-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, S6M4dMVdu796t5lDOlebYqnCdtsZ+NwpAQLaxUX3h5o1CccVG1gIQSW0562qN3et 20galKNW8XNNSAUzFSEK5A== 0000914121-05-002025.txt : 20051027 0000914121-05-002025.hdr.sgml : 20051027 20051027164145 ACCESSION NUMBER: 0000914121-05-002025 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20051025 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20051027 DATE AS OF CHANGE: 20051027 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO ASSET SECURITIES CORP CENTRAL INDEX KEY: 0001011663 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 521972128 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-02209 FILM NUMBER: 051160478 BUSINESS ADDRESS: STREET 1: 7485 NEW HORIZON WAY CITY: FREDERICK STATE: MD ZIP: 21703 BUSINESS PHONE: 3018468881 MAIL ADDRESS: STREET 1: 7485 NEW HORIZON WAY CITY: FREDERIDK STATE: MD ZIP: 21703 FORMER COMPANY: FORMER CONFORMED NAME: NORWEST ASSET SECURITIES CORP DATE OF NAME CHANGE: 19960717 8-K 1 we865150-8k.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report: October 25, 2005 (Date of earliest event reported) Wells Fargo Asset Securities Corporation - -------------------------------------------------------------------------------- (Exact name of registrant as specified in its charter) Delaware 333-114847 52-1972128 - -------------------------------------------------------------------------------- (State or other jurisdiction (Commission File No.) (IRS Employer of incorporation) Identification No.) 7430 New Technology Way, Frederick, Maryland 21703 - -------------------------------------------------------------------------------- Address of principal executive offices (Zip Code) Registrant's Telephone Number, including area code (301) 846-8881 ------------------------------ 7485 New Horizon Way, Frederick, Maryland 21703 - -------------------------------------------------------------------------------- (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions: [_] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [_] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [_] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b)) [_] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c)) ITEM 8.01. Other Events Attached as an exhibit are the Collateral Term Sheets (as defined in the no-action letter dated February 17, 1995 issued by the Securities and Exchange Commission to the Public Securities Association) prepared by Goldman, Sachs & Co. which are hereby filed pursuant to such letters. -2- ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Item 601(a) of Regulation S-K Exhibit No. Description - ----------- ----------- (99) Collateral Term Sheets prepared by Goldman, Sachs & Co. in connection with Wells Fargo Home Equity Trust, Asset Backed Certificates, Series 2005-3 -3- Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. WELLS FARGO ASSET SECURITIES CORPORATION October 25, 2005 By: /s/ Bradley A. Davis -------------------------------------- Bradley A. Davis Vice President -4- INDEX TO EXHIBITS Paper (P) or Exhibit No. Description Electronic (E) - ----------- ----------- -------------- (99) Collateral Term Sheets E prepared by Goldman, Sachs & Co. in connection with Wells Fargo Home Equity Trust, Asset Backed Certificates, Series 2005-3 -5- EX-99 2 we865150-ex99.txt TERM SHEETS Exhibit 99 Criteria SCHEDBAL % Balance - -------- ----------------- --------- AK $11,831,548.65 0.62 AL $7,002,394.15 0.37 AR $7,585,260.38 0.4 AZ $108,484,884.47 5.73 CA $432,600,712.72 22.84 CO $36,025,926.02 1.9 CT $9,595,769.62 0.51 DC $10,521,204.82 0.56 DE $12,763,536.54 0.67 FL $92,323,711.38 4.87 GA $46,569,303.30 2.46 HI $5,946,297.66 0.31 IA $28,774,227.93 1.52 ID $14,327,115.61 0.76 IL $68,961,755.95 3.64 IN $12,620,465.28 0.67 KS $10,586,708.34 0.56 KY $7,865,197.54 0.42 LA $5,446,117.21 0.29 MA $31,779,372.12 1.68 MD $126,590,040.57 6.68 ME $4,692,320.17 0.25 MI $16,384,200.39 0.86 MN $62,262,319.08 3.29 MO $39,480,888.98 2.08 MS $4,501,223.30 0.24 MT $9,642,495.24 0.51 NC $30,625,400.94 1.62 ND $2,584,731.99 0.14 NE $15,487,447.20 0.82 NH $8,084,323.83 0.43 NJ $58,107,598.58 3.07 NM $14,729,375.93 0.78 NV $51,223,464.05 2.7 NY $65,107,091.99 3.44 OH $27,795,082.19 1.47 OK $11,124,899.57 0.59 OR $27,104,821.09 1.43 PA $41,242,114.78 2.18 RI $2,401,851.80 0.13 SC $15,311,103.06 0.81 SD $4,991,327.43 0.26 TN $20,315,259.94 1.07 TX $58,734,539.40 3.1 UT $14,688,200.31 0.78 VA $92,745,655.52 4.9 VT $122,644.07 0.01 WA $57,750,293.36 3.05 WI $28,586,389.21 1.51 WV $10,256,014.68 0.54 WY $9,973,547.80 0.53 Total: $1,894,258,176.14 100 Goldman Sachs WELLS All records ================================================================================

Original LTV Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.01 - 60.00 860 $135,043,127 7.13% 6.773% 60.01 - 70.00 1,033 198,390,801 10.47 6.710 70.01 - 80.00 5,358 958,690,271 50.59 6.691 80.01 - 85.00 986 184,420,959 9.73 7.285 85.01 - 90.00 1,313 257,324,455 13.58 7.331 90.01 - 95.00 526 82,429,264 4.35 7.740 95.01 - 100.00 536 78,876,456 4.16 8.107 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948%

This material has been prepared specifically for you by the Fixed Income Sales and Trading Department and is not the product of Fixed Income Research. This material contains indicative terms only. All material contained herein, including proposed terms and conditions are for discussion purposes only. Finalized terms and conditions are subject to further discussion and negotiation. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. Opinions expressed are our present opinions only, and any information or indications contained in this material are current as of the date appearing on this material only. The material is based upon information which we consider reliable, but we do not represent that it is accurate or complete, and it should not be relied upon as such. The information contained in this material may be based on assumptions regarding market conditions and other matter as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. Goldman Sachs shall have no liability, contingent or otherwise, to the user or to third parties, for the quality, accuracy, timeliness, continued availability or completeness of the data nor for any special, indirect, incidental or consequential damages which may be incurred or experienced because of the use of the data or calculations made available herein, even if Goldman Sachs has been advised of the possibility of such damages. Certain transactions, including those involving futures, options and high yield securities, give rise to substantial risk and are not suitable for investors. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned therein or derivatives thereof (including options). Goldman Sachs does not provide accounting, tax or legal advice; such matters should be discussed with your advisors and or counsel. In addition, we mutually agree that, subject to applicable law, you may disclose any and all aspects of this material that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. This material has been issued by Goldman, Sachs & Co. and has been approved by Goldman Sachs International, which is regulated by The Financial Services Authority, in connection with its distribution in the United Kingdom and by Goldman Sachs Canada in connection with its distribution in Canada. Further information on any of the securities, futures or options mentioned in this material may be obtained upon request and for this purpose persons in Italy should contact Goldman Sachs S.I.M. S.p.A. in Milan, or at its London branch office at 133 Fleet Street. - -------------------------------------------------------------------------------- Oct 24, 2005 9:42 Page 1 of 3 Goldman Sachs WELLS All records ================================================================================
Documentation Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- FULL 10,611 $1,893,977,774 99.94% 6.948% NO DOC 1 1,197,559 0.06 6.950 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Documentation Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- FULL 624 $178,492 78.95% 100.00% 97.23% NO DOC 688 1,197,559 75.00 0.00 100.00 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Purpose Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- CASHOUT REFI 5,197 $1,001,775,196 52.86% 6.930% PURCHASE 4,809 798,334,617 42.12 6.955 RATE/TERM REFI 606 95,065,521 5.02 7.084 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Purpose Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- CASHOUT REFI 616 $192,760 75.81% 100.00% 97.14% PURCHASE 635 166,008 82.81 99.85 97.38 RATE/TERM REFI 625 156,874 79.47 100.00 97.05 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Occupancy Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- OWNER OCCUPIED 10,211 $1,842,805,615 97.24% 6.946% NON OWNER 295 34,380,199 1.81 6.983 SECOND HOME 106 17,989,520 0.95 7.068 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Occupancy Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- OWNER OCCUPIED 624 $180,473 79.17% 99.94% 100.00% NON OWNER 641 116,543 69.91 100.00 0.00 SECOND HOME 639 169,712 73.48 100.00 0.00 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Property Type Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- SINGLE FAMILY 9,695 $1,721,369,941 90.83% 6.969% CONDO 643 115,692,055 6.10 6.751 2 FAMILY 183 36,533,579 1.93 6.649 3-4 FAMILY 51 11,359,174 0.60 6.984 CONDO HI-RISE 40 10,220,585 0.54 6.694 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Property Type Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- SINGLE FAMILY 623 $177,552 79.09% 99.93% 97.84% CONDO 636 179,925 79.68 100.00 94.06 2 FAMILY 632 199,637 74.36 100.00 90.00 3-4 FAMILY 634 222,729 70.71 100.00 76.92 CONDO HI-RISE 636 255,515 71.41 100.00 80.44 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

State Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- CA 1,360 $432,600,713 22.83% 6.317% MD 535 126,663,570 6.68 6.775 AZ 560 108,484,884 5.72 7.011 VA 425 92,995,212 4.91 6.914 FL 507 92,323,711 4.87 7.014 IL 518 68,989,721 3.64 7.528 NY 302 65,107,092 3.44 6.882 MN 375 62,262,319 3.29 6.970 TX 582 58,734,539 3.10 7.677 NJ 251 58,107,599 3.07 7.505 Other 5,197 728,905,973 38.46 7.186 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% State Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- CA 640 $318,089 74.89% 99.72% 97.02% MD 618 236,754 78.56 100.00 98.15 AZ 623 193,723 78.74 100.00 96.15 VA 618 218,812 79.78 100.00 98.17 FL 617 182,098 78.13 100.00 93.04 IL 616 133,185 82.77 100.00 98.42 NY 618 215,586 75.96 100.00 97.94 MN 624 166,033 80.88 100.00 99.16 TX 618 100,918 80.26 100.00 96.28 NJ 604 231,504 77.13 100.00 98.32 Other 622 140,255 81.22 100.00 97.43 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Zip Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 20772 19 $5,186,990 0.27% 6.921% 95648 10 5,057,870 0.27 5.683 92336 13 4,933,344 0.26 5.987 94531 11 4,819,217 0.25 6.164 95901 18 4,773,355 0.25 6.194 95630 13 4,539,002 0.24 6.186 94568 9 4,273,635 0.23 6.344 85242 19 4,026,206 0.21 7.068 20735 14 3,838,594 0.20 6.927 92392 14 3,781,018 0.20 6.492 Other 10,472 1,849,946,104 97.61 6.962 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Zip Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 20772 623 $272,999 82.89% 100.00% 100.00% 95648 650 505,787 78.60 100.00 100.00 92336 653 379,488 77.87 100.00 100.00 94531 613 438,111 73.05 100.00 100.00 95901 649 265,186 80.34 100.00 100.00 95630 660 349,154 79.38 100.00 100.00 94568 636 474,848 82.76 100.00 100.00 85242 636 211,906 78.52 100.00 92.30 20735 625 274,185 80.76 100.00 94.91 92392 619 270,073 81.62 100.00 100.00 Other 624 176,656 78.93 99.94 97.20 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Remaining Months to Maturity Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 1 - 180 336 $45,375,050 2.39% 6.991% 241 - 360 10,276 1,849,800,283 97.61 6.947 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Remaining Months to Maturity Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 1 - 180 646 $135,045 69.02% 100.00% 92.30% 241 - 360 624 180,012 79.19 99.94 97.36 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Amortization Type Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 15 YR FIXED 214 $19,245,804 1.02% 7.431% 2 YR ARM 7,793 1,276,894,413 67.38 7.131 2 YR ARM IO 1,526 398,905,732 21.05 6.406 3 YR ARM 170 33,013,863 1.74 6.510 3 YR ARM IO 76 21,150,203 1.12 6.247 30 YR FIXED 688 114,338,958 6.03 7.041 30 YR FIXED IO 23 5,497,114 0.29 6.865 FIXED 15/30 BLN 122 26,129,246 1.38 6.668 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Amortization Type Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 15 YR FIXED 630 $89,934 64.50% 100.00% 91.48% 2 YR ARM 615 163,851 79.69 99.91 96.85 2 YR ARM IO 642 261,406 79.92 100.00 99.53 3 YR ARM 647 194,199 78.47 100.00 96.58 3 YR ARM IO 666 278,292 76.78 100.00 100.00 30 YR FIXED 648 166,190 71.86 100.00 95.09 30 YR FIXED IO 665 239,005 75.23 100.00 100.00 FIXED 15/30 BLN 658 214,174 72.34 100.00 92.91 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%
This material has been prepared specifically for you by the Fixed Income Sales and Trading Department and is not the product of Fixed Income Research. This material contains indicative terms only. All material contained herein, including proposed terms and conditions are for discussion purposes only. Finalized terms and conditions are subject to further discussion and negotiation. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. Opinions expressed are our present opinions only, and any information or indications contained in this material are current as of the date appearing on this material only. The material is based upon information which we consider reliable, but we do not represent that it is accurate or complete, and it should not be relied upon as such. The information contained in this material may be based on assumptions regarding market conditions and other matter as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. Goldman Sachs shall have no liability, contingent or otherwise, to the user or to third parties, for the quality, accuracy, timeliness, continued availability or completeness of the data nor for any special, indirect, incidental or consequential damages which may be incurred or experienced because of the use of the data or calculations made available herein, even if Goldman Sachs has been advised of the possibility of such damages. Certain transactions, including those involving futures, options and high yield securities, give rise to substantial risk and are not suitable for investors. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned therein or derivatives thereof (including options). Goldman Sachs does not provide accounting, tax or legal advice; such matters should be discussed with your advisors and or counsel. In addition, we mutually agree that, subject to applicable law, you may disclose any and all aspects of this material that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. This material has been issued by Goldman, Sachs & Co. and has been approved by Goldman Sachs International, which is regulated by The Financial Services Authority, in connection with its distribution in the United Kingdom and by Goldman Sachs Canada in connection with its distribution in Canada. Further information on any of the securities, futures or options mentioned in this material may be obtained upon request and for this purpose persons in Italy should contact Goldman Sachs S.I.M. S.p.A. in Milan, or at its London branch office at 133 Fleet Street. - -------------------------------------------------------------------------------- Oct 24, 2005 9:42 Page 2 of 3 Goldman Sachs WELLS All records ================================================================================
Initial Periodic Cap Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- <= 0.00 1,047 $165,211,122 8.72% 7.022% 2.51 - 3.00 9,565 1,729,964,211 91.28 6.941 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Initial Periodic Cap Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- <= 0.00 648 $157,795 71.19% 100.00% 94.49% 2.51 - 3.00 622 180,864 79.69 99.93 97.50 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Periodic Cap Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- <= 0.00 1,047 $165,211,122 8.72% 7.022% 0.51 - 1.00 9,565 1,729,964,211 91.28 6.941 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Periodic Cap Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- <= 0.00 648 $157,795 71.19% 100.00% 94.49% 0.51 - 1.00 622 180,864 79.69 99.93 97.50 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Months to Rate Reset Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- <= 0 1,047 $165,211,122 8.72% 7.022% 1 - 12 1 97,119 0.01 7.125 13 - 24 9,319 1,675,754,821 88.42 6.958 25 - 36 245 54,112,271 2.86 6.407 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Months to Rate Reset Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- <= 0 648 $157,795 71.19% 100.00% 94.49% 1 - 12 686 97,119 80.00 100.00 100.00 13 - 24 621 179,821 79.75 99.93 97.48 25 - 36 655 220,866 77.81 100.00 98.01 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Life Maximum Rate Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.00 - - 0.01 1,047 $165,211,122 8.72% 7.022% 0.00 - 11.99 1,513 399,336,983 21.07 5.614 12.00 - 12.49 1,050 237,022,415 12.51 6.257 12.50 - 12.99 2,189 427,795,497 22.57 6.759 13.00 - 13.49 995 166,314,010 8.78 7.245 13.50 - 13.99 1,513 225,913,523 11.92 7.732 14.00 - 14.49 533 74,221,277 3.92 8.245 14.50 - 14.99 875 114,155,106 6.02 8.730 15.00 - 15.49 297 31,088,137 1.64 9.249 15.50 - 15.99 358 34,584,393 1.82 9.708 16.00 & Above 242 19,532,871 1.03 10.626 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Life Maximum Rate Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.00 - - 0.01 648 $157,795 71.19% 100.00% 94.49% 0.00 - 11.99 655 263,937 75.72 100.00 97.96 12.00 - 12.49 637 225,736 77.42 100.00 97.17 12.50 - 12.99 625 195,430 79.71 99.72 97.45 13.00 - 13.49 616 167,150 81.08 100.00 96.20 13.50 - 13.99 603 149,315 83.21 100.00 97.78 14.00 - 14.49 592 139,252 84.32 100.00 95.97 14.50 - 14.99 578 130,463 84.66 100.00 98.42 15.00 - 15.49 571 104,674 82.81 100.00 97.79 15.50 - 15.99 562 96,604 81.95 100.00 98.44 16.00 & Above 551 80,714 79.58 100.00 99.50 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Margin Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.99 & Below 1,047 $165,211,122 8.72% 7.022% 1.50 - 1.99 32 10,013,589 0.53 5.527 2.00 - 2.49 212 49,272,126 2.60 5.871 2.50 - 2.99 458 101,020,451 5.33 6.130 3.00 - 3.49 945 214,175,132 11.30 5.992 3.50 - 3.99 1,903 393,025,485 20.74 6.359 4.00 - 4.49 1,976 350,025,092 18.47 6.784 4.50 - 4.99 1,251 217,701,735 11.49 7.254 5.00 - 5.49 838 137,133,489 7.24 7.760 5.50 - 5.99 780 119,587,610 6.31 8.267 6.00 - 6.49 604 73,473,996 3.88 8.781 6.50 - 6.99 327 40,743,076 2.15 9.115 7.00 - 7.49 130 16,137,412 0.85 9.677 7.50 - 7.99 95 6,647,537 0.35 10.614 8.00 - 8.49 14 1,007,483 0.05 11.183 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Margin Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.99 & Below 648 $157,795 71.19% 100.00% 94.49% 1.50 - 1.99 693 312,925 74.01 100.00 100.00 2.00 - 2.49 664 232,416 75.53 100.00 96.53 2.50 - 2.99 641 220,569 75.24 100.00 97.37 3.00 - 3.49 666 226,640 77.15 99.44 98.14 3.50 - 3.99 637 206,529 77.20 100.00 97.87 4.00 - 4.49 618 177,138 78.73 100.00 95.84 4.50 - 4.99 611 174,022 83.61 100.00 97.27 5.00 - 5.49 604 163,644 87.02 100.00 98.08 5.50 - 5.99 587 153,317 86.61 100.00 99.28 6.00 - 6.49 563 121,646 81.05 100.00 98.21 6.50 - 6.99 537 124,597 74.99 100.00 98.20 7.00 - 7.49 538 124,134 76.70 100.00 97.04 7.50 - 7.99 548 69,974 81.22 100.00 100.00 8.00 - 8.49 573 71,963 84.13 100.00 100.00 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Interest Only Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon N 8,987 $1,469,622,285 77.55% 7.106% Y 1,625 425,553,049 22.45 6.404 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Interest Only Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied N 619 $163,528 78.72% 99.92% 96.56% Y 644 261,879 79.71 100.00 99.56 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%

