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As Of Filer Filing For·On·As Docs:Size Issuer Agent 5/18/06 Citigroup HELOC Trust 2006-NCB1 FWP 1:4.2M Citigroup HELOC Trust 2006-NCB1 Thacher Proffitt… LLP/FA |
Document/Exhibit Description Pages Size 1: FWP Citigroup Mortgage Loan Trust, Inc. HTML 1.88M
Unassociated Document |
Tranche
|
Amount(1)
|
Int.
Type / Class
|
Cpns
(2)
|
Ratings
(S&P/Moodys)
|
WAL
(Call/
Mat)(3)
|
Window
(Call/
Mat)(3)
|
||
OFFERED
NOTES
|
||||||||
Class
2A-1
|
$548,391,000
|
Variable
/Senior
|
[
]
|
AAA
|
Aaa
|
1.00/1.00
|
1-30
/1-30
|
|
Class
2A-2
|
$106,392,000
|
Variable
/Senior
|
[
]
|
AAA
|
Aaa
|
3.00/3.00
|
30-44
/ 30-44
|
|
Class
2A-3
|
$129,678,000
|
Variable
/Senior
|
[
]
|
AAA
|
Aaa
|
4.48/5.47
|
44-57
/ 44-113
|
|
Class
M
|
$9,870,000
|
Variable/
Subordinate
|
[
]
|
BBB
|
NR
|
1.85/2.01
|
1-57
/ 1-113
|
|
NON-OFFERED
NOTES
|
||||||||
Class
1A-1 oes
|
$237,826,000
|
Variable
/Senior
|
[
]
|
AAA
|
Aaa
|
1.85/2.01
|
1-57
/ 1-113
|
|
NON-OFFERED
CERTIFICATES
|
||||||||
Class
N
|
$0
|
Variable/Senior
|
||||||
Class
C
|
|
N/A/
Subordinate
|
||||||
Class
R
|
N/A
Residual
|
(2) |
The
interest bearing securities will bear interest at variable rates
based on
one-month LIBOR plus the applicable margin, subject to the related
net wac
rate cap and maximum cap described
herein.
|
(3) |
Based
on Pricing Prepayment Assumption. Maturity is defined as the conversion
repurchase date at the end of the draw
period.
|
Lead
Manager:
|
Citigroup
Global Markets, Inc
|
Expected
Pricing Date:
|
|||
Co-Manager
|
NatCity
Investments, Inc.
|
Expected
Settlement Date:
|
|||
Rating
Agencies:
|
S&P
/ Moody’s
|
Securities
Administrator
|
Citibank
N.A.
|
||
IndentureTrustee:
|
U.S.
Bank National Association
|
Mortgage
Finance
Joel
Katz 212-723-6508
Paul
Humphrey 212-723-9548
Venkat
Veerubhotla 212-723-6662
Kathryn
Ebner 212-723-6879
|
MBS
Trading
Eliot
Rubenzahl 212-723-6325
Ted
Counihan 212-723-6325
|
MBS
Structuring
Oleg
Saitskiy 212-723-4589
|
Transaction
Overview
|
Title
of the Securities:
|
Citigroup
HELOC Trust 2006-NCB1Notes and Certificates, Series
2006-NCB1
|
|
Issuing
Entity:
|
Citigroup
HELOC Trust 2006-NCB1
|
|
Depositor:
|
Citigroup
Mortgage Loan Trust Inc.
|
|
Underwriters:
|
Citigroup
Global Markets Inc. and Nat City Investments, Inc.
|
|
Securities
Administrator:
|
Citibank
N.A.
|
|
Originator:
|
National
City Bank
|
|
Servicer:
|
National
City Bank
|
|
Seller:
|
Citigroup
Global Markets Realty Corp.
|
|
IndentureTrustee:
|
U.S.
Bank National Association
|
|
Owner
Trustee
|
Wilmington
Trust Company
|
|
Insurer
|
Certain
payments on the Class A Notes will be unconditionally and irrevocably
insured under a note guaranty insurance policy issued by Ambac
Assurance
Corporation.
The
policy will also insure certain payments on the Class N
Certificates.
|
|
Settlement
Date:
|
On
or about May 23, 2006.
|
|
Payment
Date:
|
Payments
of principal and interest on the notes will be made on the 15th
day of each month or, if such day is not a business day, on the
first
business day thereafter commencing in June 2006.
|
|
Static
Pool Data:
|
Static
Pool Data is available at https://www2.citimortgage.com/Remic/
in
the Reg AB section for the CMLTI shelf.
|
|
Offered
Notes:
|
Classes
2A-1, 2A-2, 2A-3 and M Notes.
|
|
Non-Offered
Notes:
|
Class
1A-1 Notes.
|
|
Class
A Notes
|
Classes
1A-1, 2A-1, 2A-2 and 2A-3 Notes.
|
|
Non-Offered
Certificates:
|
Classes
N, C and R Certificates.
|
|
Group
1 Notes
|
Class
1A-1 Notes which evidence interests in the Group 1
HELOCs.
|
|
Group
2 Notes
|
Class
2A-1, 2A-2 and 2A-3 Notes which evidence interests in the Group
2
HELOCs.
|
|
Cut-Off
Date:
|
||
Collection
Period:
|
For
any Payment Date, the calendar month prior to that payment
date.
|
|
Record
Date:
|
For
any Payment Date, the business day immediately preceding that payment
date.
|
|
Legal
Final Maturity:
|
For
each class of notes, the legal final maturity is expected to be
May
2036.
|
|
Legal
Investment:
|
It
is anticipated that the notes will not be SMMEA
eligible.
|
Transaction
Overview
|
ERISA
Eligible:
|
The
Class A Notes and Class M Notes are expected to be eligible for
purchase
by or on behalf of employee benefit plans subject to Title I
of the
Employee Retirement Income Security Act of 1974 and plans subject
to
Section 4975 of the Internal Revenue Code of 1986, subject to
the
considerations described in the prospectus.
|
Tax
Treatment:
|
Portions
of the trust will be treated as multiple real estate mortgage
investment
conduits, or REMICs, for federal income tax purposes.
The
notes will represent regular interests in a REMIC, which will
be treated
as debt instruments of a REMIC, and interests in certain basis
risk
interest carry forward payments, pursuant to the payment priorities
in the
transaction. Each interest in basis risk interest carry forward
payments
will be treated as an interest rate cap contract for federal
income tax
purposes.
|
Minimum
Denominations:
|
$100,000
and multiples of $1 in excess thereof.
|
Form
of Registration:
|
All
the notes will be issued in book-entry form through DTC.
|
Structure:
|
Senior/Subordinate/Overcollateralization
|
Pricing
Speed:
|
45%
CPR / 10% Draw Rate
|
Mortgage
Pool:
|
The
trust estate will consist primarily of adjustable-rate, first
and junior
lien, revolving home equity line of credit loans, referred to
as the loans
or HELOCs. The loans will have an aggregate principal balance
as of the
cut-off date of approximately $1,038,910,845, subject to a permitted
variance of plus or minus 5%. The loans will be acquired by the
issuer on
the settlement date and held by the indenture trustee for the
benefit of
the noteholders, the certificateholders and the note insurer. The
characteristics of the pool of HELOCs delivered on the settlement
Date are
not expected to differ materially from the characteristics of
the HELOCs
described herein although the range of mortgage rates, maturities
and
certain other characteristics of the HELOCs set forth in this
term-sheet
may vary by as much as 5%.
The
loans will be divided into two loan groups, designated as loan
group 1 and
loan group 2. The loans in loan group 1 are sometimes referred
to as the
group 1 loans, and the loans in group 2 are sometimes referred
to as the
group 2 loans. Loan group 1 will consist of loans with credit
limits that
conform to Freddie Mac loan principal balance limits, and loan
group 2
will consist of loans with credit limits that may or may not
conform to
Freddie Mac loan principal balance limits. In addition, certain
of the
conforming balance loans included in loan group 2 might otherwise
have
been included in loan group 1, but were excluded from loan group
1 because
they did not meet Freddie Mac criteria (including published guidelines)
for factors other than principal balance.
The
group 1 loans will have an aggregate principal balance as of
the cut-off
date of approximately $241,678,057. The group 2 loans will have
an
aggregate principal balance as of the cut-off date of approximately
$797,232,787.
|
Servicing
Fee Rate:
|
0.50%
per annum
|
Note
Insurer Premium Rate:
|
0.105%
per annum
|
Transaction
Overview
|
Note
Rate:
|
For
any Interest Accrual Period with respect any class of notes will
be a per
annum rate equal to the lesser of (a) the related Formula Rate
for such
Interest Accrual Period and (b) the related Net WAC Rate for such
Interest
Accrual Period.
|
Transaction
Overview
|
Net
WAC Rate Carryover Amount:
|
For
any class of notes or the Class N Certificates and a Payment Date
an
amount equal to the sum of (i) the excess of (x) the amount of
interest
such class would have accrued for such payment date had the Note
Rate or
Pass-Through Rate, as applicable, thereon been the related Formula
Rate,
over (y) the amount of interest such class accrued for such payment
date
at the related Net WAC Rate and (ii) the unpaid portion of any
related Net
WAC Rate Carryover Amount from the prior payment date together
with
interest accrued on such unpaid portion for the most recently ended
Interest Accrual Period at the Formula Rate applicable for such
class for
such Interest Accrual Period. Any Net WAC Rate Carryover Amount
on a class
of notes or on the Class N Certificates for any payment date will
be paid
on such payment date or future payment dates from and to the extent
of
funds available therefor as described below.
|
|||
Interest
Accrual Period
|
For
any payment date for any class of notes or for the Class N Certificates
will be the period commencing on the preceding payment date and
ending on
the business day immediately preceding the current payment date.
With
respect to the any class of notes and with respect to the Class
N
Certificates, interest in respect of any payment date will accrue
during
the related Interest Accrual Period on the basis of a 360-day year
and the
actual number of days elapsed.
|
|||
Excess
Interest:
|
Excess
interest, to the extent it is not used for other required purposes,
including to absorb realized losses on the HELOCs, to cover interest
shortfalls on the Certificates or to fund any Overcollateralization
Increase Amount and pay back applied realized loss amounts, will
be
available to make distributions of Net WAC Rate Carryover Amounts
to the
notes and the Certificates.
|
Available
Funds:
|
For
any Payment Date, will be equal to the sum of the following amounts
with
respect to the HELOCs: (i) the aggregate amount of monthly payments
on the
HELOCs received by the servicer during the related collection period
and
(ii) unscheduled collections in respect of the HELOCs received
by the
servicer during the related collection period, including prepayments,
insurance proceeds, net liquidation proceeds, Subsequent Recoveries,
proceeds from repurchases of and substitutions for HELOCs occurring
during
the related collection period and proceeds of any optional redemption
effected by the servicer as described herein, minus
(A) (x) in the case of each collection period during the Managed
Amortization Period, principal amounts collected and used by the
trust to
acquire Additional Balances on the HELOCs or (y) in the case of
each
collection period after the Managed Amortization Period, any RAP
Draw
Repayment Amount payable to the servicer or an affiliate, (B) the
premium
payable to the note insurer, (C) servicing fees retained by the
servicer
and (D) any extraordinary trust expenses payable or reimbursable
to the
indenture trustee, any custodian, the securities administrator,
the owner
trustee, the servicer or the depositor.
|
Transaction
Overview
|
Transaction
Overview
|
Interest
Payments:
|
The
portion of the available funds attributable to interest will be
used on
each payment date to make payments of interest on the notes and
certificates (or for payment of any reimbursement or other amounts
owed
the note insurer on such payment date), generally in the following
order
of priority:
(1)
concurrently, to pay interest (including unpaid interest from prior
payment dates) to the Class A Notes at the note rate thereon and
to the
Class N Certificates at the pass-through rate thereon;
(2)
to the note insurer, any amount owing to the note insurer for
reimbursement of claims paid under the policy, or otherwise owing
to the
note insurer, in each case with interest thereon;
(3)
to pay current interest to the Class M Notes at the note rate thereon;
and
(4)
for application as part of net monthly excess cashflow, which will
be
used, subject to the priorities and certain allocations, to create
and
maintain overcollateralization at the required levels, to pay any
unpaid
interest to the Class M Notes and to reimburse the Class M Notes
for any
realized losses allocated thereto, to pay the notes and the Class
N
Certificates the amount of any Net WAC Rate Carryover Amounts,
to
reimburse the noteholders and Class N certificateholders for prepayment
interest shortfalls and relief act interest shortfalls allocated
thereto,
with any remainder following such payments released to the Class
N, Class
C and Class R Certificates as provided in the indenture.
Interest
on the Class 1A-1 Notes will generally be paid from available interest
funds from the group 1 loans, and interest on the Class 2A Notes
will
generally be paid from available interest funds from the group
2 loans.
|
|||
Principal
Payments:
|
The
portion of available funds attributable to principal (net of any
overcollateralization above the required amount), plus any net
monthly
excess cashflow used to create or maintain overcollateralization
at the
required level and to pay any outstanding amounts payable or reimbursable
to the note insurer, will be used on each payment date to make
payments of
principal on the notes and certificates, generally in the following
order
of priority:
(1)
concurrently, to pay principal to the Class A Notes and the Class
N
Certificates, on a pro
rata
basis based on their respective note principal balances or certificate
principal balances, to the extent necessary to eliminate any amount
by
which the aggregate note principal balance of the Class A Notes
and
certificate principal balance of the Class N Certificates exceeds
the
aggregate principal balance of the loans;
(2)
to the note insurer, any amount (to the extent not covered by the
payments
of interest described above) owing to the note insurer for reimbursement
of claims paid under the policy, or otherwise owing to the note
insurer,
in each case with interest thereon; and
(3)
(a) if a Trigger Event is not in effect: concurrently, to pay principal
to
the Class A Notes, the Class N Certificates and the Class M Notes,
on a
pro
rata
basis based on their respective note principal balances or certificate
principal balances remaining outstanding, as applicable; or (b)
if a
Trigger Event is in effect: first concurrently, to pay principal
to the
Class 1A, Class 2A Notes and the Class N Certificates, on a pro
rata
basis based on their respective note principal balances or certificate
principal balances remaining outstanding, as applicable, and then
to pay
principal to the Class M Notes until its note principal balance
has been
reduced to zero. With respect to the Class 2A Notes, all principal
distributions will be distributed sequentially, to the Class 2A-1,
Class
2A-2 and Class 2A-3 Notes on that order.
|
Transaction
Overview
|
Principal
to the Class 1A-1 Notes will generally be paid first from available
principal funds from the group 1 loans, and principal to the Class
2A
Notes will generally be paid first from available principal funds
from the
group 2 loans.
|
Payment
Date Occurring In
|
Percentage
|
June
2006 through May 2007
|
0.50%
|
June
2007 through May 2008
|
1.00%
|
June
2008 through May 2010
|
1.25%
|
June
2010 and thereafter
|
1.75%
|
Senior
Credit Enhancement Percentage:
|
For
any payment date will be the percentage equivalent of the fraction
obtained by dividing (x) the aggregate certificate principal balance
of
the Class M Notes and the Class C Certificates by (y) the aggregate
principal balance of the loans (calculated prior to taking into
account
collections of principal on the loans during the related collection
period
and the payment of the principal payment amount on such payment
date to
the classes of securities entitled thereto on such payment
date).
|
Overcollaterlization:
|
As
of the settlement date, (i) the aggregate principal balance of
the loans
as of the cut-off date will exceed (ii) the aggregate note principal
balance of the notes plus the certificate principal balance of
the Class N
Certificates by approximately $6,753,845, which is approximately
equal to
the initial certificate principal balance of the Class C Certificates.
