Current Report — Form 8-K
Filing Table of Contents
Document/Exhibit Description Pages Size
1: 8-K Current Report 6 30K
2: EX-4.1 Instrument Defining the Rights of Security Holders 293 1.00M
3: EX-99.1 Miscellaneous Exhibit 40 284K
12: EX-99.10 Miscellaneous Exhibit 6 22K
13: EX-99.11 Miscellaneous Exhibit 11 50K
14: EX-99.12 Miscellaneous Exhibit 11 47K
15: EX-99.13 Miscellaneous Exhibit 10 38K
4: EX-99.2 Miscellaneous Exhibit 6 25K
5: EX-99.3 Miscellaneous Exhibit 18 89K
6: EX-99.4 Miscellaneous Exhibit 34 133K
7: EX-99.5 Miscellaneous Exhibit 15 66K
8: EX-99.6 Miscellaneous Exhibit 2 13K
9: EX-99.7 Miscellaneous Exhibit 7 27K
10: EX-99.8 Miscellaneous Exhibit 13 54K
11: EX-99.9 Miscellaneous Exhibit 9 31K
EX-99.1 — Miscellaneous Exhibit
| EX-99.1 | 1st Page of 40 | TOC | ↑Top | Previous | Next | ↓Bottom | Just 1st |
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THE MORTGAGE POOL
The following information sets forth in tabular format certain
information, as of the Statistical Calculation Date, about the Initial
Mortgage Loans included in the Mortgage Pool in respect of Loan Group 1, Loan
Group 2, Loan Group 3 and Loan Group 2 and Loan Group 3 as a whole. Other than
with respect to rates of interest, percentages are approximate. In addition,
the percentages in the column entitled "Percent of Aggregate Principal Balance
Outstanding" are stated by that portion of the Cut-off Date Pool Principal
Balance representing Loan Group 1, Loan Group 2, Loan Group 3 or Loan Group 2
and Loan Group 3 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
------------------------------------------------------------------------------------------------------------------------------------
15-Year Fixed ..................... 44 $ 5,723,635 1.27% $ 130,083 7.617% 179.57 596 65.7%
15-Year Fixed - Credit
Comeback ........................ 12 1,684,136 0.37 140,345 8.331 179.41 585 63.6
20-Year Fixed ..................... 1 79,400 0.02 79,400 9.250 240.00 600 67.9
30-Year Fixed ..................... 1,252 253,939,753 56.43 202,827 7.499 359.43 624 72.8
30-Year Fixed - Credit
Comeback ........................ 355 70,100,145 15.58 197,465 8.280 359.62 607 76.4
40-Year Fixed ..................... 220 55,929,192 12.43 254,224 7.377 479.26 615 74.9
40-Year Fixed - Credit
Comeback ........................ 92 28,448,349 6.32 309,221 7.909 479.33 622 77.6
30-Year Fixed - 60-month
Interest Only ................... 121 33,870,378 7.53 279,920 7.311 359.75 636 79.7
30/15-Year Fixed Balloon .......... 1 225,000 0.05 225,000 7.000 180.00 614 45.9
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
Original 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-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
Fixed 180 ......................... 57 $ 7,632,770 1.70% $ 133,908 7.756% 179.54 594 64.7%
Fixed 240 ......................... 1 79,400 0.02 79,400 9.250 240.00 600 67.9
Fixed 360 ......................... 1,728 357,910,275 79.54 207,124 7.634 359.50 622 74.2
Fixed 480 ......................... 312 84,377,540 18.75 270,441 7.557 479.28 618 75.8
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
A-1
[Enlarge/Download Table]
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 Principal Mortgage Balance Balance Principal Mortgage Term Risk Value
Balances ($) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 ............. 6 $ 289,976 0.06% $ 48,329 9.478% 303.96 566 57.5%
50,000.01 - 75,000.00 ............. 98 6,291,201 1.40 64,196 9.862 336.24 590 77.5
75,000.01 - 100,000.00 ............ 196 17,279,973 3.84 88,163 8.781 357.77 594 75.9
100,000.01 - 150,000.00 ........... 484 60,607,796 13.47 125,223 8.333 366.02 597 73.7
150,000.01 - 200,000.00 ........... 412 72,742,080 16.16 176,558 7.760 370.52 608 73.3
200,000.01 - 250,000.00 ........... 261 58,462,000 12.99 223,992 7.618 377.23 616 73.1
250,000.01 - 300,000.00 ........... 222 60,738,674 13.50 273,598 7.396 379.37 622 73.8
300,000.01 - 350,000.00 ........... 137 44,607,595 9.91 325,603 7.403 391.69 619 74.8
350,000.01 - 400,000.00 ........... 100 37,528,259 8.34 375,283 7.229 387.77 634 75.8
400,000.01 - 450,000.00 ........... 65 27,742,301 6.16 426,805 7.292 396.43 639 77.1
450,000.01 - 500,000.00 ........... 53 25,231,102 5.61 476,059 6.897 393.84 655 75.7
500,000.01 - 550,000.00 ........... 22 11,571,303 2.57 525,968 7.277 413.46 642 80.1
550,000.01 - 600,000.00 ........... 22 12,716,534 2.83 578,024 6.742 362.05 652 67.8
600,000.01 - 650,000.00 ........... 8 5,082,033 1.13 635,254 7.435 405.17 665 75.9
650,000.01 - 700,000.00 ........... 2 1,369,518 0.30 684,759 7.701 359.51 647 70.8
700,000.01 - 750,000.00 ........... 7 5,175,589 1.15 739,370 6.875 375.83 676 69.0
750,000.01 - 800,000.00 ........... 1 794,052 0.18 794,052 6.650 359.00 645 85.0
800,000.01 - 850,000.00 ........... 1 832,500 0.19 832,500 6.250 360.00 755 90.0
Greater than 900,000.00 ........... 1 937,500 0.21 937,500 7.500 480.00 589 75.0
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
A-2
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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 ........................... 38 $ 4,363,056 0.97% $ 114,817 9.043% 358.91 584 85.0%
Alaska ............................ 5 1,255,693 0.28 251,139 8.000 349.49 580 80.6
Arizona ........................... 67 12,641,203 2.81 188,675 7.601 382.74 615 71.9
Arkansas .......................... 8 862,700 0.19 107,838 9.043 360.00 599 87.9
California ........................ 504 156,840,574 34.85 311,192 6.963 393.32 644 70.5
Colorado .......................... 17 4,109,958 0.91 241,762 7.081 380.78 671 78.5
Connecticut ....................... 32 6,996,081 1.55 218,628 7.941 361.58 608 73.0
Delaware .......................... 8 1,561,049 0.35 195,131 8.486 348.21 597 82.4
District of Columbia .............. 2 424,482 0.09 212,241 6.691 358.59 571 60.4
Florida ........................... 274 51,991,001 11.55 189,748 7.709 368.99 606 73.2
Georgia ........................... 50 8,046,370 1.79 160,927 8.512 359.76 609 81.8
Hawaii ............................ 21 6,742,369 1.50 321,065 6.904 389.37 646 74.6
Idaho ............................. 15 2,417,965 0.54 161,198 7.789 370.37 634 79.3
Illinois .......................... 61 10,901,563 2.42 178,714 8.411 363.87 585 77.2
Indiana ........................... 15 1,644,573 0.37 109,638 8.967 351.92 595 82.5
Iowa .............................. 8 824,302 0.18 103,038 9.458 374.46 592 82.6
Kansas ............................ 8 1,448,091 0.32 181,011 8.614 359.49 604 78.2
Kentucky .......................... 10 1,083,053 0.24 108,305 8.396 328.57 611 81.6
Louisiana ......................... 21 2,368,160 0.53 112,770 8.817 365.09 597 80.4
Maine ............................. 11 1,577,447 0.35 143,404 7.608 384.16 605 80.5
Maryland .......................... 48 10,248,884 2.28 213,518 7.928 379.13 599 77.2
Massachusetts ..................... 45 11,080,028 2.46 246,223 7.675 391.69 587 71.3
Michigan .......................... 21 2,617,879 0.58 124,661 9.582 359.69 588 82.7
Minnesota ......................... 17 2,672,091 0.59 157,182 8.313 373.73 612 80.3
Mississippi ....................... 7 730,735 0.16 104,391 8.882 349.86 621 81.9
Missouri .......................... 29 3,676,713 0.82 126,783 8.465 361.95 599 81.1
Montana ........................... 4 669,920 0.15 167,480 8.149 360.00 593 75.4
Nebraska .......................... 3 257,019 0.06 85,673 9.344 359.44 582 84.0
Nevada ............................ 38 9,199,643 2.04 242,096 7.593 388.76 617 77.4
New Hampshire ..................... 17 3,743,056 0.83 220,180 7.289 359.55 602 75.2
New Jersey ........................ 39 8,511,323 1.89 218,239 8.589 372.86 594 73.1
New Mexico ........................ 14 2,548,053 0.57 182,004 8.915 345.83 577 74.8
New York .......................... 104 28,217,166 6.27 271,319 7.664 378.59 602 71.6
North Carolina .................... 25 4,041,048 0.90 161,642 8.579 339.77 610 79.4
Ohio .............................. 26 3,162,647 0.70 121,640 8.397 389.91 606 83.1
Oklahoma .......................... 18 2,119,438 0.47 117,747 8.943 365.58 612 83.5
Oregon ............................ 36 7,038,940 1.56 195,526 7.850 372.99 619 79.5
Pennsylvania ...................... 50 7,266,495 1.61 145,330 8.513 365.41 602 79.9
Rhode Island ...................... 3 395,902 0.09 131,967 7.106 324.49 561 63.7
South Carolina .................... 8 1,003,284 0.22 125,411 8.701 359.37 615 78.0
South Dakota ...................... 1 114,400 0.03 114,400 8.000 360.00 641 63.6
Tennessee ......................... 32 5,428,758 1.21 169,649 8.515 364.19 619 83.7
Texas ............................. 162 21,902,848 4.87 135,203 8.447 355.83 610 80.4
Utah .............................. 15 2,516,594 0.56 167,773 7.994 386.69 609 82.5
Vermont ........................... 6 884,591 0.20 147,432 8.182 359.27 618 81.6
Virginia .......................... 61 13,148,828 2.92 215,555 7.504 377.46 609 74.4
Washington ........................ 71 15,871,635 3.53 223,544 7.505 382.24 628 77.5
West Virginia ..................... 10 997,220 0.22 99,722 9.891 377.38 600 84.2
Wisconsin ......................... 9 1,375,959 0.31 152,884 8.607 357.96 597 81.4
Wyoming ........................... 4 459,198 0.10 114,799 8.908 359.16 603 79.2
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
A-3
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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-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Range of Loan-to-Value Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
50.00 or Less ..................... 161 $ 28,765,436 6.39% $ 178,667 7.221% 364.50 626 41.3%
50.01 - 55.00 ..................... 92 18,945,077 4.21 205,925 7.200 383.69 607 52.4
55.01 - 60.00 ..................... 106 22,316,950 4.96 210,537 7.036 362.39 612 57.6
60.01 - 65.00 ..................... 155 37,713,494 8.38 243,313 7.048 374.67 622 63.1
65.01 - 70.00 ..................... 190 45,379,717 10.08 238,841 7.410 377.01 614 68.3
70.01 - 75.00 ..................... 212 49,848,203 11.08 235,133 7.452 383.24 617 73.5
75.01 - 80.00 ..................... 496 102,813,077 22.85 207,284 7.759 380.75 625 79.1
80.01 - 85.00 ..................... 251 56,887,644 12.64 226,644 7.863 381.67 613 84.0
85.01 - 90.00 ..................... 320 70,048,342 15.57 218,901 7.931 384.06 627 89.3
90.01 - 95.00 ..................... 72 12,043,004 2.68 167,264 8.824 387.78 622 94.2
95.01 - 100.00 .................... 43 5,239,042 1.16 121,838 9.221 359.37 642 99.8
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000 ..................... 70 $ 22,230,729 4.94% $ 317,582 5.997% 372.30 710 65.7%
6.001 - 6.500 ..................... 201 62,668,672 13.93 311,784 6.303 384.80 672 69.1
6.501 - 7.000 ..................... 302 77,876,635 17.31 257,870 6.821 372.92 623 70.9
7.001 - 7.500 ..................... 304 69,527,846 15.45 228,710 7.362 383.43 614 72.9
7.501 - 8.000 ..................... 448 95,893,528 21.31 214,048 7.802 382.92 612 76.5
8.001 - 8.500 ..................... 237 44,421,404 9.87 187,432 8.311 378.15 599 79.1
8.501 - 9.000 ..................... 191 32,109,413 7.14 168,112 8.775 381.88 589 79.7
9.001 - 9.500 ..................... 109 15,540,092 3.45 142,570 9.338 366.19 577 79.0
9.501 - 10.000 .................... 86 11,130,097 2.47 129,420 9.819 358.17 582 80.7
10.001 - 10.500 ................... 49 5,785,801 1.29 118,078 10.306 365.73 556 78.6
10.501 - 11.000 ................... 41 5,715,452 1.27 139,401 10.831 367.61 562 82.6
11.001 - 11.500 ................... 25 3,602,482 0.80 144,099 11.332 393.90 551 81.3
11.501 - 12.000 ................... 20 1,942,711 0.43 97,136 11.808 368.07 568 82.5
12.001 - 12.500 ................... 7 891,355 0.20 127,336 12.262 401.57 564 89.7
12.501 - 13.000 ................... 5 479,219 0.11 95,844 12.733 359.76 561 93.3
13.001 - 13.500 ................... 1 60,800 0.01 60,800 13.500 360.00 587 95.0
13.501 - 14.000 ................... 1 52,500 0.01 52,500 14.000 360.00 642 100.0
Greater than 14.000 ............... 1 71,250 0.02 71,250 14.900 360.00 542 95.0
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
A-4
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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 ........... 1,704 $ 358,667,293 79.70% $ 210,486 7.608% 377.69 620 74.3%
Planned Unit Development .......... 256 60,736,853 13.50 237,253 7.606 384.20 621 75.9
Low-Rise Condominium .............. 79 15,246,497 3.39 192,994 7.706 380.91 630 74.7
Two Family Home ................... 32 7,787,528 1.73 243,360 7.961 383.20 585 65.0
Three Family Home ................. 10 3,020,179 0.67 302,018 7.879 369.02 631 67.1
Four Family Home .................. 6 1,790,234 0.40 298,372 7.746 397.29 596 69.8
Manufactured Housing(1) ........... 7 1,542,965 0.34 220,424 8.263 379.23 637 72.7
High-Rise Condominium ............. 4 1,208,437 0.27 302,109 7.534 408.19 642 70.0
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
------------
(1) Treated as real property.