Mortgage Insurance Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- MGIC 326 $51,742,090 2.73% 7.546% OLTV <=80 7,251 1,292,124,199 68.18 6.703 OLTV > 80 - NO MI 1 253,456 0.01 8.950 PMI MI COMPANY 578 100,510,619 5.30 7.678 PREMIUM PRICED 379 110,299,691 5.82 6.867 RADIAN GUARANTY INSURANCE 791 138,454,365 7.31 7.397 RMIC 20 3,003,102 0.16 7.799 TRIAD GUARANTY INSURANCE 597 94,861,631 5.01 7.721 UGRIC 669 103,926,181 5.48 7.749 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 10,612 $1,895,175,334 100.00% 6.948% Mortgage Insurance Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- MGIC 627 $158,718 89.15% 100.00% 98.95% OLTV <=80 624 178,199 73.76 99.91 96.33 OLTV > 80 - NO MI 550 253,456 80.01 100.00 100.00 PMI MI COMPANY 625 173,894 91.14 100.00 99.25 PREMIUM PRICED 643 291,028 88.73 100.00 99.48 RADIAN GUARANTY INSURANCE 621 175,037 88.71 100.00 99.15 RMIC 614 150,155 90.30 100.00 100.00 TRIAD GUARANTY INSURANCE 621 158,897 91.75 100.00 99.61 UGRIC 618 155,346 91.15 100.00 98.54 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 624 $178,588 78.94% 99.94% 97.24%
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The collateral sheets are for the assets underlying the deal, input cells are highlighted. With the exception of the summary statistics table each cell should contain the weighted percentage of deals that answer the given criteria, e.g. what % are owner occupied, what % have FICO of 640-659 and are IO. The Collateral Total sheet is for the entire deal, with the other sheets for the individual groups. Deal launched Date Originator Servicer Collateral Size in USD Structure: Tranche name Rating: Moodys/S&P Size (M$) Spread WAL Credit Enhacement - ------------ ------------------ --------- ------ --- ----------------- Excess spread Reserve fund Max reserve fund Example: Deal launched Date Tuesday, March 01, 2005 Originator XXXXX Servicer YYYY Collateral Resi B&C Size in USD 500,000,000 Structure:
Tranche name Rating: Moodys/S&P Size (M$) Spread WAL Credit Enhacement - ------------ ------------------ --------- ------ ----- ----------------- A1 AAA/AAA 200 1 60.00% A2 AAA/AAA 140 3 32.00% A3 AAA/AAA 50 6.23/9.66 22.00% AAA/AAA 22.00% AAA/AAA 22.00% M1 Aa2/AA 55 5 11.00% M2 A2/A 30 5 5.00% M3 A3/A- 5 4.6 4.00% B1 Baa1/BBB+ 5 4.6 3.00% B2 Baa2/BBB 5 4.5 2.00% B3 Baa3/BBB- 5 4.3 1.00% B4 Ba1/BB+ 5 0.00% N/A
Excess spread 3.92% Reserve fund 2.65% Max reserve fund 0% LTV/FICO Matrix LTV
FIXED FICO 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 Total - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- 350-479 0 480-499 0 500-519 0.24 0 0.11 0 0 0 0 0 0 0.35 520-539 0.52 0.05 0.21 0.05 0.15 0 0 0 0 0.98 540-559 0.47 0.38 0.21 0.08 0.43 0.03 0 0 0 1.6 560-579 1.87 0.39 1.12 0.48 0.88 0.35 0.38 0 0 5.47 580-599 2.32 0.77 2.64 1.16 2.71 0.69 0.28 0.03 0 10.6 600-619 2.23 0.87 1.5 1.45 2.84 1.24 0.8 0.05 0 10.98 620-639 2.06 1.89 1.19 2.02 3.1 1.07 1.07 0.57 0.17 13.14 640-659 2.56 1.14 1.54 1.65 4.87 1.58 1.04 0.37 0.16 14.91 660-679 2.73 0.92 0.73 1.83 5.65 1.54 1.66 0.77 0.06 15.89 680-699 1.73 1.39 0.92 2.63 2.54 1.31 0.58 0.23 0 11.33 700-719 0.74 0.36 0.31 0.69 2.48 0.45 0.56 0 0 5.59 720-739 0.37 0.51 0.42 0.16 0.57 0.16 0 0.21 0.04 2.44 740-759 0.75 0.92 0.2 0.75 0.39 0.44 0 0 0 3.45 760-779 0.2 0.27 0.19 0.1 1.05 0 0 0 0 1.81 780-799 0.12 0 0.24 0 0.52 0 0.06 0 0 0.94 800-850 0.15 0 0 0 0.07 0 0 0 0 0.22 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- Total 19.06 9.86 11.53 13.05 28.25 8.86 6.43 2.23 0.43 99.7 ARM FICO 350-479 0 0 0 0 0 0 0 0 0 0 480-499 0 0 0 0 0.01 0 0 0 0 0.01 500-519 0.35 0.14 0.3 0.6 0.25 0.02 0 0 0 1.66 520-539 0.34 0.26 0.53 0.61 1.35 0.18 0.04 0 0 3.31 540-559 0.72 0.45 0.62 0.99 1.2 1.31 0.03 0.02 0 5.34 560-579 0.78 0.34 0.81 0.88 1.5 1.28 2.33 0.02 0.01 7.95 580-599 0.95 0.41 0.98 1.09 6.77 1.2 2.72 0.78 0.02 14.92 600-619 0.77 0.42 0.8 1.31 7.05 1.55 2.5 0.69 1.19 16.28 620-639 0.56 0.3 0.75 0.92 6.81 1.41 2.05 0.96 1.21 14.97 640-659 0.53 0.34 0.63 0.97 6.54 1.05 1.87 0.95 0.87 13.75 660-679 0.33 0.13 0.29 0.68 4.78 0.81 1.2 0.55 0.54 9.31 680-699 0.2 0.13 0.26 0.46 2.36 0.37 0.9 0.32 0.31 5.31 700-719 0.13 0.03 0.12 0.16 1.78 0.22 0.3 0.08 0.17 2.99 720-739 0.12 0.03 0.05 0.07 0.87 0.17 0.17 0.08 0.06 1.62 740-759 0.05 0.04 0.1 0.05 0.61 0.13 0.05 0.03 0.03 1.09 760-779 0.04 0.02 0.01 0.02 0.36 0.01 0.06 0.04 0.08 0.64 780-799 0.07 0 0.02 0.07 0.19 0.01 0.05 0 0.03 0.44 800-850 0.02 0 0 0.05 0.01 0 0 0 0 0.08 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- Total 5.96 3.04 6.27 8.93 42.44 9.72 14.27 4.52 4.52 99.67
CLTV/FICO Matrix CLTV (including silent seconds)
FIXED FICO 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 100-105 105-110 110+ Total - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- 350-479 0 480-499 0 500-519 0.24 0 0.11 0 0 0 0 0 0 0 0 0 0.35 520-539 0.52 0.05 0.21 0.05 0.15 0 0 0 0 0 0 0 0.98 540-559 0.47 0.38 0.21 0.08 0.43 0.03 0 0 0 0 0 0 1.6 560-579 1.87 0.39 1.12 0.48 0.71 0.35 0.38 0.17 0 0 0 0 5.47 580-599 2.29 0.77 2.64 1.05 1.75 0.69 0.28 0.46 0.66 0 0 0 10.59 600-619 2.23 0.87 1.5 1.26 1.7 1.43 0.75 0.42 0.82 0 0 0 10.98 620-639 2.06 1.69 1.13 2.15 2.2 1.07 1.07 0.65 1.13 0 0 0 13.15 640-659 2.56 1.14 1.54 1.65 2.25 1.58 1.25 0.53 2.41 0 0 0 14.91 660-679 2.73 0.85 0.73 1.83 2.76 1.38 1.73 0.97 2.9 0 0 0 15.88 680-699 1.55 1.39 1.05 2.6 1.06 1.31 0.65 0.53 1.18 0 0 0 11.32 700-719 0.74 0.36 0.31 0.69 1.42 0.45 0.56 0 1.06 0 0 0 5.59 720-739 0.37 0.51 0.42 0.16 0.3 0.16 0 0.21 0.31 0 0 0 2.44 740-759 0.75 0.92 0.2 0.67 0.04 0.44 0 0.07 0.35 0 0 0 3.44 760-779 0.2 0.27 0.19 0.1 0.58 0 0 0 0.47 0 0 0 1.81 780-799 0.12 0 0.24 0 0.44 0 0.06 0 0.08 0 0 0 0.94 800-850 0.15 0 0 0 0 0 0 0 0.07 0 0 0 0.22 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- Total 18.85 9.59 11.6 12.77 15.79 8.89 6.73 4.01 11.44 0 0 0 99.67 ARM FICO 350-479 0 0 0 0 0 0 0 0 0 0 0 0 0 480-499 0 0 0 0 0.01 0 0 0 0 0 0 0 0.01 500-519 0.35 0.14 0.3 0.59 0.24 0.02 0.02 0 0.01 0 0 0 1.67 520-539 0.34 0.24 0.51 0.62 1.38 0.18 0.05 0.02 0 0 0 0 3.34 540-559 0.72 0.45 0.62 0.99 1.18 1.28 0.06 0.02 0 0 0 0 5.32 560-579 0.78 0.33 0.8 0.87 1.36 1.26 2.34 0.08 0.11 0 0 0 7.93 580-599 0.94 0.41 0.98 0.91 2.11 1.19 2.95 1.45 3.97 0 0 0 14.91 600-619 0.77 0.41 0.8 1.05 1.81 1.59 2.68 1.18 5.98 0 0 0 16.27 620-639 0.5 0.3 0.8 0.75 1.59 1.41 2.21 1.57 5.82 0 0 0 14.95 640-659 0.48 0.27 0.55 0.88 1.82 1.06 2.01 1.37 5.29 0 0 0 13.73 660-679 0.33 0.12 0.24 0.43 0.6 0.79 1.35 0.9 4.56 0 0 0 9.32 680-699 0.2 0.12 0.2 0.35 0.45 0.46 1.01 0.48 2.04 0 0 0 5.31 700-719 0.08 0.03 0.05 0.14 0.35 0.21 0.38 0.24 1.51 0 0 0 2.99 720-739 0.11 0.03 0.03 0.03 0.2 0.17 0.17 0.11 0.77 0 0 0 1.62 740-759 0.03 0.04 0.1 0.04 0.17 0.13 0.05 0.04 0.49 0 0 0 1.09 760-779 0.04 0.02 0.01 0.01 0.03 0.01 0.06 0.07 0.4 0 0 0 0.65 780-799 0.06 0 0.02 0.07 0.07 0.01 0.05 0 0.15 0 0 0 0.43 800-850 0.02 0 0 0 0 0 0 0.05 0.01 0 0 0 0.08 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- Total 5.75 2.91 6.01 7.73 13.37 9.77 15.39 7.58 31.11 0 0 0 99.62
IO ONLY LOANS FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 15.01 600-619 15.8 620-639 19.4 640-659 18.81 660-679 13.61 680-699 7.01 700-719 5.21 720-739 2.28 740-759 1.39 760-779 1.15 780-799 0.2 800-850 0.13 Mortgage Insurance FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 600-619 620-639 640-659 660-679 680-699 700-719 720-739 740-759 760-779 780-799 800-850 DTI/FICO matrix DTI
product fico range <20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ ARM 300-500 0 0 0 0 0.02 0.01 0.02 0.01 0 0 500-550 0.18 0.24 0.65 0.88 1.07 1.39 2.09 1.53 0.13 0 550-575 0.33 0.4 0.5 0.89 1.1 1.44 1.38 2.26 0.41 0 575-600 0.63 0.47 0.97 1.89 1.89 2.93 4.39 3.86 0.17 0.03 600-620 0.71 0.59 1.04 1.25 2.07 2.35 4.08 3.84 0.26 0 620-650 0.63 0.54 1.13 1.84 2.36 3.87 6.54 4.62 0.44 0.01 650-680 0.62 0.33 0.78 1.24 1.71 2.32 5.13 3.15 0.18 0 680-700 0.15 0.14 0.19 0.27 0.53 0.86 1.64 1.19 0.15 0 700-750 0.21 0.23 0.18 0.22 0.37 0.91 1.9 1.15 0.05 0 750-800 0.05 0.02 0.08 0.06 0.1 0.22 0.51 0.41 0 0.01 800-900 0 0 0 0 0 0.02 0.01 0 0 0 - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ Total 3.54 2.99 5.58 8.58 11.24 16.4 27.77 22.06 1.79 0.05 Fixed 300-500 500-550 0.08 0.09 0.14 0.33 0.17 0.38 0.66 0.36 0 0 550-575 0.63 0.11 0.22 0.27 0.78 1.32 0.78 0.95 0.05 0 575-600 0.42 0.23 1.43 1.47 2.03 1.15 2.25 2.93 0.34 0 600-620 0.98 0.44 1.17 0.97 1.23 1.58 2.14 2.21 0.24 0 620-650 1.49 0.88 1.24 1.84 2.5 2.29 5.87 5.38 0.35 0 650-680 1.84 1.25 1.03 1.57 2.47 3.71 4.7 5.5 0.21 0 680-700 0.6 0.61 0.48 0.79 1.37 1.52 2.34 3.14 0.23 0 700-750 0.88 0 0.46 0.47 1.4 1.7 1.68 2.17 0.66 0 750-800 0.58 0.06 0.31 0.14 0.19 0.33 0.33 2.34 0.08 0 800-900 0 0 0 0 0 0.22 0 0 0 0 - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ Total 7.6 3.67 6.49 7.85 12.14 14.2 20.86 25.04 2.15 0
