523,209 7.685 359.94 642 80.2
$550,000.01 - $600,000.00............... 19 11,037,620 1.16 580,927 7.746 359.42 618 76.9
$600,000.01 - $650,000.00............... 10 6,260,100 0.66 626,010 7.680 360.00 622 75.9
$650,000.01 - $700,000.00............... 8 5,373,000 0.56 671,625 7.823 360.00 641 80.8
$700,000.01 - $750,000.00............... 9 6,506,239 0.68 722,915 7.154 359.78 625 74.4
$750,000.01 - $800,000.00............... 4 3,168,917 0.33 792,229 7.152 359.50 625 71.8
$850,000.01 - $900,000.00............... 1 862,100 0.09 862,100 6.250 359.00 629 69.0
Greater than $900,000.00................ 7 6,779,571 0.71 968,510 7.256 358.04 636 70.8
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
A-13
State Distribution of the Mortgaged Properties for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
State Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Alabama................................. 93 $ 10,677,850 1.12% $ 114,816 8.525% 352.49 597 82.8%
Alaska.................................. 10 2,028,284 0.21 202,828 8.942 359.69 630 82.4
Arizona................................. 247 45,523,568 4.79 184,306 8.584 359.36 598 78.8
Arkansas................................ 14 1,728,609 0.18 123,472 9.113 359.45 581 89.2
California.............................. 925 284,448,697 29.90 307,512 7.710 359.39 611 74.5
Colorado................................ 104 20,352,129 2.14 195,694 8.482 359.03 602 81.3
Connecticut............................. 57 11,084,211 1.17 194,460 8.256 359.34 583 76.2
Delaware................................ 18 2,988,288 0.31 166,016 8.503 359.32 584 78.8
District of Columbia.................... 3 804,487 0.08 268,162 8.603 357.43 623 75.8
Florida................................. 671 122,887,190 12.92 183,140 8.404 357.88 603 77.6
Georgia................................. 170 26,050,327 2.74 153,237 8.993 358.84 600 81.9
Hawaii.................................. 26 9,923,514 1.04 381,674 7.549 359.43 605 77.0
Idaho................................... 31 4,372,001 0.46 141,032 8.379 358.13 601 83.8
Illinois................................ 115 21,494,970 2.26 186,913 8.799 357.52 614 80.7
Indiana................................. 47 4,638,834 0.49 98,699 9.184 350.67 595 81.4
Iowa.................................... 11 1,411,823 0.15 128,348 9.217 359.92 603 80.6
Kansas.................................. 25 3,231,514 0.34 129,261 9.443 355.22 603 81.9
Kentucky................................ 36 4,575,112 0.48 127,086 8.867 353.65 600 82.8
Louisiana............................... 67 9,298,462 0.98 138,783 8.413 354.77 613 84.9
Maine................................... 9 1,145,241 0.12 127,249 8.416 359.48 637 77.3
Maryland................................ 95 21,672,019 2.28 228,127 8.229 358.99 600 76.8
Massachusetts........................... 51 12,811,303 1.35 251,202 7.951 359.58 587 72.9
Michigan................................ 134 15,060,482 1.58 112,392 9.641 352.89 589 83.5
Minnesota............................... 59 11,407,368 1.20 193,345 8.773 357.87 594 81.5
Mississippi............................. 47 5,833,466 0.61 124,116 8.829 354.68 594 88.2
Missouri................................ 99 11,178,758 1.18 112,917 9.110 357.97 601 84.5
Montana................................. 12 2,067,296 0.22 172,275 8.299 359.77 596 77.9
Nebraska................................ 12 1,506,897 0.16 125,575 8.330 359.08 606 86.5
Nevada.................................. 136 29,286,482 3.08 215,342 8.187 359.46 602 78.6
New Hampshire........................... 39 7,493,859 0.79 192,150 7.946 358.90 586 78.4
New Jersey.............................. 95 24,395,202 2.56 256,792 8.455 359.26 605 77.4
New Mexico.............................. 16 2,434,879 0.26 152,180 8.801 359.63 609 77.7
New York................................ 115 33,639,580 3.54 292,518 7.821 357.89 604 74.5
North Carolina.......................... 95 12,564,525 1.32 132,258 9.055 357.23 592 82.8
North Dakota............................ 4 419,900 0.04 104,975 8.358 359.54 616 81.4
Ohio.................................... 67 7,465,441 0.78 111,424 9.034 354.73 596 84.9
Oklahoma................................ 34 3,847,716 0.40 113,168 8.978 341.23 587 87.2
Oregon.................................. 69 12,280,485 1.29 177,978 8.233 354.67 614 80.1
Pennsylvania............................ 117 16,833,042 1.77 143,872 8.691 350.16 601 79.4
Rhode Island............................ 10 1,774,503 0.19 177,450 8.418 359.08 593 70.2
South Carolina.......................... 38 4,752,164 0.50 125,057 8.619 347.69 596 81.0
South Dakota............................ 5 401,394 0.04 80,279 9.465 359.62 649 88.3
Tennessee............................... 119 13,728,499 1.44 115,366 8.817 352.57 605 84.2
Texas................................... 328 38,846,415 4.08 118,434 8.671 353.68 615 84.5
Utah.................................... 35 5,546,263 0.58 158,465 8.828 354.28 617 81.4
Vermont................................. 2 331,906 0.03 165,953 7.855 359.48 578 75.0
Virginia................................ 140 26,233,270 2.76 187,381 8.127 357.63 593 78.3
Washington.............................. 143 31,350,158 3.30 219,232 8.025 359.47 604 79.8
West Virginia........................... 13 2,446,240 0.26 188,172 9.361 356.27 576 77.7
Wisconsin............................... 28 3,216,749 0.34 114,884 9.837 355.56 613 85.0
Wyoming................................. 13 1,800,034 0.19 138,464 8.451 343.30 602 81.4
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
A-14
Loan-to-Value Ratios for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Loan-to-Value Mortgage Balance Balance Principal Mortgage Term Risk Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
50.00 or Less........................... 199 $ 29,746,920 3.13% $ 149,482 8.013% 355.22 576 41.1%
50.01 - 55.00.......................... 118 22,492,942 2.36 190,618 7.878 356.58 582 52.8
55.01 - 60.00.......................... 160 32,792,604 3.45 204,954 7.605 351.88 580 58.0
60.01 - 65.00.......................... 238 51,963,358 5.46 218,333 7.542 358.18 583 63.3
65.01 - 70.00.......................... 301 65,146,727 6.85 216,434 7.991 357.13 579 68.7
70.01 - 75.00.......................... 383 84,193,267 8.85 219,826 7.863 356.22 590 73.8
75.01 - 80.00.......................... 1,795 353,856,671 37.20 197,135 8.175 358.90 619 79.7
80.01 - 85.00.......................... 430 88,732,169 9.33 206,354 8.404 358.08 592 84.3
85.01 - 90.00.......................... 781 155,424,693 16.34 199,007 8.739 358.21 613 89.5
90.01 - 95.00.......................... 270 44,679,015 4.70 165,478 9.409 358.91 605 94.8
95.01 - 100.00.......................... 174 22,263,039 2.34 127,949 8.984 354.84 638 99.9
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