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 .............. 1,665 $ 371,745,187 82.61% $ 223,270 7.539% 379.11 616 73.3%
Purchase .......................... 250 44,529,646 9.90 178,119 8.316 380.46 647 82.2
Refinance - Rate/Term ............. 183 33,725,153 7.49 184,290 7.613 374.31 637 75.2
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
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 .................... 2,048 $ 442,509,243 98.34% $ 216,069 7.606% 379.02 620 74.3%
Investment Property ............... 39 5,745,079 1.28 147,310 8.416 367.21 644 78.0
Second Home ....................... 11 1,745,664 0.39 158,697 9.008 382.72 614 72.1
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-5
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Remaining Terms to Stated Maturity for the Group 1 Mortgage Loans
in the Mortgage Pool
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
Range of Remaining Terms (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
121 - 180 ......................... 57 $ 7,632,770 1.70% $ 133,908 7.756% 179.54 594 64.7%
181 - 300 ......................... 1 79,400 0.02 79,400 9.250 240.00 600 67.9
301 - 360 ......................... 1,728 357,910,275 79.54 207,124 7.634 359.50 622 74.2
Greater than 360 .................. 312 84,377,540 18.75 270,441 7.557 479.28 618 75.8
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
Loan Documentation Types 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 ................ 1,589 $ 329,643,363 73.25% $ 207,453 7.500% 379.54 620 75.5%
Stated Income ..................... 509 120,356,623 26.75 236,457 7.957 377.07 621 71.2
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
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 Risk Mortgage Balance Balance Principal Mortgage Term Risk Value
Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
801 - 820 ......................... 3 $ 785,500 0.17% $ 261,833 6.185% 360.00 804 62.1%
781 - 800 ......................... 21 7,722,305 1.72 367,729 6.184 375.16 791 68.2
761 - 780 ......................... 26 7,467,791 1.66 287,223 6.600 411.26 768 67.4
741 - 760 ......................... 27 9,636,058 2.14 356,891 6.372 374.22 750 74.2
721 - 740 ......................... 25 7,715,271 1.71 308,611 6.593 369.77 729 75.2
701 - 720 ......................... 42 12,258,944 2.72 291,880 6.759 384.64 710 71.9
681 - 700 ......................... 76 18,891,156 4.20 248,568 6.932 380.43 690 72.3
661 - 680 ......................... 147 37,736,490 8.39 256,711 7.195 382.00 670 77.2
641 - 660 ......................... 209 48,179,887 10.71 230,526 7.437 373.63 650 78.0
621 - 640 ......................... 262 58,446,076 12.99 223,077 7.526 378.27 630 75.1
601 - 620 ......................... 307 61,369,290 13.64 199,900 7.615 373.02 610 75.6
581 - 600 ......................... 299 58,051,905 12.90 194,154 7.819 379.55 591 76.0
561 - 580 ......................... 238 45,290,528 10.06 190,296 8.030 381.72 571 73.9
541 - 560 ......................... 208 40,069,431 8.90 192,641 8.155 387.08 551 70.5
521 - 540 ......................... 116 21,357,781 4.75 184,119 8.692 377.72 530 69.9
501 - 520 ......................... 92 15,021,575 3.34 163,278 8.978 370.73 511 68.8
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
------------
(1) The Credit Bureau Risk Scores referenced in this table with respect to substantially all of the Group 1 Mortgage Loans were
obtained by the respective originators from one or more credit reporting agencies, and were determined at the time of
origination.
A-6
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Credit Grade Categories for the Group 1 Mortgage Loans
in the Mortgage Pool
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 ................................. 1,549 $ 343,163,841 76.26% $ 221,539 7.514% 379.24 631 75.3%
A- ................................ 108 23,666,005 5.26 219,130 7.769 381.53 588 73.2
B ................................. 201 38,989,842 8.66 193,979 7.996 378.70 585 71.0
C ................................. 135 26,282,301 5.84 194,684 8.056 376.80 585 69.4
C- ................................ 95 16,695,198 3.71 175,739 7.994 375.16 597 71.4
D ................................. 10 1,202,800 0.27 120,280 8.598 327.25 587 62.1
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Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
Prepayment Penalty Periods 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-
Prepayment Penalty Period Mortgage Balance Balance Principal Mortgage Term Risk Value
(months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 ................................. 414 $ 74,019,747 16.45% $ 178,792 8.406% 364.19 601 77.7%
12 ................................ 125 31,958,886 7.10 255,671 7.713 380.22 604 72.0
24 ................................ 65 13,543,796 3.01 208,366 8.060 389.62 604 74.5
36 ................................ 280 58,888,487 13.09 210,316 7.715 377.06 616 74.0
42 ................................ 3 378,190 0.08 126,063 8.743 359.61 607 86.0
60 ................................ 1,211 271,210,880 60.27 223,956 7.353 382.62 629 73.7
--------------------------------------
Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
Interest Only Periods 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
Interest Only Period (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 ................................. 1,977 $ 416,129,608 92.47% $ 210,485 7.647% 380.44 619 73.9%
60 ................................ 121 33,870,378 7.53 279,920 7.311 359.75 636 79.7
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Total/Avg./Wtd. Avg ........... 2,098 $ 449,999,986 100.00%
======================================
A-7
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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 ............. 32 $ 8,156,569 1.59% $ 254,893 7.577% 359.71 573 77.6%
2/28 6-month LIBOR ................ 1,396 214,855,889 41.88 153,908 8.796 359.83 588 79.5
2/38 6-month LIBOR ................ 406 80,706,090 15.73 198,783 8.500 479.86 579 76.7
2/28 6-month LIBOR - 60-month
Interest Only ................... 171 36,905,813 7.19 215,823 7.821 359.94 659 81.7
3/27 6-month LIBOR ................ 36 5,871,786 1.14 163,105 8.648 359.68 592 83.6
3/37 6-month LIBOR ................ 13 2,316,950 0.45 178,227 7.563 480.00 583 72.5
3/27 6-month LIBOR - 60-month
Interest Only ................... 6 1,655,000 0.32 275,833 7.427 360.00 643 80.7
5/25 6-month LIBOR ................ 14 2,937,903 0.57 209,850 7.876 359.68 598 77.0
5/35 6-month LIBOR ................ 4 1,394,000 0.27 348,500 6.969 480.00 581 74.1
15 Year Fixed ..................... 34 3,751,285 0.73 110,332 7.926 178.92 598 63.3
15 Year Fixed - Credit Comeback ... 6 719,983 0.14 119,997 9.077 178.86 603 72.7
20-Year Fixed ..................... 3 256,032 0.05 85,344 8.830 239.59 614 82.8
30-Year Fixed ..................... 636 112,068,238 21.85 176,208 7.898 358.97 611 75.3
30-Year Fixed - Credit Comeback ... 74 12,339,335 2.41 166,748 8.467 358.52 598 76.1
40-Year Fixed ..................... 126 26,731,403 5.21 212,154 7.784 479.35 621 77.9
40-Year Fixed - Credit Comeback ... 10 2,121,221 0.41 212,122 8.011 479.60 619 78.8
40/30-Year Fixed Balloon .......... 1 212,500 0.04 212,500 7.990 360.00 617 85.0
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
Original 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-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Original Term (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
ARM 360 ........................... 1,655 $ 270,382,961 52.71% $ 163,373 8.605% 359.84 598 79.8%
ARM 480 ........................... 423 84,417,040 16.46 199,567 8.449 479.87 579 76.5
Fixed 180 ......................... 40 4,471,268 0.87 111,782 8.111 178.91 599 64.8
Fixed 240 ......................... 3 256,032 0.05 85,344 8.830 239.59 614 82.8
Fixed 360 ......................... 711 124,620,073 24.29 175,274 7.954 358.93 609 75.4
Fixed 480 ......................... 136 28,852,624 5.62 212,152 7.800 479.37 621 77.9
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
A-8
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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 Principal Mortgage Balance Balance Principal Mortgage Term Risk Value
Balances ($) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 ............. 19 $ 926,796 0.18% $ 48,779 10.312% 347.80 579 65.0%
50,000.01 - 75,000.00 ............. 275 17,575,562 3.43 63,911 9.785 362.49 596 78.8
75,000.01 - 100,000.00 ............ 328 28,795,748 5.61 87,792 8.960 367.04 599 77.8
100,000.01 - 150,000.00 ........... 799 100,358,402 19.56 125,605 8.744 374.99 595 78.5
150,000.01 - 200,000.00 ........... 595 103,390,062 20.15 173,765 8.406 384.98 598 77.9
200,000.01 - 250,000.00 ........... 406 90,644,254 17.67 223,262 8.144 389.09 600 77.9
250,000.01 - 300,000.00 ........... 261 71,124,727 13.86 272,509 8.108 393.30 600 78.0
300,000.01 - 350,000.00 ........... 162 52,190,367 10.17 322,163 7.986 388.57 599 78.3
350,000.01 - 400,000.00 ........... 95 35,754,067 6.97 376,359 7.892 395.04 606 77.6
400,000.01 - 450,000.00 ........... 22 9,142,318 1.78 415,560 7.736 398.04 605 76.9
450,000.01 - 500,000.00 ........... 3 1,413,750 0.28 471,250 7.923 398.62 594 58.6
500,000.01 - 550,000.00 ........... 1 513,946 0.10 513,946 7.950 357.00 749 79.2
550,000.01 - 600,000.00 ........... 2 1,170,000 0.23 585,000 7.420 421.54 595 69.3
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
A-9
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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 ........................... 39 $ 4,876,852 0.95% $ 125,047 9.175% 369.97 607 84.6%
Alaska ............................ 9 1,832,142 0.36 203,571 8.570 386.58 608 82.2
Arizona ........................... 149 26,573,750 5.18 178,347 8.337 395.36 598 78.0
Arkansas .......................... 16 2,031,983 0.40 126,999 8.921 364.82 618 84.9
California ........................ 288 75,759,360 14.77 263,053 7.754 403.19 599 72.4
Colorado .......................... 27 4,774,050 0.93 176,817 8.378 383.61 616 84.3
Connecticut ....................... 46 8,559,692 1.67 186,080 8.539 391.33 589 78.6
Delaware .......................... 8 1,452,555 0.28 181,569 8.824 371.96 583 80.9
District of Columbia .............. 5 1,060,453 0.21 212,091 7.886 393.12 596 62.3
Florida ........................... 380 69,484,235 13.54 182,853 8.221 384.67 598 77.5
Georgia ........................... 130 18,577,826 3.62 142,906 9.120 373.71 595 82.2
Hawaii ............................ 11 4,028,818 0.79 366,256 7.380 397.38 614 75.0
Idaho ............................. 21 3,493,718 0.68 166,368 8.504 368.36 593 82.5
Illinois .......................... 191 33,110,434 6.45 173,353 8.758 379.61 606 79.0
Indiana ........................... 63 6,568,864 1.28 104,268 9.497 374.28 591 83.1
Iowa .............................. 16 1,557,461 0.30 97,341 9.646 384.96 590 78.5
Kansas ............................ 19 1,995,578 0.39 105,030 9.240 363.99 603 80.8
Kentucky .......................... 30 2,916,324 0.57 97,211 9.597 373.14 594 85.1
Louisiana ......................... 20 2,358,043 0.46 117,902 8.939 364.79 598 81.9
Maine ............................. 10 1,394,211 0.27 139,421 8.700 384.12 592 81.8
Maryland .......................... 89 19,681,714 3.84 221,143 8.099 386.15 590 78.6
Massachusetts ..................... 65 14,554,010 2.84 223,908 8.156 376.41 591 75.1
Michigan .......................... 108 12,647,948 2.47 117,111 8.921 368.36 603 81.5
Minnesota ......................... 36 6,523,252 1.27 181,201 8.483 385.24 614 81.9
Mississippi ....................... 14 1,531,714 0.30 109,408 9.306 384.44 565 81.6
Missouri .......................... 45 5,270,557 1.03 117,123 8.817 366.20 605 79.4
Montana ........................... 11 1,525,702 0.30 138,700 8.895 359.25 564 79.4
Nebraska .......................... 7 804,087 0.16 114,870 8.578 359.68 639 80.8
Nevada ............................ 52 10,699,579 2.09 205,761 7.891 389.68 612 78.2
New Hampshire ..................... 12 2,350,053 0.46 195,838 7.712 367.56 611 80.1
New Jersey ........................ 85 18,244,748 3.56 214,644 8.404 375.80 597 75.6
New Mexico ........................ 25 3,923,117 0.76 156,925 9.116 383.89 590 81.5
New York .......................... 120 27,410,440 5.34 228,420 7.732 378.58 607 72.1
North Carolina .................... 56 6,854,439 1.34 122,401 8.867 370.33 599 79.7
North Dakota ...................... 1 134,550 0.03 134,550 11.800 360.00 528 90.0
Ohio .............................. 61 6,631,943 1.29 108,720 9.216 384.51 601 83.2
Oklahoma .......................... 26 2,345,283 0.46 90,203 9.161 355.86 591 82.3
Oregon ............................ 44 8,262,086 1.61 187,775 8.051 427.92 605 79.8
Pennsylvania ...................... 81 11,069,280 2.16 136,658 8.957 372.66 586 82.2
Rhode Island ...................... 8 1,586,198 0.31 198,275 7.591 390.78 596 69.7
South Carolina .................... 24 2,892,736 0.56 120,531 8.961 359.51 598 82.4
South Dakota ...................... 1 140,000 0.03 140,000 10.250 360.00 564 80.0
Tennessee ......................... 47 5,933,235 1.16 126,239 9.253 379.01 596 85.5