Such amount will represent approximately 0.65% of the aggregate
principal
balance of the HELOCs as of the cut-off date, and thus it is approximately
equal to initial Overcollateralization Target Amount.
|
|
Overcollateralization
Target Amount:
|
With
respect to any payment date (i) prior to the Stepdown Date, an
amount
equal to approximately 0.65% of the pool balance as of the cut-off
date,
(ii) on or after the Stepdown Date, provided a Trigger Event is
not in
effect, the greater of (x) approximately 1.30% of the pool balance
of the
end of the related collection period and (y) approximately 0.50%
of the
pool balance as of the cut-off date or (iii) on or after the Stepdown
Date
if a Trigger Event is in effect, the Overcollateralization Target
Amount
for the immediately preceding payment date plus 1.30% of the amount,
if
any, by which the pool balance increased during the collection
period for
the current payment date. Notwithstanding the foregoing, on and
after any
payment date following the reduction of the aggregate note principal
balance of the notes and the certificate principal balance of the
Class N
Certificates to zero, the Overcollateralization Target Amount will
be $0.
|
Transaction
Overview
|
Transaction
Overview
|
Allocation
of Losses:
|
Any
realized losses on the HELOCs on any payment date will first have
the
effect of reducing the Net Monthly Excess Cashflow. If, on any
payment
date, as a result of realized losses on the HELOCs, the sum of
the
aggregate note principal balance of the notes and the aggregate
certificate principal balance of the Class N Certificates after
making all
required payments on such payment date (other than payments made
by the
note insurer) exceeds the pool balance as of the last day of the
related
collection period, such excess will be allocated to the Class M
Notes if
they are still outstanding, in reduction of the note principal
balance
thereof. The indenture will not permit the allocation of realized
losses
to the Class A Notes or to the Class N Certificates. Investors
in the
Class A Notes should note that although realized losses cannot
be
allocated to the Class A Notes, under certain loss scenarios there
will
not be enough interest and principal on the HELOCs to pay to the
Class A
Notes all interest and principal amounts to which they
are then entitled.
|
|||
Advances:
|
The
Servicer will
not
advance delinquent payments of principal and interest on the
HELOCs.
|
|||
Compensating
Interest:
|
The
Servicer will
not be
obligated to offset any prepayment interest shortfall, on any payment
date, with compensating interest.
|
Transaction
Overview
|
Monthly
Interest Payable Amount
|
For
any payment date and each class of the notes and the Class N Certificates
will equal the amount of interest accrued on such class during
the related
Interest Accrual Period at the related note rate or pass-through
rate, as
applicable, on the note principal balance or certificate principal
balance, as applicable, of such class immediately prior to such
payment
date, in each case, reduced by any Prepayment Interest Shortfalls
allocated to such class and any shortfalls resulting from the application
of the Relief Act or similar state laws allocated to such
class.
|
Prepayment
Interest Shortfalls and Relief Act Shortfalls
|
On
any payment date, any prepayment interest shortfalls and any shortfalls
resulting from the application of the Relief Act or similar state
laws
will be allocated first to excess interest and thereafter in reduction
of
the current interest entitlement of the notes and the Class N Certificates
on a pro rata basis based on the respective amounts of current
interest
accrued on such notes for such payment date. The holders of the
notes may
be entitled to reimbursement for any such interest shortfalls on
a
subordinated basis based on the priority of payments set forth
herein. If
these shortfalls are allocated to the notes, the amount of interest
paid
to those notes will be reduced, adversely affecting the yield on
your
investment. The policy will not cover any prepayment interest shortfalls
or any shortfalls caused by the Relief Act or similar state
laws.
|
Aggregate
Collateral: Summary
|
|||
Statistics
for the Mortgage Loans listed below are based on Cut-Off Date scheduled
balances.
|
|||
Minimum
|
Maximum
|
||
Scheduled
Principal Balance:
|
$1,038,910,845
|
$0
|
$500,000
|
Number
of Mortgage Loans
|
18,041
|
||
Average
Scheduled Principal Balance:
|
$57,586
|
||
Weighted
Average Gross Coupon:
|
8.089%
|
7.250%
|
11.750%
|
Credit
Limit:
|
$1,890,598,046
|
$10,000
|
$500,000
|
Average
Credit Limit:
|
$104,795
|
||
Weighted
Average Original Credit Score:
|
737
|
640
|
839
|
Weighted
Average Combined LTV Ratio:
|
82.50%
|
11.00%
|
100.00%
|
Weighted
Average Credit Utilization Rate(1):
|
54.95%
|
0.00%
|
167.46%
|
Weighted
Average Stated Remaining Term:
|
352
months
|
350
months
|
353
months
|
Weighted
Average Original Term:
|
360
months
|
358
months
|
360
months
|
Weighted
Average Gross Margin:
|
0.339%
|
-0.500%
|
4.000%
|
Weighted
Average Gross Maximum Lifetime Rate:
|
18.000%
|
18.000%
|
18.000%
|
Weighted
Average Gross Minimum Lifetime Rate:
|
3.000%
|
3.000%
|
3.000%
|
Weighted
Average Debt-To-Income Ratio:
|
36.24%
|
1.00%
|
50.00%
|
Weighted
Average Seasoning:
|
8
months
|
7
months
|
9
months
|
Weighted
Average Origination Date:
|
August
2005
|
August
2005
|
September
2005
|
Percent
Second Liens:
|
95.32%
|
||
Percent
Interest Only Loans:
|
100.00%
|
(1) |
All
Weighted Average Utilization percentages are weighted by the credit
limit
of the Mortgage Loans.
|
Pool
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Group
I
|
6,054
|
$
|
241,678,057.22
|
23.26
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
||||||||||||
Group
II
|
11,987
|
797,232,787.31
|
76.74
|
1,460,373,124.00
|
54.59
|
8.067
|
738
|
82.94
|
36.12
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Range
($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0.00
- 0.00
|
3,248
|
$
|
0.00
|
0.00
|
%
|
$
|
387,877,728.00
|
0.00
|
%
|
N/A
|
N/A
|
N/A
|
N/A
|
|||||||||||||||
0.01
- 10,000.00
|
1,024
|
5,293,767.02
|
0.51
|
77,953,122.00
|
6.79
|
8.460
|
744
|
80.59
|
35.82
|
|||||||||||||||||||
10,000.01
- 20,000.00
|
1,331
|
20,531,228.69
|
1.98
|
79,825,786.00
|
25.72
|
8.738
|
740
|
82.04
|
35.81
|
|||||||||||||||||||
20,000.01
- 30,000.00
|
2,029
|
51,857,469.07
|
4.99
|
107,140,851.00
|
48.40
|
8.396
|
737
|
84.15
|
35.71
|
|||||||||||||||||||
30,000.01
- 40,000.00
|
1,638
|
57,705,617.97
|
5.55
|
99,003,984.00
|
58.29
|
8.308
|
736
|
85.15
|
35.89
|
|||||||||||||||||||
40,000.01
- 50,000.00
|
1,412
|
63,944,753.15
|
6.15
|
103,880,429.00
|
61.56
|
8.260
|
734
|
84.04
|
36.47
|
|||||||||||||||||||
50,000.01
- 60,000.00
|
1,163
|
64,563,540.24
|
6.21
|
95,914,858.00
|
67.31
|
8.142
|
737
|
83.22
|
36.60
|
|||||||||||||||||||
60,000.01
- 70,000.00
|
1,049
|
68,605,542.85
|
6.60
|
91,722,291.00
|
74.80
|
8.071
|
733
|
84.01
|
36.34
|
|||||||||||||||||||
70,000.01
- 80,000.00
|
808
|
60,774,516.55
|
5.85
|
82,666,661.00
|
73.52
|
8.033
|
737
|
83.03
|
36.21
|
|||||||||||||||||||
80,000.01
- 90,000.00
|
586
|
49,866,093.12
|
4.80
|
68,228,102.00
|
73.09
|
8.036
|
736
|
83.33
|
36.20
|
|||||||||||||||||||
90,000.01
- 100,000.00
|
682
|
65,746,261.70
|
6.33
|
83,049,250.00
|
79.17
|
8.049
|
735
|
81.25
|
36.18
|
|||||||||||||||||||
100,000.01
- 150,000.00
|
1,524
|
189,434,695.17
|
18.23
|
234,889,593.00
|
80.65
|
8.031
|
736
|
82.85
|
36.67
|
|||||||||||||||||||
150,000.01
- 200,000.00
|
1,004
|
181,563,746.33
|
17.48
|
201,645,217.00
|
90.04
|
8.055
|
738
|
80.35
|
35.76
|
|||||||||||||||||||
200,000.01
- 250,000.00
|
222
|
50,634,358.81
|
4.87
|
59,657,699.00
|
84.87
|
7.943
|
740
|
82.69
|
37.42
|
|||||||||||||||||||
250,000.01
- 300,000.00
|
135
|
37,344,809.67
|
3.59
|
41,842,658.00
|
89.25
|
7.941
|
732
|
82.12
|
36.54
|
|||||||||||||||||||
300,000.01
- 350,000.00
|
91
|
30,072,329.91
|
2.89
|
31,762,679.00
|
94.68
|
7.887
|
734
|
82.28
|
37.94
|
|||||||||||||||||||
350,000.01
- 400,000.00
|
34
|
12,729,534.14
|
1.23
|
14,292,120.00
|
89.07
|
7.838
|
747
|
81.77
|
34.41
|
|||||||||||||||||||
400,000.01
- 450,000.00
|
25
|
10,720,910.60
|
1.03
|
11,434,890.00
|
93.76
|
7.821
|
757
|
83.71
|
33.26
|
|||||||||||||||||||
450,000.01
- 500,000.00
|
36
|
17,521,669.54
|
1.69
|
17,810,128.00
|
98.38
|
7.744
|
749
|
75.15
|
33.85
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Current
Rate (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
7.250
- 8.000
|
10,659
|
$
|
673,937,021.78
|
64.87
|
%
|
$
|
1,307,916,777.00
|
51.53
|
%
|
7.822
|
%
|
738
|
80.08
|
%
|
36.43
|
%
|
||||||||||||
8.001
- 9.000
|
5,961
|
330,898,852.79
|
31.85
|
532,988,010.00
|
62.08
|
8.469
|
734
|
86.65
|
35.98
|
|||||||||||||||||||
9.001
- 10.000
|
900
|
27,040,141.79
|
2.60
|
39,824,492.00
|
67.90
|
9.430
|
737
|
90.20
|
35.09
|
|||||||||||||||||||
10.001
- 11.000
|
447
|
6,132,948.48
|
0.59
|
8,501,495.00
|
72.14
|
10.485
|
724
|
88.50
|
35.18
|
|||||||||||||||||||
11.001
- 11.750
|
74
|
901,879.69
|
0.09
|
1,367,272.00
|
65.96
|
11.280
|
752
|
92.61
|
32.97
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
FICO
Distribution
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
640
- 650
|
130
|
$
|
7,460,497.04
|
0.72
|
%
|
$
|
10,372,869.00
|
71.92
|
%
|
8.260
|
%
|
645
|
72.64
|
%
|
37.12
|
%
|
||||||||||||
651
- 675
|
767
|
46,528,846.11
|
4.48
|
65,526,984.00
|
71.01
|
8.181
|
665
|
80.78
|
38.40
|
|||||||||||||||||||
676
- 700
|
1,948
|
119,690,970.86
|
11.52
|
177,735,528.00
|
67.34
|
8.079
|
689
|
83.08
|
37.06
|
|||||||||||||||||||
701
- 725
|
3,627
|
234,493,035.37
|
22.57
|
370,920,452.00
|
63.22
|
8.094
|
713
|
82.41
|
37.07
|
|||||||||||||||||||
726
- 750
|
4,043
|
241,665,798.90
|
23.26
|
413,059,111.00
|
58.51
|
8.115
|
737
|
84.37
|
36.28
|
|||||||||||||||||||
751
- 775
|
3,855
|
211,927,590.74
|
20.40
|
419,991,515.00
|
50.46
|
8.075
|
763
|
83.08
|
35.59
|
|||||||||||||||||||
776
- 800
|
2,817
|
137,725,360.26
|
13.26
|
327,596,067.00
|
42.04
|
8.044
|
786
|
80.41
|
34.65
|
|||||||||||||||||||
801
- 825
|
828
|
38,554,160.30
|
3.71
|
102,189,300.00
|
37.73
|
8.013
|
808
|
78.20
|
34.94
|
|||||||||||||||||||
826
- 839
|
26
|
864,584.95
|
0.08
|
3,206,220.00
|
26.97
|
8.019
|
830
|
59.33
|
31.13
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Combined
Original LTV (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
L imit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
11.00
- 15.00
|
21
|
$
|
973,116.39
|
0.09
|
%
|
$
|
1,984,285.00
|
49.04
|
%
|
8.114
|
%
|
722
|
13.88
|
%
|
30.32
|
%
|
||||||||||||
15.01
- 20.00
|
34
|
1,117,245.01
|
0.11
|
3,810,650.00
|
29.32
|
8.152
|
751
|
18.20
|
29.18
|
|||||||||||||||||||
20.01
- 25.00
|
42
|
2,136,318.00
|
0.21
|
5,147,824.00
|
41.50
|
8.128
|
782
|
23.59
|
29.24
|
|||||||||||||||||||
25.01
- 30.00
|
63
|
3,149,831.07
|
0.30
|
7,480,500.00
|
42.11
|
7.970
|
758
|
28.29
|
30.50
|
|||||||||||||||||||
30.01
- 35.00
|
86
|
4,428,972.64
|
0.43
|
10,046,400.00
|
44.09
|
8.121
|
741
|
32.66
|
32.19
|
|||||||||||||||||||
35.01
- 40.00
|
124
|
5,992,390.75
|
0.58
|
15,338,540.00
|
39.07
|
7.961
|
747
|
37.98
|
35.41
|
|||||||||||||||||||
40.01
- 45.00
|
161
|
8,058,785.81
|
0.78
|
20,309,500.00
|
39.68
|
7.924
|
748
|
43.25
|
36.90
|
|||||||||||||||||||
45.01
- 50.00
|
241
|
12,642,537.59
|
1.22
|
30,263,320.00
|
41.78
|
7.966
|
747
|
48.25
|
35.87
|
|||||||||||||||||||
50.01
- 55.00
|
287
|
14,418,266.26
|
1.39
|
37,872,656.00
|
38.07
|
7.939
|
742
|
53.00
|
35.34
|
|||||||||||||||||||
55.01
- 60.00
|
405
|
22,947,948.43
|
2.21
|
55,369,162.00
|
41.45
|
7.963
|
740
|
58.00
|
36.90
|
|||||||||||||||||||
60.01
- 65.00
|
546
|
29,923,859.59
|
2.88
|
72,577,503.00
|
41.23
|
7.952
|
738
|
63.10
|
37.12
|
|||||||||||||||||||
65.01
- 70.00
|
700
|
42,940,908.85
|
4.13
|
94,952,689.00
|
45.22
|
7.945
|
738
|
67.92
|
36.75
|
|||||||||||||||||||
70.01
- 75.00
|
946
|
58,786,618.25
|
5.66
|
131,103,606.00
|
44.84
|
7.958
|
738
|
73.24
|
36.65
|
|||||||||||||||||||
75.01
- 80.00
|
1,584
|
101,789,936.93
|
9.80
|
200,671,377.00
|
50.72
|
8.010
|
730
|
78.49
|
36.27
|
|||||||||||||||||||
80.01
- 85.00
|
2,021
|
131,671,019.46
|
12.67
|
240,767,754.00
|
54.69
|
8.005
|
731
|
83.45
|
36.22
|
|||||||||||||||||||
85.01
- 90.00
|
8,104
|
452,597,421.15
|
43.56
|
765,783,842.00
|
59.10
|
8.027
|
737
|
88.63
|
36.38
|
|||||||||||||||||||
90.01
- 95.00
|
1,974
|
107,276,103.59
|
10.33
|
145,488,773.00
|
73.74
|
8.471
|
737
|
94.31
|
36.48
|
|||||||||||||||||||
95.01
- 100.00
|
702
|
38,059,564.76
|
3.66
|
51,629,665.00
|
73.72
|
8.953
|
754
|
99.57
|
33.65
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Original
Term to Maturity (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
358
|
344
|
$
|
19,449,897.66
|
1.87
|
%
|
$
|
38,464,551.00
|
50.57
|
%
|
8.027
|
%
|
737
|
80.99
|
%
|
35.60
|
%
|
||||||||||||
360
|
17,697
|
1,019,460,946.87
|
98.13
|
1,852,133,495.00
|
55.04
|
8.090
|
737
|
82.53
|
36.25
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Remaining
Term to Maturity (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
350
|
195
|
$
|
11,539,830.02
|
1.11
|
%
|
$
|
21,293,749.00
|
54.19
|
%
|
8.013
|
%
|
736
|
82.01
|
%
|
36.09
|
%
|
||||||||||||
351
|
150
|
7,929,724.61
|
0.76
|
17,211,802.00
|
46.07
|
8.049
|
737
|
79.54
|
34.90
|
|||||||||||||||||||
352
|
9,934
|
576,462,254.96
|
55.49
|
1,044,256,499.00
|
55.20
|
8.085
|
736
|
82.45
|
36.15
|
|||||||||||||||||||
353
|
7,762
|
442,979,034.94
|
42.64
|
807,835,996.00
|
54.84
|
8.097
|
737
|
82.62
|
36.37
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Seasoning
(Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
7
|
7,911
|
$
|
450,889,102.58
|
43.40
|
%
|
$
|
825,006,798.00
|
54.65
|
%
|
8.096
|
%
|
737
|
82.57
|
%
|
36.35
|
%
|
||||||||||||
8
|
10,129
|
588,002,084.98
|
56.60
|
1,065,550,248.00
|
55.18
|
8.084
|
736
|
82.44
|
36.15
|
|||||||||||||||||||
9
|
1
|
19,656.97
|
0.00
|
41,000.00
|
47.94
|
9.000
|
765
|
100.00
|
35.00
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Lien
Position
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
1
|
564
|
$
|
48,571,322.19
|
4.68
|
%
|
$
|
93,393,243.00
|
52.01
|
%
|
8.108
|
%
|
750
|
66.85
|
%
|
34.03
|
%
|
||||||||||||
2
|
17,477
|
990,339,522.34
|
95.32
|
1,797,204,803.00
|
55.10
|
8.088
|
736
|
83.26
|
36.35
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Property
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
SINGLE
FAMILY
|
15,180
|
$
|
879,674,550.76
|
84.67
|
%
|
$
|
1,624,673,215.00
|
54.14
|
%
|
8.078
|
%
|
736
|
82.20
|
%
|
36.26
|
%
|
||||||||||||
CONDO
|
1,839
|
86,097,321.39
|
8.29
|
147,416,136.00
|
58.40
|
8.197
|
741
|
85.38
|
35.52
|
|||||||||||||||||||
PUD
|
540
|
37,178,658.67
|
3.58
|
63,094,685.00
|
58.93
|
7.999
|
735
|
84.20
|
37.07
|
|||||||||||||||||||
2
FAMILY
|
335
|
25,568,230.54
|
2.46
|
39,306,030.00
|
65.05
|
8.148
|
738
|
80.99
|
36.67
|
|||||||||||||||||||
3
FAMILY
|
64
|
5,267,402.92
|
0.51
|
7,141,777.00
|
73.75
|
8.173
|
745
|
80.78
|
36.57
|
|||||||||||||||||||
4
FAMILY
|
67
|
4,266,852.01
|
0.41
|
7,390,403.00
|
57.73
|
8.478
|
734
|
81.61
|
35.89
|
|||||||||||||||||||
TOWNHOUSE
|
16
|
857,828.24
|
0.08
|
1,575,800.00
|
54.44
|
7.981
|
740
|
80.87
|
33.52
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Occupancy
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Primary
Residence
|
16,943
|
$
|
983,903,089.37
|
94.71
|
%
|
$
|
1,799,296,864.00
|
54.68
|
%
|
8.059
|
%
|
736
|
82.57
|
%
|
36.33
|
%
|
||||||||||||
Investment
|
725
|
32,698,949.06
|
3.15
|
54,288,897.00
|
60.23
|
8.963
|
740
|
81.47
|
35.00
|
|||||||||||||||||||
Second
Hm.