Current Mortgage Rates for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Current Mortgage Mortgage Balance Balance Principal Mortgage Term Risk Value
Rates (%)) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
4.501 - 5.000........................... 3 $ 563,816 0.06% $ 187,939 4.908% 357.90 606 76.6%
5.001 - 5.500........................... 4 970,800 0.10 242,700 5.417 357.48 608 68.7
5.501 - 6.000........................... 40 11,180,130 1.18 279,503 5.922 359.46 622 70.1
6.001 - 6.500........................... 142 42,047,399 4.42 296,108 6.349 358.39 625 71.6
6.501 - 7.000........................... 419 110,524,811 11.62 263,782 6.841 357.23 616 73.3
7.001 - 7.500........................... 529 124,793,124 13.12 235,904 7.324 358.17 612 75.4
7.501 - 8.000........................... 826 173,125,806 18.20 209,595 7.802 358.37 609 77.0
8.001 - 8.500........................... 653 126,585,048 13.31 193,852 8.298 358.81 604 79.3
8.501 - 9.000........................... 611 106,301,911 11.17 173,980 8.789 357.26 596 79.8
9.001 - 9.500........................... 621 105,486,928 11.09 169,866 9.290 358.63 596 81.1
9.501 - 10.000.......................... 488 82,785,229 8.70 169,642 9.778 357.98 595 82.8
10.001 - 10.500......................... 221 32,827,327 3.45 148,540 10.273 357.36 579 84.0
10.501 - 11.000......................... 133 17,580,221 1.85 132,182 10.743 355.55 592 84.5
11.001 - 11.500......................... 82 9,218,203 0.97 112,417 11.320 349.72 569 86.7
11.501 - 12.000......................... 32 3,227,120 0.34 100,847 11.760 337.77 564 84.7
12.001 - 12.500......................... 18 1,952,511 0.21 108,473 12.295 334.40 576 82.2
12.501 - 13.000......................... 13 1,039,301 0.11 79,946 12.864 343.05 603 91.9
13.001 - 13.500......................... 8 732,451 0.08 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..................... 2 59,095 0.01 29,547 14.878 333.94 553 80.1
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
A-15
Types of Mortgaged Properties for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgaged Property Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Single Family Residence................. 3,746 $ 714,611,937 75.12% $ 190,767 8.214% 357.41 603 77.7%
Planned Unit Development................ 670 146,940,656 15.45 219,314 8.317 358.91 605 79.9
Low-Rise Condominium.................... 280 56,136,974 5.90 200,489 8.499 359.52 617 81.5
Two Family Home......................... 82 18,961,560 1.99 231,239 8.367 358.87 617 73.4
Three Family Home....................... 16 4,882,371 0.51 305,148 8.599 359.62 634 77.6
High-Rise Condominium................... 21 4,853,169 0.51 231,103 8.964 359.72 613 77.9
Manufactured Housing(1)................. 25 2,641,296 0.28 105,652 9.472 351.40 618 72.1
Four Family Home........................ 9 2,263,444 0.24 251,494 8.044 359.58 611 72.1
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
------------
(1) Treated as real property.
Loan Purposes for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Loan Purpose Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Refinance - Cash Out.................... 2,610 $ 555,770,120 58.42% $ 212,939 7.996% 357.31 592 74.6%
Purchase................................ 2,016 361,270,199 37.98 179,201 8.660 358.97 624 83.4
Refinance - Rate/Term................... 223 34,251,088 3.60 153,592 8.291 353.54 600 80.2
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
Occupancy Types for the Group 2 Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Occupancy Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Owner Occupied.......................... 4,543 $ 901,392,900 94.75% $ 198,414 8.207% 357.92 602 78.0%
Investment Property..................... 259 40,671,213 4.28 157,032 9.180 357.03 644 80.5
Second Home............................. 47 9,227,293 0.97 196,325 9.207 350.11 623 78.4
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-16
Remaining Terms to Stated Maturity for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Remaining Term Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1 - 120................................. 16 $ 794,142 0.08% $ 49,634 9.921% 110.16 577 75.2%
121 - 180............................... 57 5,838,905 0.61 102,437 8.145 178.09 584 67.9
181 - 300............................... 58 4,416,430 0.46 76,145 10.705 283.67 571 78.4
301 - 360............................... 4,718 940,241,930 98.84 199,288 8.247 359.48 605 78.2
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
Loan Documentation Type for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Loan Documentation Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Full Documentation...................... 3,425 $ 652,976,769 68.64% $ 190,650 8.061% 357.66 599 78.9%
Stated Income........................... 1,424 298,314,638 31.36 209,491 8.692 358.13 616 76.5
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
Credit Bureau Risk Scores(1) for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Credit Bureau Mortgage Balance Balance Principal Mortgage Term Risk Value
Risk Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
781 - 800............................... 5 $ 668,451 0.07% $ 133,690 9.378% 358.93 790 88.2%
761 - 780............................... 19 5,064,931 0.53 266,575 7.926 359.85 770 80.5
741 - 760............................... 47 11,429,825 1.20 243,188 8.049 357.40 749 80.3
721 - 740............................... 42 8,182,295 0.86 194,817 7.991 359.69 729 82.3
701 - 720............................... 63 12,348,231 1.30 196,004 8.264 358.85 709 82.1
681 - 700............................... 129 33,758,351 3.55 261,693 7.992 359.04 690 83.3
661 - 680............................... 253 56,078,772 5.90 221,655 8.061 357.99 669 81.7
641 - 660............................... 412 86,594,484 9.10 210,181 8.014 358.14 650 81.1
621 - 640............................... 581 119,077,906 12.52 204,953 8.040 358.18 629 78.3
601 - 620............................... 774 151,713,288 15.95 196,012 8.036 358.54 610 78.8
581 - 600............................... 846 155,799,235 16.38 184,160 8.146 358.19 591 78.8
561 - 580............................... 635 121,339,162 12.76 191,085 8.407 357.91 571 78.0
541 - 560............................... 439 82,012,757 8.62 186,817 8.684 356.85 551 76.0
521 - 540............................... 351 64,114,432 6.74 182,662 8.807 355.51 531 72.1
501 - 520............................... 226 39,347,267 4.14 174,103 9.125 355.22 511 68.8
500 or Less............................. 27 3,762,019 0.40 139,334 8.778 353.02 497 71.9
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
------------
(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