Texas ............................. 220 25,191,907 4.91 114,509 8.875 357.78 595 81.3
Utah .............................. 23 4,014,776 0.78 174,555 8.396 398.64 605 80.0
Vermont ........................... 5 742,035 0.14 148,407 7.819 359.01 579 81.1
Virginia .......................... 94 17,271,259 3.37 183,737 8.212 388.07 585 77.9
Washington ........................ 94 18,016,910 3.51 191,669 8.105 402.98 606 78.6
West Virginia ..................... 11 1,208,881 0.24 109,898 8.715 369.19 582 78.9
Wisconsin ......................... 22 2,540,809 0.50 115,491 9.241 359.15 601 82.1
Wyoming ........................... 3 590,400 0.12 196,800 8.213 360.00 642 87.8
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
A-10
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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-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Range of Loan-to-Value Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
50.00 or Less ..................... 103 $ 13,306,051 2.59% $ 129,185 8.109% 363.73 588 40.5%
50.01 - 55.00 ..................... 59 10,958,197 2.14 185,732 8.081 404.06 563 52.9
55.01 - 60.00 ..................... 77 13,393,557 2.61 173,942 7.872 374.34 587 58.1
60.01 - 65.00 ..................... 131 26,756,186 5.22 204,246 7.817 388.45 589 63.3
65.01 - 70.00 ..................... 215 40,614,898 7.92 188,907 8.113 391.36 577 68.6
70.01 - 75.00 ..................... 318 59,204,406 11.54 186,177 8.146 386.80 584 73.8
75.01 - 80.00 ..................... 1,095 179,540,083 35.00 163,964 8.447 384.35 608 79.5
80.01 - 85.00 ..................... 344 65,425,001 12.75 190,189 8.425 387.83 593 84.3
85.01 - 90.00 ..................... 435 78,125,977 15.23 179,600 8.469 382.26 613 89.5
90.01 - 95.00 ..................... 146 20,726,448 4.04 141,962 9.282 371.97 608 94.6
95.01 - 100.00 .................... 45 4,949,194 0.96 109,982 10.090 363.82 632 99.9
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
4.000 or Less ..................... 1 $ 138,400 0.03% $ 138,400 3.500% 360.00 574 80.0%
4.001 - 4.500 ..................... 1 134,000 0.03 134,000 4.375 480.00 554 44.7
5.001 - 5.500 ..................... 2 351,500 0.07 175,750 5.125 480.00 538 61.9
5.501 - 6.000 ..................... 20 5,056,288 0.99 252,814 5.949 380.92 653 72.4
6.001 - 6.500 ..................... 86 21,262,902 4.14 247,243 6.346 391.96 650 72.5
6.501 - 7.000 ..................... 229 51,626,873 10.06 225,445 6.832 379.77 618 74.2
7.001 - 7.500 ..................... 270 54,041,724 10.53 200,155 7.333 379.01 614 75.8
7.501 - 8.000 ..................... 479 91,297,132 17.80 190,599 7.812 389.76 610 77.5
8.001 - 8.500 ..................... 423 74,724,736 14.57 176,654 8.304 381.66 600 78.7
8.501 - 9.000 ..................... 508 82,316,889 16.05 162,041 8.793 390.99 593 79.5
9.001 - 9.500 ..................... 278 42,999,737 8.38 154,675 9.309 381.26 576 79.1
9.501 - 10.000 .................... 290 40,536,113 7.90 139,780 9.778 385.66 574 80.1
10.001 - 10.500 ................... 160 22,743,856 4.43 142,149 10.321 379.36 564 80.1
10.501 - 11.000 ................... 117 14,417,046 2.81 123,223 10.761 378.44 563 82.4
11.001 - 11.500 ................... 46 4,566,527 0.89 99,272 11.305 374.80 557 79.9
11.501 - 12.000 ................... 34 3,942,779 0.77 115,964 11.801 363.16 566 82.6
12.001 - 12.500 ................... 15 1,750,110 0.34 116,674 12.247 375.23 565 84.3
12.501 - 13.000 ................... 7 668,885 0.13 95,555 12.732 359.91 586 87.1
13.001 - 13.500 ................... 2 424,500 0.08 212,250 13.482 360.00 540 91.4
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Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
A-11
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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-
Mortgaged Property Type Mortgage Balance Balance Principal Mortgage Term Risk Value
------------------------------------------------------------------------------------------------------------------------------------
Single Family Residence ........... 2,354 $ 395,121,471 77.02% $ 167,851 8.357% 384.94 598 77.9%
Planned Unit Development .......... 363 71,198,675 13.88 196,140 8.381 381.66 598 79.3
Low-Rise Condominium .............. 173 29,732,798 5.80 171,866 8.444 385.66 614 79.0
Two Family Home ................... 50 10,097,679 1.97 201,954 8.679 384.27 601 72.3
Three Family Home ................. 12 3,774,267 0.74 314,522 8.231 390.95 588 69.9
High-Rise Condominium ............. 12 2,023,011 0.39 168,584 8.930 382.03 623 80.4
Four Family Home .................. 4 1,052,097 0.21 263,024 7.839 341.04 610 47.6
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Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
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 .............. 1,936 $ 369,003,062 71.93% $ 190,601 8.236% 386.75 591 76.4%
Purchase .......................... 869 118,516,824 23.10 136,383 8.844 377.99 621 82.6
Refinance - Rate/Term ............. 163 25,480,112 4.97 156,320 8.137 381.32 614 78.8
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
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 .................... 2,885 $ 500,840,157 97.63% $ 173,601 8.363% 384.54 598 78.0%
Investment Property ............... 73 10,365,175 2.02 141,989 8.758 379.45 651 76.0
Second Home ....................... 10 1,794,667 0.35 179,467 8.635 388.62 592 70.2
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-12
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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-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Range of Remaining Terms (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
121 - 180 ......................... 40 $ 4,471,268 0.87% $ 111,782 8.111% 178.91 599 64.8%
181 - 300 ......................... 3 256,032 0.05 85,344 8.830 239.59 614 82.8
301 - 360 ......................... 2,366 395,003,034 77.00 166,950 8.400 359.55 601 78.4
Greater than 360 .................. 559 113,269,664 22.08 202,629 8.284 479.74 590 76.9
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
Loan Documentation Types 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 ................ 2,015 $ 329,201,761 64.17% $ 163,376 8.242% 382.63 593 78.7%
Stated Income ..................... 953 183,798,238 35.83 192,863 8.605 387.72 608 76.5
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
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 Risk Mortgage Balance Balance Principal Mortgage Term Risk Value
Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
781 - 800 ......................... 3 $ 619,180 0.12% $ 206,393 7.419% 436.65 789 82.7%
761 - 780 ......................... 9 2,090,017 0.41 232,224 6.910 393.65 771 76.7
741 - 760 ......................... 15 3,271,470 0.64 218,098 7.440 390.85 749 78.5
721 - 740 ......................... 28 4,691,265 0.91 167,545 7.486 369.10 729 79.1
701 - 720 ......................... 28 5,768,985 1.12 206,035 7.299 395.29 709 78.9
681 - 700 ......................... 87 15,235,686 2.97 175,123 7.688 368.63 689 79.1
661 - 680 ......................... 172 31,168,676 6.08 181,213 7.878 375.35 670 80.9
641 - 660 ......................... 291 52,592,478 10.25 180,730 7.896 379.55 650 80.6
621 - 640 ......................... 379 65,318,399 12.73 172,344 8.119 377.99 631 78.9
601 - 620 ......................... 383 65,766,591 12.82 171,714 8.155 388.05 610 79.4
581 - 600 ......................... 417 64,646,825 12.60 155,028 8.478 383.37 590 77.8
561 - 580 ......................... 385 65,934,460 12.85 171,258 8.529 384.32 570 78.7
541 - 560 ......................... 303 53,660,209 10.46 177,096 8.720 390.10 550 76.5
521 - 540 ......................... 277 49,260,784 9.60 177,837 9.113 398.25 530 74.1
501 - 520 ......................... 182 31,445,867 6.13 172,779 9.166 383.28 511 72.0
500 or Less ....................... 9 1,529,105 0.30 169,901 9.193 409.50 498 70.6
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
------------
(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-13
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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 Grade Category Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
A ................................. 2,127 $ 367,847,718 71.71% $ 172,942 8.285% 384.39 608 79.2%
A- ................................ 135 24,876,239 4.85 184,268 8.475 380.41 570 76.3
B ................................. 290 53,906,231 10.51 185,884 8.631 392.15 569 75.1
C ................................. 217 36,548,455 7.12 168,426 8.678 374.52 574 71.5
C- ................................ 181 26,796,150 5.22 148,045 8.438 386.68 600 78.6
D ................................. 18 3,025,205 0.59 168,067 9.200 388.61 549 63.3
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Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
Prepayment Penalty Periods 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 ................................. 919 $ 152,190,469 29.67% $ 165,604 8.705% 374.98 598 78.8%
12 ................................ 146 32,128,005 6.26 220,055 7.832 378.07 606 71.7
24 ................................ 1,432 242,662,515 47.30 169,457 8.437 391.35 593 79.0
28 ................................ 1 104,500 0.02 104,500 7.650 360.00 687 77.4
30 ................................ 2 358,257 0.07 179,128 8.976 358.44 616 76.2
36 ................................ 468 85,556,253 16.68 182,813 7.796 384.27 614 75.9
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
[Enlarge/Download Table]
Months to Next Adjustment Date for the Group 2
Adjustable Rate Mortgage Loans in the Mortgage Pool
Weighted Weighted
Average Percent of Weighted Weighted Average Weighted
Months to Number Aggregate Aggregate Average Average Average Credit Average
Next of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Months to Next Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 - 6 ..................... 6 32 $ 8,156,569 2.30% $ 254,893 7.577% 359.71 573 77.6%
19 - 24 ................... 24 1,973 332,467,792 93.71 168,509 8.616 388.98 594 79.0
32 - 37 ................... 36 55 9,843,736 2.77 178,977 8.188 388.05 598 80.5
38 or Greater ............. 60 18 4,331,903 1.22 240,661 7.584 398.40 592 76.0
----------------------------------------
Total/Avg./Wtd. Avg.... 2,078 $ 354,800,000 100.00%
========================================
A-14
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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-
Mortgage Balance Balance Principal Mortgage Term Risk Value
Range of Gross Margins (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
2.001 - 3.000 ..................... 1 $ 240,000 0.07% $ 240,000 8.250% 360.00 575 80.0%
3.001 - 4.000 ..................... 8 1,798,204 0.51 224,776 9.045 378.94 590 74.4
4.001 - 5.000 ..................... 71 11,392,351 3.21 160,456 8.354 382.06 609 77.6
5.001 - 6.000 ..................... 290 51,703,818 14.57 178,289 8.202 387.94 607 77.5
6.001 - 7.000 ..................... 1,073 183,503,590 51.72 171,019 8.415 387.00 593 79.1
7.001 - 8.000 ..................... 635 106,162,037 29.92 167,184 9.027 391.93 586 79.7
--------------------------------------
Total/Avg./Wtd. Avg............ 2,078 $ 354,800,000 100.00%
======================================
------------
(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 6.634%.
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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500 ................... 1 $ 138,400 0.04% $ 138,400 3.500% 360.00 574 80.0%
11.001 - 11.500 ................... 1 134,000 0.04 134,000 4.375 480.00 554 44.7
12.001 - 12.500 ................... 5 997,500 0.28 199,500 5.971 423.46 632 74.0
12.501 - 13.000 ................... 21 4,687,994 1.32 223,238 6.220 378.92 621 72.8
13.001 - 13.500 ................... 49 10,761,189 3.03 219,616 6.666 399.99 609 74.4
13.501 - 14.000 ................... 145 31,634,503 8.92 218,169 7.132 382.76 605 76.5
14.001 - 14.500 ................... 171 35,174,422 9.91 205,698 7.588 387.44 610 77.8
14.501 - 15.000 ................... 311 58,191,565 16.40 187,111 8.001 395.97 608 78.8
15.001 - 15.500 ................... 303 54,776,669 15.44 180,781 8.440 384.13 596 79.6
15.501 - 16.000 ................... 401 64,211,094 18.10 160,127 8.882 394.81 590 80.1
16.001 - 16.500 ................... 201 31,634,553 8.92 157,386 9.375 382.58 574 78.7
16.501 - 17.000 ................... 207 29,317,121 8.26 141,629 9.810 387.24 576 79.8
17.001 - 17.500 ................... 117 16,250,911 4.58 138,897 10.328 386.29 563 80.7
17.501 - 18.000 ................... 81 10,011,017 2.82 123,593 10.765 375.69 560 83.1
18.001 - 18.500 ................... 28 2,713,603 0.76 96,914 11.278 371.34 568 79.9
18.501 - 19.000 ................... 20 2,032,541 0.57 101,627 11.775 366.88 573 83.0
19.001 - 19.500 ................... 8 1,123,534 0.32 140,442 12.223 359.26 569 90.6
Greater than 19.500 ............... 8 1,009,385 0.28 126,173 13.034 359.94 565 87.8
--------------------------------------
Total/Avg./Wtd. Avg............ 2,078 $ 354,800,000 100.00%
======================================
------------
(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 15.421%.