|
373
|
22,308,806.10
|
2.15
|
37,012,285.00
|
60.27
|
8.135
|
743
|
80.82
|
33.93
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Purpose
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Purchase
|
4,343
|
$
|
214,105,549.54
|
20.61
|
%
|
$
|
328,245,269.00
|
65.23
|
%
|
8.203
|
%
|
745
|
89.22
|
%
|
35.84
|
%
|
||||||||||||
Refinance
|
3,932
|
140,810,375.55
|
13.55
|
324,596,479.00
|
43.38
|
8.098
|
731
|
83.84
|
35.92
|
|||||||||||||||||||
StandAlone
|
9,766
|
683,994,919.44
|
65.84
|
1,237,756,298.00
|
55.26
|
8.052
|
735
|
80.11
|
36.42
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Geographic
Location
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Arizona
|
1,229
|
$
|
77,622,996.38
|
7.47
|
%
|
$
|
125,798,258.00
|
61.70
|
%
|
8.075
|
%
|
734
|
84.17
|
%
|
35.97
|
%
|
||||||||||||
Arkansas
|
6
|
314,951.19
|
0.03
|
490,900.00
|
64.16
|
8.116
|
708
|
78.34
|
36.90
|
|||||||||||||||||||
California
|
5,202
|
365,038,606.08
|
35.14
|
719,615,824.00
|
50.73
|
8.011
|
735
|
80.97
|
37.03
|
|||||||||||||||||||
Colorado
|
439
|
21,374,008.35
|
2.06
|
35,725,648.00
|
59.83
|
8.232
|
744
|
86.30
|
34.91
|
|||||||||||||||||||
Connecticut
|
344
|
19,449,897.66
|
1.87
|
38,464,551.00
|
50.57
|
8.027
|
737
|
80.99
|
35.60
|
|||||||||||||||||||
Delaware
|
40
|
2,617,376.66
|
0.25
|
3,473,533.00
|
75.35
|
8.125
|
748
|
81.23
|
30.67
|
|||||||||||||||||||
District
of Columbia
|
118
|
7,066,181.42
|
0.68
|
15,370,408.00
|
45.97
|
8.030
|
725
|
84.42
|
37.11
|
|||||||||||||||||||
Florida
|
1,318
|
81,421,664.42
|
7.84
|
135,148,362.00
|
60.25
|
8.117
|
736
|
81.17
|
35.80
|
|||||||||||||||||||
Hawaii
|
7
|
146,374.47
|
0.01
|
557,500.00
|
26.25
|
8.217
|
759
|
70.04
|
34.10
|
|||||||||||||||||||
Idaho
|
29
|
1,156,796.85
|
0.11
|
1,720,840.00
|
67.22
|
8.146
|
760
|
84.06
|
35.12
|
|||||||||||||||||||
Illinois
|
1,132
|
46,269,042.28
|
4.45
|
81,346,120.00
|
56.88
|
8.194
|
736
|
87.29
|
35.21
|
|||||||||||||||||||
Indiana
|
123
|
3,796,878.99
|
0.37
|
5,967,306.00
|
63.63
|
8.523
|
739
|
86.20
|
33.65
|
|||||||||||||||||||
Iowa
|
5
|
193,555.31
|
0.02
|
235,400.00
|
82.22
|
8.161
|
729
|
83.80
|
36.89
|
|||||||||||||||||||
Kansas
|
27
|
764,632.43
|
0.07
|
1,490,256.00
|
51.31
|
8.456
|
736
|
89.86
|
35.61
|
|||||||||||||||||||
Kentucky
|
44
|
1,089,069.39
|
0.10
|
1,869,678.00
|
58.25
|
8.468
|
745
|
88.02
|
31.72
|
|||||||||||||||||||
Maine
|
10
|
505,927.56
|
0.05
|
1,043,500.00
|
48.48
|
8.018
|
752
|
77.23
|
27.56
|
|||||||||||||||||||
Maryland
|
1,011
|
53,594,953.55
|
5.16
|
111,365,839.00
|
48.13
|
8.032
|
738
|
81.68
|
36.34
|
|||||||||||||||||||
Massachusetts
|
691
|
34,644,036.24
|
3.33
|
68,783,188.00
|
50.37
|
8.052
|
741
|
81.06
|
36.67
|
|||||||||||||||||||
Michigan
|
326
|
11,170,944.92
|
1.08
|
19,360,823.00
|
57.70
|
8.381
|
743
|
87.09
|
33.88
|
|||||||||||||||||||
Minnesota
|
343
|
15,580,558.86
|
1.50
|
27,339,876.00
|
56.99
|
8.310
|
747
|
85.55
|
35.90
|
|||||||||||||||||||
Mississippi
|
2
|
59,576.63
|
0.01
|
85,000.00
|
70.09
|
8.000
|
652
|
75.00
|
28.00
|
|||||||||||||||||||
Missouri
|
185
|
5,025,220.19
|
0.48
|
10,833,166.00
|
46.39
|
8.309
|
739
|
84.47
|
33.95
|
|||||||||||||||||||
Montana
|
3
|
104,788.88
|
0.01
|
117,000.00
|
89.56
|
8.527
|
680
|
84.23
|
36.85
|
|||||||||||||||||||
Nebraska
|
1
|
15,636.63
|
0.00
|
15,750.00
|
99.28
|
9.750
|
741
|
83.00
|
37.00
|
|||||||||||||||||||
Nevada
|
153
|
8,977,931.65
|
0.86
|
14,525,036.00
|
61.81
|
8.074
|
734
|
81.27
|
36.01
|
|||||||||||||||||||
New
Hampshire
|
55
|
1,884,004.31
|
0.18
|
3,781,230.00
|
49.83
|
8.060
|
727
|
83.78
|
35.02
|
|||||||||||||||||||
New
Mexico
|
28
|
1,278,730.13
|
0.12
|
2,022,150.00
|
63.24
|
8.175
|
709
|
83.65
|
32.62
|
|||||||||||||||||||
New
York
|
962
|
80,960,487.80
|
7.79
|
123,982,487.00
|
65.30
|
8.086
|
736
|
78.99
|
35.57
|
|||||||||||||||||||
North
Carolina
|
207
|
7,727,452.38
|
0.74
|
12,948,023.00
|
59.68
|
8.309
|
745
|
88.44
|
33.81
|
|||||||||||||||||||
North
Dakota
|
2
|
32,746.87
|
0.00
|
33,650.00
|
97.32
|
10.487
|
761
|
89.00
|
38.84
|
|||||||||||||||||||
Ohio
|
567
|
19,451,977.74
|
1.87
|
31,375,137.00
|
62.00
|
8.482
|
738
|
87.02
|
34.20
|
|||||||||||||||||||
Oklahoma
|
14
|
576,920.62
|
0.06
|
768,120.00
|
75.11
|
8.436
|
740
|
94.04
|
27.44
|
|||||||||||||||||||
Oregon
|
379
|
18,994,296.21
|
1.83
|
31,545,845.00
|
60.21
|
8.166
|
743
|
86.51
|
35.31
|
|||||||||||||||||||
Pennsylvania
|
630
|
23,758,973.73
|
2.29
|
41,314,390.00
|
57.51
|
8.185
|
738
|
84.34
|
35.41
|
|||||||||||||||||||
Rhode
Island
|
78
|
3,338,405.38
|
0.32
|
7,089,344.00
|
47.09
|
8.057
|
743
|
80.32
|
37.20
|
|||||||||||||||||||
South
Carolina
|
64
|
2,166,132.09
|
0.21
|
3,782,238.00
|
57.27
|
8.621
|
741
|
88.80
|
33.69
|
|||||||||||||||||||
South
Dakota
|
1
|
30,000.00
|
0.00
|
30,000.00
|
100.00
|
9.750
|
717
|
97.00
|
34.00
|
|||||||||||||||||||
Tennessee
|
25
|
1,146,463.04
|
0.11
|
1,870,869.00
|
61.28
|
8.178
|
736
|
84.51
|
38.69
|
|||||||||||||||||||
Utah
|
130
|
5,285,504.19
|
0.51
|
8,541,174.00
|
61.88
|
8.268
|
742
|
87.07
|
35.71
|
|||||||||||||||||||
Vermont
|
17
|
423,464.11
|
0.04
|
1,198,685.00
|
35.33
|
8.403
|
727
|
82.33
|
37.42
|
|||||||||||||||||||
Virginia
|
1,078
|
67,668,704.80
|
6.51
|
120,020,682.00
|
56.38
|
8.026
|
738
|
83.24
|
37.38
|
|||||||||||||||||||
Washington
|
826
|
40,527,925.38
|
3.90
|
68,898,993.00
|
58.82
|
8.145
|
739
|
85.80
|
36.34
|
|||||||||||||||||||
Wisconsin
|
189
|
5,632,233.99
|
0.54
|
10,626,317.00
|
53.00
|
8.338
|
738
|
87.37
|
35.08
|
|||||||||||||||||||
Wyoming
|
1
|
24,814.77
|
0.00
|
24,950.00
|
99.46
|
8.000
|
766
|
89.00
|
10.00
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Documentation
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Full
|
13,723
|
$
|
747,831,571.29
|
71.98
|
%
|
$
|
1,374,362,288.00
|
54.41
|
%
|
8.081
|
%
|
734
|
83.52
|
%
|
37.00
|
%
|
||||||||||||
Stated
Income
|
4,318
|
291,079,273.24
|
28.02
|
516,235,758.00
|
56.39
|
8.110
|
744
|
79.86
|
34.29
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Gross
Margin (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
-0.500
- 0.000
|
6,374
|
$
|
403,933,309.79
|
38.88
|
%
|
$
|
822,926,035.00
|
49.09
|
%
|
7.704
|
%
|
741
|
80.36
|
%
|
37.03
|
%
|
||||||||||||
0.001
- 0.500
|
6,649
|
421,439,394.61
|
40.57
|
740,230,128.00
|
56.93
|
8.090
|
735
|
82.00
|
35.96
|
|||||||||||||||||||
0.501
- 1.000
|
2,948
|
155,782,869.03
|
14.99
|
245,198,850.00
|
63.53
|
8.602
|
733
|
86.50
|
35.45
|
|||||||||||||||||||
1.001
- 1.500
|
1,078
|
40,130,211.01
|
3.86
|
57,991,046.00
|
69.20
|
9.102
|
735
|
90.56
|
34.77
|
|||||||||||||||||||
1.501
- 2.000
|
401
|
9,236,206.63
|
0.89
|
12,663,563.00
|
72.94
|
9.667
|
729
|
90.56
|
35.13
|
|||||||||||||||||||
2.001
- 2.500
|
250
|
3,913,191.32
|
0.38
|
5,201,098.00
|
75.24
|
10.163
|
729
|
88.35
|
36.13
|
|||||||||||||||||||
2.501
- 3.000
|
237
|
3,194,404.02
|
0.31
|
4,434,124.00
|
72.04
|
10.612
|
721
|
88.01
|
34.19
|
|||||||||||||||||||
3.001
- 3.500
|
95
|
1,210,544.17
|
0.12
|
1,760,847.00
|
68.75
|
11.172
|
733
|
91.24
|
33.25
|
|||||||||||||||||||
3.501
- 4.000
|
9
|
70,713.95
|
0.01
|
192,355.00
|
36.76
|
11.631
|
767
|
89.81
|
35.47
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Maximum
Mortgage Rates (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
18.000
- 18.000
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Minimum
Mortgage Rates (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
3.000
- 3.000
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Range
($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
10,000
- 50,000
|
5,161
|
$
|
121,043,425.81
|
11.65
|
%
|
$
|
171,157,564.00
|
70.72
|
%
|
8.588
|
%
|
733
|
87.81
|
%
|
35.74
|
%
|
||||||||||||
50,001
- 100,000
|
6,699
|
291,848,753.43
|
28.09
|
513,114,359.00
|
56.88
|
8.083
|
734
|
82.72
|
36.32
|
|||||||||||||||||||
100,001
- 150,000
|
2,327
|
177,542,852.90
|
17.09
|
301,666,881.00
|
58.85
|
8.052
|
735
|
83.55
|
36.65
|
|||||||||||||||||||
150,001
- 200,000
|
2,434
|
238,457,289.56
|
22.95
|
459,699,992.00
|
51.87
|
8.052
|
740
|
79.82
|
35.76
|
|||||||||||||||||||
200,001
- 250,000
|
555
|
61,986,518.47
|
5.97
|
131,617,718.00
|
47.10
|
7.931
|
738
|
81.87
|
37.82
|
|||||||||||||||||||
250,001
- 300,000
|
282
|
43,137,436.93
|
4.15
|
80,113,464.00
|
53.85
|
7.937
|
735
|
82.31
|
36.66
|
|||||||||||||||||||
300,001
- 350,000
|
268
|
45,076,584.66
|
4.34
|
90,502,179.00
|
49.81
|
7.897
|
734
|
82.37
|
38.30
|
|||||||||||||||||||
350,001
- 400,000
|
96
|
15,767,138.22
|
1.52
|
36,993,155.00
|
42.62
|
7.813
|
753
|
82.42
|
34.39
|
|||||||||||||||||||
400,001
- 450,000
|
47
|
9,645,960.66
|
0.93
|
20,327,331.00
|
47.45
|
7.859
|
752
|
86.73
|
35.16
|
|||||||||||||||||||
450,001
- 500,000
|
172
|
34,404,883.89
|
3.31
|
85,405,403.00
|
40.28
|
7.752
|
751
|
75.46
|
33.58
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Credit
Utilization (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0.00
- 0.00
|
3,256
|
$
|
13.14
|
0.00
|
%
|
$
|
388,931,936.00
|
0.00
|
%
|
8.051
|
%
|
756
|
86.24
|
%
|
39.34
|
%
|
||||||||||||
0.01
- 5.00
|
401
|
1,149,268.44
|
0.11
|
51,663,205.00
|
2.22
|
7.938
|
757
|
78.23
|
36.09
|
|||||||||||||||||||
5.01
- 10.00
|
318
|
3,359,363.80
|
0.32
|
44,975,247.00
|
7.47
|
7.968
|
753
|
76.47
|
35.84
|
|||||||||||||||||||
10.01
- 15.00
|
346
|
5,529,079.15
|
0.53
|
44,052,324.00
|
12.55
|
7.965
|
752
|
75.93
|
35.71
|
|||||||||||||||||||
15.01
- 20.00
|
375
|
8,414,048.26
|
0.81
|
48,169,852.00
|
17.47
|
7.967
|
749
|
77.21
|
35.92
|
|||||||||||||||||||
20.01
- 25.00
|
364
|
10,651,426.96
|
1.03
|
46,975,168.00
|
22.67
|
7.961
|
749
|
79.00
|
36.64
|
|||||||||||||||||||
25.01
- 30.00
|
336
|
10,861,612.89
|
1.05
|
39,344,766.00
|
27.61
|
7.984
|
748
|
77.43
|
36.74
|
|||||||||||||||||||
30.01
- 35.00
|
365
|
13,572,801.49
|
1.31
|
41,628,603.00
|
32.60
|
7.957
|
747
|
76.63
|
36.67
|
|||||||||||||||||||
35.01
- 40.00
|
334
|
15,102,726.02
|
1.45
|
40,190,167.00
|
37.58
|
7.977
|
742
|
76.95
|
36.68
|
|||||||||||||||||||
40.01
- 45.00
|
346
|
16,541,751.74
|
1.59
|
38,948,589.00
|
42.47
|
7.985
|
736
|
76.94
|
36.61
|
|||||||||||||||||||
45.01
- 50.00
|
414
|
24,285,294.68
|
2.34
|
50,672,714.00
|
47.93
|
8.022
|
745
|
78.84
|
35.99
|
|||||||||||||||||||
50.01
- 55.00
|
376
|
20,972,674.72
|
2.02
|
39,903,691.00
|
52.56
|
8.015
|
742
|
79.15
|
35.82
|
|||||||||||||||||||
55.01
- 60.00
|
412
|
26,230,294.22
|
2.52
|
45,446,799.00
|
57.72
|