Credit Grade Categories for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Credit Grate Category Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
A....................................... 3,856 $ 763,208,452 80.23% $ 197,928 8.239% 358.24 612 79.4%
A-..................................... 264 53,587,504 5.63 202,983 8.337 355.48 572 76.7
B....................................... 331 62,103,083 6.53 187,623 8.324 356.37 569 71.9
C....................................... 248 45,800,821 4.81 184,681 8.348 356.34 574 69.1
C-...................................... 131 22,762,751 2.39 173,761 8.319 356.91 587 76.3
D....................................... 19 3,828,796 0.40 201,516 8.513 350.52 569 67.0
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
Prepayment Penalty Period for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Prepayment Penalty Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
0....................................... 1,014 $ 198,329,137 20.85% $ 195,591 8.875% 357.56 613 79.3%
6....................................... 1 73,559 0.01 73,559 8.950 359.00 561 80.0
12...................................... 186 48,858,197 5.14 262,678 8.265 359.25 611 76.2
24...................................... 2,145 431,828,346 45.39 201,319 8.304 359.34 602 78.9
30...................................... 2 314,084 0.03 157,042 8.957 358.49 670 97.5
36...................................... 374 71,440,021 7.51 191,016 7.788 355.00 606 77.7
42...................................... 2 299,500 0.03 149,750 9.820 360.00 587 89.9
60...................................... 1,125 200,148,562 21.04 177,910 7.713 355.38 598 75.9
-------- -------------- ----------
Total/Avg./Wtd. Avg................. 4,849 $ 951,291,407 100.00%
======== ============== ==========
[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
Range of Months to Next of Principal Principal Current Gross Remaining Bureau Loan-to-
Next Adjustment Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- ---------- -------- -------------- ----------- --------- -------- --------- -------- --------
0 - 6...................... 5 65 $ 9,776,351 1.48% $ 150,405 9.224% 335.69 587 75.7%
7 - 12..................... 12 1 316,800 0.05 316,800 6.340 348.00 742 80.0
13 - 18.................... 17 12 2,335,276 0.35 194,606 8.731 352.51 595 94.5
19 - 24.................... 24 2,935 597,196,701 90.26 203,474 8.492 359.65 606 79.0
25 - 31.................... 28 43 7,271,088 1.10 169,095 7.509 352.48 631 90.5
32 - 37.................... 35 242 44,749,136 6.76 184,914 8.601 358.99 606 79.8
-------- -------------- ----------
Total/Avg./Wtd. Avg.... 3,298 $ 661,645,352 100.00%
======== ============== ==========
A-18
[Enlarge/Download Table]
Gross Margins for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Prepayment Penalty Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
2.001 - 3.000........................... 1 $ 943,746 0.14% $ 943,746 6.375% 353.00 745 65.5%
3.001 - 4.000........................... 2 541,500 0.08 270,750 10.473 360.00 574 93.4
4.001 - 5.000........................... 51 11,782,725 1.78 231,034 7.146 359.47 595 66.2
5.001 - 6.000........................... 471 111,263,543 16.82 236,228 7.530 359.20 608 74.3
6.001 - 7.000........................... 831 186,690,628 28.22 224,658 7.926 358.97 611 78.1
7.001 - 8.000........................... 825 160,626,125 24.28 194,698 8.690 359.18 604 79.9
8.001 - 9.000........................... 889 159,631,410 24.13 179,563 9.396 359.29 602 82.7
9.001 - 10.000.......................... 172 24,694,382 3.73 143,572 10.200 358.94 613 86.1
10.001 - 11.000......................... 47 4,650,092 0.70 98,938 11.252 359.45 582 90.7
11.001 - 12.000......................... 8 770,400 0.12 96,300 12.469 360.00 554 87.8
12.001 - 13.000......................... 1 50,800 0.01 50,800 13.500 360.00 516 80.0
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 3,298 $ 661,645,352 100.00%
======== ============== ===========
------------
(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 7.213%.
Maximum Mortgage Rates for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Maximum Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
11.501 - 12.000......................... 3 $ 666,906 0.10% $ 222,302 5.186% 358.07 621 72.6%
12.001 - 12.500......................... 9 2,376,267 0.36 264,030 6.193 357.81 622 65.9
12.501 - 13.000......................... 49 14,038,642 2.12 286,503 6.401 358.94 633 74.8
13.001 - 13.500......................... 94 26,797,947 4.05 285,085 6.718 359.41 619 73.4
13.501 - 14.000......................... 222 57,582,935 8.70 259,383 7.126 359.25 622 74.4
14.001 - 14.500......................... 325 80,416,824 12.15 247,436 7.534 359.48 615 76.7
14.501 - 15.000......................... 497 110,194,274 16.65 221,719 7.959 359.61 612 77.9
15.001 - 15.500......................... 494 98,795,607 14.93 199,991 8.499 359.50 601 79.2
15.501 - 16.000......................... 436 81,197,961 12.27 186,234 8.975 359.56 598 80.2
16.001 - 16.500......................... 447 77,524,644 11.72 173,433 9.350 359.55 601 81.5
16.501 - 17.000......................... 346 61,133,633 9.24 176,687 9.800 359.17 601 84.3
17.001 - 17.500......................... 158 23,956,373 3.62 151,623 10.273 357.51 583 84.3
17.501 - 18.000......................... 99 13,572,771 2.05 137,099 10.762 357.92 591 85.1
18.001 - 18.500......................... 64 7,634,315 1.15 119,286 11.338 353.09 570 86.9
18.501 - 19.000......................... 20 2,184,423 0.33 109,221 11.758 347.05 564 84.5
19.001 - 19.500......................... 13 1,663,515 0.25 127,963 12.298 338.29 576 80.9
Greater than 19.500..................... 22 1,908,316 0.29 86,742 13.111 346.06 596 86.1
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 3,298 $ 661,645,352 100.00%
======== ============== ===========
------------
(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 15.327%.
A-19
Initial Periodic Rate Cap for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Initial Periodic Rate Cap Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1.000................................... 25 $ 6,276,049 0.95% $ 251,042 8.470% 359.77 578 77.2%
1.500................................... 2,560 513,766,450 77.65 200,690 8.473 359.21 608 79.4
2.000................................... 39 8,829,595 1.33 226,400 8.214 359.13 606 75.0
3.000................................... 670 132,017,862 19.95 197,042 8.622 358.85 601 78.7
6.000................................... 4 755,396 0.11 188,849 8.452 358.27 617 83.9
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 3,298 $ 661,645,352 100.00%
======== ============== ===========
------------
(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 1.806%.