A-15
[Enlarge/Download Table]
Initial Periodic Rate Caps 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 Mortgage Balance Balance Principal Mortgage Term Risk Value
Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 ............................. 38 $ 9,150,324 2.58% $ 240,798 7.654% 359.69 578 77.4%
1.500 ............................. 1,669 279,774,428 78.85 167,630 8.601 388.00 594 79.1
2.000 ............................. 6 824,467 0.23 137,411 8.575 403.37 574 86.0
3.000 ............................. 364 64,818,782 18.27 178,074 8.555 394.06 594 78.7
6.000 ............................. 1 232,000 0.07 232,000 8.900 360.00 557 80.0
--------------------------------------
Total/Avg./Wtd. Avg............ 2,078 $ 354,800,000 100.00%
======================================
------------
(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 1.765%.
[Enlarge/Download Table]
Subsequent Periodic Rate Caps 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
Subsequent Periodic Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 ............................. 353 $ 64,457,035 18.17% $ 182,598 8.491% 386.94 591 78.7%
1.500 ............................. 1,724 290,235,102 81.80 168,350 8.585 388.73 594 79.1
3.000 ............................. 1 107,863 0.03 107,863 9.150 359.00 595 80.0
--------------------------------------
Total/Avg./Wtd. Avg............ 2,078 $ 354,800,000 100.00%
======================================
------------
(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 1.410%.
[Enlarge/Download Table]
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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
3.001 - 4.000 ..................... 1 $ 138,400 0.04% $ 138,400 3.500% 360.00 574 80.0%
4.001 - 5.000 ..................... 2 339,000 0.10 169,500 5.962 480.00 610 54.7
5.001 - 6.000 ..................... 30 6,414,820 1.81 213,827 6.640 401.35 609 73.3
6.001 - 7.000 ..................... 158 35,207,034 9.92 222,829 6.946 382.07 604 75.9
7.001 - 8.000 ..................... 449 88,862,743 25.05 197,913 7.749 394.40 608 78.4
8.001 - 9.000 ..................... 706 120,989,273 34.10 171,373 8.573 389.09 597 79.5
9.001 - 10.000 .................... 451 66,814,052 18.83 148,146 9.536 385.76 576 79.9
Greater than 10.000 ............... 281 36,034,679 10.16 128,237 10.748 379.26 563 81.5
--------------------------------------
Total/Avg./Wtd. Avg............ 2,078 $ 354,800,000 100.00%
======================================
------------
(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 8.498%.
A-16
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Next Adjustment Dates 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
------------------------------------------------------------------------------------------------------------------------------------
October 2006 ...................... 2 $ 791,419 0.22% $ 395,710 7.923% 357.00 519 76.5%
January 2007 ...................... 23 5,621,550 1.58 244,415 7.379 360.00 579 76.8
February 2007 ..................... 7 1,743,600 0.49 249,086 8.059 360.00 579 80.6
March 2008 ........................ 1 55,917 0.02 55,917 10.875 356.00 511 80.0
April 2008 ........................ 22 4,551,037 1.28 206,865 8.317 380.76 580 73.8
May 2008 .......................... 27 4,470,983 1.26 165,592 9.122 367.71 573 82.3
June 2008 ......................... 159 28,641,333 8.07 180,134 8.786 392.90 587 80.4
July 2008 ......................... 1,398 235,470,828 66.37 168,434 8.579 388.38 596 79.1
August 2008 ....................... 366 59,277,693 16.71 161,961 8.667 391.73 591 78.4
April 2009 ........................ 1 181,312 0.05 181,312 9.200 357.00 637 80.0
May 2009 .......................... 2 233,077 0.07 116,539 7.907 358.00 574 82.2
June 2009 ......................... 6 1,065,366 0.30 177,561 10.029 359.19 572 87.2
July 2009 ......................... 38 6,881,181 1.94 181,084 7.755 391.68 605 78.8
August 2009 ....................... 8 1,482,800 0.42 185,350 8.792 400.51 584 83.6
April 2011 ........................ 1 317,793 0.09 317,793 6.000 357.00 584 75.0
July 2011 ......................... 10 2,016,610 0.57 201,661 7.477 396.42 580 70.9
August 2011 ....................... 7 1,997,500 0.56 285,357 7.944 406.98 606 81.4
--------------------------------------
Total/Avg./Wtd. Avg............ 2,078 $ 354,800,000 100.00%
======================================
------------
(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 July 2008.
Interest Only Periods 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
Interest Only Period (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 ................................. 2,791 $ 474,439,185 92.48% $ 169,989 8.418% 386.45 594 77.6%
60 ................................ 177 38,560,813 7.52 217,858 7.805 359.94 658 81.7
--------------------------------------
Total/Avg./Wtd. Avg............ 2,968 $ 512,999,998 100.00%
======================================
A-17
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GROUP 3 MORTGAGE LOANS
Mortgage Loan Programs for the Group 3 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 ............. 12 $ 4,721,743 0.69% $ 393,479 8.731% 359.83 573 80.6%
2/28 6-month LIBOR ................ 1,013 188,475,226 27.43 186,056 9.130 359.75 608 82.1
2/38 6-month LIBOR ................ 284 78,597,883 11.44 276,753 8.811 479.72 607 81.4
2/28 6-month LIBOR - 24-month
Interest Only ................... 5 1,713,641 0.25 342,728 6.719 357.49 611 72.5
2/28 6-month LIBOR - 36-month
Interest Only ................... 1 290,639 0.04 290,639 10.450 358.00 609 86.0
2/28 6-month LIBOR - 60-month
Interest Only ................... 673 183,999,245 26.78 273,402 8.159 359.80 623 81.9
3/27 6-month LIBOR ................ 34 6,514,186 0.95 191,594 8.994 359.60 593 79.1
3/37 6-month LIBOR ................ 6 1,671,912 0.24 278,652 8.368 479.59 605 70.7
3/27 6-month LIBOR - 60-month
Interest Only ................... 38 10,790,658 1.57 283,965 7.542 359.74 615 81.6
5/25 6-month LIBOR ................ 24 6,370,790 0.93 265,450 8.316 360.00 621 81.3
5/35 6-month LIBOR ................ 5 1,525,250 0.22 305,050 9.071 480.00 554 73.0
5/25 6-month LIBOR - 120-month
Interest Only ................... 1 184,000 0.03 184,000 7.875 359.00 690 80.0
5/25 6-month LIBOR - 60-month
Interest Only ................... 1 343,920 0.05 343,920 6.625 360.00 678 80.0
15-Year Fixed ..................... 30 4,230,617 0.62 141,021 7.193 178.91 625 65.7
15-Year Fixed - Credit Comeback ... 3 265,546 0.04 88,515 9.026 178.73 532 67.5
20-Year Fixed ..................... 3 196,265 0.03 65,422 8.212 239.19 647 79.7
30-Year Fixed ..................... 770 132,149,677 19.24 171,623 7.393 358.95 627 72.6
30-Year Fixed - Credit Comeback ... 121 19,569,159 2.85 161,729 8.330 358.77 609 76.1
40-Year Fixed ..................... 126 24,451,307 3.56 194,058 7.376 479.13 630 75.7
40-Year Fixed - Credit Comeback ... 9 1,327,731 0.19 147,526 8.224 479.49 619 69.8
30-Year Fixed - 60-month
Interest Only ................... 78 19,194,119 2.79 246,078 7.093 359.20 642 77.4
40/30-Year Fixed Balloon .......... 1 415,585 0.06 415,585 7.500 357.00 584 80.0
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
A-18
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Original Terms to Stated Maturity for the Group 3 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 ........................... 1,802 $ 403,404,047 58.72% $ 223,865 8.613% 359.77 615 81.9%
ARM 480 ........................... 295 81,795,045 11.91 277,271 8.807 479.72 606 81.0
Fixed 180 ......................... 33 4,496,163 0.65 136,247 7.301 178.90 620 65.8
Fixed 240 ......................... 3 196,265 0.03 65,422 8.212 239.19 647 79.7
Fixed 360 ......................... 970 171,328,540 24.94 176,627 7.467 358.95 627 73.5
Fixed 480 ......................... 135 25,779,038 3.75 190,956 7.420 479.15 629 75.4
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
Mortgage Loan Principal Balances for the Group 3 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 Principal Mortgage Balance Balance Principal Mortgage Term Risk Value
Balances ($) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 ............. 19 $ 815,219 0.12% $ 42,906 11.375% 333.97 583 75.0%
50,000.01 - 75,000.00 ............. 226 14,318,209 2.08 63,355 9.864 364.25 605 80.1
75,000.01 - 100,000.00 ............ 324 28,533,963 4.15 88,068 8.857 362.13 604 78.2
100,000.01 - 150,000.00 ........... 717 89,461,027 13.02 124,771 8.490 369.73 609 77.8
150,000.01 - 200,000.00 ........... 592 103,368,754 15.05 174,609 8.234 373.82 618 78.6
200,000.01 - 250,000.00 ........... 421 93,821,194 13.66 222,853 8.251 378.20 617 79.1
250,000.01 - 300,000.00 ........... 299 81,886,652 11.92 273,868 8.270 379.86 626 80.8
300,000.01 - 350,000.00 ........... 191 61,848,392 9.00 323,814 8.224 378.66 619 80.9
350,000.01 - 400,000.00 ........... 123 45,886,863 6.68 373,064 8.164 378.30 625 80.0
400,000.01 - 450,000.00 ........... 107 45,557,806 6.63 425,774 8.122 390.72 612 81.2
450,000.01 - 500,000.00 ........... 90 43,066,672 6.27 478,519 8.052 385.36 615 79.0
500,000.01 - 550,000.00 ........... 56 29,518,772 4.30 527,121 8.282 389.57 626 82.2
550,000.01 - 600,000.00 ........... 27 15,656,103 2.28 579,856 7.615 367.72 626 75.3
600,000.01 - 650,000.00 ........... 11 6,858,373 1.00 623,488 8.481 392.04 610 77.3
650,000.01 -700,000.00 ............ 16 10,699,155 1.56 668,697 7.847 366.63 623 78.6
700,000.01 - 750,000.00 ........... 11 8,001,972 1.16 727,452 7.597 392.01 630 79.3
850,000.01 - 900,000.00 ........... 3 2,651,797 0.39 883,932 8.767 359.00 636 77.6
Greater than 900,000.00 ........... 5 5,048,173 0.73 1,009,635 8.849 359.25 611 70.8
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
A-19
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State Distribution of the Mortgaged Properties for the Group 3 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 ........................... 44 $ 5,017,685 0.73% $ 114,038 8.980% 361.66 608 83.4%
Alaska ............................ 4 920,635 0.13 230,159 9.567 359.59 601 88.6
Arizona ........................... 176 36,283,441 5.28 206,156 8.270 374.58 615 80.2
Arkansas .......................... 17 2,097,149 0.31 123,362 9.103 358.39 635 91.6
California ........................ 574 188,224,625 27.40 327,917 7.679 385.16 626 76.7
Colorado .......................... 41 7,477,653 1.09 182,382 8.744 365.28 599 84.2
Connecticut ....................... 44 10,590,554 1.54 240,694 8.522 369.57 610 80.1
Delaware .......................... 8 1,708,127 0.25 213,516 7.735 359.66 654 82.2
District of Columbia .............. 8 2,472,700 0.36 309,088 8.155 360.00 640 76.2
Florida ........................... 484 94,410,169 13.74 195,062 8.329 377.31 619 77.9
Georgia ........................... 116 19,135,007 2.79 164,957 9.251 367.22 600 82.3
Hawaii ............................ 25 7,474,818 1.09 298,993 7.962 373.02 635 75.8
Idaho ............................. 21 4,164,566 0.61 198,313 8.047 392.15 614 75.6
Illinois .......................... 104 24,588,684 3.58 236,430 9.041 378.80 626 81.0
Indiana ........................... 29 3,234,208 0.47 111,524 8.979 360.83 615 84.7
Iowa .............................. 16 2,048,775 0.30 128,048 9.576 361.14 620 86.3
Kansas ............................ 16 1,668,144 0.24 104,259 9.724 359.94 623 87.0
Kentucky .......................... 20 2,562,636 0.37 128,132 8.826 361.41 592 80.0
Louisiana ......................... 40 4,850,618 0.71 121,265 9.014 352.54 602 82.6
Maine ............................. 15 3,073,576 0.45 204,905 8.018 369.96 641 80.1
Maryland .......................... 78 18,086,974 2.63 231,884 8.498 377.51 614 79.1
Massachusetts ..................... 47 11,718,179 1.71 249,323 8.321 373.81 616 78.3
Michigan .......................... 105 11,906,484 1.73 113,395 9.445 364.73 607 82.2
Minnesota ......................... 35 7,783,625 1.13 222,389 8.915 374.56 619 83.9
Mississippi ....................... 21 2,512,634 0.37 119,649 8.684 383.33 598 87.0
Missouri .......................... 67 7,741,968 1.13 115,552 9.824 371.63 590 87.3
Montana ........................... 8 1,314,491 0.19 164,311 7.782 359.29 626 80.1
Nebraska .......................... 10 1,010,845 0.15 101,084 8.821 370.46 579 82.5
Nevada ............................ 72 19,352,612 2.82 268,786 8.033 382.57 629 81.6
New Hampshire ..................... 28 5,650,505 0.82 201,804 8.305 369.57 602 82.2
New Jersey ........................ 85 23,731,290 3.45 279,192 8.212 381.19 608 76.9
New Mexico ........................ 9 1,623,652 0.24 180,406 8.395 373.03 607 77.5
New York .......................... 82 26,383,875 3.84 321,755 8.332 377.77 616 77.6
North Carolina .................... 48 6,612,843 0.96 137,768 9.401 372.16 604 83.5
North Dakota ...................... 1 150,000 0.02 150,000 10.430 360.00 610 100.0
Ohio .............................. 67 7,109,984 1.03 106,119 9.172 370.50 605 83.7