General Pool Statistics Geographic distribution State % - -------------- ----- California 22.84 Florida 4.87 NY 3.44 New Jersey 3.07 Nevada 2.7 Texas 3.1 Illinois 3.64 Washington 3.05 Maryland 6.68 Massachussets 1.68 Arizona 5.73 Colorado 1.9 Oregon 1.43 Connecticut 0.51 Georgia 2.46 North Carolina 1.62 Alaska 0.62 Alabama 0.37 Arkansas 0.4 Delaware 0.67 Hawaii 0.31 Idaho 0.76 Indiana 0.67 Iowa 1.52 Kansas 0.56 Kentucky 0.42 Louisiana 0.29 Maine 0.25 Michigan 0.86 Minnesota 3.29 Mississippi 0.24 Missouri 2.08 Montana 0.51 Nebraska 0.82 New Hampshire 0.43 New Mexico 0.78 North Dakota 0.14 Ohio 1.47 Oklahoma 0.59 Pennsylvania 2.18 Rhode Island 0.13 South Carolina 0.81 South Dakota 0.26 Tennessee 1.07 Utah 0.78 Vermont 0.01 Virginia 4.9 West Virginia 0.54 Wisconsin 1.51 Wyoming 0.53 Washington DC 0.56 Documentation % - --------------------- ----- Full Documentation 99.94 Stated Documentation Reduced Documentation No documentation 0.06 Occupancy Status % - --------------------- ----- Primary Residence 97.24 Second / Vacation 0.95 Non Owner Occupied 1.81 Distribution by Property Type % - --------------------- ----- One 90.82 2-4 Unit 2.53 Pud detached Condo 6.65 Pud attached Modular Home Manufactured Housing Town house Repayment type % - --------------------- ----- 2 year ARM 67.36 2 year ARM IO 21.06 3 Year ARM 1.74 3 Year ARM IO 1.12 25 Lib 1M/IO/10YR 5 Year ARM 5 Year ARM IO 15/30 Balloon 1.38 20/30 Balloon Fixed 7.06 Fixed IO 0.29 Actuarial Prepay penalty % - --------------------- ----- 1 year 2 year 63.52 3 year 8.9 other none 27.58 Rate type % - --------------------- ----- Fixed 8.72 ARM 91.28 Borrower type % - --------------------- ----- 1st Lien 2nd lien Mortgage purpose % - --------------------- ----- Purchase 42.1 Rate/Term refinance 5.02 Equity refinance 52.88 Summary statistics Number of loans 10607 Total principal balance 1,894,258,176.14 Average outstanding balance 178,585.67 Largest outstanding balance 1,197,559.19 WA LTV 78.94 LTV >90% 8.49 WA Remaining Term (Months) 354 WA Seasoning (months) 2 WA Credit Score 624.458 WA Net Mortgage Rate WA Neg Am limit AFC % - --------------------- ---------------- 0.50% 1.00% 1.50% 2.00% NA or fixed rate Conforming % - --------------------- ----- Conforming Non conforming LTV/FICO Matrix LTV
FIXED FICO 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 Total - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- Total 0 0 0 0 0 0 0 0 0 0 ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- Total 0 0 0 0 0 0 0 0 0 0
CLTV/FICO Matrix CLTV (including silent seconds)
FIXED FICO 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 100-105 105-110 110+ Total - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- Total 0 0 0 0 0 0 0 0 0 0 0 0 0 ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- Total 0 0 0 0 0 0 0 0 0 0 0 0 0
IO FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 600-619 620-639 640-659 660-679 680-699 700-719 720-739 740-759 760-779 780-799 800-850 Mortgage Insurance FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 600-619 620-639 640-659 660-679 680-699 700-719 720-739 740-759 760-779 780-799 800-850 DTI/FICO matrix DTI
product fico range <20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ ARM 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ Total Fixed 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ Total
General Pool Statistics Geographic distribution State % - --------------------- ----- California Florida NY New Jersey Nevada Texas Illinois Washington Maryland Massachussets Arizona Colorado Oregon Connecticut Georgia North Carolina Alaska Alabama Arkansas Delaware Hawaii Idaho Indiana Iowa Kansas Kentucky Louisiana Maine Michigan Minnesota Mississippi Missouri Montana Nebraska New Hampshire New Mexico North Dakota Ohio Oklahoma Pennsylvania Rhode Island South Carolina South Dakota Tennessee Utah Vermont Virginia West Virginia Wisconsin Wyoming Washington DC Documentation % - --------------------- ----- Full Documentation Stated Documentation Reduced Documentation No documentation Occupancy Status % - --------------------- ----- Primary Residence Second / Vacation Non Owner Occupied Distribution by Property Type % - --------------------- ----- One 2-4 Unit Pud detached Condo Pud attached Modular Home Manufactured Housing Town house Repayment type % - --------------------- ----- 2 year ARM 2 year ARM IO 3 Year ARM 3 Year ARM IO 25 Lib 1M/IO/10YR 5 Year ARM 5 Year ARM IO 15/30 Balloon 20/30 Balloon Fixed IO Actuarial Prepay penalty % - --------------------- ----- 1 year 2 year 3 year other none Rate type % - --------------------- ----- Fixed ARM Borrower type % - --------------------- ----- 1st Lien 2nd lien Mortgage purpose % - --------------------- ----- Purchase Rate/Term refinance Equity refinance Summary statistics Number of loans Total principal balance Average outstanding balance Largest outstanding balance WA LTV LTV >90% WA Remaining Term (Months) WA Seasoning (months) WA Credit Score WA Net Mortgage Rate WA Neg Am limit AFC % - --------------------- ----- 0.50% 1.00% 1.50% 2.00% NA or fixed rate Conforming % - --------------------- ----- Conforming Non conforming LTV/FICO Matrix LTV FIXED FICO
60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 Total - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- Total 0 0 0 0 0 0 0 0 0 0 ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ----- Total 0 0 0 0 0 0 0 0 0 0
CLTV/FICO Matrix CLTV (including silent seconds)
FIXED FICO 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 100-105 105-110 110+ Total - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- Total 0 0 0 0 0 0 0 0 0 0 0 0 0 ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 - ------- ----- ----- ----- ----- ----- ----- ----- ----- ------ ------- ------- --- ----- Total 0 0 0 0 0 0 0 0 0 0 0 0 0
IO FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 600-619 620-639 640-659 660-679 680-699 700-719 720-739 740-759 760-779 780-799 800-850 Mortgage Insurance FICO 350-479 480-499 500-519 520-539 540-559 560-579 580-599 600-619 620-639 640-659 660-679 680-699 700-719 720-739 740-759 760-779 780-799 800-850 DTI/FICO matrix DTI
product fico range <20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ ARM 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ Total Fixed 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------- ---------- ---- ------- ------- ------- ------- ------- ------- ------- ------- ------ ------ Total
General Pool Statistics Geographic distribution State % - --------------------- ----- California Florida NY New Jersey Nevada Texas Illinois Washington Maryland Massachussets Arizona Colorado Oregon Connecticut Georgia North Carolina Alaska Alabama Arkansas Delaware Hawaii Idaho Indiana Iowa Kansas Kentucky Louisiana Maine Michigan Minnesota Mississippi Missouri Montana Nebraska New Hampshire New Mexico North Dakota Ohio Oklahoma Pennsylvania Rhode Island South Carolina South Dakota Tennessee Utah Vermont Virginia West Virginia Wisconsin Wyoming Washington DC Documentation % - --------------------- ----- Full Documentation Stated Documentation Reduced Documentation No documentation Occupancy Status % - --------------------- ----- Primary Residence Second / Vacation Non Owner Occupied Distribution by Property Type % - --------------------- ----- One 2-4 Unit Pud detached Condo Pud attached Modular Home Manufactured Housing Town house Repayment type % - --------------------- ----- 2 year ARM 2 year ARM IO 3 Year ARM 3 Year ARM IO 25 Lib 1M/IO/10YR 5 Year ARM 5 Year ARM IO 15/30 Balloon 20/30 Balloon Fixed IO Actuarial Prepay penalty % - --------------------- ----- 1 year 2 year 3 year other none Rate type % - --------------------- ----- Fixed ARM Borrower type % - --------------------- ----- 1st Lien 2nd lien Mortgage purpose % - --------------------- ----- Purchase Rate/Term refinance Equity refinance Summary statistics Number of loans Total principal balance Average outstanding balance Largest outstanding balance WA LTV LTV >90% WA Remaining Term (Months) WA Seasoning (months) WA Credit Score WA Net Mortgage Rate WA Neg Am limit AFC % - --------------------- ----- 0.50% 1.00% 1.50% 2.00% NA or fixed rate Conforming % - --------------------- ----- Conforming Non conforming disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The information herein has been provided solely by Goldman, Sachs & Co. Neither the issuer or the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the information herein. The information herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer. Deal WFHET 2005-03 - ---------------------- Date Deal Size Other DEAL INFO - --------------- Lead Originator[s] WELLS FARGO Servicer[s] Raters POOL SUMMARY DATA - ----------------- Agency Conforming 76.22 Non Conforming 23.78 Prefunding (if any) No of Loans 10607 Average Loan Size 178,585.67 WAC 6.947 WA LTV 78.93 % First Lien % Owner Occ 97.237 % Purchase 42.102 % Cash out 52.88 % Full Doc 99.937 % Reduced/Limited Doc 0 % Stated Income 0 % No docs 0.06 WA FICO 624.458 FICO Range 474-806 Mortgage Indices - ---------------- Floating Rate Mortgages 91.28 Fixed Rate 8.72 2/28 Float 88.42 3/27 Float 2.86 5/25 Float 0 IO Mortgages 22.47 LOAN SIZE - --------- Loans < 100k 11.02 Loans < 75k 5.31 Loans > 350k 24.81 Loans > 500k 10.44 Loans > 750k 1.82 Income Strats - ------------- Average DTI 42.58 DTI 40-45% 16.23 DTI 45-50% 27.29 DTI 50-55% 22.33 DTI > 55% 1.7 GEOGRAPHIC - ---------- California 22.84 North California 12.39 South California 10.44 Florida 4.87 Illinois 3.64 Michigan 0.86 Texas 3.1 Colorado 1.9 New York 3.44 New Jersey 3.07 Virginia 4.9 Washington 3.05 Mass 1.68 Property Type - ------------- Single Prop 90.82 PUD 0 2-4 Family 2.53 Condo 6.65 MH 0 FICO - ---- Fico < 600 32.31 Fico < 580 17.768 Fico < 560 10.034 Below 520 2.01 521 - 540 3.35 541 - 560 5.11 561 - 580 8.02 581 - 600 14.75 601- 620 15.73 621 - 640 14.7 641 - 660 13.65 661 - 680 9.68 681 - 700 5.65 701-720 3.14 721 - 740 1.68 Above 740 2.52 LTV - --- <=50 3.02 50.01-55 1.88 55.01-60 2.23 60.01-65 3.66 65.01-70 6.81 70.01-75 9.33 75.01-80 41.28 80.01-85 9.72 85.01-90 13.58 90.01-95 4.33 95.01-100 4.16 > 100% 0 > 80% 31.8 > 90% 8.49 Average Seasoning 2 % > 3 months 0 mortgage insurance if any 31.8 MI providers excess spread - ave 1st yr DELINQUENCIES - ------------ 30-59 day past 0 disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The information herein has been provided solely by Goldman, Sachs & Co. Neither the issuer or the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the information herein. The information herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer. All average are wtg averages.