Subsequent Periodic Rate Cap for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Subsequent Periodic Rated Mortgage Balance Balance Principal Mortgage Term Risk Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1.000................................... 624 $ 128,266,203 19.39% $ 205,555 8.613% 358.99 600 78.4%
1.500................................... 2,666 531,911,057 80.39 199,517 8.474 359.20 608 79.3
2.000................................... 1 246,596 0.04 246,596 8.125 356.00 657 80.0
3.000................................... 7 1,221,496 0.18 174,499 7.944 350.31 632 84.8
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 3,298 $ 661,645,352 100.00%
======== ============== ===========
------------
(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%.
A-20
Minimum Mortgage Rates for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Minimum Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
2.001 - 3.000........................... 1 $ 943,746 0.14% $ 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 1.34 252,898 6.056 359.33 622 70.6
6.001 - 7.000........................... 245 69,071,502 10.44 281,924 6.770 359.29 625 74.3
7.001 - 8.000........................... 776 184,146,192 27.83 237,302 7.635 359.47 615 76.6
8.001 - 9.000........................... 917 179,981,190 27.20 196,272 8.577 359.38 604 79.8
9.001 - 10.000.......................... 928 163,013,363 24.64 175,661 9.518 359.12 598 82.0
Greater than 10.000..................... 394 55,149,027 8.34 139,972 10.748 357.27 582 85.1
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 3,298 $ 661,645,352 100.00%
======== ============== ===========
------------
(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 8.457%.
A-21
Next Adjustment Date for the Group 2 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Next Adjustment Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
---------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
April 2006.............................. 6 $ 316,844 0.05% $ 52,807 10.833% 298.91 605 88.9%
May 2006................................ 9 536,213 0.08 59,579 11.779 292.27 567 82.4
June 2006............................... 11 1,156,784 0.17 105,162 11.425 286.98 551 72.2
July 2006............................... 7 607,802 0.09 86,829 10.714 296.87 546 82.4
August 2006............................. 9 1,767,527 0.27 196,392 8.114 339.93 654 64.1
September 2006.......................... 14 2,852,055 0.43 203,718 9.215 351.71 586 80.9
October 2006............................ 9 2,539,125 0.38 282,125 7.908 360.00 569 75.1
March 2007.............................. 1 316,800 0.05 316,800 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 0.12 198,419 7.578 352.00 618 99.1
August 2007............................. 7 1,452,035 0.22 207,434 9.400 353.00 577 92.9
October 2007............................ 3 328,783 0.05 109,594 9.004 355.00 636 92.4
November 2007........................... 20 4,144,534 0.63 207,227 7.643 356.17 627 83.1
December 2007........................... 35 6,441,896 0.97 184,054 8.641 357.12 597 82.3
January 2008............................ 164 30,785,445 4.65 187,716 8.650 358.03 606 80.2
February 2008........................... 610 114,172,450 17.26 187,168 8.804 359.02 601 79.1
March 2008.............................. 1,392 299,267,949 45.23 214,991 8.434 360.00 608 79.2
April 2008.............................. 711 142,055,644 21.47 199,797 8.348 360.00 607 77.8
May 2008................................ 4 665,545 0.10 166,386 7.886 350.00 631 81.9
June 2008............................... 5 1,069,160 0.16 213,832 7.840 351.00 633 90.4
July 2008............................... 11 1,730,480 0.26 157,316 6.884 352.00 635 88.6
August 2008............................. 12 2,443,999 0.37 203,667 7.335 353.00 647 93.8
September 2008.......................... 4 607,123 0.09 151,781 7.535 354.00 601 93.4
October 2008............................ 7 754,782 0.11 107,826 8.679 355.00 594 89.4
November 2008........................... 17 2,814,452 0.43 165,556 8.248 356.00 592 89.0
December 2008........................... 23 3,533,465 0.53 153,629 8.539 357.12 605 80.8
January 2009............................ 35 6,395,040 0.97 182,715 8.494 358.06 608 82.6
February 2009........................... 76 13,669,469 2.07 179,861 8.921 359.18 607 79.4
March 2009.............................. 73 15,552,488 2.35 213,048 8.361 360.00 610 77.2
April 2009.............................. 18 2,784,222 0.42 154,679 9.052 360.00 594 79.4
-------- -------------- -----------
Total/Avg./Wtd. Avg................. 3,298 $ 661,645,352 100.00%
======== ============== ===========
------------
(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.
A-22
Interest Only Period for the Group 2 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Interest Only Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(Months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
0...................................... 3,285 $ 571,783,700 60.11% $ 174,059 8.473% 356.67 589 77.3%
24..................................... 666 167,537,085 17.61 251,557 8.021 359.66 624 79.5
36..................................... 68 15,004,611 1.58 220,656 7.704 357.75 647 81.5
60..................................... 830 196,966,011 20.71 237,308 7.882 359.54 629 79.1
-------- -------------- -----------
Total/Avg./Wtd. Avg................ 4,849 $ 951,291,407 100.00%
======== ============== ===========
A-23
[Enlarge/Download Table]
THE MORTGAGE LOANS
Mortgage Loan Programs for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Loan Program Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
30-Year 6-month LIBOR..... 54 $ 12,568,364 0.78% $ 232,747 8.324% 359.81 581 79.7%