7.967
|
740
|
79.06
|
36.03
|
|||||||||||||||||||
60.01
- 65.00
|
433
|
29,132,154.57
|
2.80
|
46,453,517.00
|
62.71
|
7.976
|
741
|
79.89
|
36.55
|
|||||||||||||||||||
65.01
- 70.00
|
436
|
31,189,965.55
|
3.00
|
46,288,639.00
|
67.38
|
8.020
|
744
|
80.37
|
36.44
|
|||||||||||||||||||
70.01
- 75.00
|
461
|
37,191,701.23
|
3.58
|
51,294,806.00
|
72.51
|
7.997
|
739
|
80.71
|
36.48
|
|||||||||||||||||||
75.01
- 80.00
|
490
|
40,540,348.64
|
3.90
|
52,323,951.00
|
77.48
|
8.015
|
736
|
80.92
|
36.10
|
|||||||||||||||||||
80.01
- 85.00
|
549
|
45,484,189.86
|
4.38
|
55,079,557.00
|
82.58
|
8.004
|
735
|
80.12
|
36.47
|
|||||||||||||||||||
85.01
- 90.00
|
611
|
55,739,198.41
|
5.37
|
63,639,380.00
|
87.59
|
8.017
|
738
|
81.18
|
36.55
|
|||||||||||||||||||
90.01
- 95.00
|
870
|
73,838,620.23
|
7.11
|
79,687,466.00
|
92.66
|
8.072
|
736
|
82.25
|
36.31
|
|||||||||||||||||||
95.01
- 100.00
|
6,528
|
567,385,686.47
|
54.61
|
573,324,018.00
|
98.96
|
8.154
|
734
|
84.56
|
36.14
|
|||||||||||||||||||
100.01
- 105.00
|
18
|
1,371,697.10
|
0.13
|
1,367,951.00
|
100.27
|
8.285
|
727
|
83.78
|
35.99
|
|||||||||||||||||||
105.01
- 110.00
|
1
|
48,752.20
|
0.00
|
45,700.00
|
106.68
|
9.500
|
683
|
95.00
|
36.00
|
|||||||||||||||||||
161.01
- 167.46
|
1
|
318,174.76
|
0.03
|
190,000.00
|
167.46
|
8.000
|
672
|
84.00
|
45.00
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Index
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Prime
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Draw
Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
118
|
344
|
$
|
19,449,897.66
|
1.87
|
%
|
$
|
38,464,551.00
|
50.57
|
%
|
8.027
|
%
|
737
|
80.99
|
%
|
35.60
|
%
|
||||||||||||
120
|
17,697
|
1,019,460,946.87
|
98.13
|
1,852,133,495.00
|
55.04
|
8.090
|
737
|
82.53
|
36.25
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Remaining
Draw Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
110
|
195
|
$
|
11,539,830.02
|
1.11
|
%
|
$
|
21,293,749.00
|
54.19
|
%
|
8.013
|
%
|
736
|
82.01
|
%
|
36.09
|
%
|
||||||||||||
111
|
150
|
7,929,724.61
|
0.76
|
17,211,802.00
|
46.07
|
8.049
|
737
|
79.54
|
34.90
|
|||||||||||||||||||
112
|
9,934
|
576,462,254.96
|
55.49
|
1,044,256,499.00
|
55.20
|
8.085
|
736
|
82.45
|
36.15
|
|||||||||||||||||||
113
|
7,762
|
442,979,034.94
|
42.64
|
807,835,996.00
|
54.84
|
8.097
|
737
|
82.62
|
36.37
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
IO
Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
118
|
344
|
$
|
19,449,897.66
|
1.87
|
%
|
$
|
38,464,551.00
|
50.57
|
%
|
8.027
|
%
|
737
|
80.99
|
%
|
35.60
|
%
|
||||||||||||
120
|
17,697
|
1,019,460,946.87
|
98.13
|
1,852,133,495.00
|
55.04
|
8.090
|
737
|
82.53
|
36.25
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Original
Teaser Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
14,676
|
$
|
857,626,934.61
|
82.55
|
%
|
$
|
1,627,815,434.00
|
52.69
|
%
|
8.038
|
%
|
736
|
81.33
|
%
|
36.33
|
%
|
||||||||||||
6
|
3,365
|
181,283,909.92
|
17.45
|
262,782,612.00
|
68.99
|
8.329
|
739
|
88.04
|
35.81
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Remaining
Teaser Period (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Debt
to Income Ratio (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
1.01
- 10.00
|
47
|
$
|
2,431,473.81
|
0.23
|
%
|
$
|
5,630,961.00
|
43.18
|
%
|
8.216
|
%
|
744
|
83.24
|
%
|
7.14
|
%
|
||||||||||||
10.01
- 20.00
|
865
|
49,189,164.76
|
4.73
|
101,983,451.00
|
48.23
|
8.044
|
748
|
78.65
|
16.90
|
|||||||||||||||||||
20.01
- 30.00
|
3,621
|
192,271,937.01
|
18.51
|
363,330,956.00
|
52.92
|
8.103
|
742
|
82.20
|
26.46
|
|||||||||||||||||||
30.01
- 40.00
|
7,433
|
430,216,803.42
|
41.41
|
758,478,721.00
|
56.72
|
8.147
|
738
|
83.78
|
36.03
|
|||||||||||||||||||
40.01
- 50.00
|
6,075
|
364,801,465.53
|
35.11
|
661,173,957.00
|
55.17
|
8.018
|
731
|
81.66
|
44.44
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Prepayment
Penalty Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
10,888
|
$
|
550,349,654.56
|
52.97
|
%
|
$
|
964,641,145.00
|
57.05
|
%
|
8.090
|
%
|
738
|
85.20
|
%
|
35.86
|
%
|
||||||||||||
36
|
7,153
|
488,561,189.97
|
47.03
|
925,956,901.00
|
52.76
|
8.088
|
735
|
79.45
|
36.66
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Prepayment
Penalty Amount ($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
10,888
|
$
|
550,349,654.56
|
52.97
|
%
|
$
|
964,641,145.00
|
57.05
|
%
|
8.090
|
%
|
738
|
85.20
|
%
|
35.86
|
%
|
||||||||||||
350
|
7,153
|
488,561,189.97
|
47.03
|
925,956,901.00
|
52.76
|
8.088
|
735
|
79.45
|
36.66
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Origination
Channel
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Retail
|
3,844
|
$
|
251,520,625.09
|
24.21
|
%
|
$
|
453,327,121.00
|
55.48
|
%
|
7.954
|
%
|
736
|
81.42
|
%
|
36.85
|
%
|
||||||||||||
Wholesale
|
14,197
|
787,390,219.44
|
75.79
|
1,437,270,925.00
|
54.78
|
8.132
|
737
|
82.84
|
36.04
|
|||||||||||||||||||
Total
|
18,041
|
$
|
1,038,910,844.53
|
100.00
|
%
|
$
|
1,890,598,046.00
|
54.95
|
%
|
8.089
|
%
|
737
|
82.50
|
%
|
36.24
|
%
|
Group
I: Summary
|
|||
Statistics
for the Mortgage Loans listed below are based on Cut-Off Date scheduled
balances.
|
|||
Minimum
|
Maximum
|
||
Scheduled
Principal Balance:
|
$241,678,057
|
$0
|
$397,500
|
Number
of Mortgage Loans
|
6,054
|
||
Average
Scheduled Principal Balance:
|
$39,920
|
||
Weighted
Average Gross Coupon:
|
8.161%
|
7.250%
|
11.250%
|
Credit
Limit:
|
$430,224,922
|
$10,000
|
$450,000
|
Average
Credit Limit:
|
$71,065
|
||
Weighted
Average Original Credit Score:
|
733
|
640
|
839
|
Weighted
Average Combined LTV Ratio:
|
81.04%
|
11.00%
|
100.00%
|
Weighted
Average Credit Utilization Rate(1):
|
56.17%
|
0.00%
|
100.57%
|
Weighted
Average Stated Remaining Term:
|
352
months
|
350
months
|
353
months
|
Weighted
Average Original Term:
|
360
months
|
358
months
|
360
months
|
Weighted
Average Gross Margin:
|
0.411%
|
-0.500%
|
3.500%
|
Weighted
Average Gross Maximum Lifetime Rate:
|
18.000%
|
18.000%
|
18.000%
|
Weighted
Average Gross Minimum Lifetime Rate:
|
3.000%
|
3.000%
|
3.000%
|
Weighted
Average Debt-To-Income Ratio:
|
36.61%
|
2.00%
|
50.00%
|
Weighted
Average Seasoning:
|
8
months
|
7
months
|
9
months
|
Weighted
Average Origination Date:
|
August
2005
|
August
2005
|
September
2005
|
Percent
Second Liens:
|
94.97%
|
||
Percent
Interest Only Loans:
|
100.00%
|
(1) |
All
Weighted Average Utilization percentages are weighted by the credit
limit
of the Mortgage Loans.
|
Pool
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Group
I
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Range
($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0.00
- 0.00
|
984
|
$
|
0.00
|
0.00
|
%
|
$
|
75,794,089.00
|
0.00
|
%
|
N/A
|
N/A
|
N/A
|
N/A
|
|||||||||||||||
0.01
- 10,000.00
|
473
|
2,532,481.97
|
1.05
|
27,110,759.00
|
9.34
|
8.536
|
742
|
80.00
|
35.92
|
|||||||||||||||||||
10,000.01
- 20,000.00
|
653
|
10,121,742.95
|
4.19
|
28,767,652.00
|
35.18
|
8.809
|
735
|
82.11
|
36.18
|
|||||||||||||||||||
20,000.01
- 30,000.00
|
902
|
22,984,629.03
|
9.51
|
39,012,166.00
|
58.92
|
8.412
|
731
|
83.66
|
36.30
|
|||||||||||||||||||
30,000.01
- 40,000.00
|
708
|
24,873,275.95
|
10.29
|
39,127,270.00
|
63.57
|
8.311
|
732
|
84.14
|
36.09
|
|||||||||||||||||||
40,000.01
- 50,000.00
|
557
|
25,205,936.15
|
10.43
|
35,738,538.00
|
70.53
|
8.261
|
729
|
82.40
|
37.01
|
|||||||||||||||||||
50,000.01
- 60,000.00
|
391
|
21,761,652.16
|
9.00
|
28,634,233.00
|
76.00
|
8.093
|
730
|
80.62
|
37.08
|
|||||||||||||||||||
60,000.01
- 70,000.00
|
334
|
21,858,236.24
|
9.04
|
26,867,248.00
|
81.36
|
8.050
|
727
|
81.25
|
37.33
|
|||||||||||||||||||
70,000.01
- 80,000.00
|
264
|
19,915,457.60
|
8.24
|
24,328,997.00
|
81.86
|
8.028
|
731
|
81.81
|
36.56
|
|||||||||||||||||||
80,000.01
- 90,000.00
|
171
|
14,568,736.47
|
6.03
|
17,936,742.00
|
81.22
|
7.992
|
731
|
81.80
|
36.79
|
|||||||||||||||||||
90,000.01
- 100,000.00
|
202
|
19,462,067.72
|
8.05
|
22,421,990.00
|
86.80
|
8.011
|
731
|
78.37
|
36.02
|
|||||||||||||||||||
100,000.01
- 150,000.00
|
294
|
35,846,886.14
|
14.83
|
40,753,853.00
|
87.96
|
8.001
|
735
|
80.80
|
37.47
|
|||||||||||||||||||
150,000.01
- 200,000.00
|
113
|
20,370,123.13
|
8.43
|
21,458,385.00
|
94.93
|
8.081
|
747
|
74.24
|
35.12
|
|||||||||||||||||||
200,000.01
- 250,000.00
|
4
|
943,327.71
|
0.39
|
984,000.00
|
95.87
|
7.940
|
750
|
75.82
|
36.50
|
|||||||||||||||||||
250,000.01
- 300,000.00
|
2
|
525,291.33
|
0.22
|
574,000.00
|
91.52
|
8.359
|
786
|
90.09
|
40.61
|
|||||||||||||||||||
300,000.01
- 350,000.00
|
1
|
310,712.59
|
0.13
|
315,000.00
|
98.64
|
8.000
|
781
|
74.00
|
23.00
|
|||||||||||||||||||
350,000.01
- 397,500.08
|
1
|
397,500.08
|
0.16
|
400,000.00
|
99.38
|
7.750
|
742
|
78.00
|
41.00
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Current
Rate (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
7.250
- 8.000
|
3,366
|
$
|
149,368,569.13
|
61.80
|
%
|
$
|
283,571,487.00
|
52.67
|
%
|
7.841
|
%
|
735
|
77.88
|
%
|
36.87
|
%
|
||||||||||||
8.001
- 9.000
|
2,017
|
78,975,269.09
|
32.68
|
126,710,171.00
|
62.33
|
8.500
|
729
|
85.60
|
36.17
|
|||||||||||||||||||
9.001
- 10.000
|
414
|
9,912,821.42
|
4.10
|
15,223,838.00
|
65.11
|
9.456
|
730
|
89.55
|
36.50
|
|||||||||||||||||||
10.001
- 11.000
|
244
|
3,263,765.81
|
1.35
|
4,480,576.00
|
72.84
|
10.466
|
720
|
88.27
|
35.60
|
|||||||||||||||||||
11.001
- 11.250
|
13
|
157,631.77
|
0.07
|
238,850.00
|
66.00
|
11.250
|
766
|
99.37
|
36.12
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
FICO
Distribution
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
640
- 650
|
75
|
$
|
3,092,629.86
|
1.28
|
%
|
$
|
4,298,901.00
|
71.94
|
%
|
8.328
|
%
|
644
|
71.73
|
%
|
37.06
|
%
|
||||||||||||
651
- 675
|
390
|
16,747,503.79
|
6.93
|
22,320,913.00
|
75.03
|
8.283
|
665
|
80.97
|
38.60
|
|||||||||||||||||||
676
- 700
|
783
|
31,860,071.65
|
13.18
|
47,116,786.00
|
67.62
|
8.171
|
690
|
82.76
|
37.78
|
|||||||||||||||||||
701
- 725
|
1,227
|
53,471,073.09
|
22.12
|
83,053,178.00
|
64.38
|
8.175
|
713
|
81.68
|
37.23
|
|||||||||||||||||||
726
- 750
|
1,266
|
53,703,132.93
|
22.22
|
90,733,466.00
|
59.19
|
8.165
|
737
|
83.38
|
36.13
|
|||||||||||||||||||
751
- 775
|
1,139
|
43,325,004.20
|
17.93
|
84,392,465.00
|
51.34
|
8.142
|
763
|
80.93
|
36.04
|
|||||||||||||||||||
776
- 800
|
862
|
29,229,914.19
|
12.09
|
69,030,651.00
|
42.34
|
8.096
|
787
|
78.91
|
35.00
|
|||||||||||||||||||
801