Oklahoma .......................... 25 2,420,766 0.35 96,831 9.277 367.09 605 85.2
Oregon ............................ 56 9,775,291 1.42 174,559 7.915 385.43 621 80.9
Pennsylvania ...................... 64 10,315,150 1.50 161,174 8.546 371.75 607 81.1
Rhode Island ...................... 8 1,855,250 0.27 231,906 8.331 360.00 578 78.9
South Carolina .................... 12 1,359,317 0.20 113,276 9.536 359.44 587 82.1
South Dakota ...................... 4 406,010 0.06 101,503 9.048 360.00 620 84.2
Tennessee ......................... 66 8,681,639 1.26 131,540 9.028 363.76 604 84.0
Texas ............................. 174 22,808,015 3.32 131,081 8.739 362.29 607 84.1
Utah .............................. 26 5,555,626 0.81 213,678 8.339 382.67 620 84.3
Vermont ........................... 3 412,800 0.06 137,600 7.580 360.00 569 78.1
Virginia .......................... 83 19,252,996 2.80 231,964 7.877 377.60 609 78.1
Washington ........................ 111 23,683,028 3.45 213,361 8.085 379.53 615 80.1
West Virginia ..................... 2 137,716 0.02 68,858 9.299 358.38 614 80.0
Wisconsin ......................... 34 4,945,529 0.72 145,457 10.127 366.20 634 82.7
Wyoming ........................... 5 696,233 0.10 139,247 9.263 359.36 619 83.9
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
A-20
[Enlarge/Download Table]
Loan-to-Value Ratios for the Group 3 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
Range of Loan-to-Value Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
50.00 or Less ..................... 110 $ 17,509,776 2.55% $ 159,180 7.659% 363.85 614 40.0%
50.01 - 55.00 ..................... 70 13,999,744 2.04 199,996 7.320 370.82 619 52.7
55.01 - 60.00 ..................... 80 14,801,107 2.15 185,014 7.423 370.25 606 57.9
60.01 - 65.00 ..................... 137 30,744,630 4.48 224,413 7.336 380.60 606 63.3
65.01 - 70.00 ..................... 171 36,626,171 5.33 214,188 7.574 375.68 607 68.5
70.01 - 75.00 ..................... 247 58,832,231 8.56 238,187 7.886 374.67 603 73.9
75.01 - 80.00 ..................... 1,292 271,181,135 39.47 209,893 8.394 378.24 627 79.7
80.01 - 85.00 ..................... 308 70,527,830 10.27 228,986 8.276 377.16 603 84.4
85.01 - 90.00 ..................... 510 116,858,922 17.01 229,135 8.533 379.07 618 89.6
90.01 - 95.00 ..................... 214 41,017,203 5.97 191,669 9.408 378.64 611 94.8
95.01 - 100.00 .................... 99 14,900,348 2.17 150,509 9.640 370.83 634 99.8
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
Current Mortgage Rates for the Group 3 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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500 ..................... 5 $ 1,729,420 0.25% $ 345,884 5.485% 359.29 636 76.5%
5.501 - 6.000 ..................... 34 9,727,960 1.42 286,116 5.946 365.32 669 69.8
6.001 - 6.500 ..................... 184 47,324,347 6.89 257,198 6.329 372.18 649 71.7
6.501 - 7.000 ..................... 349 84,483,408 12.30 242,073 6.829 364.91 634 74.9
7.001 - 7.500 ..................... 327 74,934,441 10.91 229,157 7.323 375.99 617 75.5
7.501 - 8.000 ..................... 448 101,749,392 14.81 227,119 7.803 378.04 620 78.5
8.001 - 8.500 ..................... 341 72,864,500 10.61 213,679 8.304 378.49 618 81.7
8.501 - 9.000 ..................... 457 97,500,045 14.19 213,348 8.794 383.45 609 81.3
9.001 - 9.500 ..................... 361 68,208,585 9.93 188,943 9.278 381.46 608 82.5
9.501 - 10.000 .................... 330 63,395,638 9.23 192,108 9.779 383.10 601 82.7
10.001 - 10.500 ................... 176 34,159,305 4.97 194,087 10.310 382.31 601 84.6
10.501 - 11.000 ................... 122 16,803,004 2.45 137,730 10.755 374.43 591 86.4
11.001 - 11.500 ................... 48 7,422,871 1.08 154,643 11.289 370.87 592 85.8
11.501 - 12.000 ................... 27 3,852,743 0.56 142,694 11.744 367.67 598 90.4
12.001 - 12.500 ................... 11 1,384,577 0.20 125,871 12.187 360.00 575 85.7
12.501 - 13.000 ................... 5 452,020 0.07 90,404 12.806 360.00 582 89.6
13.001 - 13.500 ................... 6 662,744 0.10 110,457 13.230 359.67 592 94.9
13.501 - 14.000 ................... 4 195,308 0.03 48,827 13.729 359.71 533 86.3
Greater than 14.000 ............... 3 148,790 0.02 49,597 14.553 358.94 572 94.9
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
A-21
[Enlarge/Download Table]
Types of Mortgaged Properties for the Group 3 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 ........... 2,428 $ 497,070,056 72.35% $ 204,724 8.199% 377.19 617 78.9%
Planned Unit Development .......... 478 115,998,127 16.88 242,674 8.494 376.66 616 81.7
Low-Rise Condominium .............. 206 41,350,904 6.02 200,733 8.578 376.04 620 81.0
Two Family Home ................... 83 22,659,142 3.30 273,002 8.958 378.80 623 76.3
High-Rise Condominium ............. 14 3,161,924 0.46 225,852 7.621 369.21 651 81.2
Three Family Home ................. 9 2,939,196 0.43 326,577 8.295 412.85 658 83.9
Manufactured Housing(1) ........... 16 2,670,545 0.39 166,909 8.963 361.06 635 66.8
Four Family Home .................. 4 1,149,203 0.17 287,301 7.804 359.41 607 61.4
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
------------
(1) Treated as real property.
Loan Purposes for the Group 3 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............... 1,588 $ 359,804,650 52.37% $ 226,577 7.835% 376.91 609 76.0%
Purchase........................... 1,495 300,855,514 43.79 201,241 8.896 378.11 627 83.5
Refinance - Rate/Term ............. 155 26,338,934 3.83 169,929 7.755 368.36 619 78.6
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
Occupancy Types for the Group 3 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 .................... 3,081 $ 656,061,174 95.50% $ 212,938 8.260% 376.69 616 79.2%
Investment Property ............... 125 24,275,827 3.53 194,207 9.072 389.79 645 81.5
Second Home ....................... 32 6,662,096 0.97 208,191 9.092 372.12 644 83.7
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-22
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Remaining Terms to Stated Maturity for the Group 3 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
Range of Remaining Terms (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
121 - 180 ......................... 33 $ 4,496,163 0.65% $ 136,247 7.301% 178.90 620 65.8%
181 - 300 ......................... 3 196,265 0.03 65,422 8.212 239.19 647 79.7
301 - 360 ......................... 2,772 574,732,586 83.66 207,335 8.271 359.52 618 79.4
Greater than 360 .................. 430 107,574,083 15.66 250,172 8.475 479.59 611 79.7
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
Loan Documentation Types for the Group 3 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 ................ 1,920 $ 371,564,631 54.09% $ 193,523 7.989% 373.68 608 80.1%
Stated Income ..................... 1,318 315,434,466 45.91 239,328 8.660 381.14 628 78.5
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
A-23
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Credit Bureau Risk Scores(1) for the Group 3 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 Risk Mortgage Balance Balance Principal Mortgage Term Risk Value
Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
801 - 820 ......................... 4 $ 1,433,469 0.21% $ 358,367 6.809% 360.00 805 73.2%
781 - 800 ......................... 8 2,403,475 0.35 300,434 6.817 359.56 789 69.7
761 - 780 ......................... 14 3,046,193 0.44 217,585 7.407 403.67 772 71.5
741 - 760 ......................... 22 5,257,135 0.77 238,961 8.257 404.14 747 82.3
721 - 740 ......................... 46 10,357,342 1.51 225,160 7.611 386.85 728 78.4
701 - 720 ......................... 80 17,107,716 2.49 213,846 7.815 367.27 711 77.8
681 - 700 ......................... 121 31,585,598 4.60 261,038 7.929 369.90 691 78.7
661 - 680 ......................... 231 52,425,017 7.63 226,948 7.734 368.42 670 79.8
641 - 660 ......................... 385 89,236,597 12.99 231,783 8.067 375.08 649 80.8
621 - 640 ......................... 504 107,495,768 15.65 213,285 8.364 378.31 630 79.9
601 - 620 ......................... 516 104,440,495 15.20 202,404 8.175 380.40 611 80.6
581 - 600 ......................... 512 104,949,001 15.28 204,979 8.343 375.70 590 79.5
561 - 580 ......................... 370 74,119,617 10.79 200,323 8.561 373.72 571 79.8
541 - 560 ......................... 188 36,368,455 5.29 193,449 8.903 381.63 551 77.8
521 - 540 ......................... 133 27,246,136 3.97 204,858 9.242 393.56 531 76.5
501 - 520 ......................... 96 17,780,538 2.59 185,214 9.235 379.35 512 71.3
500 or Less ....................... 8 1,746,545 0.25 218,318 9.568 404.29 500 72.6
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
------------
(1) The Credit Bureau Risk Scores referenced in this table with respect to substantially all of the Group 3 Mortgage Loans were
obtained by the respective originators from one or more credit reporting agencies, and were determined at the time of
origination.
Credit Grade Categories for the Group 3 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 ................................. 2,450 $ 528,641,509 76.95% $ 215,772 8.246% 377.15 625 79.8%
A- ................................ 124 33,076,213 4.81 266,744 8.329 372.31 593 78.2
B ................................. 198 41,938,189 6.10 211,809 8.441 379.06 587 76.0
C ................................. 209 41,026,592 5.97 196,299 8.460 380.32 586 76.3
C- ................................ 250 41,150,449 5.99 164,602 8.608 375.76 602 81.2
D ................................. 7 1,166,145 0.17 166,592 8.549 359.53 571 69.8
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
A-24
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Prepayment Penalty Periods for the Group 3 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 ................................. 813 $ 186,091,269 27.09% $ 228,895 9.015% 376.09 618 80.6%
12 ................................ 98 24,863,690 3.62 253,711 8.627 379.63 614 78.8
24 ................................ 1,284 289,217,261 42.10 225,247 8.387 381.02 611 81.8
36 ................................ 248 47,590,779 6.93 191,898 7.715 372.91 622 76.0
60 ................................ 795 139,236,098 20.27 175,140 7.289 371.32 630 73.7
--------------------------------------
Total/Avg./Wtd. Avg............ 3,238 $ 686,999,097 100.00%
======================================
[Enlarge/Download Table]
Months to Next Adjustment Date for the Group 3
Adjustable Rate Mortgage Loans in the Mortgage Pool
Weighted Weighted
Average Percent of Weighted Weighted Average Weighted
Months to Number Aggregate Aggregate Average Average Average Credit Average
Next of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Months to Next Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
0 - 6 ....................... 6 12 $ 4,721,743 0.97% $ 393,479 8.731% 359.83 573 80.6%
19 - 24 ..................... 24 1,976 453,076,633 93.38 229,290 8.672 380.58 614 81.9
32 - 37 ..................... 36 78 18,976,756 3.91 243,292 8.113 370.25 607 79.8
38 or Greater ............... 60 31 8,423,960 1.74 271,741 8.374 381.71 613 79.7
---------------------------------------
Total/Avg./Wtd. Avg...... 2,097 $ 485,199,092 100.00%
=======================================
[Enlarge/Download Table]
Gross Margins for the Group 3 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
Range of Gross Margins (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 or Less ..................... 1 $ 300,000 0.06% $ 300,000 7.250% 360.00 656 75.0%
2.001 - 3.000 ..................... 1 184,000 0.04 184,000 7.875 359.00 690 80.0
3.001 - 4.000 ..................... 4 1,308,820 0.27 327,205 8.414 360.00 588 78.1
4.001 - 5.000 ..................... 30 6,615,478 1.36 220,516 7.893 364.48 628 80.2
5.001 - 6.000 ..................... 189 45,653,139 9.41 241,551 7.843 374.57 620 79.3
6.001 - 7.000 ..................... 683 178,303,416 36.75 261,059 7.940 372.89 614 80.6
7.001 - 8.000 ..................... 571 139,319,754 28.71 243,993 8.938 387.03 612 82.5
8.001 - 9.000 ..................... 437 84,587,703 17.43 193,565 9.472 388.58 609 82.6
9.001 - 10.000 .................... 129 22,496,252 4.64 174,390 10.433 380.80 618 86.6
10.001 - 11.000 ................... 35 5,116,104 1.05 146,174 11.279 370.70 595 88.0
11.001 - 12.000 ................... 9 883,849 0.18 98,205 10.822 360.00 585 87.2
12.001 - 13.000 ................... 6 319,681 0.07 53,280 13.524 359.43 533 87.2
Greater than 13.000 ............... 2 110,897 0.02 55,448 14.570 358.92 562 93.1
-------------------------------------
Total/Avg./Wtd. Avg............ 2,097 $ 485,199,092 100.00%
=====================================
------------
(1) The weighted average Gross Margin for the Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of the Cut-off Date
was approximately 7.232%.