30 Year CMT............... 1 943,746 0.06 943,746 6.375 353.00 745 65.5
2/28 6-month LIBOR........ 4,156 684,084,160 42.23 164,602 8.763 359.36 590 78.2
2/28 6-month LIBOR -
24-month Interest Only.. 1,003 244,429,542 15.09 243,698 7.993 359.63 639 79.6
2/28 6-month LIBOR -
60-month Interest Only.. 692 168,029,973 10.37 242,818 7.976 359.57 641 80.3
2/28 6-month LIBOR - 40/30
Year Balloon............ 7 1,876,000 0.12 268,000 8.295 360.00 580 71.9
3/27 6-month LIBOR........ 332 50,876,454 3.14 153,242 8.699 357.47 591 79.9
3/27 6-month LIBOR -
36-month Interest Only.. 88 19,302,856 1.19 219,351 7.666 358.01 653 80.7
3/27 6-month LIBOR -
60-month Interest Only.. 49 9,999,252 0.62 204,066 8.247 357.73 651 82.5
10-Year Fixed............. 3 250,789 0.02 83,596 7.371 114.10 564 69.9
15-Year Fixed............. 82 8,347,957 0.52 101,804 8.219 177.37 585 69.2
15-Year Fixed - Credit
Comeback................ 24 2,139,835 0.13 89,160 9.089 178.66 575 70.7
20-Year Fixed............. 5 398,659 0.02 79,732 8.082 236.94 609 84.3
30-Year Fixed............. 1,636 286,547,328 17.69 175,151 7.916 359.22 593 75.4
30-Year Fixed - Credit
Comeback................ 362 57,960,095 3.58 160,111 8.532 359.38 582 75.8
30-Year Fixed -60-month
Interest Only........... 309 71,637,470 4.42 231,836 7.485 359.61 628 77.2
30/15-Year Fixed Balloon.. 11 580,141 0.04 52,740 11.422 132.53 553 76.8
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
Original Term to Stated Maturity for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
ARM 360................... 6,382 $ 1,192,110,346 73.59% $ 186,793 8.462% 359.33 609 79.0%
Fixed 120................. 3 250,789 0.02 83,596 7.371 114.10 564 69.9
Fixed 180................. 117 11,067,933 0.68 94,598 8.555 175.27 581 69.9
Fixed 240................. 5 398,659 0.02 79,732 8.082 236.94 609 84.3
Fixed 360................. 2,307 416,144,894 25.69 180,384 7.928 359.31 597 75.7
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
A-24
Mortgage Loan Principal Balances for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Mortgage Loan Mortgage Balance Balance Principal Mortgage Term Risk Value
Principal Balances Loans Outstanding Outstanding Balance Rate (months) 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.... 79 3,502,495 0.22 44,335 10.362 311.79 573 65.8
$50,000.01 - $75,000.00.... 649 41,613,884 2.57 64,120 9.561 347.43 600 78.3
$75,000.01 - $100,000.00... 1,106 97,730,635 6.03 88,364 8.911 353.09 597 78.4
$100,000.01 - $150,000.00.. 2,322 288,320,397 17.80 124,169 8.634 357.97 597 78.8
$150,000.01 - $200,000.00.. 1,680 292,011,527 18.03 173,816 8.430 357.92 598 77.5
$200,000.01 - $250,000.00.. 1,057 237,614,695 14.67 224,801 8.301 359.19 604 77.5
$250,000.01 - $300,000.00.. 744 203,178,806 12.54 273,090 8.112 358.79 609 77.8
$300,000.01 - $350,000.00.. 470 151,985,269 9.38 323,373 7.994 359.39 610 78.4
$350,000.01 - $400,000.00.. 320 119,810,718 7.40 374,408 8.018 359.62 620 79.3
$400,000.01 - $450,000.00.. 176 74,823,389 4.62 425,133 7.837 359.72 623 77.7
$450,000.01 - $500,000.00.. 105 49,795,938 3.07 474,247 7.974 359.53 618 79.2
$500,000.01 - $550,000.00.. 37 19,363,816 1.20 523,346 7.696 359.95 645 80.6
$550,000.01 - $600,000.00.. 19 11,037,620 0.68 580,927 7.746 359.42 618 76.9
$600,000.01 - $650,000.00.. 10 6,260,100 0.39 626,010 7.680 360.00 622 75.9
$650,000.01 - $700,000.00.. 8 5,373,000 0.33 671,625 7.823 360.00 641 80.8
$700,000.01 - $750,000.00.. 9 6,506,239 0.40 722,915 7.154 359.78 625 74.4
$750,000.01 - $800,000.00.. 4 3,168,917 0.20 792,229 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 0.42 968,510 7.256 358.04 636 70.8
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
A-25
State Distribution of the Mortgaged Properties for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
State Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Alabama................... 160 $ 17,750,349 1.10% $ 110,940 8.701% 354.34 596 83.0%
Alaska.................... 22 4,632,433 0.29 210,565 8.906 359.70 614 83.2
Arizona................... 445 80,161,955 4.95 180,139 8.506 359.44 600 78.1
Arkansas.................. 34 3,804,565 0.23 111,899 9.209 352.13 595 86.4
California................ 1,358 400,524,225 24.72 294,937 7.753 359.44 616 74.7
Colorado.................. 168 31,398,709 1.94 186,897 8.430 357.74 610 81.7
Connecticut............... 109 21,324,708 1.32 195,640 8.268 359.40 585 76.7
Delaware.................. 30 4,613,391 0.28 153,780 8.456 359.47 596 79.0
District of Columbia...... 17 4,154,580 0.26 244,387 7.983 359.29 614 70.5
Florida................... 1,119 200,015,391 12.35 178,745 8.409 358.14 605 77.5
Georgia................... 371 52,234,494 3.22 140,794 8.931 358.93 601 82.8
Hawaii.................... 41 14,560,376 0.90 355,131 7.558 359.56 613 76.8
Idaho..................... 59 8,427,085 0.52 142,832 8.478 358.72 598 83.2
Illinois.................. 294 50,740,941 3.13 172,588 8.801 358.78 609 79.5
Indiana................... 116 12,198,755 0.75 105,162 9.115 356.11 603 83.5
Iowa...................... 37 4,519,750 0.28 122,155 9.032 359.81 601 82.6
Kansas.................... 50 6,162,290 0.38 123,246 9.020 357.47 600 81.2
Kentucky.................. 67 7,920,550 0.49 118,217 9.027 356.11 593 81.4
Louisiana................. 89 12,135,895 0.75 136,358 8.517 355.66 613 83.4
Maine..................... 25 3,750,243 0.23 150,010 8.678 359.55 602 79.0
Maryland.................. 214 44,755,579 2.76 209,138 8.337 359.34 597 75.2
Massachusetts............. 142 34,702,554 2.14 244,384 8.071 358.56 592 74.8
Michigan.................. 268 30,628,723 1.89 114,286 9.338 354.45 589 83.1
Minnesota................. 114 20,443,290 1.26 179,327 8.714 358.65 602 80.6
Mississippi............... 70 8,086,950 0.50 115,528 8.859 355.17 589 85.9