- 825
|
296
|
9,804,135.63
|
4.06
|
27,755,412.00
|
35.32
|
8.037
|
809
|
70.18
|
35.93
|
|||||||||||||||||||
826
- 839
|
16
|
444,591.88
|
0.18
|
1,523,150.00
|
29.19
|
8.095
|
830
|
54.00
|
35.01
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Combined
Original LTV (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
11.00
- 15.00
|
3
|
$
|
56,000.00
|
0.02
|
%
|
$
|
270,000.00
|
20.74
|
%
|
7.750
|
%
|
821
|
11.00
|
%
|
44.00
|
%
|
||||||||||||
15.01
- 20.00
|
8
|
199,011.98
|
0.08
|
847,650.00
|
23.48
|
7.776
|
749
|
17.69
|
25.58
|
|||||||||||||||||||
20.01
- 25.00
|
16
|
692,574.42
|
0.29
|
1,855,000.00
|
37.34
|
8.352
|
790
|
23.70
|
34.12
|
|||||||||||||||||||
25.01
- 30.00
|
32
|
1,432,901.42
|
0.59
|
3,958,500.00
|
36.20
|
8.047
|
769
|
28.36
|
29.22
|
|||||||||||||||||||
30.01
- 35.00
|
47
|
1,705,314.66
|
0.71
|
4,645,500.00
|
36.71
|
7.942
|
747
|
32.34
|
34.63
|
|||||||||||||||||||
35.01
- 40.00
|
69
|
3,012,092.97
|
1.25
|
7,586,400.00
|
39.70
|
8.033
|
753
|
37.83
|
33.16
|
|||||||||||||||||||
40.01
- 45.00
|
80
|
3,218,685.83
|
1.33
|
8,177,350.00
|
39.36
|
7.974
|
757
|
43.24
|
36.31
|
|||||||||||||||||||
45.01
- 50.00
|
107
|
5,000,652.20
|
2.07
|
10,168,500.00
|
49.18
|
7.992
|
745
|
48.19
|
37.52
|
|||||||||||||||||||
50.01
- 55.00
|
125
|
4,737,645.90
|
1.96
|
11,051,599.00
|
42.87
|
7.971
|
737
|
53.04
|
35.56
|
|||||||||||||||||||
55.01
- 60.00
|
159
|
5,886,816.94
|
2.44
|
15,020,396.00
|
39.19
|
7.990
|
742
|
57.98
|
37.46
|
|||||||||||||||||||
60.01
- 65.00
|
194
|
7,706,920.35
|
3.19
|
16,314,554.00
|
47.24
|
8.000
|
734
|
62.80
|
37.96
|
|||||||||||||||||||
65.01
- 70.00
|
236
|
9,361,386.24
|
3.87
|
20,684,657.00
|
45.26
|
7.976
|
735
|
67.77
|
36.03
|
|||||||||||||||||||
70.01
- 75.00
|
320
|
12,396,171.37
|
5.13
|
25,870,944.00
|
47.92
|
7.988
|
732
|
73.24
|
38.19
|
|||||||||||||||||||
75.01
- 80.00
|
546
|
24,735,159.96
|
10.23
|
43,864,057.00
|
56.39
|
8.044
|
721
|
78.46
|
36.60
|
|||||||||||||||||||
80.01
- 85.00
|
681
|
28,367,694.03
|
11.74
|
48,767,811.00
|
58.17
|
8.065
|
728
|
83.41
|
36.36
|
|||||||||||||||||||
85.01
- 90.00
|
2,495
|
97,702,793.80
|
40.43
|
162,334,041.00
|
60.19
|
8.091
|
731
|
88.54
|
37.01
|
|||||||||||||||||||
90.01
- 95.00
|
659
|
24,366,804.74
|
10.08
|
32,868,386.00
|
74.13
|
8.644
|
732
|
94.12
|
36.69
|
|||||||||||||||||||
95.01
- 100.00
|
277
|
11,099,430.41
|
4.59
|
15,939,577.00
|
69.63
|
9.059
|
753
|
99.51
|
33.53
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Original
Term to Maturity (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
358
|
105
|
$
|
4,182,766.08
|
1.73
|
%
|
$
|
7,815,493.00
|
53.52
|
%
|
8.238
|
%
|
739
|
81.01
|
%
|
37.24
|
%
|
||||||||||||
360
|
5,949
|
237,495,291.14
|
98.27
|
422,409,429.00
|
56.22
|
8.159
|
733
|
81.04
|
36.60
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Remaining
Term to Maturity (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
350
|
60
|
$
|
2,767,850.91
|
1.15
|
%
|
$
|
4,949,533.00
|
55.92
|
%
|
8.202
|
%
|
742
|
82.35
|
%
|
38.37
|
%
|
||||||||||||
351
|
46
|
1,434,572.14
|
0.59
|
2,906,960.00
|
49.35
|
8.318
|
732
|
78.67
|
35.04
|
|||||||||||||||||||
352
|
3,351
|
133,771,649.08
|
55.35
|
235,402,963.00
|
56.83
|
8.159
|
733
|
81.27
|
36.53
|
|||||||||||||||||||
353
|
2,597
|
103,703,985.09
|
42.91
|
186,965,466.00
|
55.47
|
8.160
|
733
|
80.73
|
36.68
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Seasoning
(Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
7
|
2,642
|
$
|
105,118,900.26
|
43.50
|
%
|
$
|
189,831,426.00
|
55.37
|
%
|
8.162
|
%
|
733
|
80.70
|
%
|
36.66
|
%
|
||||||||||||
8
|
3,411
|
136,539,499.99
|
56.50
|
240,352,496.00
|
56.81
|
8.160
|
733
|
81.30
|
36.57
|
|||||||||||||||||||
9
|
1
|
19,656.97
|
0.01
|
41,000.00
|
47.94
|
9.000
|
765
|
100.00
|
35.00
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Lien
Position
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
1
|
160
|
$
|
12,146,033.90
|
5.03
|
%
|
$
|
24,399,952.00
|
49.78
|
%
|
8.153
|
%
|
754
|
66.27
|
%
|
33.10
|
%
|
||||||||||||
2
|
5,894
|
229,532,023.32
|
94.97
|
405,824,970.00
|
56.56
|
8.161
|
732
|
81.82
|
36.80
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Property
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
SINGLE
FAMILY
|
5,294
|
$
|
211,299,536.44
|
87.43
|
%
|
$
|
376,848,861.00
|
56.07
|
%
|
8.159
|
%
|
732
|
80.97
|
%
|
36.57
|
%
|
||||||||||||
CONDO
|
494
|
17,387,750.24
|
7.19
|
31,915,115.00
|
54.48
|
8.208
|
739
|
82.89
|
36.76
|
|||||||||||||||||||
PUD
|
194
|
8,764,752.70
|
3.63
|
14,129,531.00
|
62.03
|
8.107
|
728
|
83.24
|
37.50
|
|||||||||||||||||||
2
FAMILY
|
54
|
3,060,244.08
|
1.27
|
5,274,295.00
|
58.02
|
8.075
|
742
|
73.90
|
36.26
|
|||||||||||||||||||
3
FAMILY
|
5
|
385,648.08
|
0.16
|
620,670.00
|
62.13
|
8.873
|
774
|
43.81
|
39.44
|
|||||||||||||||||||
4
FAMILY
|
6
|
329,285.39
|
0.14
|
721,450.00
|
45.64
|
8.552
|
726
|
84.84
|
36.91
|
|||||||||||||||||||
TOWNHOUSE
|
7
|
450,840.29
|
0.19
|
715,000.00
|
63.06
|
7.861
|
722
|
75.62
|
31.69
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Occupancy
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Primary
Residence
|
6,024
|
$
|
239,243,095.09
|
98.99
|
%
|
$
|
426,290,726.00
|
56.12
|
%
|
8.154
|
%
|
733
|
81.19
|
%
|
36.64
|
%
|
||||||||||||
Investment
|
24
|
1,953,983.43
|
0.81
|
2,874,196.00
|
67.98
|
8.945
|
750
|
65.98
|
34.84
|
|||||||||||||||||||
Second
Hm.
|
6
|
480,978.70
|
0.20
|
1,060,000.00
|
45.38
|
8.105
|
769
|
63.69
|
26.66
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Purpose
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Purchase
|
405
|
$
|
11,101,547.94
|
4.59
|
%
|
$
|
14,214,852.00
|
78.10
|
%
|
8.643
|
%
|
752
|
92.66
|
%
|
39.02
|
%
|
||||||||||||
Refinance
|
1,759
|
40,649,761.90
|
16.82
|
87,682,724.00
|
46.36
|
8.297
|
727
|
85.42
|
36.32
|
|||||||||||||||||||
StandAlone
|
3,890
|
189,926,747.38
|
78.59
|
328,327,346.00
|
57.85
|
8.103
|
733
|
79.42
|
36.53
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Geographic
Location
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Arizona
|
657
|
$
|
30,820,625.20
|
12.75
|
%
|
$
|
48,670,479.00
|
63.33
|
%
|
8.104
|
%
|
726
|
83.35
|
%
|
37.12
|
%
|
||||||||||||
Arkansas
|
2
|
82,396.90
|
0.03
|
83,900.00
|
98.21
|
8.286
|
712
|
89.00
|
31.28
|
|||||||||||||||||||
California
|
1,014
|
43,454,607.94
|
17.98
|
93,056,591.00
|
46.70
|
8.048
|
734
|
72.30
|
37.64
|
|||||||||||||||||||
Colorado
|
216
|
6,858,420.73
|
2.84
|
11,575,074.00
|
59.25
|
8.393
|
734
|
87.55
|
35.01
|
|||||||||||||||||||
Connecticut
|
105
|
4,182,766.08
|
1.73
|
7,815,493.00
|
53.52
|
8.238
|
739
|
81.01
|
37.24
|
|||||||||||||||||||
Delaware
|
14
|
801,999.98
|
0.33
|
1,150,637.00
|
69.70
|
8.037
|
721
|
89.57
|
33.40
|
|||||||||||||||||||
District
of Columbia
|
29
|
1,129,948.92
|
0.47
|
2,319,688.00
|
48.71
|
8.144
|
720
|
82.84
|
37.37
|
|||||||||||||||||||
Florida
|
606
|
30,201,208.48
|
12.50
|
48,944,514.00
|
61.71
|
8.142
|
729
|
80.90
|
36.86
|
|||||||||||||||||||
Hawaii
|
3
|
24,411.92
|
0.01
|
110,000.00
|
22.19
|
9.250
|
736
|
90.00
|
40.00
|
|||||||||||||||||||
Idaho
|
10
|
366,998.02
|
0.15
|
655,762.00
|
55.97
|
8.202
|
751
|
77.02
|
37.60
|
|||||||||||||||||||
Illinois
|
420
|
12,771,683.68
|
5.28
|
23,027,732.00
|
55.46
|
8.208
|
735
|
86.12
|
35.94
|
|||||||||||||||||||
Indiana
|
46
|
939,624.52
|
0.39
|
1,517,215.00
|
61.93
|
8.838
|
732
|
90.34
|
36.13
|
|||||||||||||||||||
Kansas
|
9
|
200,166.73
|
0.08
|
398,840.00
|
50.19
|
8.794
|
725
|
91.01
|
38.17
|
|||||||||||||||||||
Kentucky
|
19
|
443,417.16
|
0.18
|
779,532.00
|
56.88
|
8.686
|
736
|
90.76
|
32.78
|
|||||||||||||||||||
Maryland
|
460
|
18,250,844.04
|
7.55
|
36,647,245.00
|
49.80
|
8.056
|
734
|
80.09
|
36.39
|
|||||||||||||||||||
Massachusetts
|
21
|
744,066.93
|
0.31
|
1,040,972.00
|
71.48
|
8.249
|
744
|
91.25
|
39.21
|
|||||||||||||||||||
Michigan
|
155
|
4,034,813.96
|
1.67
|
6,910,195.00
|
58.39
|
8.463
|
741
|
88.38
|
35.79
|
|||||||||||||||||||
Minnesota
|
95
|
3,645,897.08
|
1.51
|
5,885,178.00
|
61.95
|
8.287
|
744
|
85.29
|
35.72
|
|||||||||||||||||||
Mississippi
|
1
|
0.00
|
0.00
|
25,000.00
|
0.00
|
N/A
|
N/A
|
N/A
|
N/A
|
|||||||||||||||||||
Missouri
|
105
|
2,393,157.06
|
0.99
|
5,421,893.00
|
44.14
|
8.162
|
739
|
81.77
|
33.89
|
|||||||||||||||||||
Montana
|
2
|
65,533.77
|
0.03
|
77,000.00
|
85.11
|
8.393
|
691
|
81.37
|
32.57
|
|||||||||||||||||||
Nevada
|
77
|
3,708,424.87
|
1.53
|
6,047,094.00
|
61.33
|
8.027
|
723
|
74.27
|
34.12
|
|||||||||||||||||||
New
Hampshire
|
39
|
1,109,974.23
|
0.46
|
2,069,018.00
|
53.65
|
8.150
|
724
|
84.69
|
36.58
|
|||||||||||||||||||
New
Mexico
|
13
|
437,275.84
|
0.18
|
610,200.00
|
71.66
|
8.403
|
715
|
87.59
|
39.87
|
|||||||||||||||||||
New
York
|
190
|
13,509,647.30
|
5.59
|
20,644,587.00
|
65.44
|
8.103
|
738
|
72.09
|
35.00
|
|||||||||||||||||||
North
Carolina
|
86
|
2,254,278.02
|
0.93
|
4,127,020.00
|
54.62
|
8.564
|
741
|
90.76
|
34.63
|
|||||||||||||||||||
Ohio
|
284
|
7,447,619.52
|
3.08
|
12,298,365.00
|
60.56
|
8.554
|
735
|
88.23
|
34.21
|
|||||||||||||||||||
Oklahoma
|
9
|
193,963.56
|
0.08
|
362,708.00
|
53.48
|
8.766
|
748
|
92.44
|
27.54
|
|||||||||||||||||||
Oregon
|
216
|
9,585,541.26
|
3.97
|
14,884,167.00
|
64.40
|
8.240
|
735
|
87.04
|
36.46
|
|||||||||||||||||||
Pennsylvania
|
252
|
8,088,407.04
|
3.35
|
14,707,643.00
|
54.99
|
8.146
|
730
|
84.38
|
36.16
|
|||||||||||||||||||
Rhode
Island
|
31
|
807,223.17
|
0.33
|
2,045,220.00
|
39.47
|
8.256
|
732
|
77.33
|
38.29
|
|||||||||||||||||||
South
Carolina
|
28
|
829,268.25
|
0.34
|
1,168,897.00
|
70.94
|
8.658
|
741
|
89.15
|
33.38
|
|||||||||||||||||||
Tennessee
|
7
|
262,368.46
|
0.11
|
334,450.00
|
78.45
|
8.356
|
742
|
88.59
|
39.36
|
|||||||||||||||||||
Utah
|
78
|
2,740,902.77
|
1.13
|
3,922,700.00
|
69.87
|
8.278
|
744
|
87.81
|
38.56
|
|||||||||||||||||||
Virginia
|
300
|
12,496,478.02
|
5.17
|
23,162,828.00
|
53.95
|
8.063
|
736
|
80.63
|
37.63
|
|||||||||||||||||||
Washington
|
399
|
15,133,211.44
|
6.26
|
24,766,750.00
|
61.10
|
8.180
|
732
|
86.65
|
37.39
|
|||||||||||||||||||
Wisconsin
|
56
|
1,660,884.37
|
0.69
|
2,960,335.00
|
56.10
|
8.470
|
733
|
89.96
|
34.70
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Documentation
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Full
|
4,813
|
$
|
179,440,700.18
|
74.25
|
%
|
$
|
314,835,478.00
|
57.00
|
%
|
8.158
|
%
|
729
|
82.47
|
%
|
37.62
|
%
|
||||||||||||
Stated