A-25
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Maximum Mortgage Rates for the Group 3 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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
12.001 - 12.500 ................... 10 $ 2,973,240 0.61% $ 297,324 5.874% 359.55 646 75.8%
12.501 - 13.000 ................... 20 5,952,039 1.23 297,602 6.224 368.96 627 75.8
13.001 - 13.500 ................... 70 20,775,045 4.28 296,786 6.640 367.38 621 76.7
13.501 - 14.000 ................... 134 42,726,394 8.81 318,854 7.086 369.42 627 79.1
14.001 - 14.500 ................... 162 43,846,566 9.04 270,658 7.534 379.89 616 79.0
14.501 - 15.000 ................... 253 68,869,582 14.19 272,212 8.032 380.59 616 80.6
15.001 - 15.500 ................... 232 57,505,670 11.85 247,869 8.424 378.89 620 82.7
15.501 - 16.000 ................... 338 78,537,431 16.19 232,359 8.903 387.05 610 82.3
16.001 - 16.500 ................... 306 59,417,535 12.25 194,175 9.352 384.34 607 82.5
16.501 - 17.000 ................... 269 51,892,818 10.70 192,910 9.815 383.16 604 83.3
17.001 - 17.500 ................... 125 27,301,233 5.63 218,410 10.341 384.80 610 84.9
17.501 - 18.000 ................... 95 13,590,722 2.80 143,060 10.763 374.44 600 86.9
18.001 - 18.500 ................... 35 5,743,724 1.18 164,106 11.315 366.74 598 86.8
18.501 - 19.000 ................... 21 3,318,347 0.68 158,017 11.753 369.01 600 91.7
19.001 - 19.500 ................... 10 1,327,777 0.27 132,778 12.192 360.00 577 86.0
Greater than 19.500 ............... 17 1,420,968 0.29 83,586 13.268 359.72 578 91.9
-------------------------------------
Total/Avg./Wtd. Avg............ 2,097 $ 485,199,092 100.00%
=====================================
------------
(1) The weighted average Maximum Mortgage Rate for the Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of the
Cut-off Date was approximately 15.506%.
Initial Periodic Rate Caps for the Group 3 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
Initial Periodic Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 ............................. 20 $ 6,368,703 1.31% $ 318,435 8.735% 361.77 584 80.7%
1.500 ............................. 1,697 393,219,148 81.04 231,714 8.640 379.89 615 81.9
2.000 ............................. 7 2,404,186 0.50 343,455 8.603 386.84 620 88.4
3.000 ............................. 371 82,756,740 17.06 223,064 8.672 381.40 608 80.7
6.000 ............................. 2 450,314 0.09 225,157 7.712 429.97 675 80.0
-------------------------------------
Total/Avg./Wtd. Avg............ 2,097 $ 485,199,092 100.00%
=====================================
------------
(1) The weighted average Initial Periodic Rate Cap for the Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of the
Cut-off Date was approximately 1.756%.
A-26
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Subsequent Periodic Rate Caps for the Group 3 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
Subsequent Periodic Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 ............................. 333 $ 76,037,855 15.67% $ 228,342 8.685% 377.70 607 81.3%
1.500 ............................. 1,760 408,394,610 84.17 232,042 8.637 380.46 614 81.8
2.000 ............................. 2 324,000 0.07 162,000 8.307 359.43 634 74.5
3.000 ............................. 2 442,627 0.09 221,313 10.481 357.94 520 82.7
-------------------------------------
Total/Avg./Wtd. Avg............ 2,097 $ 485,199,092 100.00%
=====================================
------------
(1) The weighted average Subsequent Periodic Rate Cap for the Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of
the Cut-off Date was approximately 1.423%.
Minimum Mortgage Rates for the Group 3 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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
2.001 - 3.000 ..................... 1 $ 184,000 0.04% $ 184,000 7.875% 359.00 690 80.0%
3.001 - 4.000 ..................... 1 343,920 0.07 343,920 6.625 360.00 678 80.0
4.001 - 5.000 ..................... 3 617,832 0.13 205,944 6.530 359.16 666 84.5
5.001 - 6.000 ..................... 24 7,159,228 1.48 298,301 6.273 374.45 632 76.5
6.001 - 7.000 ..................... 171 54,586,693 11.25 319,220 6.855 367.81 622 77.6
7.001 - 8.000 ..................... 385 107,670,285 22.19 279,663 7.704 378.47 619 80.3
8.001 - 9.000 ..................... 583 141,389,061 29.14 242,520 8.617 383.87 614 82.0
9.001 - 10.000 .................... 589 115,435,482 23.79 195,986 9.525 383.90 608 82.8
Greater than 10.000 ............... 340 57,812,590 11.92 170,037 10.737 378.11 600 86.2
-------------------------------------
Total/Avg./Wtd. Avg............ 2,097 $ 485,199,092 100.00%
=====================================
------------
(1) The weighted average Minimum Mortgage Rate for the Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of the
Cut-off Date was approximately 8.584%.
A-27
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Next Adjustment Dates for the Group 3 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
------------------------------------------------------------------------------------------------------------------------------------
October 2006 ...................... 1 $ 112,299 0.02% $ 112,299 8.625% 357.00 501 75.0%
December 2006 ..................... 1 467,932 0.10 467,932 10.000 359.00 523 74.9
January 2007 ...................... 10 4,141,512 0.85 414,151 8.590 360.00 580 81.4
April 2008 ........................ 44 11,155,024 2.30 253,523 7.969 375.46 600 76.0
May 2008 .......................... 39 11,173,745 2.30 286,506 8.976 370.22 598 81.6
June 2008 ......................... 201 53,975,462 11.12 268,535 8.874 391.10 598 82.5
July 2008 ......................... 1,332 306,241,609 63.12 229,911 8.636 379.69 618 82.0
August 2008 ....................... 360 70,530,793 14.54 195,919 8.739 378.81 613 81.8
March 2009 ........................ 1 71,845 0.01 71,845 9.125 356.00 620 80.0
April 2009 ........................ 2 359,553 0.07 179,776 9.236 357.00 622 99.8
May 2009 .......................... 4 920,525 0.19 230,131 7.248 358.00 614 79.8
June 2009 ......................... 11 2,942,797 0.61 267,527 8.075 387.11 605 76.4
July 2009 ......................... 45 11,182,622 2.30 248,503 7.982 370.54 605 78.8
August 2009 ....................... 15 3,499,414 0.72 233,294 8.658 360.00 611 83.7
June 2011 ......................... 1 184,000 0.04 184,000 7.875 359.00 690 80.0
July 2011 ......................... 10 2,968,799 0.61 296,880 8.289 370.83 614 80.9
August 2011 ....................... 20 5,271,161 1.09 263,558 8.440 388.62 610 79.0
-------------------------------------
Total/Avg./Wtd. Avg............ 2,097 $ 485,199,092 100.00%
=====================================
------------
(1) The weighted average Next Adjustment Date for the Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of the
Cut-off Date is July 2008.
Interest Only Periods for the Group 3 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
Interest Only Period (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 ................................. 2,441 $ 470,482,877 68.48% $ 192,742 8.423% 385.11 614 78.4%
24 ................................ 5 1,713,641 0.25 342,728 6.719 357.49 611 72.5
36 ................................ 1 290,639 0.04 290,639 10.450 358.00 609 86.0
60 ................................ 790 214,327,941 31.20 271,301 8.030 359.75 625 81.5
120 ............................... 1 184,000 0.03 184,000 7.875 359.00 690 80.0
--------------------------------------
Total/Avg./Wtd. Avg....... 3,238 $ 686,999,097 100.00%
======================================
A-28
[Enlarge/Download Table]
GROUP 2 AND GROUP 3 MORTGAGE LOANS
Mortgage Loan Programs for the Group 2 and Group 3 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 ............. 44 $ 12,878,313 1.07% $ 292,689 8.000% 359.75 573 78.7%
2/28 6-month LIBOR ................ 2,409 403,331,116 33.61 167,427 8.953 359.80 597 80.7
2/38 6-month LIBOR ................ 690 159,303,972 13.28 230,875 8.654 479.79 593 79.0
2/28 6-month LIBOR - 24-month
Interest Only ................... 5 1,713,641 0.14 342,728 6.719 357.49 611 72.5
2/28 6-month LIBOR - 36-month
Interest Only ................... 1 290,639 0.02 290,639 10.450 358.00 609 86.0
2/28 6-month LIBOR - 60-month
Interest Only ................... 844 220,905,057 18.41 261,736 8.103 359.82 629 81.9
3/27 6-month LIBOR ................ 70 12,385,972 1.03 176,942 8.830 359.64 593 81.2
3/37 6-month LIBOR ................ 19 3,988,862 0.33 209,940 7.901 479.83 592 71.8
3/27 6-month LIBOR - 36-month
Interest Only ................... 44 12,445,658 1.04 282,856 7.527 359.77 619 81.5
5/25 6-month LIBOR ................ 38 9,308,693 0.78 244,966 8.177 359.90 614 79.9
5/35 6-month LIBOR ................ 9 2,919,250 0.24 324,361 8.067 480.00 567 73.5
5/25 6-month LIBOR - 120 month
Interest Only ................... 1 184,000 0.02 184,000 7.875 359.00 690 80.0
5/25 6-month LIBOR - 60 month
Interest Only ................... 1 343,920 0.03 343,920 6.625 360.00 678 80.0
15-Year Fixed ..................... 64 7,981,902 0.67 124,717 7.537 178.91 613 64.5
15-Year Fixed - Credit Comeback ... 9 985,529 0.08 109,503 9.063 178.82 584 71.3
20-Year Fixed ..................... 6 452,297 0.04 75,383 8.562 239.42 628 81.5
30-Year Fixed ..................... 1,406 244,217,915 20.35 173,697 7.625 358.96 620 73.8
30-Year Fixed - Credit Comeback ... 195 31,908,494 2.66 163,633 8.383 358.67 605 76.1
40-Year Fixed ..................... 252 51,182,710 4.27 203,106 7.589 479.24 625 76.9
40-Year Fixed - Credit Comeback ... 19 3,448,952 0.29 181,524 8.093 479.56 619 75.3
30-Year Fixed - 60-month
Interest Only ................... 78 19,194,119 1.60 246,078 7.093 359.20 642 77.4
40/30-Year Fixed Balloon .......... 2 628,085 0.05 314,042 7.666 358.01 595 81.7
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-29
[Enlarge/Download Table]
Original Terms to Stated Maturity for the Group 2 and Group 3 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 ........................... 3,457 $ 673,787,007 56.15% $ 194,905 8.610% 359.80 608 81.0%
ARM 480 ........................... 718 166,212,084 13.85 231,493 8.625 479.80 592 78.7
Fixed 180 ......................... 73 8,967,431 0.75 122,842 7.705 178.90 609 65.3
Fixed 240 ......................... 6 452,297 0.04 75,383 8.562 239.42 628 81.5
Fixed 360 ......................... 1,681 295,948,613 24.66 176,055 7.672 358.94 619 74.3
Fixed 480 ......................... 271 54,631,662 4.55 201,593 7.621 479.26 625 76.8
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
Mortgage Loan Principal Balances for the Group 2 and Group 3 Mortgage Loans
in the Mortgage Pool
Weighted
Percent of Weighted Weighted Average Weighted
Number Aggregate Aggregate Average Average Average Credit Average
of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Mortgage Loan Principal Mortgage Balance Balance Principal Mortgage Term Risk Value
Balances ($) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 ............. 38 $ 1,742,014 0.15% $ 45,842 10.809% 341.33 581 69.7%
50,000.01 - 75,000.00 ............. 501 31,893,771 2.66 63,660 9.821 363.28 600 79.4
75,000.01 - 100,000.00 ............ 652 57,329,711 4.78 87,929 8.909 364.60 601 78.0
100,000.01 - 150,000.00 ........... 1,516 189,819,429 15.82 125,211 8.624 372.51 602 78.2
150,000.01 - 200,000.00 ........... 1,187 206,758,816 17.23 174,186 8.320 379.40 608 78.2
200,000.01 - 250,000.00 ........... 827 184,465,448 15.37 223,054 8.199 383.55 608 78.5
250,000.01 - 300,000.00 ........... 560 153,011,379 12.75 273,235 8.195 386.11 614 79.5
300,000.01 - 350,000.00 ........... 353 114,038,759 9.50 323,056 8.115 383.19 610 79.7
350,000.01 - 400,000.00 ........... 218 81,640,929 6.80 374,500 8.045 385.63 617 78.9
400,000.01 - 450,000.00 ........... 129 54,700,125 4.56 424,032 8.058 391.94 611 80.4
450,000.01 - 500,000.00 ........... 93 44,480,422 3.71 478,284 8.048 385.78 614 78.3
500,000.01 - 550,000.00 ........... 57 30,032,717 2.50 526,890 8.277 389.02 628 82.1
550,000.01 - 600,000.00 ........... 29 16,826,103 1.40 580,210 7.601 371.46 624 74.9
600,000.01 - 650,000.00 ........... 11 6,858,373 0.57 623,488 8.481 392.04 610 77.3
650,000.01 - 700,000.00 ........... 16 10,699,155 0.89 668,697 7.847 366.63 623 78.6
700,000.01 - 750,000.00 ........... 11 8,001,972 0.67 727,452 7.597 392.01 630 79.3
850,000.01 - 900,000.00 ........... 3 2,651,797 0.22 883,932 8.767 359.00 636 77.6
Greater than 900,000.00 ........... 5 5,048,173 0.42 1,009,635 8.849 359.25 611 70.8
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-30
[Enlarge/Download Table]