Missouri.................. 151 17,048,928 1.05 112,907 9.060 358.52 596 83.1
Montana................... 22 3,301,844 0.20 150,084 8.475 355.08 584 76.3
Nebraska.................. 17 2,048,050 0.13 120,474 8.636 359.22 597 86.4
Nevada.................... 216 45,701,879 2.82 211,583 8.080 359.47 612 78.3
New Hampshire............. 63 12,099,710 0.75 192,059 7.986 359.23 588 76.4
New Jersey................ 218 48,773,915 3.01 223,734 8.536 358.09 601 75.6
New Mexico................ 40 5,854,354 0.36 146,359 8.975 357.40 607 80.7
New York.................. 246 64,437,302 3.98 261,940 7.970 358.57 606 73.1
North Carolina............ 208 26,949,695 1.66 129,566 9.043 358.18 589 81.5
North Dakota.............. 7 667,282 0.04 95,326 8.478 359.64 605 79.0
Ohio...................... 132 16,160,998 1.00 122,432 9.090 356.98 598 84.3
Oklahoma.................. 59 6,244,545 0.39 105,840 8.823 344.28 595 85.6
Oregon.................... 111 20,049,322 1.24 180,625 8.197 356.62 613 79.9
Pennsylvania.............. 187 24,888,096 1.54 133,091 8.777 353.19 599 80.6
Rhode Island.............. 21 3,627,568 0.22 172,741 8.177 359.27 581 69.5
South Carolina............ 78 9,291,112 0.57 119,117 8.880 348.71 591 81.8
South Dakota.............. 8 709,174 0.04 88,647 9.435 359.79 627 83.6
Tennessee................. 191 21,567,759 1.33 112,920 8.896 354.98 607 84.7
Texas..................... 715 82,407,285 5.09 115,255 8.728 352.15 611 82.7
Utah...................... 74 11,622,478 0.72 157,061 8.552 357.07 631 80.9
Vermont................... 4 855,106 0.05 213,777 7.843 359.38 651 83.2
Virginia.................. 268 49,401,679 3.05 184,335 8.215 358.53 595 78.5
Washington................ 249 52,989,168 3.27 212,808 8.003 359.47 607 79.8
West Virginia............. 27 3,743,356 0.23 138,643 9.485 352.28 581 75.4
Wisconsin................. 61 6,914,461 0.43 113,352 9.565 357.82 599 80.5
Wyoming................... 22 2,969,772 0.18 134,990 8.363 349.76 606 79.6
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
A-26
Loan-to-Value Ratios for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Loan-to-Value Mortgage Balance Balance Principal Mortgage Term Risk Value
Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
50.00 or Less............. 376 $ 53,596,267 3.31% $ 142,543 8.092% 355.51 577 40.7%
50.01 - 55.00............. 198 35,970,312 2.22 181,668 7.926 357.15 578 52.9
55.01 - 60.00............. 272 52,426,017 3.24 192,743 7.827 354.10 574 57.9
60.01 - 65.00............. 413 82,274,488 5.08 199,212 7.833 357.41 577 63.3
65.01 - 70.00............. 546 107,609,248 6.64 197,087 8.093 356.88 581 68.6
70.01 - 75.00............. 708 141,687,198 8.75 200,123 8.078 357.05 585 73.9
75.01 - 80.00............. 3,482 640,992,664 39.57 184,087 8.209 358.88 624 79.7
80.01 - 85.00............. 801 153,005,437 9.44 191,018 8.540 358.40 590 84.3
85.01 - 90.00............. 1,282 244,844,195 15.11 190,986 8.700 358.26 613 89.5
90.01 - 95.00............. 440 70,504,505 4.35 160,238 9.406 358.76 606 94.7
95.01 - 100.00............ 296 37,062,290 2.29 125,210 9.070 355.96 638 99.9
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
Current Mortgage Rates for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Current Mortgage Mortgage Balance Balance Principal Mortgage Term Risk Value
Rates (%) Loans Outstanding Outstanding Balance Rate (months) 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 0.10 231,019 5.339 358.49 622 72.1
5.501 - 6.000............. 56 14,934,440 0.92 266,686 5.905 359.50 623 71.2
6.001 - 6.500............. 201 54,884,938 3.39 273,059 6.358 358.62 627 71.7
6.501 - 7.000............. 626 156,783,811 9.68 250,453 6.845 357.82 618 73.0
7.001 - 7.500............. 929 206,127,719 12.72 221,881 7.327 358.41 618 75.7
7.501 - 8.000............. 1,577 309,440,179 19.10 196,221 7.807 358.30 615 77.1
8.001 - 8.500............. 1,309 239,429,680 14.78 182,910 8.302 358.59 611 78.9
8.501 - 9.000............. 1,408 229,895,858 14.19 163,278 8.785 357.70 600 79.6
9.001 - 9.500............. 897 146,810,159 9.06 163,668 9.296 358.27 593 80.6
9.501 - 10.000............ 830 132,590,297 8.18 159,747 9.790 357.74 587 81.6
10.001 - 10.500........... 397 56,471,676 3.49 142,246 10.278 358.33 571 82.8
10.501 - 11.000........... 284 37,973,471 2.34 133,709 10.760 357.26 570 82.7
11.001 - 11.500........... 145 16,619,920 1.03 114,620 11.316 352.51 562 84.9
11.501 - 12.000........... 80 9,437,057 0.58 117,963 11.750 349.03 568 81.4
12.001 - 12.500........... 31 3,477,706 0.21 112,184 12.262 345.20 571 82.8
12.501 - 13.000........... 18 1,718,353 0.11 95,464 12.854 349.61 598 90.5
13.001 - 13.500........... 8 732,451 0.05 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....... 2 59,095 0.00 29,547 14.878 333.94 553 80.1
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
A-27
Types of Mortgaged Properties for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgaged Property Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Single Family Residence... 6,834 $ 1,221,836,072 75.42% $ 178,788 8.301% 357.75 603 77.6%
Planned Unit Development.. 1,248 249,889,734 15.43 200,232 8.349 358.57 607 79.8
Low-Rise Condominium...... 487 92,974,380 5.74 190,912 8.458 359.23 624 81.0
Two Family Home........... 148 34,124,545 2.11 230,571 8.410 359.17 617 72.8
High-Rise Condominium..... 37 8,459,230 0.52 228,628 8.858 359.57 620 79.0
Three Family Home......... 23 7,051,373 0.44 306,581 8.488 358.42 652 79.0
Four Family Home.......... 12 2,995,989 0.18 249,666 8.124 359.52 617 73.4
Manufactured Housing(1)... 25 2,641,296 0.16 105,652 9.472 351.40 618 72.1
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
------------
(1) Treated as real property.