Income
|
1,241
|
62,237,357.04
|
25.75
|
115,389,444.00
|
53.94
|
8.167
|
744
|
76.90
|
33.70
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Gross
Margin (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
-0.500
- 0.000
|
1,947
|
$
|
81,994,070.95
|
33.93
|
%
|
$
|
164,475,862.00
|
49.85
|
%
|
7.711
|
%
|
739
|
78.09
|
%
|
37.81
|
%
|
||||||||||||
0.001
- 0.500
|
2,169
|
99,949,719.45
|
41.36
|
173,698,483.00
|
57.54
|
8.081
|
730
|
79.60
|
36.09
|
|||||||||||||||||||
0.501
- 1.000
|
1,004
|
38,144,569.18
|
15.78
|
60,969,897.00
|
62.56
|
8.606
|
731
|
86.13
|
35.86
|
|||||||||||||||||||
1.001
- 1.500
|
454
|
13,739,814.47
|
5.69
|
20,165,244.00
|
68.14
|
9.100
|
728
|
89.79
|
35.68
|
|||||||||||||||||||
1.501
- 2.000
|
191
|
3,882,992.98
|
1.61
|
5,550,902.00
|
69.95
|
9.671
|
726
|
91.51
|
36.23
|
|||||||||||||||||||
2.001
- 2.500
|
142
|
1,991,309.55
|
0.82
|
2,587,147.00
|
76.97
|
10.182
|
727
|
88.81
|
35.96
|
|||||||||||||||||||
2.501
- 3.000
|
116
|
1,600,528.33
|
0.66
|
2,191,977.00
|
73.02
|
10.589
|
711
|
87.49
|
35.15
|
|||||||||||||||||||
3.001
- 3.500
|
31
|
375,052.31
|
0.16
|
585,410.00
|
64.07
|
11.105
|
723
|
91.71
|
35.24
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Maximum
Mortgage Rates (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
18.000
- 18.000
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Minimum
Mortgage Rates (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
3.000
- 3.000
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Range
($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
10,000
- 50,000
|
2,447
|
$
|
53,732,235.47
|
22.23
|
%
|
$
|
79,611,795.00
|
67.49
|
%
|
8.614
|
%
|
727
|
87.03
|
%
|
36.52
|
%
|
||||||||||||
50,001
- 100,000
|
2,620
|
108,022,764.78
|
44.70
|
199,418,813.00
|
54.17
|
8.047
|
729
|
79.95
|
36.67
|
|||||||||||||||||||
100,001
- 150,000
|
594
|
43,024,778.31
|
17.80
|
75,594,337.00
|
56.92
|
7.987
|
734
|
80.98
|
37.30
|
|||||||||||||||||||
150,001
- 200,000
|
371
|
34,287,829.34
|
14.19
|
69,007,477.00
|
49.69
|
8.038
|
750
|
75.44
|
35.73
|
|||||||||||||||||||
200,001
- 250,000
|
9
|
1,139,903.92
|
0.47
|
2,154,900.00
|
52.90
|
7.913
|
758
|
73.81
|
35.78
|
|||||||||||||||||||
250,001
- 300,000
|
6
|
631,770.31
|
0.26
|
1,770,600.00
|
35.68
|
8.321
|
782
|
81.99
|
38.85
|
|||||||||||||||||||
300,001
- 350,000
|
2
|
310,712.59
|
0.13
|
647,000.00
|
48.02
|
8.000
|
781
|
74.00
|
23.00
|
|||||||||||||||||||
350,001
- 400,000
|
4
|
527,129.81
|
0.22
|
1,570,000.00
|
33.58
|
7.750
|
742
|
78.49
|
40.26
|
|||||||||||||||||||
400,001
- 450,000
|
1
|
932.69
|
0.00
|
450,000.00
|
0.21
|
8.000
|
805
|
39.00
|
34.00
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Credit
Utilization (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0.00
- 0.00
|
984
|
$
|
0.00
|
0.00
|
%
|
$
|
75,794,089.00
|
0.00
|
%
|
N/A
|
N/A
|
N/A
|
N/A
|
|||||||||||||||
0.01
- 5.00
|
139
|
269,675.99
|
0.11
|
12,631,762.00
|
2.14
|
7.994
|
757
|
72.87
|
36.59
|
|||||||||||||||||||
5.01
- 10.00
|
94
|
632,258.40
|
0.26
|
8,268,936.00
|
7.65
|
7.984
|
751
|
69.13
|
36.56
|
|||||||||||||||||||
10.01
- 15.00
|
120
|
1,140,554.28
|
0.47
|
9,228,426.00
|
12.36
|
8.049
|
751
|
72.92
|
33.90
|
|||||||||||||||||||
15.01
- 20.00
|
132
|
1,863,125.33
|
0.77
|
10,593,813.00
|
17.59
|
8.060
|
749
|
76.72
|
35.70
|
|||||||||||||||||||
20.01
- 25.00
|
135
|
2,675,223.25
|
1.11
|
11,835,019.00
|
22.60
|
8.050
|
748
|
77.42
|
36.33
|
|||||||||||||||||||
25.01
- 30.00
|
123
|
2,833,396.30
|
1.17
|
10,294,053.00
|
27.53
|
8.043
|
753
|
72.92
|
35.96
|
|||||||||||||||||||
30.01
- 35.00
|
129
|
3,073,726.30
|
1.27
|
9,505,884.00
|
32.33
|
8.018
|
746
|
76.69
|
37.59
|
|||||||||||||||||||
35.01
- 40.00
|
140
|
3,780,398.19
|
1.56
|
10,119,706.00
|
37.36
|
8.043
|
746
|
75.96
|
35.62
|
|||||||||||||||||||
40.01
- 45.00
|
156
|
5,059,939.49
|
2.09
|
11,904,856.00
|
42.50
|
8.032
|
740
|
76.48
|
36.03
|
|||||||||||||||||||
45.01
- 50.00
|
142
|
5,509,617.27
|
2.28
|
11,507,069.00
|
47.88
|
8.051
|
748
|
76.49
|
35.69
|
|||||||||||||||||||
50.01
- 55.00
|
147
|
5,868,925.13
|
2.43
|
11,152,262.00
|
52.63
|
8.059
|
737
|
77.53
|
36.17
|
|||||||||||||||||||
55.01
- 60.00
|
168
|
7,639,022.41
|
3.16
|
13,280,156.00
|
57.52
|
8.018
|
743
|
76.91
|
36.17
|
|||||||||||||||||||
60.01
- 65.00
|
163
|
7,498,381.52
|
3.10
|
12,010,726.00
|
62.43
|
8.009
|
748
|
76.90
|
36.54
|
|||||||||||||||||||
65.01
- 70.00
|
169
|
8,084,424.03
|
3.35
|
11,996,935.00
|
67.39
|
8.105
|
732
|
76.21
|
37.22
|
|||||||||||||||||||
70.01
- 75.00
|
177
|
9,070,871.62
|
3.75
|
12,476,785.00
|
72.70
|
8.020
|
735
|
80.45
|
36.40
|
|||||||||||||||||||
75.01
- 80.00
|
185
|
10,835,158.47
|
4.48
|
13,956,909.00
|
77.63
|
8.084
|
735
|
80.24
|
37.00
|
|||||||||||||||||||
80.01
- 85.00
|
234
|
13,464,427.33
|
5.57
|
16,296,174.00
|
82.62
|
8.095
|
726
|
78.56
|
36.80
|
|||||||||||||||||||
85.01
- 90.00
|
226
|
14,281,086.24
|
5.91
|
16,323,511.00
|
87.49
|
8.067
|
733
|
82.44
|
36.21
|
|||||||||||||||||||
90.01
- 95.00
|
323
|
19,467,142.72
|
8.05
|
21,013,042.00
|
92.64
|
8.169
|
728
|
81.78
|
36.70
|
|||||||||||||||||||
95.01
- 100.00
|
1,959
|
118,043,118.78
|
48.84
|
119,448,709.00
|
98.82
|
8.251
|
729
|
83.38
|
36.75
|
|||||||||||||||||||
100.01
- 100.57
|
9
|
587,584.17
|
0.24
|
586,100.00
|
100.25
|
8.172
|
731
|
78.65
|
37.84
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Index
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Prime
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Draw
Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
118
|
105
|
$
|
4,182,766.08
|
1.73
|
%
|
$
|
7,815,493.00
|
53.52
|
%
|
8.238
|
%
|
739
|
81.01
|
%
|
37.24
|
%
|
||||||||||||
120
|
5,949
|
237,495,291.14
|
98.27
|
422,409,429.00
|
56.22
|
8.159
|
733
|
81.04
|
36.60
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Remaining
Draw Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
110
|
60
|
$
|
2,767,850.91
|
1.15
|
%
|
$
|
4,949,533.00
|
55.92
|
%
|
8.202
|
%
|
742
|
82.35
|
%
|
38.37
|
%
|
||||||||||||
111
|
46
|
1,434,572.14
|
0.59
|
2,906,960.00
|
49.35
|
8.318
|
732
|
78.67
|
35.04
|
|||||||||||||||||||
112
|
3,351
|
133,771,649.08
|
55.35
|
235,402,963.00
|
56.83
|
8.159
|
733
|
81.27
|
36.53
|
|||||||||||||||||||
113
|
2,597
|
103,703,985.09
|
42.91
|
186,965,466.00
|
55.47
|
8.160
|
733
|
80.73
|
36.68
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
IO
Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
118
|
105
|
$
|
4,182,766.08
|
1.73
|
%
|
$
|
7,815,493.00
|
53.52
|
%
|
8.238
|
%
|
739
|
81.01
|
%
|
37.24
|
%
|
||||||||||||
120
|
5,949
|
237,495,291.14
|
98.27
|
422,409,429.00
|
56.22
|
8.159
|
733
|
81.04
|
36.60
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Original
Teaser Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
5,007
|
$
|
202,045,949.57
|
83.60
|
%
|
$
|
376,355,541.00
|
53.68
|
%
|
8.109
|
%
|
733
|
79.76
|
%
|
36.66
|
%
|
||||||||||||
6
|
1,047
|
39,632,107.65
|
16.40
|
53,869,381.00
|
73.57
|
8.425
|
732
|
87.53
|
36.36
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Remaining
Teaser Period (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Debt
to Income Ratio (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
2.01
- 10.00
|
11
|
$
|
213,121.51
|
0.09
|
%
|
$
|
807,900.00
|
26.38
|
%
|
8.539
|
%
|
774
|
84.90
|
%
|
8.70
|
%
|
||||||||||||
10.01
- 20.00
|
287
|
10,671,155.75
|
4.42
|
22,380,960.00
|
47.68
|
8.158
|
743
|
75.17
|
17.21
|
|||||||||||||||||||
20.01
- 30.00
|
1,215
|
44,649,877.32
|
18.47
|
83,562,574.00
|
53.43
|
8.165
|
739
|
80.64
|
26.51
|
|||||||||||||||||||
30.01
- 40.00
|
2,420
|
96,099,856.79
|
39.76
|
169,982,102.00
|
56.54
|
8.229
|
734
|
82.57
|
36.08
|
|||||||||||||||||||
40.01
- 50.00
|
2,121
|
90,044,045.85
|
37.26
|
153,491,386.00
|
58.66
|
8.085
|
727
|
80.29
|
44.55
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Prepayment
Penalty Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
3,262
|
$
|
105,266,425.79
|
43.56
|
%
|
$
|
184,050,253.00
|
57.19
|
%
|
8.191
|
%
|
732
|
84.40
|
%
|
36.60
|
%
|
||||||||||||
36
|
2,792
|
136,411,631.43
|
56.44
|
246,174,669.00
|
55.41
|
8.137
|
734
|
78.44
|
36.61
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Prepayment
Penalty Amount ($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
3,262
|
$
|
105,266,425.79
|
43.56
|
%
|
$
|
184,050,253.00
|
57.19
|
%
|
8.191
|
%
|
732
|
84.40
|
%
|
36.60
|
%
|
||||||||||||
350
|
2,792
|
136,411,631.43
|
56.44
|
246,174,669.00
|
55.41
|
8.137
|
734
|
78.44
|
36.61
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Origination
Channel
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Retail
|
1,510
|
$
|
68,957,994.29
|
28.53
|
%
|
$
|
120,205,009.00
|
57.37
|
%
|
8.008
|
%
|
732
|
80.35
|
%
|
37.26
|
%
|
||||||||||||
Wholesale
|
4,544
|
172,720,062.93
|
71.47
|
310,019,913.00
|
55.71
|
8.221
|
733
|
81.31
|
36.35
|
|||||||||||||||||||
Total
|
6,054
|
$
|
241,678,057.22
|
100.00
|
%
|
$
|
430,224,922.00
|
56.17
|
%
|
8.161
|
%
|
733
|
81.04
|
%
|
36.61
|
%
|
Group
II: Summary
|
|||
Statistics
for the Mortgage Loans listed below are based on Cut-Off Date scheduled
balances.
|
|||
Minimum
|
Maximum
|
||
Scheduled
Principal Balance:
|
$797,232,787
|
$0
|
$500,000
|
Number
of Mortgage Loans
|
11,987
|
||
Average
Scheduled Principal Balance:
|
$66,508
|
||
Weighted
Average Gross Coupon:
|
8.067%
|
7.250%
|
11.750%
|
Credit
Limit:
|
$1,460,373,124
|
||
Average
Credit Limit:
|
$121,830
|
$10,000
|
$500,000
|
Weighted
Average Original Credit Score:
|
738
|
640
|
835
|
Weighted
Average Combined LTV Ratio:
|
82.94%
|
11.00%
|
100.00%
|
Weighted
Average Credit Utilization Rate(1):
|
54.59%
|
0.00%
|
167.46%
|
Weighted
Average Stated Remaining Term:
|
352
months
|
350
months
|
353
months
|
Weighted
Average Original Term:
|
360
months
|
358
months
|
360
months
|
Weighted
Average Gross Margin:
|
0.317%
|
-0.500%
|
4.000%
|
Weighted
Average Gross Maximum Lifetime Rate:
|
18.000%
|
18.000%
|
18.000%
|
Weighted
Average Gross Minimum Lifetime Rate:
|
3.000%
|
3.000%
|
3.000%
|
Weighted
Average Debt-To-Income Ratio:
|
36.12%
|
1.00%
|
50.00%
|
Weighted
Average Seasoning:
|
8
months
|
7
months
|
8
months
|
Weighted
Average Origination Date:
|
August
2005
|
August
2005
|
September
2005
|
Percent
Second Liens:
|
95.43%
|
||
Percent
Interest Only Loans:
|
100.00%
|
(1) |
All
Weighted Average Utilization percentages are weighted by the credit
limit
of the Mortgage Loans.