Originator Originator Originator Source 1 Source 2 Source 3 Aggregate ---------- ---------- ---------- --------- Description (expected bbg ticker) Deal Name Originator WELLS FARGO Dealer Shelf Dealer Largest Servicer FICO avg 624.458 FICO stdev 73.576 FICO < 500 0.356 FICO < 560 10.034 10th Percentile FICO 549 90th Percentile FICO 681 CLTV avg 78.94 CLTV >80% 31.8 SS CLTV (incl. silent second LTVs) % With Silent 2nds 10th Percentile CLTV 63.33 90th Percentile CLTV 90.48 Full Doc % 99.937 Loan Bal avg (000s) $178,585.67 DTI % 42.58 DTI >45% 51.31 Purch % 42.102 Cash Out % 52.879 Fxd % 8.722 3 yr ARM >= 3.875 WAC 6.947 WAC stdev 1.24 1st Lien % MI % MI Insurer CA % 22.837 Sng Fam % 90.825 Invt Prop % 1.813 MH % 0 IO% 22.465 2yr IO% 0 IO non-full doc % 0 2-4 Family % 0 Prim Occ 97.237 <$100K Bal % 11.022 2-yr Prepay Penalty % 63.516 % of 40-year loans Initial Target OC % Total C/E% Aaa Total C/E% Aa2 Total C/E% A2 Mth 37 Loss Trig Moody's Base Case Loss S&P single-B FF/LS Fitch single-B FF/LS

% of Total # of Top 20 Cities Bal Loans Loan Bal Avg Loan Bal WA LTV % with 2nd WAFICO - ------------- ---------- ----- -------- ------------ ------ ---------- ------ LAS VEGAS 1.39 115 $26,251,835.71 $228,276.83 78.11 25.073 633.786 PHOENIX 1.09 105 20,648,545.05 196,652.81 79.54 14.641 632.292 LOS ANGELES 1.07 61 20,333,198.69 333,331.13 69.46 13.601 624.659 MESA 0.72 63 13,715,124.31 217,700.39 79.14 11.252 619.386 SACRAMENTO 0.66 43 12,501,482.64 290,732.15 77.87 23.247 651.594 FRESNO 0.65 55 12,230,063.86 222,364.80 77.93 15.979 628.201 WASHINGTON 0.63 51 11,893,502.82 233,205.94 75.96 22.408 607.134 SAN JOSE 0.59 22 11,086,580.65 503,935.48 77.29 38.35 641.453 BAKERSFIELD 0.51 48 9,684,254.39 201,755.30 80.07 14.296 624.84 BOWIE 0.5 29 9,465,923.87 326,411.17 82.02 28.261 611.098 RICHMOND 0.49 41 9,285,546.06 226,476.73 81.9 49.473 653.873 VIRGINIA BEA 0.48 46 9,107,411.48 197,987.21 79.63 18.694 603.19 BALTIMORE 0.48 67 8,999,313.99 134,318.12 80.54 36.46 621.698 SAN FRANCISC 0.45 20 8,587,148.90 429,357.45 71.05 45.368 652.714 STOCKTON 0.45 28 8,446,951.83 301,676.85 82.11 33.067 655.205 LINCOLN 0.45 41 8,431,302.64 205,641.53 80.09 55.67 643.323 ANTIOCH 0.43 25 8,186,957.33 327,478.29 74.55 14.615 617.715 OAKLAND 0.43 25 8,148,567.41 325,942.70 73.33 17.769 650.575 GLENDALE 0.43 41 8,081,414.21 197,107.66 76.96 10.104 619.519 CHICAGO 0.42 51 8,008,887.29 157,037.01 82.06 19.474 614.271 Other 87.69 9630 1,661,164,163.01 172,498.87 79.12 31.128 623.649 ----- ----- ----------------- ----------- ----- ------ ------- Total: 100 10607 $1,894,258,176.14 $178,585.67 78.94 30.24 624.458 ===== ===== ================= =========== ===== ====== =======

% of Total # of Top 20 States Bal Loans Loan Bal Avg Loan Bal WA LTV % with 2nd WAFICO - ------------- ---------- ----- -------- ------------ ------ ---------- ------ CA 22.84 1360 $432,600,712.72 $318,088.76 74.89 27.184 639.849 MD 6.68 534 126,590,040.57 237,060.00 78.56 26.716 618.406 AZ 5.73 560 108,484,884.47 193,723.01 78.74 12.058 623.035 VA 4.9 424 92,745,655.52 218,739.75 79.76 34.67 618.649 FL 4.87 507 92,323,711.38 182,098.05 78.13 19.385 617.004 IL 3.64 517 68,961,755.95 133,388.31 82.78 25.675 615.562 NY 3.44 302 65,107,091.99 215,586.40 75.96 15.1 618.177 MN 3.29 375 62,262,319.08 166,032.85 80.88 44.139 623.998 TX 3.1 582 58,734,539.40 100,918.45 80.26 24.693 618.314 NJ 3.07 251 58,107,598.58 231,504.38 77.13 17.775 604.275 WA 3.05 322 57,750,293.36 179,348.74 81.24 45.889 637.229 NV 2.7 231 51,223,464.05 221,746.60 78.3 22.002 631.143 GA 2.46 313 46,569,303.30 148,783.72 83.57 39.956 616.339 PA 2.18 303 41,242,114.78 136,112.59 81.67 24.237 608.881 MO 2.08 358 39,480,888.98 110,281.81 81.43 39.929 622.956 CO 1.9 197 36,025,926.02 182,872.72 78.98 59.262 637.904 MA 1.68 124 31,779,372.12 256,285.26 76.69 38.26 626.297 NC 1.62 237 30,625,400.94 129,221.10 82.84 38.978 613.022 IA 1.52 303 28,774,227.93 94,964.45 83.08 48.831 614.845 WI 1.51 216 28,586,389.21 132,344.39 81.01 37.852 608.803 Other 17.75 2591 336,282,485.79 129,788.69 81.63 37.459 620.252 ----- ----- ----------------- ---------- ----- ------ ------- Total: 100 10607 $1,894,258,176.14 $178,585.67 78.94 30.24 624.458 ===== ===== ================= =========== ===== ====== =======
disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The information herein has been provided solely by Goldman, Sachs & Co. Neither the issuer or the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the information herein. The information herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer. IO ONLY 1. Current Principal Balance
Current Principal Balance Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- $1 - $50,000 3 $114,989 0.03% 7.50% $50,001 - $75,000 32 2,017,260 0.47 7.289 $75,001 - $100,000 74 6,624,761 1.56 7.13 $100,001 - $125,000 111 12,542,316 2.95 7.036 $125,001 - $150,000 114 15,695,822 3.69 6.896 $150,001 - $200,000 338 59,384,523 13.95 6.487 $200,001 - $250,000 224 50,135,259 11.78 6.549 $250,001 - $300,000 220 60,230,733 14.15 6.344 $300,001 - $350,000 151 49,042,464 11.52 6.388 $350,001 - $400,000 110 41,215,321 9.69 6.233 $400,001 - $450,000 85 35,840,872 8.42 6.344 $450,001 - $500,000 52 24,611,976 5.78 6.096 $500,001 - $550,000 35 18,381,316 4.32 6.284 $550,001 - $600,000 32 18,127,060 4.26 6.316 $600,001 - $650,000 14 8,878,688 2.09 6.306 $650,001 - $700,000 17 11,595,610 2.72 5.986 $700,001 & Above 13 11,114,080 2.61 6.061 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Current Principal Balance Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- $1 - $50,000 604 $38,330 66.04% 100.00% 100.00% $50,001 - $75,000 637 63,039 78.51 100 97.05 $75,001 - $100,000 633 89,524 79.9 100 100 $100,001 - $125,000 633 112,994 77.28 100 100 $125,001 - $150,000 639 137,683 80.7 100 99.04 $150,001 - $200,000 643 175,694 78.74 100 98.9 $200,001 - $250,000 641 223,818 80.59 100 99.6 $250,001 - $300,000 644 273,776 80.15 100 99.57 $300,001 - $350,000 643 324,785 78.86 100 100 $350,001 - $400,000 646 374,685 79.97 100 100 $400,001 - $450,000 644 421,657 80.66 100 100 $450,001 - $500,000 650 473,307 80.23 100 100 $500,001 - $550,000 650 525,180 82.24 100 100 $550,001 - $600,000 641 566,471 81 100 96.96 $600,001 - $650,000 639 634,192 81.42 100 100 $650,001 - $700,000 651 682,095 80.27 100 100 $700,001 & Above 656 854,929 70.33 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
2. Current Rate
Current Rate Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.00 - 4.99 37 $14,329,545 3.37% 4.77% 5.00 - 5.49 86 27,806,830 6.53 5.277 5.50 - 5.99 360 108,768,902 25.56 5.786 6.00 - 6.49 302 80,542,116 18.93 6.258 6.50 - 6.99 459 114,241,709 26.85 6.756 7.00 - 7.49 169 37,763,554 8.87 7.234 7.50 - 7.99 155 31,737,897 7.46 7.693 8.00 - 8.49 29 5,618,347 1.32 8.193 8.50 - 8.99 24 4,489,925 1.06 8.732 9.00 & Above 4 254,225 0.06 9.529 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Current Rate Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.00 - 4.99 682 $387,285 75.73% 100.00% 100.00% 5.00 - 5.49 676 323,335 76.12 100 100 5.50 - 5.99 656 302,136 77.09 100 99.76 6.00 - 6.49 643 266,696 78.95 100 99.81 6.50 - 6.99 633 248,893 80.87 100 99.04 7.00 - 7.49 628 223,453 82 100 100 7.50 - 7.99 624 204,761 85.24 100 99.04 8.00 - 8.49 617 193,736 90.29 100 100 8.50 - 8.99 608 187,080 89.83 100 100 9.00 & Above 600 63,556 88.62 100 76.6 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
3. Credit Score
Credit Score Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 740 & Above 53 $12,221,021 2.87% 5.96% 720 - 739 36 9,709,338 2.28 5.845 700 - 719 61 22,164,825 5.21 5.861 680 - 699 111 29,834,820 7.01 6.034 660 - 679 218 57,904,298 13.61 6.073 640 - 659 294 80,046,040 18.81 6.344 620 - 639 314 82,562,305 19.4 6.501 600 - 619 282 67,229,525 15.8 6.711 580 - 599 256 63,880,877 15.01 6.862 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Credit Score Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 740 & Above 763 $230,585 77.36% 100.00% 100.00% 720 - 739 728 269,704 80.39 100 100 700 - 719 709 363,358 79.68 100 99.08 680 - 699 688 268,782 80.83 100 99.5 660 - 679 669 265,616 79.36 100 99.55 640 - 659 649 272,265 80.94 100 99.57 620 - 639 629 262,937 79.78 100 99.33 600 - 619 609 238,403 79.04 100 99.54 580 - 599 590 249,535 78.91 100 99.91 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
4 5. Combined Original LTV
Combined Original LTV Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.01 - 60.00 69 $16,707,600 3.93% 5.98% 60.01 - 70.00 82 25,431,339 5.98 5.901 70.01 - 80.00 1,102 274,089,739 64.41 6.296 80.01 - 85.00 121 37,349,994 8.78 6.58 85.01 - 90.00 168 50,222,338 11.8 6.773 90.01 - 95.00 83 21,752,039 5.11 7.522 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Combined Original LTV Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.01 - 60.00 642 $242,139 50.48% 100.00% 100.00% 60.01 - 70.00 639 310,138 66.61 100 100 70.01 - 80.00 645 248,720 79.13 100 99.53 80.01 - 85.00 642 308,678 84.03 100 98.46 85.01 - 90.00 641 298,942 89.51 100 100 90.01 - 95.00 648 262,073 94.66 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
6. Original LTV
Original LTV Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.01 - 60.00 69 $16,707,600 3.93% 5.98% 60.01 - 70.00 82 25,431,339 5.98 5.901 70.01 - 80.00 1,102 274,089,739 64.41 6.296 80.01 - 85.00 121 37,349,994 8.78 6.58 85.01 - 90.00 168 50,222,338 11.8 6.773 90.01 - 95.00 83 21,752,039 5.11 7.522 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Original LTV Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.01 - 60.00 642 $242,139 50.48% 100.00% 100.00% 60.01 - 70.00 639 310,138 66.61 100 100 70.01 - 80.00 645 248,720 79.13 100 99.53 80.01 - 85.00 642 308,678 84.03 100 98.46 85.01 - 90.00 641 298,942 89.51 100 100 90.01 - 95.00 648 262,073 94.66 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
7. Documentation
Documentation Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- FULL 1,625 $425,553,049 100.00% 6.40% - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Documentation Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- FULL 644 $261,879 79.71% 100.00% 99.56% - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
8. Purpose
Purpose Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- PURCHASE 878 $213,730,960 50.22% 6.37% CASHOUT REFI 671 193,727,392 45.52 6.405 RATE/TERM REFI 76 18,094,697 4.25 6.798 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Purpose Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- PURCHASE 648 $243,429 80.86% 100.00% 99.19% CASHOUT REFI 639 288,714 78.41 100 100 RATE/TERM REFI 637 238,088 80.03 100 99.16 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
9. Occupancy
Occupancy Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- OWNER OCCUPIED 1,616 $423,676,652 99.56% 6.40% SECOND HOME 9 1,876,397 0.44 6.964 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Occupancy Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- OWNER OCCUPIED 644 $262,176 79.71% 100.00% 100.00% SECOND HOME 647 208,489 79.26 100 0 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
10. Property Type