Loan Purposes for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Loan Purpose Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Refinance - Cash Out...... 4,794 $ 936,440,672 57.81% $ 195,336 8.173% 357.50 590 74.9%
Purchase.................. 3,616 621,525,598 38.37 171,882 8.556 359.07 630 82.8
Refinance - Rate/Term..... 404 62,006,349 3.83 153,481 8.310 354.81 601 79.4
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
Occupancy Types for the Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Occupancy Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Owner Occupied............ 8,396 $ 1,554,087,932 95.93% $ 185,099 8.290% 358.07 604 78.0%
Investment Property....... 351 53,853,491 3.32 153,429 9.174 357.64 644 80.6
Second Home............... 67 12,031,196 0.74 179,570 9.092 349.92 620 78.7
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-28
Remaining Terms to Stated Maturity for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Remaining Terms Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1 - 120................... 16 $ 794,142 0.05% $ 49,634 9.921% 110.16 577 75.2%
121 - 180................. 104 10,524,579 0.65 101,198 8.424 178.73 581 69.5
181 - 300................. 60 4,505,824 0.28 75,097 10.668 282.77 571 78.2
301 - 360................. 8,634 1,604,148,074 99.02 185,794 8.317 359.51 606 78.1
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
Loan Documentation Type for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Loan Documentation Type Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
Full Documentation........ 6,099 $ 1,066,816,420 65.85% $ 174,917 8.161% 357.72 598 78.9%
Stated Income............. 2,715 553,156,201 34.15 203,741 8.642 358.54 622 76.5
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
Credit Bureau Risk Scores(1) for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Credit Bureau Mortgage Balance Balance Principal Mortgage Term Risk Value
Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
801 - 820................. 3 $ 331,816 0.02% $ 110,605 8.486% 359.22 805 87.4%
781 - 800................. 12 2,132,414 0.13 177,701 8.515 354.29 788 82.5
761 - 780................. 38 9,623,311 0.59 253,245 7.889 359.73 771 79.9
741 - 760................. 76 17,484,777 1.08 230,063 8.122 358.15 750 80.9
721 - 740................. 85 17,760,251 1.10 208,944 7.898 359.65 730 81.3
701 - 720................. 142 28,793,876 1.78 202,774 8.070 359.08 709 82.2
681 - 700................. 275 63,195,393 3.90 229,801 7.974 359.08 690 82.0
661 - 680................. 541 112,346,120 6.94 207,664 8.028 358.45 669 81.3
641 - 660................. 859 168,757,154 10.42 196,458 8.027 358.76 650 80.8
621 - 640................. 1,041 198,318,304 12.24 190,507 8.068 358.45 630 78.6
601 - 620................. 1,233 224,131,520 13.84 181,777 8.100 358.11 610 78.9
581 - 600................. 1,389 235,108,490 14.51 169,265 8.254 358.27 591 78.9
561 - 580................. 1,087 195,778,304 12.09 180,109 8.514 357.73 571 78.0
541 - 560................. 817 141,863,808 8.76 173,640 8.715 357.02 551 75.3
521 - 540................. 696 118,061,615 7.29 169,629 8.967 356.99 531 72.6
501 - 520................. 479 80,669,732 4.98 168,413 9.243 355.90 510 68.8
500 or Less............... 41 5,615,735 0.35 136,969 9.168 355.04 497 71.7
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
------------
(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-29
Credit Grade Categories for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Credit Grade Category Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
A......................... 6,892 $ 1,282,126,740 79.14% $ 186,031 8.282% 358.24 615 79.5%
A-........................ 455 88,346,305 5.45 194,168 8.384 356.35 571 75.9
B......................... 688 119,550,721 7.38 173,766 8.522 357.70 567 72.8
C......................... 469 80,474,755 4.97 171,588 8.537 356.89 571 68.9
C-........................ 245 39,040,996 2.41 159,351 8.415 357.40 590 75.5
D......................... 65 10,433,103 0.64 160,509 8.926 356.40 556 64.0
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
Prepayment Penalty Period for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Prepayment Penalty Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
0......................... 2,271 $ 401,438,320 24.78% $ 176,767 8.835% 357.24 608 78.4%
6......................... 1 73,559 0.00 73,559 8.950 359.00 561 80.0
12........................ 369 86,868,838 5.36 235,417 8.336 359.39 609 75.6
24........................ 4,213 783,794,941 48.38 186,042 8.286 359.35 607 78.9
30........................ 3 527,425 0.03 175,808 8.368 358.70 640 88.3
36........................ 830 146,821,473 9.06 176,893 7.966 355.62 602 77.0
42........................ 2 299,500 0.02 149,750 9.820 360.00 587 89.9
60........................ 1,125 200,148,562 12.36 177,910 7.713 355.38 598 75.9
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
[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
Range of Months Next of Principal Principal Current Gross Remaining Bureau Loan-to-
to Next Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- ---------- -------- -------------- ----------- --------- -------- --------- -------- --------
0 - 6..................... 5 99 $ 16,794,950 1.41% $ 169,646 8.828% 345.78 587 78.4%
7 - 12.................... 12 1 316,800 0.03 316,800 6.340 348.00 742 80.0
13 - 18................... 17 19 3,269,966 0.27 172,103 8.248 352.82 614 94.7
19 - 24................... 24 5,807 1,092,373,221 91.63 188,113 8.465 359.63 609 78.8
25 - 31................... 29 55 8,709,864 0.73 158,361 7.558 352.52 629 91.7
32 - 37................... 35 401 70,645,545 5.93 176,173 8.469 359.06 612 79.1
-------- -------------- ----------
Total/Avg./Wtd. Avg... 6,382 $1,192,110,346 100.00%
======== ============== ==========
A-30
[Enlarge/Download Table]
Gross Margins for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Gross Mortgage Balance Balance Principal Mortgage Term Risk Value
Margins (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
2.001 - 3.000............. 1 $ 943,746 0.08% $ 943,746 6.375% 353.00 745 65.5%
3.001 - 4.000............. 14 2,521,474 0.21 180,105 8.881 359.82 585 77.8
4.001 - 5.000............. 112 22,141,442 1.86 197,691 7.551 359.66 595 68.3
5.001 - 6.000............. 1,187 234,922,815 19.71 197,913 7.814 359.43 604 75.3
6.001 - 7.000............. 1,867 374,446,604 31.41 200,561 8.079 359.29 615 78.6
7.001 - 8.000............. 2,084 367,337,180 30.81 176,265 8.758 359.33 610 80.0
8.001 - 9.000............. 889 159,631,410 13.39 179,563 9.396 359.29 602 82.7
9.001 - 10.000............ 172 24,694,382 2.07 143,572 10.200 358.94 613 86.1
10.001 - 11.000........... 47 4,650,092 0.39 98,938 11.252 359.45 582 90.7
11.001 - 12.000........... 8 770,400 0.06 96,300 12.469 360.00 554 87.8
12.001 - 13.000........... 1 50,800 0.00 50,800 13.500 360.00 516 80.0
-------- --------------- ----------
Total/Avg./Wtd. Avg... 6,382 $ 1,192,110,346 100.00%
======== =============== ==========
------------
(1) The weighted average Gross Margin for the Adjustable Rate Mortgage Loans in the Mortgage Pool as of the Cut-off
Date was approximately 6.988%.
Maximum Mortgage Rates for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Maximum Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) 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........... 19 5,119,802 0.43 269,463 6.146 358.20 640 71.6
12.501 - 13.000........... 95 25,214,515 2.12 265,416 6.485 359.10 637 75.9
13.001 - 13.500........... 184 45,198,886 3.79 245,646 6.810 359.27 631 74.3
13.501 - 14.000........... 418 98,939,954 8.30 236,698 7.176 359.31 627 75.2
14.001 - 14.500........... 634 144,053,964 12.08 227,214 7.537 359.51 623 76.9
14.501 - 15.000........... 1,100 218,073,451 18.29 198,249 7.961 359.61 618 78.2
15.001 - 15.500........... 994 183,699,072 15.41 184,808 8.431 359.55 609 79.1
15.501 - 16.000........... 1,030 175,369,325 14.71 170,261 8.899 359.57 601 79.8
16.001 - 16.500........... 639 106,818,377 8.96 167,165 9.344 359.56 597 80.8
16.501 - 17.000........... 584 95,660,510 8.02 163,802 9.812 359.35 592 82.7
17.001 - 17.500........... 281 40,850,978 3.43 145,377 10.282 358.41 573 83.3
17.501 - 18.000........... 201 28,257,020 2.37 140,582 10.769 358.84 570 83.3
18.001 - 18.500........... 100 12,249,901 1.03 122,499 11.322 355.63 566 85.1
18.501 - 19.000........... 48 6,295,301 0.53 131,152 11.737 355.47 576 80.5
19.001 - 19.500........... 20 2,245,767 0.19 112,288 12.267 343.84 574 83.9
Greater than 19.500....... 29 2,702,055 0.23 93,174 13.068 350.05 595 85.9
-------- --------------- ----------
Total/Avg./Wtd. Avg... 6,382 $ 1,192,110,346 100.00%
======== =============== ==========
------------
(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 15.299%.