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
||||||||||||||||||||
Group
II
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Range
($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0.00
- 0.00
|
2,264
|
$
|
0.00
|
0.00
|
%
|
$
|
312,083,639.00
|
0.00
|
%
|
N/A
|
N/A
|
N/A
|
N/A
|
|||||||||||||||
0.01
- 10,000.00
|
551
|
2,761,285.05
|
0.35
|
50,842,363.00
|
5.43
|
8.391
|
746
|
81.12
|
35.72
|
|||||||||||||||||||
10,000.01
- 20,000.00
|
678
|
10,409,485.74
|
1.31
|
51,058,134.00
|
20.39
|
8.670
|
745
|
81.98
|
35.45
|
|||||||||||||||||||
20,000.01
- 30,000.00
|
1,127
|
28,872,840.04
|
3.62
|
68,128,685.00
|
42.38
|
8.384
|
741
|
84.54
|
35.25
|
|||||||||||||||||||
30,000.01
- 40,000.00
|
930
|
32,832,342.02
|
4.12
|
59,876,714.00
|
54.83
|
8.306
|
739
|
85.92
|
35.73
|
|||||||||||||||||||
40,000.01
- 50,000.00
|
855
|
38,738,817.00
|
4.86
|
68,141,891.00
|
56.85
|
8.260
|
737
|
85.11
|
36.11
|
|||||||||||||||||||
50,000.01
- 60,000.00
|
772
|
42,801,888.08
|
5.37
|
67,280,625.00
|
63.62
|
8.168
|
740
|
84.55
|
36.36
|
|||||||||||||||||||
60,000.01
- 70,000.00
|
715
|
46,747,306.61
|
5.86
|
64,855,043.00
|
72.08
|
8.080
|
736
|
85.29
|
35.88
|
|||||||||||||||||||
70,000.01
- 80,000.00
|
544
|
40,859,058.95
|
5.13
|
58,337,664.00
|
70.04
|
8.036
|
740
|
83.62
|
36.04
|
|||||||||||||||||||
80,000.01
- 90,000.00
|
415
|
35,297,356.65
|
4.43
|
50,291,360.00
|
70.19
|
8.054
|
738
|
83.96
|
35.95
|
|||||||||||||||||||
90,000.01
- 100,000.00
|
480
|
46,284,193.98
|
5.81
|
60,627,260.00
|
76.34
|
8.065
|
737
|
82.45
|
36.24
|
|||||||||||||||||||
100,000.01
- 150,000.00
|
1,230
|
153,587,809.03
|
19.27
|
194,135,740.00
|
79.11
|
8.038
|
736
|
83.33
|
36.48
|
|||||||||||||||||||
150,000.01
- 200,000.00
|
891
|
161,193,623.20
|
20.22
|
180,186,832.00
|
89.46
|
8.052
|
736
|
81.12
|
35.84
|
|||||||||||||||||||
200,000.01
- 250,000.00
|
218
|
49,691,031.10
|
6.23
|
58,673,699.00
|
84.69
|
7.943
|
740
|
82.82
|
37.44
|
|||||||||||||||||||
250,000.01
- 300,000.00
|
133
|
36,819,518.34
|
4.62
|
41,268,658.00
|
89.22
|
7.935
|
732
|
82.01
|
36.49
|
|||||||||||||||||||
300,000.01
- 350,000.00
|
90
|
29,761,617.32
|
3.73
|
31,447,679.00
|
94.64
|
7.886
|
734
|
82.37
|
38.10
|
|||||||||||||||||||
350,000.01
- 400,000.00
|
33
|
12,332,034.06
|
1.55
|
13,892,120.00
|
88.77
|
7.841
|
747
|
81.89
|
34.19
|
|||||||||||||||||||
400,000.01
- 450,000.00
|
25
|
10,720,910.60
|
1.34
|
11,434,890.00
|
93.76
|
7.821
|
757
|
83.71
|
33.26
|
|||||||||||||||||||
450,000.01
- 500,000.00
|
36
|
17,521,669.54
|
2.20
|
17,810,128.00
|
98.38
|
7.744
|
749
|
75.15
|
33.85
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Current
Rate (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
7.250
- 8.000
|
7,293
|
$
|
524,568,452.65
|
65.80
|
%
|
$
|
1,024,345,290.00
|
51.21
|
%
|
7.817
|
%
|
739
|
80.71
|
%
|
36.30
|
%
|
||||||||||||
8.001
- 9.000
|
3,944
|
251,923,583.70
|
31.60
|
406,277,839.00
|
62.01
|
8.459
|
736
|
86.98
|
35.92
|
|||||||||||||||||||
9.001
- 10.000
|
486
|
17,127,320.37
|
2.15
|
24,600,654.00
|
69.62
|
9.415
|
740
|
90.57
|
34.28
|
|||||||||||||||||||
10.001
- 11.000
|
203
|
2,869,182.67
|
0.36
|
4,020,919.00
|
71.36
|
10.506
|
729
|
88.76
|
34.70
|
|||||||||||||||||||
11.001
- 11.750
|
61
|
744,247.92
|
0.09
|
1,128,422.00
|
65.95
|
11.286
|
748
|
91.18
|
32.30
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
FICO
Distribution
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
640
- 650
|
55
|
$
|
4,367,867.18
|
0.55
|
%
|
$
|
6,073,968.00
|
71.91
|
%
|
8.212
|
%
|
645
|
73.28
|
%
|
37.17
|
%
|
||||||||||||
651
- 675
|
377
|
29,781,342.32
|
3.74
|
43,206,071.00
|
68.93
|
8.124
|
666
|
80.68
|
38.29
|
|||||||||||||||||||
676
- 700
|
1,165
|
87,830,899.21
|
11.02
|
130,618,742.00
|
67.24
|
8.046
|
689
|
83.20
|
36.80
|
|||||||||||||||||||
701
- 725
|
2,400
|
181,021,962.28
|
22.71
|
287,867,274.00
|
62.88
|
8.070
|
713
|
82.63
|
37.02
|
|||||||||||||||||||
726
- 750
|
2,777
|
187,962,665.97
|
23.58
|
322,325,645.00
|
58.31
|
8.101
|
737
|
84.65
|
36.33
|
|||||||||||||||||||
751
- 775
|
2,716
|
168,602,586.54
|
21.15
|
335,599,050.00
|
50.24
|
8.058
|
763
|
83.64
|
35.47
|
|||||||||||||||||||
776
- 800
|
1,955
|
108,495,446.07
|
13.61
|
258,565,416.00
|
41.96
|
8.030
|
786
|
80.81
|
34.55
|
|||||||||||||||||||
801
- 825
|
532
|
28,750,024.67
|
3.61
|
74,433,888.00
|
38.62
|
8.005
|
808
|
80.94
|
34.61
|
|||||||||||||||||||
826
- 835
|
10
|
419,993.07
|
0.05
|
1,683,070.00
|
24.95
|
7.939
|
831
|
64.98
|
27.03
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Combined
Original LTV (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
11.00
- 15.00
|
18
|
$
|
917,116.39
|
0.12
|
%
|
$
|
1,714,285.00
|
53.50
|
%
|
8.136
|
%
|
716
|
14.05
|
%
|
29.48
|
%
|
||||||||||||
15.01
- 20.00
|
26
|
918,233.03
|
0.12
|
2,963,000.00
|
30.99
|
8.234
|
751
|
18.31
|
29.95
|
|||||||||||||||||||
20.01
- 25.00
|
26
|
1,443,743.58
|
0.18
|
3,292,824.00
|
43.85
|
8.020
|
778
|
23.54
|
26.89
|
|||||||||||||||||||
25.01
- 30.00
|
31
|
1,716,929.65
|
0.22
|
3,522,000.00
|
48.75
|
7.906
|
748
|
28.23
|
31.57
|
|||||||||||||||||||
30.01
- 35.00
|
39
|
2,723,657.98
|
0.34
|
5,400,900.00
|
50.43
|
8.234
|
737
|
32.86
|
30.66
|
|||||||||||||||||||
35.01
- 40.00
|
55
|
2,980,297.78
|
0.37
|
7,752,140.00
|
38.44
|
7.888
|
742
|
38.14
|
37.68
|
|||||||||||||||||||
40.01
- 45.00
|
81
|
4,840,099.98
|
0.61
|
12,132,150.00
|
39.89
|
7.890
|
743
|
43.27
|
37.30
|
|||||||||||||||||||
45.01
- 50.00
|
134
|
7,641,885.39
|
0.96
|
20,094,820.00
|
38.03
|
7.949
|
749
|
48.29
|
34.80
|
|||||||||||||||||||
50.01
- 55.00
|
162
|
9,680,620.36
|
1.21
|
26,821,057.00
|
36.09
|
7.923
|
745
|
52.98
|
35.24
|
|||||||||||||||||||
55.01
- 60.00
|
246
|
17,061,131.49
|
2.14
|
40,348,766.00
|
42.28
|
7.954
|
740
|
58.00
|
36.71
|
|||||||||||||||||||
60.01
- 65.00
|
352
|
22,216,939.24
|
2.79
|
56,262,949.00
|
39.49
|
7.935
|
740
|
63.20
|
36.82
|
|||||||||||||||||||
65.01
- 70.00
|
464
|
33,579,522.61
|
4.21
|
74,268,032.00
|
45.21
|
7.936
|
739
|
67.96
|
36.96
|
|||||||||||||||||||
70.01
- 75.00
|
626
|
46,390,446.88
|
5.82
|
105,232,662.00
|
44.08
|
7.950
|
740
|
73.24
|
36.24
|
|||||||||||||||||||
75.01
- 80.00
|
1,038
|
77,054,776.97
|
9.67
|
156,807,320.00
|
49.14
|
7.999
|
733
|
78.50
|
36.17
|
|||||||||||||||||||
80.01
- 85.00
|
1,340
|
103,303,325.43
|
12.96
|
191,999,943.00
|
53.80
|
7.988
|
732
|
83.47
|
36.18
|
|||||||||||||||||||
85.01
- 90.00
|
5,609
|
354,894,627.35
|
44.52
|
603,449,801.00
|
58.81
|
8.010
|
738
|
88.65
|
36.21
|
|||||||||||||||||||
90.01
- 95.00
|
1,315
|
82,909,298.85
|
10.40
|
112,620,387.00
|
73.62
|
8.420
|
738
|
94.36
|
36.42
|
|||||||||||||||||||
95.01
- 100.00
|
425
|
26,960,134.35
|
3.38
|
35,690,088.00
|
75.54
|
8.910
|
754
|
99.59
|
33.70
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Original
Term to Maturity (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
358
|
239
|
$
|
15,267,131.58
|
1.92
|
%
|
$
|
30,649,058.00
|
49.81
|
%
|
7.969
|
%
|
736
|
80.98
|
%
|
35.15
|
%
|
||||||||||||
360
|
11,748
|
781,965,655.73
|
98.08
|
1,429,724,066.00
|
54.69
|
8.069
|
738
|
82.98
|
36.14
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Remaining
Term to Maturity (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
350
|
135
|
$
|
8,771,979.11
|
1.10
|
%
|
$
|
16,344,216.00
|
53.67
|
%
|
7.954
|
%
|
734
|
81.90
|
%
|
35.37
|
%
|
||||||||||||
351
|
104
|
6,495,152.47
|
0.81
|
14,304,842.00
|
45.41
|
7.990
|
738
|
79.74
|
34.87
|
|||||||||||||||||||
352
|
6,583
|
442,690,605.88
|
55.53
|
808,853,536.00
|
54.73
|
8.063
|
738
|
82.81
|
36.04
|
|||||||||||||||||||
353
|
5,165
|
339,275,049.85
|
42.56
|
620,870,530.00
|
54.65
|
8.077
|
738
|
83.20
|
36.28
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Seasoning
(Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
7
|
5,269
|
$
|
345,770,202.32
|
43.37
|
%
|
$
|
635,175,372.00
|
54.44
|
%
|
8.076
|
%
|
738
|
83.14
|
%
|
36.25
|
%
|
||||||||||||
8
|
6,718
|
451,462,584.99
|
56.63
|
825,197,752.00
|
54.71
|
8.061
|
738
|
82.79
|
36.03
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Lien
Position
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
1
|
404
|
$
|
36,425,288.29
|
4.57
|
%
|
$
|
68,993,291.00
|
52.80
|
%
|
8.093
|
%
|
749
|
67.05
|
%
|
34.34
|
%
|
||||||||||||
2
|
11,583
|
760,807,499.02
|
95.43
|
1,391,379,833.00
|
54.68
|
8.066
|
737
|
83.70
|
36.21
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Property
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
SINGLE
FAMILY
|
9,886
|
$
|
668,375,014.32
|
83.84
|
%
|
$
|
1,247,824,354.00
|
53.56
|
%
|
8.053
|
%
|
738
|
82.59
|
%
|
36.17
|
%
|
||||||||||||
CONDO
|
1,345
|
68,709,571.15
|
8.62
|
115,501,021.00
|
59.49
|
8.194
|
742
|
86.01
|
35.20
|
|||||||||||||||||||
PUD
|
346
|
28,413,905.97
|
3.56
|
48,965,154.00
|
58.03
|
7.966
|
737
|
84.50
|
36.94
|
|||||||||||||||||||
2
FAMILY
|
281
|
22,507,986.46
|
2.82
|
34,031,735.00
|
66.14
|
8.158
|
738
|
81.96
|
36.72
|
|||||||||||||||||||
3
FAMILY
|
59
|
4,881,754.84
|
0.61
|
6,521,107.00
|
74.86
|
8.117
|
742
|
83.70
|
36.34
|
|||||||||||||||||||
4
FAMILY
|
61
|
3,937,566.62
|
0.49
|
6,668,953.00
|
59.04
|
8.472
|
735
|
81.34
|
35.80
|
|||||||||||||||||||
TOWNHOUSE
|
9
|
406,987.95
|
0.05
|
860,800.00
|
47.28
|
8.113
|
759
|
86.69
|
35.55
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Occupancy
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Investment
|
701
|
$
|
30,744,965.63
|
3.86
|
%
|
$
|
51,414,701.00
|
59.80
|
%
|
8.965
|
%
|
739
|
82.45
|
%
|
35.01
|
%
|
||||||||||||
Primary
Res.
|
10,919
|
744,659,994.28
|
93.41
|
1,373,006,138.00
|
54.24
|
8.028
|
738
|
83.01
|
36.23
|
|||||||||||||||||||
Second
Hm.
|
367
|
21,827,827.40
|
2.74
|
35,952,285.00
|
60.71
|
8.135
|
742
|
81.20
|
34.09
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Purpose
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Purchase
|
3,938
|
$
|
203,004,001.60
|
25.46
|
%
|
$
|
314,030,417.00
|
64.64
|
%
|
8.179
|
%
|
745
|
89.04
|
%
|
35.67
|
%
|
||||||||||||
Refinance
|
2,173
|
100,160,613.65
|
12.56
|
236,913,755.00
|
42.28
|
8.017
|
733
|
83.20
|
35.77
|
|||||||||||||||||||
StandAlone
|
5,876
|
494,068,172.06
|
61.97
|
909,428,952.00
|
54.33
|
8.032
|
736
|
80.38
|
36.38
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Geographic
Location
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Arizona
|
572
|
$
|
46,802,371.18
|
5.87
|
%
|
$
|
77,127,779.00
|
60.68
|
%
|
8.056
|
%
|
739
|
84.70
|
%
|
35.21
|
%
|
||||||||||||
Arkansas
|
4
|
232,554.29
|
0.03
|
407,000.00
|
57.14
|
8.056
|
707
|
74.56
|
38.89
|
|||||||||||||||||||
California
|
4,188
|
321,583,998.14
|
40.34
|
626,559,233.00
|
51.33
|
8.006
|
735
|
82.14
|
36.94
|
|||||||||||||||||||
Colorado
|
223
|
14,515,587.62
|
1.82
|
24,150,574.00
|
60.10
|
8.156
|
748
|
85.70
|
34.86
|
|||||||||||||||||||
Connecticut
|
239
|
15,267,131.58
|
1.92
|
30,649,058.00
|
49.81
|
7.969
|
736
|
80.98
|
35.15
|
|||||||||||||||||||
Delaware
|
26
|
1,815,376.68
|
0.23
|
2,322,896.00
|
78.15
|
8.164
|
760
|
77.54
|
29.47
|
|||||||||||||||||||
District
of Columbia
|
89
|
5,936,232.50
|
0.74
|
13,050,720.00
|
45.49
|
8.008
|
726
|
84.72
|
37.06
|
|||||||||||||||||||
Florida
|
712
|
51,220,455.94
|
6.42
|
86,203,848.00
|
59.42
|
8.102
|
740
|
81.34
|
35.17
|
|||||||||||||||||||
Hawaii
|
4
|
121,962.55
|
0.02
|
447,500.00
|
27.25
|
8.010
|
764
|
66.04
|
32.92
|
|||||||||||||||||||
Idaho
|
19
|
789,798.83
|
0.10
|
1,065,078.00
|
74.15
|
8.120
|
764
|
87.34
|
33.97
|
|||||||||||||||||||
Illinois
|
712
|
33,497,358.60
|
4.20
|
58,318,388.00
|
57.44
|
8.189
|
737
|
87.74
|
34.93
|
|||||||||||||||||||
Indiana
|
77
|
2,857,254.47
|
0.36
|
4,450,091.00
|
64.21
|
8.420
|
741
|
84.84
|
32.84
|
|||||||||||||||||||
Iowa
|
5
|
193,555.31
|
0.02
|
235,400.00
|
82.22
|
8.161
|
729
|
83.80
|
36.89
|
|||||||||||||||||||
Kansas
|
18
|
564,465.70
|
0.07
|
1,091,416.00
|
51.72
|
8.336
|
740
|
89.45
|
34.69
|
|||||||||||||||||||
Kentucky
|
25
|
645,652.23
|
0.08
|
1,090,146.00
|
59.23
|
8.318
|
751
|
86.14
|
30.99
|
|||||||||||||||||||
Maine
|
10
|
505,927.56
|
0.06
|
1,043,500.00
|
48.48
|
8.018
|
752
|
77.23
|
27.56
|
|||||||||||||||||||
Maryland
|
551
|
35,344,109.51
|
4.43
|
74,718,594.00
|
47.30
|
8.020
|
739
|
82.51
|
36.31
|
|||||||||||||||||||
Massachusetts
|
670
|
33,899,969.31
|
4.25
|
67,742,216.00
|
50.04
|
8.048
|
741
|
80.84
|
36.61
|
|||||||||||||||||||
Michigan
|
171
|
7,136,130.96
|
0.90
|
12,450,628.00
|
57.32
|
8.335
|
744
|
86.36
|
32.80
|
|||||||||||||||||||
Minnesota
|
248
|
11,934,661.78
|
1.50
|
21,454,698.00
|
55.63
|
8.317
|
747
|
85.63
|
35.96
|
|||||||||||||||||||
Mississippi
|
1
|
59,576.63
|
0.01
|
60,000.00
|
99.29
|
8.000
|
652
|
75.00
|
28.00
|
|||||||||||||||||||
Missouri
|
80
|
2,632,063.13
|
0.33
|
5,411,273.00
|
48.64
|
8.443
|
739
|
86.93
|