Property Type Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- SINGLE FAMILY 1,434 $380,038,583 89.30% 6.40% CONDO 166 37,830,463 8.89 6.367 2 FAMILY 15 4,135,214 0.97 6.812 CONDO HI-RISE 9 3,354,837 0.79 6.408 3-4 FAMILY 1 193,953 0.05 5.25 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Property Type Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- SINGLE FAMILY 643 $265,020 79.72% 100.00% 99.65% CONDO 651 227,894 80.3 100 100 2 FAMILY 628 275,681 81.05 100 100 CONDO HI-RISE 641 372,760 72.17 100 83.57 3-4 FAMILY 671 193,953 30 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
11. State
State Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- CA 463 $168,428,120 39.58% 6.16% MD 116 31,248,333 7.34 6.377 VA 101 28,175,844 6.62 6.403 AZ 109 23,835,864 5.6 6.666 FL 71 16,170,502 3.8 6.397 WA 75 15,096,775 3.55 6.199 MN 57 13,834,027 3.25 6.398 NV 53 13,481,197 3.17 6.409 NJ 44 11,684,287 2.75 7.105 GA 62 11,180,523 2.63 6.893 Other 474 92,417,575 21.72 6.677 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% State Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- CA 651 $363,776 78.24% 100.00% 99.91% MD 633 269,382 79.63 100 100 VA 644 278,969 80.54 100 100 AZ 643 218,678 80.9 100 98.9 FL 639 227,754 78.69 100 94.38 WA 653 201,290 80.69 100 100 MN 648 242,702 80.32 100 100 NV 648 254,362 81.18 100 100 NJ 626 265,552 81.25 100 100 GA 625 180,331 82.77 100 100 Other 637 194,974 80.98 100 99.4 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
12 13. Remaining Months to Maturity
Remaining Months to Maturity Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 241 - 360 1,625 $425,553,049 100.00% 6.40% - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Remaining Months to Maturity Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 241 - 360 644 $261,879 79.71% 100.00% 99.56% - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
14. Amortization Type
Amortization Type Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 2 YR ARM IO 1,526 $398,905,732 93.74% 6.41% 3 YR ARM IO 76 21,150,203 4.97 6.247 30 YR FIXED IO 23 5,497,114 1.29 6.865 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Amortization Type Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 2 YR ARM IO 642 $261,406 79.92% 100.00% 99.53% 3 YR ARM IO 666 278,292 76.78 100 100 30 YR FIXED IO 665 239,005 75.23 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
15. Initial Periodic Cap
Initial Periodic Cap Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- <= 0.00 23 $5,497,114 1.29% 6.87% 2.51 - 3.00 1,602 420,055,936 98.71 6.398 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Initial Periodic Cap Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- <= 0.00 665 $239,005 75.23% 100.00% 100.00% 2.51 - 3.00 643 262,207 79.76 100 99.55 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
16. Periodic Cap
Periodic Cap Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- <= 0.00 23 $5,497,114 1.29% 6.87% 0.51 - 1.00 1,602 420,055,936 98.71 6.398 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Periodic Cap Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- <= 0.00 665 $239,005 75.23% 100.00% 100.00% 0.51 - 1.00 643 262,207 79.76 100 99.55 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
17. Months to Rate Reset
Months to Rate Reset Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- <= 0 23 $5,497,114 1.29% 6.87% 13 - 24 1,526 398,905,732 93.74 6.406 25 - 36 76 21,150,203 4.97 6.247 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Months to Rate Reset Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- <= 0 665 $239,005 75.23% 100.00% 100.00% 13 - 24 642 261,406 79.92 100 99.53 25 - 36 666 278,292 76.78 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
18. Life Maximum Rate
Life Maximum Rate Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.00 - -0.01 23 $5,497,114 1.29% 6.87% 0.00 - 11.99 480 149,814,276 35.2 5.593 12.00 - 12.49 299 79,714,696 18.73 6.258 12.50 - 12.99 450 112,000,180 26.32 6.757 13.00 - 13.49 168 37,653,554 8.85 7.234 13.50 - 13.99 152 31,289,683 7.35 7.691 14.00 - 14.49 28 5,314,347 1.25 8.19 14.50 - 14.99 22 4,042,974 0.95 8.726 15.00 - 15.49 2 138,350 0.03 9.267 15.50 - 15.99 1 87,875 0.02 9.95 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Life Maximum Rate Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.00 - -0.01 665 $239,005 75.23% 100.00% 100.00% 0.00 - 11.99 662 312,113 76.76 100 99.83 12.00 - 12.49 642 266,604 79.08 100 99.81 12.50 - 12.99 633 248,889 81.07 100 99.02 13.00 - 13.49 628 224,128 82.09 100 100 13.50 - 13.99 624 205,853 85.26 100 99.03 14.00 - 14.49 611 189,798 90.02 100 100 14.50 - 14.99 608 183,772 90.2 100 100 15.00 - 15.49 603 69,175 90.7 100 56.99 15.50 - 15.99 585 87,875 95 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
19. Margin
Margin Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- 0.99 & Below 23 $5,497,114 1.29% 6.87% 1.50 - 1.99 3 1,897,500 0.45 5.655 2.00 - 2.49 51 14,807,310 3.48 5.683 2.50 - 2.99 97 23,854,319 5.61 6.12 3.00 - 3.49 223 64,305,790 15.11 5.726 3.50 - 3.99 454 122,149,865 28.7 6.208 4.00 - 4.49 445 108,889,111 25.59 6.579 4.50 - 4.99 211 53,977,213 12.68 6.936 5.00 - 5.49 79 21,473,844 5.05 7.465 5.50 - 5.99 32 7,230,478 1.7 7.791 6.00 - 6.49 6 1,382,630 0.32 8.533 6.50 - 6.99 1 87,875 0.02 9.95 - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Margin Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- 0.99 & Below 665 $239,005 75.23% 100.00% 100.00% 1.50 - 1.99 679 632,500 72.12 100 100 2.00 - 2.49 672 290,339 76 100 100 2.50 - 2.99 644 245,921 77.69 100 100 3.00 - 3.49 673 288,367 77.25 100 99.76 3.50 - 3.99 650 269,053 77.7 100 99.66 4.00 - 4.49 631 244,695 79.49 100 99 4.50 - 4.99 625 255,816 84.11 100 100 5.00 - 5.49 617 271,821 90.23 100 99.28 5.50 - 5.99 610 225,952 90.98 100 99.18 6.00 - 6.49 589 230,438 94.97 100 100 6.50 - 6.99 585 87,875 95 100 100 - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
20. Interest Only
Interest Only Number of Loans Principal Balance Pct. Of Pool By Principal Balance Weighted Avg. Gross Coupon - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Y 1,625 $425,553,049 100.00% 6.40% - ---------------------------- --------------- ----------------- --------------------------------- -------------------------- Total: 1,625 $425,553,049 100.00% 6.40% Interest Only Weighted Avg. Current FICO Avg. Principal Balance Comb LTV Pct. Full Doc Pct. Owner Occupied - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Y 644 $261,879 79.71% 100.00% 99.56% - ---------------------------- -------------------------- ---------------------- -------- ------------- ------------------- Total: 644 $261,879 79.71% 100.00% 99.56%
NON IO 1. Current Principal Balance
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Current Principal Number Principal Principal Gross Current Principal Comb Pct. Full Owner Balance of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- $1 - $50,000 722 $27,501,078 1.87% 8.60% 599 $38,090 76.22% 100.00% 88.11% $50,001 - $75,000 1,120 71,045,611 4.84 8.024 608 63,434 79.51 100 93.81 $75,001 - $100,000 1,160 101,973,832 6.94 7.715 609 87,908 78.53 100 96.66 $100,001 - $125,000 1,124 126,521,130 8.61 7.494 614 112,563 78.76 100 96.65 $125,001 - $150,000 967 132,539,119 9.02 7.529 611 137,062 79.71 100 97.43 $150,001 - $200,000 1,582 274,624,128 18.7 7.096 615 173,593 78.63 100 96.47 $200,001 - $250,000 852 190,434,001 12.97 6.962 617 223,514 78.12 100 96.82 $250,001 - $300,000 530 144,921,662 9.87 6.889 619 273,437 78.82 100 96.25 $300,001 - $350,000 306 98,963,603 6.74 6.87 620 323,410 79.86 100 97.75 $350,001 - $400,000 200 75,312,245 5.13 6.668 629 376,561 79.07 100 98.02 $400,001 - $450,000 138 58,678,380 4 6.543 632 425,206 81.11 100 96.39 $450,001 - $500,000 77 36,494,308 2.48 6.458 628 473,952 79.29 100 96.12 $500,001 - $550,000 63 33,222,348 2.26 6.573 625 527,339 77.37 100 95.19 $550,001 - $600,000 46 26,411,149 1.8 6.231 654 574,155 79.9 100 93.49 $600,001 - $650,000 30 18,817,066 1.28 6.513 638 627,236 79.06 100 100 $650,001 - $700,000 24 16,197,415 1.1 6.315 631 674,892 76.51 100 100 $700,001 & Above 41 35,048,052 2.39 6.073 661 854,831 71.96 96.58 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
2. Current Rate
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Current Rate of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.00 - 4.99 74 $20,741,105 1.41% 4.78% 670 $280,285 73.77% 100.00% 98.99% 5.00 - 5.49 150 39,221,135 2.67 5.269 664 261,474 74.33 100 96.47 5.50 - 5.99 881 210,916,019 14.36 5.794 652 239,405 74.53 100 96.88 6.00 - 6.49 846 179,303,045 12.21 6.256 640 211,942 75.46 100 96.31 6.50 - 6.99 2,029 372,844,499 25.39 6.764 626 183,758 77.93 99.68 96.29 7.00 - 7.49 942 146,394,939 9.97 7.25 615 155,409 79.85 100 94.67 7.50 - 7.99 1,539 215,039,215 14.64 7.737 601 139,727 82.05 100 96.91 8.00 - 8.49 566 74,895,780 5.1 8.25 592 132,325 83.26 100 95.6 8.50 - 8.99 956 118,045,015 8.04 8.728 578 123,478 83.85 100 97.83 9.00 & Above 999 91,304,376 6.22 9.75 562 91,396 80.98 100 98.31 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
3. Credit Score
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Credit Score of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 740 & Above 176 $37,164,285 2.53% 6.18% 764 $211,161 76.38% 100.00% 91.62% 720 - 739 114 22,346,359 1.52 6.264 730 196,021 77.74 100 88.44 700 - 719 189 38,746,232 2.64 6.428 709 205,007 79.86 100 93.35 680 - 699 383 80,534,857 5.48 6.343 688 210,274 79.38 98.51 95.23 660 - 679 711 129,313,010 8.8 6.452 669 181,875 80.77 100 94.48 640 - 659 1,034 182,090,154 12.4 6.664 649 176,103 80.19 100 96.1 620 - 639 1,199 197,959,428 13.48 6.956 629 165,104 81.48 100 98.05 600 - 619 1,492 232,403,398 15.82 7.077 610 155,766 80.7 100 97.38 580 - 599 1,413 211,581,350 14.41 7.262 589 149,739 78.57 100 97.66 560 - 579 899 146,496,893 9.97 7.483 569 162,955 77.18 100 97.71 540 - 559 617 94,931,048 6.46 7.957 549 153,859 73.03 100 96.11 520 - 539 442 59,162,087 4.03 8.766 529 133,851 72.31 100 97.26 500 - 519 234 29,232,259 1.99 9.254 510 124,924 67.45 100 98.73 1 - 499 2 188,689 0.01 9.322 490 94,345 81.19 100 100 0 & Below 77 6,555,076 0.45 8.645 0 85,131 75.37 100 97.68 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
4 5. Combined Original LTV
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Combined Number Principal Principal Gross Current Principal Comb Pct. Full Owner Original LTV of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.01 - 60.00 791 $118,335,526 8.06% 6.89% 608 $149,602 49.22% 100.00% 95.10% 60.01 - 70.00 949 172,824,529 11.77 6.826 604 182,112 66.6 100 89.76 70.01 - 80.00 4,255 684,527,004 46.61 6.849 622 160,876 78.49 99.83 96.7 80.01 - 85.00 864 146,821,408 10 7.459 610 169,932 84.47 100 97.03 85.01 - 90.00 1,145 207,102,118 14.1 7.466 618 180,875 89.62 100 100 90.01 - 95.00 442 60,218,086 4.1 7.821 634 136,240 94.83 100 100 95.01 - 100.00 536 78,876,456 5.37 8.107 645 147,158 99.92 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
6. Original LTV