A-31
Initial Periodic Rate Cap for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Initial Periodic Rate Mortgage Balance Balance Principal Mortgage Term Risk Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1.000..................... 69 $ 14,839,517 1.24% $ 215,065 8.414% 359.79 584 79.8%
1.500..................... 5,097 940,939,625 78.93 184,607 8.474 359.42 609 79.1
2.000..................... 67 14,254,456 1.20 212,753 8.219 359.18 614 76.4
3.000..................... 1,144 220,934,352 18.53 193,124 8.432 358.94 612 78.5
6.000..................... 5 1,142,396 0.10 228,479 8.014 358.52 633 86.0
-------- --------------- ----------
Total/Avg./Wtd. Avg... 6,382 $ 1,192,110,346 100.00%
======== =============== ==========
------------
(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 1.782%.
Subsequent Periodic Rate Cap for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Subsequent Periodic Rate Mortgage Balance Balance Principal Mortgage Term Risk Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
1.000..................... 1,107 $ 221,098,505 18.55% $ 199,728 8.428% 359.06 611 78.6%
1.500..................... 5,265 969,170,149 81.30 184,078 8.471 359.40 609 79.0
2.000..................... 2 522,596 0.04 261,298 7.953 357.58 662 80.0
3.000..................... 8 1,319,096 0.11 164,887 7.887 350.29 632 84.5
-------- --------------- ----------
Total/Avg./Wtd. Avg... 6,382 $ 1,192,110,346 100.00%
======== =============== ==========
------------
(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 1.409%.
Minimum Mortgage Rates for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Minimum Mortgage Balance Balance Principal Mortgage Term Risk Value
Mortgage Rates (%) Loans Outstanding Outstanding Balance Rate (months) 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 1.22 241,984 6.024 359.39 622 71.7
6.001 - 7.000............. 474 118,024,478 9.90 248,997 6.843 359.30 628 74.7
7.001 - 8.000............. 1,659 353,917,353 29.69 213,332 7.666 359.51 622 77.4
8.001 - 9.000............. 2,088 373,564,056 31.34 178,910 8.562 359.48 609 79.4
9.001 - 10.000............ 1,388 232,124,969 19.47 167,237 9.534 359.26 593 81.3
Greater than 10.000....... 708 98,211,367 8.24 138,717 10.763 358.34 572 83.5
-------- --------------- ----------
Total/Avg./Wtd. Avg... 6,382 $ 1,192,110,346 100.00%
======== =============== ==========
------------
(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 8.419%.
A-32
Next Adjustment Date for the Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Next Adjustment Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
April 2006................ 6 $ 316,844 0.03% $ 52,807 10.833% 298.91 605 88.9%
May 2006.................. 9 536,213 0.04 59,579 11.779 292.27 567 82.4
June 2006................. 11 1,156,784 0.10 105,162 11.425 286.98 551 72.2
July 2006................. 8 705,060 0.06 88,133 10.760 305.30 547 84.2
August 2006............... 16 2,821,869 0.24 176,367 8.451 347.06 633 68.5
September 2006............ 39 8,607,055 0.72 220,694 8.485 357.25 587 82.5
October 2006.............. 10 2,651,125 0.22 265,113 7.859 360.00 568 74.6
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 0.07 198,419 7.578 352.00 618 99.1
August 2007............... 11 1,807,741 0.15 164,340 8.956 353.00 589 91.8
September 2007............ 3 578,984 0.05 192,995 6.980 354.00 677 100.0
October 2007.............. 4 697,583 0.06 174,396 7.680 355.00 637 85.9
November 2007............. 28 5,445,882 0.46 194,496 7.527 356.19 628 83.0
December 2007............. 71 12,693,086 1.06 178,776 8.291 357.09 614 80.2
January 2008.............. 305 55,545,171 4.66 182,115 8.491 358.05 609 79.6
February 2008............. 1,360 235,689,682 19.77 173,301 8.663 359.01 604 78.7
March 2008................ 3,231 621,061,677 52.10 192,220 8.425 360.00 610 78.9
April 2008................ 808 161,240,138 13.53 199,555 8.370 360.00 611 77.8
May 2008.................. 5 763,145 0.06 152,629 7.795 350.00 631 81.6
June 2008................. 6 1,164,359 0.10 194,060 7.783 351.00 636 89.9
July 2008................. 15 2,266,213 0.19 151,081 7.094 352.00 623 91.3
August 2008............... 15 2,656,034 0.22 177,069 7.428 353.00 643 94.3
September 2008............ 6 1,039,140 0.09 173,190 7.499 354.00 627 96.2
October 2008.............. 8 820,974 0.07 102,622 8.796 355.00 595 90.2
November 2008............. 23 3,706,071 0.31 161,134 8.158 356.00 598 87.7
December 2008............. 30 4,693,420 0.39 156,447 8.426 357.09 610 81.2
January 2009.............. 64 11,225,413 0.94 175,397 8.267 358.06 610 80.7
February 2009............. 102 18,556,396 1.56 181,925 8.675 359.13 621 79.7
March 2009................ 156 28,428,705 2.38 182,235 8.428 360.00 609 76.6
April 2009................ 26 4,035,541 0.34 155,213 8.707 360.00 606 78.8
-------- --------------- ----------
Total/Avg./Wtd. Avg... 6,382 $ 1,192,110,346 100.00%
======== =============== ==========
------------
(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.
Interest Only Period for the Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Interest Only Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(Months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
--------------------------- -------- -------------- ----------- --------- -------- --------- -------- --------
0......................... 6,673 $ 1,106,573,528 68.31% $ 165,828 8.518% 357.30 590 77.4%
24........................ 1,003 244,429,542 15.09 243,698 7.993 359.63 639 79.6
36........................ 88 19,302,856 1.19 219,351 7.666 358.01 653 80.7
60........................ 1,050 249,666,695 15.41 237,778 7.846 359.51 638 79.5
-------- --------------- ----------
Total/Avg./Wtd. Avg... 8,814 $ 1,619,972,620 100.00%
======== =============== ==========
A-33
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