34.00
|
|||||||||||||||||||
Montana
|
1
|
39,255.11
|
0.00
|
40,000.00
|
98.14
|
8.750
|
662
|
89.00
|
44.00
|
|||||||||||||||||||
Nebraska
|
1
|
15,636.63
|
0.00
|
15,750.00
|
99.28
|
9.750
|
741
|
83.00
|
37.00
|
|||||||||||||||||||
Nevada
|
76
|
5,269,506.78
|
0.66
|
8,477,942.00
|
62.16
|
8.108
|
741
|
86.20
|
37.35
|
|||||||||||||||||||
New
Hampshire
|
16
|
774,030.08
|
0.10
|
1,712,212.00
|
45.21
|
7.930
|
731
|
82.47
|
32.79
|
|||||||||||||||||||
New
Mexico
|
15
|
841,454.29
|
0.11
|
1,411,950.00
|
59.60
|
8.057
|
706
|
81.61
|
28.85
|
|||||||||||||||||||
New
York
|
772
|
67,450,840.50
|
8.46
|
103,337,900.00
|
65.27
|
8.083
|
736
|
80.37
|
35.68
|
|||||||||||||||||||
North
Carolina
|
121
|
5,473,174.36
|
0.69
|
8,821,003.00
|
62.05
|
8.204
|
746
|
87.48
|
33.47
|
|||||||||||||||||||
North
Dakota
|
2
|
32,746.87
|
0.00
|
33,650.00
|
97.32
|
10.487
|
761
|
89.00
|
38.84
|
|||||||||||||||||||
Ohio
|
283
|
12,004,358.22
|
1.51
|
19,076,772.00
|
62.93
|
8.437
|
739
|
86.26
|
34.20
|
|||||||||||||||||||
Oklahoma
|
5
|
382,957.06
|
0.05
|
405,412.00
|
94.46
|
8.269
|
737
|
94.85
|
27.40
|
|||||||||||||||||||
Oregon
|
163
|
9,408,754.95
|
1.18
|
16,661,678.00
|
56.47
|
8.091
|
751
|
85.96
|
34.14
|
|||||||||||||||||||
Pennsylvania
|
378
|
15,670,566.69
|
1.97
|
26,606,747.00
|
58.90
|
8.205
|
742
|
84.31
|
35.03
|
|||||||||||||||||||
Rhode
Island
|
47
|
2,531,182.21
|
0.32
|
5,044,124.00
|
50.18
|
7.994
|
747
|
81.28
|
36.86
|
|||||||||||||||||||
South
Carolina
|
36
|
1,336,863.84
|
0.17
|
2,613,341.00
|
51.15
|
8.599
|
742
|
88.57
|
33.89
|
|||||||||||||||||||
South
Dakota
|
1
|
30,000.00
|
0.00
|
30,000.00
|
100.00
|
9.750
|
717
|
97.00
|
34.00
|
|||||||||||||||||||
Tennessee
|
18
|
884,094.58
|
0.11
|
1,536,419.00
|
57.54
|
8.125
|
734
|
83.29
|
38.49
|
|||||||||||||||||||
Utah
|
52
|
2,544,601.42
|
0.32
|
4,618,474.00
|
55.10
|
8.258
|
741
|
86.27
|
32.64
|
|||||||||||||||||||
Vermont
|
17
|
423,464.11
|
0.05
|
1,198,685.00
|
35.33
|
8.403
|
727
|
82.33
|
37.42
|
|||||||||||||||||||
Virginia
|
778
|
55,172,226.78
|
6.92
|
96,857,854.00
|
56.96
|
8.017
|
739
|
83.83
|
37.32
|
|||||||||||||||||||
Washington
|
427
|
25,394,713.94
|
3.19
|
44,132,243.00
|
57.54
|
8.124
|
743
|
85.29
|
35.72
|
|||||||||||||||||||
Wisconsin
|
133
|
3,971,349.62
|
0.50
|
7,665,982.00
|
51.80
|
8.282
|
740
|
86.28
|
35.24
|
|||||||||||||||||||
Wyoming
|
1
|
24,814.77
|
0.00
|
24,950.00
|
99.46
|
8.000
|
766
|
89.00
|
10.00
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Documentation
Type
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Full
|
8,910
|
$
|
568,390,871.11
|
71.30
|
%
|
$
|
1,059,526,810.00
|
53.65
|
%
|
8.056
|
%
|
735
|
83.85
|
%
|
36.80
|
%
|
||||||||||||
Stated
Income
|
3,077
|
228,841,916.20
|
28.70
|
400,846,314.00
|
57.09
|
8.094
|
744
|
80.67
|
34.45
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Gross
Margin ($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
-0.500
- 0.000
|
4,427
|
$
|
321,939,238.84
|
40.38
|
%
|
$
|
658,450,173.00
|
48.89
|
%
|
7.702
|
%
|
741
|
80.94
|
%
|
36.83
|
%
|
||||||||||||
0.001
- 0.500
|
4,480
|
321,489,675.16
|
40.33
|
566,531,645.00
|
56.75
|
8.092
|
736
|
82.75
|
35.92
|
|||||||||||||||||||
0.501
- 1.000
|
1,944
|
117,638,299.85
|
14.76
|
184,228,953.00
|
63.85
|
8.600
|
734
|
86.62
|
35.32
|
|||||||||||||||||||
1.001
- 1.500
|
624
|
26,390,396.54
|
3.31
|
37,825,802.00
|
69.77
|
9.104
|
739
|
90.96
|
34.29
|
|||||||||||||||||||
1.501
- 2.000
|
210
|
5,353,213.65
|
0.67
|
7,112,661.00
|
75.26
|
9.664
|
731
|
89.88
|
34.34
|
|||||||||||||||||||
2.001
- 2.500
|
108
|
1,921,881.77
|
0.24
|
2,613,951.00
|
73.52
|
10.145
|
731
|
87.88
|
36.31
|
|||||||||||||||||||
2.501
- 3.000
|
121
|
1,593,875.69
|
0.20
|
2,242,147.00
|
71.09
|
10.635
|
731
|
88.53
|
33.24
|
|||||||||||||||||||
3.001
- 3.500
|
64
|
835,491.86
|
0.10
|
1,175,437.00
|
71.08
|
11.202
|
737
|
91.02
|
32.35
|
|||||||||||||||||||
3.501
- 4.000
|
9
|
70,713.95
|
0.01
|
192,355.00
|
36.76
|
11.631
|
767
|
89.81
|
35.47
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Maximum
Mortgage Rates (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
18.000
- 18.000
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Minimum
Mortgage Rates (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
3.000
- 3.000
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Range
($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
10,000
- 50,000
|
2,714
|
$
|
67,311,190.34
|
8.44
|
%
|
$
|
91,545,769.00
|
73.53
|
%
|
8.568
|
%
|
738
|
88.42
|
%
|
35.11
|
%
|
||||||||||||
50,001
- 100,000
|
4,079
|
183,825,988.65
|
23.06
|
313,695,546.00
|
58.60
|
8.103
|
737
|
84.35
|
36.10
|
|||||||||||||||||||
100,001
- 150,000
|
1,733
|
134,518,074.59
|
16.87
|
226,072,544.00
|
59.50
|
8.073
|
736
|
84.37
|
36.45
|
|||||||||||||||||||
150,001
- 200,000
|
2,063
|
204,169,460.22
|
25.61
|
390,692,515.00
|
52.26
|
8.054
|
738
|
80.55
|
35.76
|
|||||||||||||||||||
200,001
- 250,000
|
546
|
60,846,614.55
|
7.63
|
129,462,818.00
|
47.00
|
7.931
|
738
|
82.02
|
37.85
|
|||||||||||||||||||
250,001
- 300,000
|
276
|
42,505,666.62
|
5.33
|
78,342,864.00
|
54.26
|
7.932
|
735
|
82.31
|
36.63
|
|||||||||||||||||||
300,001
- 350,000
|
266
|
44,765,872.07
|
5.62
|
89,855,179.00
|
49.82
|
7.897
|
733
|
82.43
|
38.41
|
|||||||||||||||||||
350,001
- 400,000
|
92
|
15,240,008.41
|
1.91
|
35,423,155.00
|
43.02
|
7.815
|
753
|
82.56
|
34.19
|
|||||||||||||||||||
400,001
- 450,000
|
46
|
9,645,027.97
|
1.21
|
19,877,331.00
|
48.52
|
7.859
|
752
|
86.74
|
35.16
|
|||||||||||||||||||
450,001
- 500,000
|
172
|
34,404,883.89
|
4.32
|
85,405,403.00
|
40.28
|
7.752
|
751
|
75.46
|
33.58
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Credit
Utilization (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0.00
- 0.00
|
2,272
|
$
|
13.14
|
0.00
|
%
|
$
|
313,137,847.00
|
0.00
|
%
|
8.051
|
%
|
756
|
86.24
|
%
|
39.34
|
%
|
||||||||||||
0.01
- 5.00
|
262
|
879,592.45
|
0.11
|
39,031,443.00
|
2.25
|
7.920
|
757
|
79.88
|
35.94
|
|||||||||||||||||||
5.01
- 10.00
|
224
|
2,727,105.40
|
0.34
|
36,706,311.00
|
7.43
|
7.964
|
753
|
78.17
|
35.68
|
|||||||||||||||||||
10.01
- 15.00
|
226
|
4,388,524.87
|
0.55
|
34,823,898.00
|
12.60
|
7.944
|
752
|
76.71
|
36.18
|
|||||||||||||||||||
15.01
- 20.00
|
243
|
6,550,922.93
|
0.82
|
37,576,039.00
|
17.43
|
7.941
|
748
|
77.35
|
35.98
|
|||||||||||||||||||
20.01
- 25.00
|
229
|
7,976,203.71
|
1.00
|
35,140,149.00
|
22.70
|
7.931
|
750
|
79.53
|
36.75
|
|||||||||||||||||||
25.01
- 30.00
|
213
|
8,028,216.59
|
1.01
|
29,050,713.00
|
27.64
|
7.962
|
746
|
79.03
|
37.01
|
|||||||||||||||||||
30.01
- 35.00
|
236
|
10,499,075.19
|
1.32
|
32,122,719.00
|
32.68
|
7.939
|
748
|
76.62
|
36.41
|
|||||||||||||||||||
35.01
- 40.00
|
194
|
11,322,327.83
|
1.42
|
30,070,461.00
|
37.65
|
7.955
|
741
|
77.28
|
37.04
|
|||||||||||||||||||
40.01
- 45.00
|
190
|
11,481,812.25
|
1.44
|
27,043,733.00
|
42.46
|
7.964
|
734
|
77.15
|
36.87
|
|||||||||||||||||||
45.01
- 50.00
|
272
|
18,775,677.41
|
2.36
|
39,165,645.00
|
47.94
|
8.013
|
744
|
79.53
|
36.07
|
|||||||||||||||||||
50.01
- 55.00
|
229
|
15,103,749.59
|
1.89
|
28,751,429.00
|
52.53
|
7.998
|
744
|
79.78
|
35.69
|
|||||||||||||||||||
55.01
- 60.00
|
244
|
18,591,271.81
|
2.33
|
32,166,643.00
|
57.80
|
7.946
|
739
|
79.95
|
35.98
|
|||||||||||||||||||
60.01
- 65.00
|
270
|
21,633,773.05
|
2.71
|
34,442,791.00
|
62.81
|
7.964
|
739
|
80.93
|
36.55
|
|||||||||||||||||||
65.01
- 70.00
|
267
|
23,105,541.52
|
2.90
|
34,291,704.00
|
67.38
|
7.990
|
748
|
81.83
|
36.17
|
|||||||||||||||||||
70.01
- 75.00
|
284
|
28,120,829.61
|
3.53
|
38,818,021.00
|
72.44
|
7.989
|
740
|
80.79
|
36.50
|
|||||||||||||||||||
75.01
- 80.00
|
305
|
29,705,190.17
|
3.73
|
38,367,042.00
|
77.42
|
7.990
|
736
|
81.16
|
35.78
|
|||||||||||||||||||
80.01
- 85.00
|
315
|
32,019,762.53
|
4.02
|
38,783,383.00
|
82.56
|
7.966
|
739
|
80.78
|
36.33
|
|||||||||||||||||||
85.01
- 90.00
|
385
|
41,458,112.17
|
5.20
|
47,315,869.00
|
87.62
|
8.000
|
739
|
80.75
|
36.67
|
|||||||||||||||||||
90.01
- 95.00
|
547
|
54,371,477.51
|
6.82
|
58,674,424.00
|
92.67
|
8.037
|
738
|
82.42
|
36.16
|
|||||||||||||||||||
95.01
- 100.00
|
4,569
|
449,342,567.69
|
56.36
|
453,875,309.00
|
99.00
|
8.129
|
736
|
84.87
|
35.98
|
|||||||||||||||||||
100.01
- 105.00
|
9
|
784,112.93
|
0.10
|
781,851.00
|
100.29
|
8.370
|
724
|
87.63
|
34.61
|
|||||||||||||||||||
105.01
- 110.00
|
1
|
48,752.20
|
0.01
|
45,700.00
|
106.68
|
9.500
|
683
|
95.00
|
36.00
|
|||||||||||||||||||
161.01
- 167.46
|
1
|
318,174.76
|
0.04
|
190,000.00
|
167.46
|
8.000
|
672
|
84.00
|
45.00
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Index
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Prime
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Draw
Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
118
|
239
|
$
|
15,267,131.58
|
1.92
|
%
|
$
|
30,649,058.00
|
49.81
|
%
|
7.969
|
%
|
736
|
80.98
|
%
|
35.15
|
%
|
||||||||||||
120
|
11,748
|
781,965,655.73
|
98.08
|
1,429,724,066.00
|
54.69
|
8.069
|
738
|
82.98
|
36.14
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Remaining
Draw Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
110
|
135
|
$
|
8,771,979.11
|
1.10
|
%
|
$
|
16,344,216.00
|
53.67
|
%
|
7.954
|
%
|
734
|
81.90
|
%
|
35.37
|
%
|
||||||||||||
111
|
104
|
6,495,152.47
|
0.81
|
14,304,842.00
|
45.41
|
7.990
|
738
|
79.74
|
34.87
|
|||||||||||||||||||
112
|
6,583
|
442,690,605.88
|
55.53
|
808,853,536.00
|
54.73
|
8.063
|
738
|
82.81
|
36.04
|
|||||||||||||||||||
113
|
5,165
|
339,275,049.85
|
42.56
|
620,870,530.00
|
54.65
|
8.077
|
738
|
83.20
|
36.28
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
IO
Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
118
|
239
|
$
|
15,267,131.58
|
1.92
|
%
|
$
|
30,649,058.00
|
49.81
|
%
|
7.969
|
%
|
736
|
80.98
|
%
|
35.15
|
%
|
||||||||||||
120
|
11,748
|
781,965,655.73
|
98.08
|
1,429,724,066.00
|
54.69
|
8.069
|
738
|
82.98
|
36.14
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Original
Teaser Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
9,669
|
$
|
655,580,985.04
|
82.23
|
%
|
$
|
1,251,459,893.00
|
52.39
|
%
|
8.017
|
%
|
737
|
81.81
|
%
|
36.23
|
%
|
||||||||||||
6
|
2,318
|
141,651,802.27
|
17.77
|
208,913,231.00
|
67.80
|
8.302
|
741
|
88.18
|
35.65
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Remaining
Teaser Period (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Debt
to Income Ratio (%)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
1.00
- 10.00
|
36
|
$
|
2,218,352.30
|
0.28
|
%
|
$
|
4,823,061.00
|
45.99
|
%
|
8.185
|
%
|
741
|
83.08
|
%
|
6.99
|
%
|
||||||||||||
10.01
- 20.00
|
578
|
38,518,009.01
|
4.83
|
79,602,491.00
|
48.39
|
8.012
|
749
|
79.62
|
16.82
|
|||||||||||||||||||
20.01
- 30.00
|
2,406
|
147,622,059.69
|
18.52
|
279,768,382.00
|
52.77
|
8.084
|
743
|
82.67
|
26.44
|
|||||||||||||||||||
30.01
- 40.00
|
5,013
|
334,116,946.63
|
41.91
|
588,496,619.00
|
56.77
|
8.124
|
739
|
84.13
|
36.02
|
|||||||||||||||||||
40.01
- 50.00
|
3,954
|
274,757,419.68
|
34.46
|
507,682,571.00
|
54.12
|
7.996
|
732
|
82.10
|
44.40
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Prepayment
Penalty Term (Months)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
7,626
|
$
|
445,083,228.77
|
55.83
|
%
|
$
|
780,590,892.00
|
57.02
|
%
|
8.066
|
%
|
740
|
85.39
|
%
|
35.68
|
%
|
||||||||||||
36
|
4,361
|
352,149,558.54
|
44.17
|
679,782,232.00
|
51.80
|
8.069
|
736
|
79.85
|
36.68
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Prepayment
Penalty Amount ($)
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
0
|
7,626
|
$
|
445,083,228.77
|
55.83
|
%
|
$
|
780,590,892.00
|
57.02
|
%
|
8.066
|
%
|
740
|
85.39
|
%
|
35.68
|
%
|
||||||||||||
350
|
4,361
|
352,149,558.54
|
44.17
|
679,782,232.00
|
51.80
|
8.069
|
736
|
79.85
|
36.68
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Origination
Channel
|
Count
|
Current
Unpaid Principal Balance ($)
|
Percent
|
Credit
Limit ($)
|
WA
Utilization (%)
|
WA
GWAC (%)
|
WA
FICO
|
WA
Combined LTV (%)
|
WA
DTI Ratio (%)
|
|||||||||||||||||||
Retail
|
2,334
|
$
|
182,562,630.80
|
22.90
|
%
|
$
|
333,122,112.00
|
54.80
|
%
|
7.934
|
%
|
737
|
81.82
|
%
|
36.70
|
%
|
||||||||||||
Wholesale
|
9,653
|
614,670,156.51
|
77.10
|
1,127,251,012.00
|
54.53
|
8.107
|
738
|
83.27
|
35.95
|
|||||||||||||||||||
Total
|
11,987
|
$
|
797,232,787.31
|
100.00
|
%
|
$
|
1,460,373,124.00
|
54.59
|
%
|
8.067
|
%
|
738
|
82.94
|
%
|
36.12
|
%
|
Rating
Agency Contacts
|
|
Standard
& Poor’s
|
|
Erik
Lukascko
|
(212)-438-2534
|
Moody’s
|
|
Shachar
Gonen
|
(212)
553-0300
|
This ‘FWP’ Filing | Date | Other Filings | ||
---|---|---|---|---|
5/23/06 | 8-K | |||
Filed on: | 5/18/06 | 8-K, FWP | ||
5/17/06 | 8-K | |||
5/1/06 | ||||
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