State Distribution of the Mortgaged Properties for the Group 2 and Group 3 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 ........................... 83 $ 9,894,538 0.82% $ 119,211 9.076% 365.76 607 84.0%
Alaska ............................ 13 2,752,778 0.23 211,752 8.904 377.55 606 84.3
Arizona ........................... 325 62,857,191 5.24 193,407 8.298 383.37 608 79.3
Arkansas .......................... 33 4,129,132 0.34 125,125 9.013 361.55 626 88.3
California ........................ 862 263,983,985 22.00 306,246 7.701 390.34 618 75.5
Colorado .......................... 68 12,251,703 1.02 180,172 8.601 372.42 606 84.2
Connecticut ....................... 90 19,150,246 1.60 212,781 8.530 379.30 600 79.4
Delaware .......................... 16 3,160,681 0.26 197,543 8.236 365.32 621 81.6
District of Columbia .............. 13 3,533,153 0.29 271,781 8.074 369.94 626 72.0
Florida ........................... 864 163,894,405 13.66 189,693 8.283 380.43 610 77.7
Georgia ........................... 246 37,712,833 3.14 153,304 9.187 370.41 598 82.2
Hawaii ............................ 36 11,503,637 0.96 319,545 7.758 381.55 628 75.5
Idaho ............................. 42 7,658,284 0.64 182,340 8.256 381.30 604 78.8
Illinois .......................... 295 57,699,118 4.81 195,590 8.879 379.26 614 79.9
Indiana ........................... 92 9,803,071 0.82 106,555 9.326 369.84 599 83.6
Iowa .............................. 32 3,606,236 0.30 112,695 9.606 371.43 607 82.9
Kansas ............................ 35 3,663,721 0.31 104,678 9.460 362.15 612 83.6
Kentucky .......................... 50 5,478,959 0.46 109,579 9.236 367.65 593 82.8
Louisiana ......................... 60 7,208,660 0.60 120,144 8.989 356.55 601 82.3
Maine ............................. 25 4,467,787 0.37 178,711 8.231 374.38 626 80.6
Maryland .......................... 167 37,768,688 3.15 226,160 8.290 382.01 601 78.8
Massachusetts ..................... 112 26,272,189 2.19 234,573 8.230 375.25 602 76.5
Michigan .......................... 213 24,554,433 2.05 115,279 9.175 366.60 605 81.8
Minnesota ......................... 71 14,306,877 1.19 201,505 8.718 379.43 617 83.0
Mississippi ....................... 35 4,044,348 0.34 115,553 8.920 383.75 586 85.0
Missouri .......................... 112 13,012,525 1.08 116,183 9.416 369.43 596 84.1
Montana ........................... 19 2,840,194 0.24 149,484 8.380 359.27 593 79.7
Nebraska .......................... 17 1,814,932 0.15 106,761 8.713 365.68 605 81.8
Nevada ............................ 124 30,052,191 2.50 242,356 7.982 385.10 623 80.4
New Hampshire ..................... 40 8,000,557 0.67 200,014 8.130 368.98 605 81.6
New Jersey ........................ 170 41,976,038 3.50 246,918 8.295 378.85 603 76.3
New Mexico ........................ 34 5,546,770 0.46 163,140 8.905 380.71 595 80.3
New York .......................... 202 53,794,315 4.48 266,308 8.026 378.18 612 74.8
North Carolina .................... 104 13,467,282 1.12 129,493 9.129 371.23 601 81.6
North Dakota ...................... 2 284,550 0.02 142,275 11.078 360.00 571 95.3
Ohio .............................. 128 13,741,927 1.15 107,359 9.193 377.26 604 83.5
Oklahoma .......................... 51 4,766,049 0.40 93,452 9.220 361.56 598 83.8
Oregon ............................ 100 18,037,376 1.50 180,374 7.978 404.89 614 80.4
Pennsylvania ...................... 145 21,384,430 1.78 147,479 8.759 372.22 596 81.7
Rhode Island ...................... 16 3,441,448 0.29 215,091 7.990 374.19 586 74.7
South Carolina .................... 36 4,252,053 0.35 118,113 9.145 359.49 594 82.3
South Dakota ...................... 5 546,010 0.05 109,202 9.356 360.00 606 83.1
Tennessee ......................... 113 14,614,874 1.22 129,335 9.119 369.95 601 84.6
Texas ............................. 394 47,999,923 4.00 121,827 8.811 359.93 600 82.6
Utah .............................. 49 9,570,402 0.80 195,314 8.363 389.37 614 82.5
Vermont ........................... 8 1,154,835 0.10 144,354 7.734 359.36 576 80.0
Virginia .......................... 177 36,524,255 3.04 206,352 8.036 382.55 597 78.0
Washington ........................ 205 41,699,939 3.47 203,414 8.094 389.66 611 79.4
West Virginia ..................... 13 1,346,597 0.11 103,584 8.774 368.09 585 79.0
Wisconsin ......................... 56 7,486,339 0.62 133,685 9.826 363.81 623 82.5
Wyoming ........................... 8 1,286,633 0.11 160,829 8.781 359.65 630 85.7
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-31
[Enlarge/Download Table]
Loan-to-Value Ratios for the Group 2 and Group 3 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
Range of Loan-to-Value Ratios (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
50.00 or Less ..................... 213 $ 30,815,827 2.57% $ 144,675 7.853% 363.80 603 40.2%
50.01 - 55.00 ..................... 129 24,957,941 2.08 193,472 7.654 385.42 594 52.8
55.01 - 60.00 ..................... 157 28,194,664 2.35 179,584 7.636 372.19 597 58.0
60.01 - 65.00 ..................... 268 57,500,816 4.79 214,555 7.560 384.25 598 63.3
65.01 - 70.00 ..................... 386 77,241,069 6.44 200,106 7.858 383.93 591 68.5
70.01 - 75.00 ..................... 565 118,036,638 9.84 208,914 8.016 380.75 593 73.8
75.01 - 80.00 ..................... 2,387 450,721,218 37.56 188,823 8.415 380.67 619 79.6
80.01 - 85.00 ..................... 652 135,952,831 11.33 208,517 8.348 382.29 598 84.3
85.01 - 90.00 ..................... 945 194,984,899 16.25 206,333 8.508 380.35 616 89.6
90.01 - 95.00 ..................... 360 61,743,651 5.15 171,510 9.366 376.40 610 94.7
95.01 - 100.00 .................... 144 19,849,542 1.65 137,844 9.752 369.08 634 99.8
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
Current Mortgage Rates for the Group 2 and Group 3 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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
Less than 4.000 ................... 1 $ 138,400 0.01% $ 138,400 3.500% 360.00 574 80.0%
4.001 - 4.500 ..................... 1 134,000 0.01 134,000 4.375 480.00 554 44.7
5.001 - 5.500 ..................... 7 2,080,920 0.17 297,274 5.424 379.68 619 74.1
5.501 - 6.000 ..................... 54 14,784,248 1.23 273,782 5.947 370.66 664 70.7
6.001 - 6.500 ..................... 270 68,587,249 5.72 254,027 6.334 378.31 649 71.9
6.501 - 7.000 ..................... 578 136,110,280 11.34 235,485 6.830 370.55 628 74.6
7.001 - 7.500 ..................... 597 128,976,165 10.75 216,040 7.327 377.25 616 75.6
7.501 - 8.000 ..................... 927 193,046,524 16.09 208,249 7.807 383.58 615 78.0
8.001 - 8.500 ..................... 764 147,589,236 12.30 193,180 8.304 380.09 609 80.2
8.501 - 9.000 ..................... 965 179,816,935 14.98 186,339 8.793 386.90 602 80.5
9.001 - 9.500 ..................... 639 111,208,322 9.27 174,035 9.290 381.38 596 81.2
9.501 - 10.000 .................... 620 103,931,751 8.66 167,632 9.779 384.10 590 81.7
10.001 - 10.500 ................... 336 56,903,162 4.74 169,355 10.314 381.13 586 82.8
10.501 - 11.000 ................... 239 31,220,050 2.60 130,628 10.758 376.28 578 84.6
11.001 - 11.500 ................... 94 11,989,398 1.00 127,547 11.295 372.37 579 83.5
11.501 - 12.000 ................... 61 7,795,522 0.65 127,795 11.773 365.39 582 86.4
12.001 - 12.500 ................... 26 3,134,687 0.26 120,565 12.221 368.51 569 84.9
12.501 - 13.000 ................... 12 1,120,905 0.09 93,409 12.762 359.95 584 88.1
13.001 - 13.500 ................... 8 1,087,244 0.09 135,905 13.328 359.80 572 93.5
13.501 - 14.000 ................... 4 195,308 0.02 48,827 13.729 359.71 533 86.3
Greater than 14.000 ............... 3 148,790 0.01 49,597 14.553 358.94 572 94.9
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-32
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Types of Mortgaged Properties for the Group 2 and Group 3 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 ........... 4,782 $ 892,191,527 74.35% $ 186,573 8.269% 380.62 608 78.4%
Planned Unit Development .......... 841 187,196,803 15.60 222,588 8.451 378.56 609 80.7
Low-Rise Condominium .............. 379 71,083,702 5.92 187,556 8.522 380.06 618 80.2
Two Family Home ................... 133 32,756,821 2.73 246,292 8.872 380.49 617 75.0
Three Family Home ................. 21 6,713,463 0.56 319,689 8.259 400.53 619 76.0
High-Rise Condominium ............. 26 5,184,936 0.43 199,421 8.132 374.21 640 80.9
Manufactured Housing(1) ........... 16 2,670,545 0.22 166,909 8.963 361.06 635 66.8
Four Family Home .................. 8 2,201,299 0.18 275,162 7.821 350.63 608 54.8
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
------------
(1) Treated as real property.
Loan Purposes for the Group 2 and Group 3 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 .............. 3,524 $ 728,807,712 60.73% $ 206,813 8.038% 381.89 600 76.2%
Purchase .......................... 2,364 419,372,338 34.95 177,399 8.882 378.08 626 83.2
Refinance - Rate/Term ............. 318 51,819,046 4.32 162,953 7.943 374.73 616 78.7
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
Occupancy Types for the Group 2 and Group 3 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 .................... 5,966 $1,156,901,330 96.41% $ 193,916 8.305% 380.09 608 78.7%
Investment Property ............... 198 34,641,002 2.89 174,955 8.978 386.70 647 79.8
Second Home ....................... 42 8,456,763 0.70 201,352 8.995 375.62 633 80.8
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
------------
(1) Based on representations by the Mortgagors at the time of origination of the related Mortgage Loans.
A-33
[Enlarge/Download Table]
Remaining Terms to Stated Maturity for the Group 2 and Group 3 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
Range of Remaining Terms (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
121 - 180 ......................... 73 $ 8,967,431 0.75% $ 122,842 7.705% 178.90 609 65.3%
181 - 300 ......................... 6 452,297 0.04 75,383 8.562 239.42 628 81.5
301 - 360 ......................... 5,138 969,735,620 80.81 188,738 8.324 359.53 611 79.0
Greater than 360 .................. 989 220,843,747 18.40 223,300 8.377 479.66 600 78.2
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
Loan Documentation Types for the Group 2 and Group 3 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 ................ 3,935 $ 700,766,392 58.40% $ 178,085 8.108% 377.89 601 79.4%
Stated Income ..................... 2,271 499,232,704 41.60 219,829 8.639 383.56 621 77.7
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-34
[Enlarge/Download Table]
Credit Bureau Risk Scores(1) for the Group 2 and Group 3 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 Risk Mortgage Balance Balance Principal Mortgage Term Risk Value
Scores Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
801 - 820 ......................... 4 $ 1,433,469 0.12% $ 358,367 6.809% 360.00 805 73.2%
781 - 800 ......................... 11 3,022,655 0.25 274,787 6.940 375.35 789 72.4
761 - 780 ......................... 23 5,136,210 0.43 223,313 7.205 399.59 772 73.6
741 - 760 ......................... 37 8,528,605 0.71 230,503 7.944 399.04 748 80.8
721 - 740 ......................... 74 15,048,607 1.25 203,360 7.572 381.31 728 78.6
701 - 720 ......................... 108 22,876,702 1.91 211,821 7.685 374.34 710 78.0
681 - 700 ......................... 208 46,821,284 3.90 225,102 7.850 369.49 690 78.9
661 - 680 ......................... 403 83,593,694 6.97 207,429 7.788 371.00 670 80.2
641 - 660 ......................... 676 141,829,075 11.82 209,806 8.003 376.74 650 80.7
621 - 640 ......................... 883 172,814,167 14.40 195,713 8.271 378.19 630 79.5
601 - 620 ......................... 899 170,207,087 14.18 189,329 8.167 383.36 610 80.1
581 - 600 ......................... 929 169,595,825 14.13 182,557 8.395 378.62 590 78.9
561 - 580 ......................... 755 140,054,077 11.67 185,502 8.546 378.71 570 79.3
541 - 560 ......................... 491 90,028,664 7.50 183,358 8.794 386.68 551 77.0
521 - 540 ......................... 410 76,506,920 6.38 186,602 9.159 396.58 531 74.9
501 - 520 ......................... 278 49,226,405 4.10 177,073 9.191 381.86 511 71.7
500 or Less ....................... 17 3,275,650 0.27 192,685 9.393 406.72 499 71.6
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
------------
(1) The Credit Bureau Risk Scores referenced in this table with respect to substantially all of the Group 2 and Group 3 Mortgage
Loans were obtained by the respective originators from one or more credit reporting agencies, and were determined at the time
of origination.