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Original LTV of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.01 - 60.00 791 $118,335,526 8.06% 6.89% 608 $149,602 49.22% 100.00% 95.10% 60.01 - 70.00 949 172,824,529 11.77 6.826 604 182,112 66.6 100 89.76 70.01 - 80.00 4,255 684,527,004 46.61 6.849 622 160,876 78.49 99.83 96.7 80.01 - 85.00 864 146,821,408 10 7.459 610 169,932 84.47 100 97.03 85.01 - 90.00 1,145 207,102,118 14.1 7.466 618 180,875 89.62 100 100 90.01 - 95.00 442 60,218,086 4.1 7.821 634 136,240 94.83 100 100 95.01 - 100.00 536 78,876,456 5.37 8.107 645 147,158 99.92 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
7. Documentation
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Documentation of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- FULL 8,981 $1,467,507,568 99.92% 7.11% 619 $163,401 78.72% 100.00% 96.56% NO DOC 1 1,197,559 0.08 6.95 688 1,197,559 75 0 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
8. Purpose
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Purpose of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- CASHOUT REFI 4,525 $807,940,837 55.01% 7.06% 611 $178,550 75.19% 100.00% 96.46% PURCHASE 3,927 583,793,466 39.75 7.167 630 148,661 83.52 99.79 96.71 RATE/TERM REFI 530 76,970,824 5.24 7.151 622 145,228 79.33 100 96.56 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
9. Occupancy
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Occupancy of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- OWNER OCCUPIED 8,591 $1,418,239,770 96.56% 7.11% 618 $165,084 79.00% 99.92% 100.00% NON OWNER 294 34,352,234 2.34 6.982 641 116,844 69.91 100 0 SECOND HOME 97 16,113,124 1.1 7.08 638 166,115 72.81 100 0 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
10. Property Type
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Property Type of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- SINGLE FAMILY 8,256 $1,340,414,201 91.27% 7.13% 618 $162,356 78.91% 99.91% 97.32% CONDO 477 77,861,592 5.3 6.937 628 163,232 79.38 100 91.17 2 FAMILY 168 32,398,365 2.21 6.628 632 192,847 73.51 100 88.72 3-4 FAMILY 50 11,165,221 0.76 7.014 633 223,304 71.42 100 76.52 CONDO HI-RISE 31 6,865,748 0.47 6.834 634 221,476 71.03 100 78.91 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
11. State
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner State of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- CA 897 $264,172,593 17.99% 6.42% 633 $294,507 72.76% 99.55% 95.18% MD 418 95,341,708 6.49 6.903 614 228,090 78.21 100 97.54 AZ 451 84,649,020 5.76 7.108 617 187,692 78.13 100 95.37 FL 436 76,153,210 5.19 7.145 612 174,663 78.01 100 92.76 VA 323 64,569,811 4.4 7.126 608 199,907 79.42 100 97.37 IL 483 60,510,137 4.12 7.612 612 125,280 82.67 100 98.24 NY 282 58,878,123 4.01 6.935 616 208,788 75.51 100 97.73 TX 572 56,661,392 3.86 7.695 618 99,058 80.08 100 96.15 MN 318 48,428,292 3.3 7.133 617 152,290 81.04 100 98.91 NJ 207 46,423,311 3.16 7.606 599 224,267 76.09 100 97.9 Other 4,595 612,917,530 41.73 7.296 619 133,388 81.27 100 97.03 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
12 13. Remaining Months to Maturity
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Remaining Months Number Principal Principal Gross Current Principal Comb Pct. Full Owner to Maturity of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 1 - 180 336 $45,375,050 3.09% 6.99% 646 $135,045 69.02% 100.00% 92.30% 241 - 360 8,646 1,423,330,077 96.91 7.108 618 164,623 79.03 99.92 96.7 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
14. Amortization Type
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Amortization Type of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 15 YR FIXED 214 $19,245,804 1.31% 7.43% 630 $89,934 64.50% 100.00% 91.48% 2 YR ARM 7,788 1,275,977,256 86.88 7.13 614 163,839 79.68 99.91 96.85 3 YR ARM 170 33,013,863 2.25 6.51 647 194,199 78.47 100 96.58 30 YR FIXED 688 114,338,958 7.79 7.041 649 166,190 71.86 100 95.09 FIXED 15/30 BLN 122 26,129,246 1.78 6.668 658 214,174 72.34 100 92.91 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
15. Initial Periodic Cap
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Initial Number Principal Principal Gross Current Principal Comb Pct. Full Owner Periodic Cap of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- <= 0.00 1,024 $159,714,009 10.87% 7.03% 648 $155,971 71.06% 100.00% 94.30% 2.51 - 3.00 7,958 1,308,991,118 89.13 7.114 615 164,487 79.65 99.91 96.84 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
16. Periodic Cap
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Periodic Cap of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- <= 0.00 1,024 $159,714,009 10.87% 7.03% 648 $155,971 71.06% 100.00% 94.30% 0.51 - 1.00 7,958 1,308,991,118 89.13 7.114 615 164,487 79.65 99.91 96.84 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
17. Months to Rate Reset
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Months to Number Principal Principal Gross Current Principal Comb Pct. Full Owner Rate Reset of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- <= 0 1,024 $159,714,009 10.87% 7.03% 648 $155,971 71.06% 100.00% 94.30% 12-Jan 1 97,119 0.01 7.125 686 97,119 80 100 100 13 - 24 7,788 1,275,931,931 86.87 7.13 614 163,833 79.68 99.91 96.84 25 - 36 169 32,962,068 2.24 6.51 647 195,042 78.48 100 96.73 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
18. Life Maximum Rate
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Life Maximum Number Principal Principal Gross Current Principal Comb Pct. Full Owner Rate of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.00 - -0.01 1,024 $159,714,009 10.87% 7.03% 648 $155,971 71.06% 100.00% 94.30% 0.00 - 11.99 1,034 249,719,323 17 5.627 651 241,508 75.1 100 96.84 12.00 - 12.49 750 157,111,103 10.7 6.257 634 209,481 76.57 100 95.83 12.50 - 12.99 1,739 315,795,317 21.5 6.76 622 181,596 79.22 99.62 96.89 13.00 - 13.49 827 128,660,456 8.76 7.249 612 155,575 80.79 100 95.09 13.50 - 13.99 1,360 194,164,701 13.22 7.74 599 142,768 82.85 100 97.57 14.00 - 14.49 504 68,878,965 4.69 8.249 590 136,665 83.88 100 95.7 14.50 - 14.99 853 110,112,132 7.5 8.73 576 129,088 84.45 100 98.36 15.00 - 15.49 295 30,949,787 2.11 9.249 571 104,915 82.78 100 97.97 15.50 - 15.99 355 34,173,432 2.33 9.706 561 96,263 81.9 100 98.42 16.00 & Above 241 19,425,903 1.32 10.628 544 80,605 79.63 100 99.5 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
19. Margin
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Margin of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.99 & Below 1,024 $159,714,009 10.87% 7.03% 648 $155,971 71.06% 100.00% 94.30% 1.50 - 1.99 29 8,116,089 0.55 5.497 696 279,865 74.45 100 100 2.00 - 2.49 161 34,464,816 2.35 5.951 661 214,067 75.32 100 95.04 2.50 - 2.99 361 77,166,132 5.25 6.133 640 213,757 74.49 100 96.55 3.00 - 3.49 722 149,869,342 10.2 6.106 663 207,575 77.11 99.2 97.44 3.50 - 3.99 1,449 270,875,620 18.44 6.427 632 186,940 76.97 100 97.07 4.00 - 4.49 1,530 240,676,842 16.39 6.876 613 157,305 78.36 100 94.4 4.50 - 4.99 1,039 163,696,556 11.15 7.359 607 157,552 83.45 100 96.38 5.00 - 5.49 759 115,659,645 7.87 7.815 601 152,384 86.42 100 97.85 5.50 - 5.99 748 112,357,132 7.65 8.297 585 150,210 86.33 100 99.29 6.00 - 6.49 597 72,017,836 4.9 8.785 562 120,633 80.78 100 98.17 6.50 - 6.99 324 40,298,676 2.74 9.105 534 124,379 74.9 100 98.18 7.00 - 7.49 130 16,137,412 1.1 9.677 536 124,134 76.7 100 97.04 7.50 - 7.99 95 6,647,537 0.45 10.614 541 69,974 81.22 100 100 8.00 - 8.49 14 1,007,483 0.07 11.183 551 71,963 84.13 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
20. Interest Only
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Interest Only of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- Interest Only N 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - ----------------------------------------------------------------------------------------------------------------------------------- Total: 8,982 $1,468,705,127 100.00% 7.11% 619 $163,516 78.72% 99.92% 96.56% - -----------------------------------------------------------------------------------------------------------------------------------
SILENT 1. Current Principal Balance
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Current Principal Number Principal Principal Gross Current Principal Comb Pct. Full Owner Balance of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- $1 - $50,000 107 $ 4,416,891 0.77% 7.69% 621 $ 41,279 78.91% 100.00% 99.28% $50,001 - $75,000 373 23,822,574 4.16 7.192 625 63,867 79.41 100 99.73 $75,001 - $100,000 433 38,551,181 6.73 6.989 631 89,033 79.84 100 100 $100,001 - $125,000 514 57,686,586 10.07 6.925 633 112,231 79.6 100 99.81 $125,001 - $150,000 392 53,518,165 9.34 6.902 632 136,526 79.86 100 100 $150,001 - $200,000 598 103,668,369 18.1 6.367 644 173,358 79.68 100 99.82 $200,001 - $250,000 306 68,212,321 11.91 6.348 646 222,916 79.32 100 99.68 $250,001 - $300,000 198 54,271,466 9.47 6.209 648 274,098 79.87 100 99.48 $300,001 - $350,000 123 39,928,772 6.97 6.192 644 324,624 79.82 100 100 $350,001 - $400,000 93 34,942,539 6.1 6.112 656 375,726 79.2 100 100 $400,001 - $450,000 52 22,139,263 3.86 6.033 653 425,755 79.79 100 100 $450,001 - $500,000 32 15,078,540 2.63 6.03 654 471,204 79.44 100 100 $500,001 - $550,000 18 9,388,224 1.64 5.97 663 521,568 79.56 100 100 $550,001 - $600,000 21 11,948,559 2.09 6.129 656 568,979 78.98 100 100 $600,001 - $650,000 11 6,933,981 1.21 6.145 670 630,362 79.64 100 100 $650,001 - $700,000 13 8,860,301 1.55 5.782 658 681,562 79.79 100 100 $700,001 & Above 23 19,456,462 3.4 6.059 657 845,933 71.13 93.84 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
2. Current Rate
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Current Rate of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.00 - 4.99 62 $ 16,996,000 2.97% 4.76% 681 $274,129 78.88% 100.00% 100.00% 5.00 - 5.49 113 31,385,278 5.48 5.262 676 277,746 78.74 100 100 5.50 - 5.99 571 135,254,521 23.61 5.786 662 236,873 79.15 100 99.61 6.00 - 6.49 500 102,037,857 17.81 6.253 651 204,076 79.42 100 100 6.50 - 6.99 1,063 173,616,648 30.31 6.767 632 163,327 79.38 99.31 99.94 7.00 - 7.49 409 54,616,234 9.53 7.225 628 133,536 79.47 100 100 7.50 - 7.99 463 47,381,662 8.27 7.687 609 102,336 79.76 100 100 8.00 - 8.49 68 6,474,070 1.13 8.224 610 95,207 78.5 100 96.61 8.50 - 8.99 28 2,784,043 0.49 8.693 581 99,430 79.98 100 98.85 9.00 & Above 30 2,277,881 0.4 9.736 561 75,929 82.84 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
3. Credit Score
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Credit Score of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 740 & Above 96 $ 18,991,247 3.32% 5.91% 765 $197,825 78.88% 100.00% 100.00% 720 - 739 65 13,293,325 2.32 5.844 730 204,513 78.98 100 100 700 - 719 126 31,291,234 5.46 5.964 710 248,343 78.4 100 100 680 - 699 206 39,557,603 6.91 6.027 688 192,027 79.15 96.97 99.01 660 - 679 423 84,398,026 14.73 6.109 669 199,523 79.48 100 99.78 640 - 659 508 94,631,288 16.52 6.343 649 186,282 79.2 100 99.93 620 - 639 560 96,679,617 16.88 6.537 630 172,642 79.34 100 100 600 - 619 653 98,822,660 17.25 6.724 609 151,336 79.54 100 99.78 580 - 599 610 87,122,396 15.21 6.996 590 142,824 79.81 100 99.96 560 - 579 30 4,266,319 0.74 7.396 570 142,211 78.69 100 100 540 - 559 8 814,507 0.14 9.318 551 101,813 83.12 100 100 520 - 539 9 1,170,459 0.2 8.357 529 130,051 67.49 100 100 500 - 519 6 818,785 0.14 9.184 514 136,464 79.02 100 100 0 & Below 7 966,729 0.17 6.955 0 138,104 78.32 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