Credit Grade Categories for the Group 2 and Group 3 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 ................................. 4,577 $ 896,489,227 74.71% $ 195,868 8.262% 380.12 618 79.5%
A- ................................ 259 57,952,452 4.83 223,755 8.392 375.79 583 77.4
B ................................. 488 95,844,420 7.99 196,403 8.548 386.42 577 75.5
C ................................. 426 77,575,047 6.46 182,101 8.563 377.59 580 74.0
C- ................................ 431 67,946,598 5.66 157,649 8.541 380.07 601 80.1
D ................................. 25 4,191,350 0.35 167,654 9.019 380.52 555 65.1
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-35
[Enlarge/Download Table]
Prepayment Penalty Periods for the Group 2 and Group 3 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 ................................. 1,732 $ 338,281,738 28.19% $ 195,313 8.876% 375.59 609 79.8%
12 ................................ 244 56,991,695 4.75 233,573 8.179 378.75 609 74.8
24 ................................ 2,716 531,879,776 44.32 195,832 8.410 385.74 603 80.5
28 ................................ 1 104,500 0.01 104,500 7.650 360.00 687 77.4
30 ................................ 2 358,257 0.03 179,128 8.976 358.44 616 76.2
36 ................................ 716 133,147,031 11.10 185,960 7.767 380.21 617 75.9
60 ................................ 795 139,236,098 11.60 175,140 7.289 371.32 630 73.7
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
[Enlarge/Download Table]
Months to Next Adjustment Date for the Group 2 and Group 3
Adjustable Rate Mortgage Loans in the Mortgage Pool
Weighted Weighted
Average Percent of Weighted Weighted Average Weighted
Months to Number Aggregate Aggregate Average Average Average Credit Average
Next of Principal Principal Current Gross Remaining Bureau Loan-to-
Range of Months to Next Adjustment Mortgage Balance Balance Principal Mortgage Term Risk Value
Adjustment Date Date Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 - 6 .................... 6 44 $ 12,878,313 1.53% $ 292,689 8.000% 359.75 573 78.7%
19 - 24 .................. 24 3,949 785,544,425 93.52 198,922 8.649 384.13 605 80.7
32 - 37 .................. 36 133 28,820,492 3.43 216,695 8.139 376.33 604 80.0
38 or Greater ............ 60 49 12,755,863 1.52 260,324 8.106 387.37 606 78.4
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
A-36
[Enlarge/Download Table]
Gross Margins for the Group 2 and Group 3 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
Range of Gross Margins (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 or Less ..................... 1 $ 300,000 0.04% $ 300,000 7.250% 360.00 656 75.0%
2.001 - 3.000 ..................... 2 424,000 0.05 212,000 8.087 359.57 625 80.0
3.001 - 4.000 ..................... 12 3,107,024 0.37 258,919 8.779 370.96 589 76.0
4.001 - 5.000 ..................... 101 18,007,829 2.14 178,295 8.185 375.60 616 78.6
5.001 - 6.000 ..................... 479 97,356,957 11.59 203,250 8.034 381.67 613 78.3
6.001 - 7.000 ..................... 1,756 361,807,006 43.07 206,040 8.181 380.05 603 79.8
7.001 - 8.000 ..................... 1,206 245,481,790 29.22 203,550 8.976 389.15 601 81.3
8.001 - 9.000 ..................... 437 84,587,703 10.07 193,565 9.472 388.58 609 82.6
9.001 - 10.000 .................... 129 22,496,252 2.68 174,390 10.433 380.80 618 86.6
10.001 - 11.000 ................... 35 5,116,104 0.61 146,174 11.279 370.70 595 88.0
11.001 - 12.000 ................... 9 883,849 0.11 98,205 10.822 360.00 585 87.2
12.001 - 13.000 ................... 6 319,681 0.04 53,280 13.524 359.43 533 87.2
Greater than 13.000 ............... 2 110,897 0.01 55,448 14.570 358.92 562 93.1
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
------------
(1) The weighted average Gross Margin for the Group 2 and Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as of the
Cut-off Date was approximately 6.979%.
Maximum Mortgage Rates for the Group 2 and Group 3 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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500 ................... 1 $ 138,400 0.02% $ 138,400 3.500% 360.00 574 80.0%
11.001 - 11.500 ................... 1 134,000 0.02 134,000 4.375 480.00 554 44.7
12.001 - 12.500 ................... 15 3,970,740 0.47 264,716 5.898 375.61 642 75.3
12.501 - 13.000 ................... 41 10,640,032 1.27 259,513 6.223 373.35 625 74.5
13.001 - 13.500 ................... 119 31,536,234 3.75 265,010 6.649 378.50 617 75.9
13.501 - 14.000 ................... 279 74,360,898 8.85 266,527 7.105 375.09 618 78.0
14.001 - 14.500 ................... 333 79,020,989 9.41 237,300 7.558 383.25 613 78.5
14.501 - 15.000 ................... 564 127,061,148 15.13 225,286 8.018 387.63 612 79.8
15.001 - 15.500 ................... 535 112,282,339 13.37 209,874 8.432 381.45 608 81.2
15.501 - 16.000 ................... 739 142,748,526 16.99 193,164 8.894 390.54 601 81.3
16.001 - 16.500 ................... 507 91,052,087 10.84 179,590 9.360 383.73 595 81.2
16.501 - 17.000 ................... 476 81,209,938 9.67 170,609 9.814 384.64 594 82.1
17.001 - 17.500 ................... 242 43,552,143 5.18 179,968 10.336 385.36 592 83.3
17.501 - 18.000 ................... 176 23,601,739 2.81 134,101 10.764 374.97 583 85.3
18.001 - 18.500 ................... 63 8,457,327 1.01 134,243 11.303 368.22 588 84.6
18.501 - 19.000 ................... 41 5,350,888 0.64 130,509 11.761 368.20 590 88.4
19.001 - 19.500 ................... 18 2,451,311 0.29 136,184 12.206 359.66 573 88.1
Greater than 19.500 ............... 25 2,430,354 0.29 97,214 13.171 359.81 573 90.2
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
------------
(1) The weighted average Maximum Mortgage Rate for the Group 2 and Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as
of the Cut-off Date was approximately 15.470%.
A-37
[Enlarge/Download Table]
Initial Periodic Rate Caps for the Group 2 and Group 3 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
Initial Periodic Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 ............................. 58 $ 15,519,027 1.85% $ 267,569 8.098% 360.54 580 78.8%
1.500 ............................. 3,366 672,993,576 80.12 199,939 8.624 383.26 606 80.8
2.000 ............................. 13 3,228,652 0.38 248,358 8.596 391.06 608 87.8
3.000 ............................. 735 147,575,522 17.57 200,783 8.620 386.96 602 79.8
6.000 ............................. 3 682,314 0.08 227,438 8.116 406.18 635 80.0
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
------------
(1) The weighted average Initial Periodic Rate Cap for the Group 2 and Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool
as of the Cut-off Date was approximately 1.760%.
Subsequent Periodic Rate Caps for the Group 2 and Group 3 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
Subsequent Periodic Rate Cap (%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
1.000 ............................. 686 $ 140,494,891 16.73% $ 204,803 8.596% 381.94 600 80.1%
1.500 ............................. 3,484 698,629,712 83.17 200,525 8.615 383.89 606 80.7
2.000 ............................. 2 324,000 0.04 162,000 8.307 359.43 634 74.5
3.000 ............................. 3 550,490 0.07 183,497 10.220 358.15 535 82.1
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
------------
(1) The weighted average Subsequent Periodic Rate Cap for the Group 2 and Group 3 Adjustable Rate Mortgage Loans in the Mortgage
Pool as of the Cut-off Date was approximately 1.418%.
A-38
[Enlarge/Download Table]
Minimum Mortgage Rates for the Group 2 and Group 3 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 Rates Mortgage Balance Balance Principal Mortgage Term Risk Value
(%) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
2.001 - 3.000 ..................... 1 $ 184,000 0.02% $ 184,000 7.875% 359.00 690 80.0%
3.001 - 4.000 ..................... 2 482,320 0.06 241,160 5.728 360.00 648 80.0
4.001 - 5.000 ..................... 5 956,832 0.11 191,366 6.329 401.97 646 73.9
5.001 - 6.000 ..................... 54 13,574,048 1.62 251,371 6.447 387.17 621 75.0
6.001 - 7.000 ..................... 329 89,793,727 10.69 272,929 6.891 373.40 615 76.9
7.001 - 8.000 ..................... 834 196,533,028 23.40 235,651 7.724 385.67 614 79.4
8.001 - 9.000 ..................... 1,289 262,378,335 31.24 203,552 8.596 386.28 606 80.8
9.001 - 10.000 .................... 1,040 182,249,534 21.70 175,240 9.529 384.58 596 81.7
Greater than 10.000 ............... 621 93,847,269 11.17 151,123 10.741 378.56 586 84.4
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
------------
(1) The weighted average Minimum Mortgage Rate for the Group 2 and Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as
of the Cut-off Date was approximately 8.548%.
Next Adjustment Dates for the Group 2 and Group 3 Adjustable Rate Mortgage Loans
in the Mortgage Pool(1)
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
------------------------------------------------------------------------------------------------------------------------------------
October 2006 ...................... 3 $ 903,719 0.11% $ 301,240 8.010% 357.00 517 76.3%
December 2006 ..................... 1 467,932 0.06 467,932 10.000 359.00 523 74.9
January 2007 ...................... 33 9,763,062 1.16 295,850 7.893 360.00 579 78.8
February 2007 ..................... 7 1,743,600 0.21 249,086 8.059 360.00 579 80.6
March 2008 ........................ 1 55,917 0.01 55,917 10.875 356.00 511 80.0
April 2008 ........................ 66 15,706,062 1.87 237,971 8.070 377.00 594 75.4
May 2008 .......................... 66 15,644,728 1.86 237,041 9.018 369.50 591 81.8
June 2008 ......................... 360 82,616,795 9.84 229,491 8.844 391.73 594 81.8
July 2008 ......................... 2,730 541,712,437 64.49 198,429 8.611 383.47 608 80.7
August 2008 ....................... 726 129,808,486 15.45 178,800 8.706 384.71 603 80.2
March 2009 ........................ 1 71,845 0.01 71,845 9.125 356.00 620 80.0
April 2009 ........................ 3 540,865 0.06 180,288 9.224 357.00 627 93.2
May 2009 .......................... 6 1,153,602 0.14 192,267 7.381 358.00 606 80.3
June 2009 ......................... 17 4,008,163 0.48 235,774 8.594 379.69 596 79.3
July 2009 ......................... 83 18,063,803 2.15 217,636 7.895 378.59 605 78.8
August 2009 ....................... 23 4,982,214 0.59 216,618 8.698 372.06 602 83.7
April 2011 ........................ 1 317,793 0.04 317,793 6.000 357.00 584 75.0
June 2011 ......................... 1 184,000 0.02 184,000 7.875 359.00 690 80.0
July 2011 ......................... 20 4,985,409 0.59 249,270 7.961 381.18 600 76.8
August 2011 ....................... 27 7,268,661 0.87 269,210 8.303 393.67 609 79.7
--------------------------------------
Total/Avg./Wtd. Avg....... 4,175 $ 839,999,092 100.00%
======================================
------------
(1) The weighted average Next Adjustment Date for the Group 2 and Group 3 Adjustable Rate Mortgage Loans in the Mortgage Pool as
of the Cut-off Date is July 2008.
A-39
[Enlarge/Download Table]
Interest Only Periods for the Group 2 and Group 3 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
Interest Only Period (months) Loans Outstanding Outstanding Balance Rate (months) Score Ratio
------------------------------------------------------------------------------------------------------------------------------------
0 ................................. 5,232 $ 944,922,062 78.74% $ 180,604 8.420% 385.78 604 78.0%
24 ................................ 5 1,713,641 0.14 342,728 6.719 357.49 611 72.5
36 ................................ 1 290,639 0.02 290,639 10.450 358.00 609 86.0
60 ................................ 967 252,888,754 21.07 261,519 7.996 359.77 630 81.5
120 ............................... 1 184,000 0.02 184,000 7.875 359.00 690 80.0
--------------------------------------
Total/Avg./Wtd. Avg............ 6,206 $1,199,999,096 100.00%
======================================
A-40
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