4 5. Combined Original LTV
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Combined Number Principal Principal Gross Current Principal Comb Pct. Full Owner Original LTV of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.01 - 60.00 21 $ 5,440,601 0.95% 6.15% 663 $259,076 49.11% 100.00% 100.00% 60.01 - 70.00 30 8,827,896 1.54 6.242 650 294,263 66.84 100 97.88 70.01 - 80.00 3,201 550,271,097 96.06 6.449 643 171,906 79.72 99.78 99.87 80.01 - 85.00 25 4,628,585 0.81 7.412 620 185,143 83.74 100 100 85.01 - 90.00 28 3,422,899 0.6 7.804 622 122,246 89.62 100 100 90.01 - 95.00 2 233,118 0.04 7.973 604 116,559 93.45 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
6. Original LTV
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Original LTV of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.01 - 60.00 21 $ 5,440,601 0.95% 6.15% 663 $259,076 49.11% 100.00% 100.00% 60.01 - 70.00 30 8,827,896 1.54 6.242 650 294,263 66.84 100 97.88 70.01 - 80.00 3,201 550,271,097 96.06 6.449 643 171,906 79.72 99.78 99.87 80.01 - 85.00 25 4,628,585 0.81 7.412 620 185,143 83.74 100 100 85.01 - 90.00 28 3,422,899 0.6 7.804 622 122,246 89.62 100 100 90.01 - 95.00 2 233,118 0.04 7.973 604 116,559 93.45 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
7. Documentation
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Documentation of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- FULL 3,306 $571,626,636 99.79% 6.46% 643 $172,906 79.34% 100.00% 99.84% NO DOC 1 1,197,559 0.21 6.95 688 1,197,559 75 0 100 Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
8. Purpose
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Purpose of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- PURCHASE 2,616 $435,276,107 75.99% 6.47% 644 $166,390 79.87% 99.72% 99.86% CASHOUT REFI 532 113,745,482 19.86 6.38 644 213,807 77.36 100 99.84 RATE/TERM REFI 159 23,802,606 4.16 6.627 632 149,702 78.93 100 99.54 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
9. Occupancy
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Occupancy of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- OWNER OCCUPIED 3,301 $571,930,938 99.84% 6.46% 643 $173,260 79.34% 99.79% 100.00% NON OWNER 3 502,036 0.09 5.965 676 167,345 72.33 100 0 SECOND HOME 3 391,221 0.07 7.485 639 130,407 78.61 100 0 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
10. Property Type
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Property Type of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- SINGLE FAMILY 2,947 $504,564,367 88.08% 6.48% 642 $171,213 79.30% 99.76% 99.92% CONDO 289 53,970,108 9.42 6.272 653 186,748 79.41 100 99.48 2 FAMILY 57 10,514,320 1.84 6.417 654 184,462 80.01 100 98.22 CONDO HI-RISE 10 2,045,683 0.36 6.732 657 204,568 80.02 100 100 3-4 FAMILY 4 1,729,718 0.3 6.874 673 432,430 80 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
11. State
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner State of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- CA 329 $117,598,650 20.53% 6.00% 659 $357,443 78.44% 98.98% 99.76% MD 151 33,819,932 5.9 6.376 645 223,973 79.72 100 100 VA 144 32,155,023 5.61 6.44 643 223,299 79.88 100 100 MN 167 27,481,744 4.8 6.584 638 164,561 79.57 100 100 WA 148 26,500,947 4.63 6.037 660 179,060 79.82 100 100 CO 121 21,349,778 3.73 6.28 643 176,444 79.59 100 100 GA 129 18,607,196 3.25 6.581 624 144,242 79.59 100 100 FL 109 17,896,666 3.12 6.431 640 164,190 78.52 100 98.77 IL 126 17,705,678 3.09 6.759 643 140,521 78.75 100 100 MO 141 15,764,143 2.75 6.879 637 111,802 79.56 100 100 Other 1,742 243,944,438 42.59 6.684 637 140,037 79.6 100 99.84 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
12 13. Remaining Months to Maturity
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Remaining Months Number Principal Principal Gross Current Principal Comb Pct. Full Owner to Maturity of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 1 - 180 36 $ 5,412,299 0.94% 6.68% 674 $150,342 78.67% 100.00% 100.00% 241 - 360 3,271 567,411,896 99.06 6.457 643 173,467 79.34 99.79 99.84 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
14. Amortization Type
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Amortization Type of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 15 YR FIXED 15 $ 1,875,103 0.33% 6.79% 673 $125,007 76.15% 100.00% 100.00% 2 YR ARM 2,199 324,316,522 56.62 6.542 639 147,484 79.36 99.63 99.72 2 YR ARM IO 864 204,485,143 35.7 6.297 646 236,673 79.63 100 100 3 YR ARM 51 9,218,044 1.61 6.244 650 180,746 79.35 100 100 3 YR ARM IO 40 10,821,362 1.89 6.141 674 270,534 76.61 100 100 30 YR FIXED 111 17,152,532 2.99 7.045 660 154,527 77.11 100 100 30 YR FIXED IO 6 1,418,294 0.25 6.686 649 236,382 80 100 100 FIXED 15/30 BLN 21 3,537,196 0.62 6.624 674 168,438 80 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
15. Initial Periodic Cap
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Initial Number Principal Principal Gross Current Principal Comb Pct. Full Owner Periodic Cap of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- <= 0.00 153 $ 23,983,125 4.19% 6.94% 662 $156,752 77.63% 100.00% 100.00% 2.51 - 3.00 3,154 548,841,071 95.81 6.438 643 174,014 79.4 99.78 99.84 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
16. Periodic Cap
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Periodic Cap of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- <= 0.00 153 $ 23,983,125 4.19% 6.94% 662 $156,752 77.63% 100.00% 100.00% 0.51 - 1.00 3,154 548,841,071 95.81 6.438 643 174,014 79.4 99.78 99.84 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
17. Months to Rate Reset
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Months to Number Principal Principal Gross Current Principal Comb Pct. Full Owner Rate Reset of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- <= 0 153 $ 23,983,125 4.19% 6.94% 662 $156,752 77.63% 100.00% 100.00% 12-Jan 1 97,119 0.02 7.125 686 97,119 80 100 100 13 - 24 3,062 528,704,546 92.3 6.447 642 172,666 79.46 99.77 99.83 25 - 36 91 20,039,406 3.5 6.188 663 220,213 77.87 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
18. Life Maximum Rate
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Life Maximum Number Principal Principal Gross Current Principal Comb Pct. Full Owner Rate of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.00 - -0.01 153 $ 23,983,125 4.19% 6.94% 662 $156,752 77.63% 100.00% 100.00% 0.00 - 11.99 735 180,595,722 31.53 5.597 666 245,708 79.13 100 99.7 12.00 - 12.49 476 97,881,427 17.09 6.251 649 205,633 79.46 100 100 12.50 - 12.99 1,020 165,279,849 28.85 6.768 630 162,039 79.53 99.28 99.93 13.00 - 13.49 392 52,105,970 9.1 7.223 627 132,923 79.47 100 100 13.50 - 13.99 436 44,427,526 7.76 7.686 607 101,898 79.77 100 100 14.00 - 14.49 51 4,781,335 0.83 8.217 604 93,752 78.65 100 95.41 14.50 - 14.99 19 1,880,366 0.33 8.73 569 98,967 79.75 100 98.3 15.00 - 15.49 6 382,809 0.07 9.237 547 63,802 77.15 100 100 15.50 - 15.99 15 1,093,603 0.19 9.711 562 72,907 85.43 100 100 16.00 & Above 4 412,463 0.07 10.765 532 103,116 85 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
19. Margin
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Margin of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- 0.99 & Below 153 $ 23,983,125 4.19% 6.94% 662 $156,752 77.63% 100.00% 100.00% 1.50 - 1.99 23 6,543,709 1.14 5.59 692 284,509 78.53 100 100 2.00 - 2.49 141 30,421,359 5.31 5.957 668 215,754 78.07 100 98.71 2.50 - 2.99 235 43,843,119 7.65 6.266 641 186,566 79.23 100 99.86 3.00 - 3.49 584 120,410,810 21.02 6.008 674 206,183 79.38 99.01 100 3.50 - 3.99 1,076 190,384,033 33.24 6.396 642 176,937 79.47 100 99.79 4.00 - 4.49 852 122,336,541 21.36 6.87 617 143,587 79.7 100 100 4.50 - 4.99 189 29,196,102 5.1 7.207 604 154,477 79.94 100 99.89 5.00 - 5.49 13 1,536,645 0.27 7.668 592 118,203 81.9 100 100 5.50 - 5.99 9 1,331,466 0.23 8.557 554 147,941 73.48 100 100 6.00 - 6.49 21 1,748,646 0.31 8.792 566 83,269 75.58 100 100 6.50 - 6.99 5 464,851 0.08 9.028 537 92,970 81.22 100 100 7.50 - 7.99 6 623,790 0.11 10.126 526 103,965 83.81 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
20. Interest Only
Pct. Of Weighted Weighted Pool By Avg. Avg. Avg. Pct. Number Principal Principal Gross Current Principal Comb Pct. Full Owner Interest Only of Loans Balance Balance Coupon FICO Balance LTV Doc Occupied - ----------------------------------------------------------------------------------------------------------------------------------- N 2,397 $356,099,396 62.17% 6.56% 641 $148,560 79.24% 99.66% 99.75% Y 910 216,724,799 37.83 6.292 648 238,159 79.48 100 100 - ----------------------------------------------------------------------------------------------------------------------------------- Total: 3,307 $572,824,196 100.00% 6.46% 643 $173,216 79.33% 99.79% 99.84% - -----------------------------------------------------------------------------------------------------------------------------------
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Strats Required No of loans Principal Bal % of pool by Principal balance - --------------------------------------- ----------- ------------- ------------------------------ Current Principal Balance Current Rate Fico credit score DTI Lien LTV Documentation Purpose Occupancy Proterty Type State ( 10 geographic concentration) Amortisation Type Initial Periodic Cap Period Cap Months to Rate Reset Life maximum Rate Margin Interest Only Silent Seconds Zip ( 20) remaining months to maturity Strats Required FICO LTV DTI WA gross coupon Full Docs % investment properties - --------------------------------------- ---- --- --- --------------- --------- ----------------------- Current Principal Balance Current Rate Fico credit score DTI Lien LTV Documentation Purpose Occupancy Proterty Type State ( 10 geographic concentration) Amortisation Type Initial Periodic Cap Period Cap Months to Rate Reset Life maximum Rate Margin Interest Only Silent Seconds Zip ( 20) remaining months to maturity 0
1. Balance
Balance Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- <= 50,000.00 725 27,616,067.43 1.46 599 76.18 35.4 8.6 100 9.93 50,000.01 - 100,000.00 2,386 181,661,463.52 9.59 610 78.96 40.29 7.81 100 3.55 100,000.01 - 150,000.00 2,316 287,298,386.37 15.17 615 79.24 42.02 7.46 100 1.8 150,000.01 - 200,000.00 1,920 334,008,650.42 17.63 620 78.65 42.61 6.99 100 1.95 200,000.01 - 250,000.00 1,076 240,569,260.80 12.7 622 78.63 43.54 6.88 100 1.58 250,000.01 - 300,000.00 750 205,152,394.97 10.83 626 79.21 43.75 6.73 100 1.88 300,000.01 - 350,000.00 457 148,006,067.02 7.81 627 79.53 43.95 6.71 100 1.09 350,000.01 - 400,000.00 310 116,527,566.65 6.15 635 79.39 45.04 6.51 100 0.64 400,000.01 >= 667 353,418,318.96 18.66 641 78.84 42.02 6.34 99.66 0.98 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 9,592.53 max: 1,197,559.19
2. Rate
Rate Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- 4.00 - 4.49 8 2,388,072.85 0.13 701 81.4 47.15 4.27 100 0 4.50 - 4.99 103 32,682,576.90 1.73 673 74.07 44.85 4.81 100 0.64 5.00 - 5.49 236 67,027,964.60 3.54 669 75.08 44.99 5.27 100 1.67 5.50 - 5.99 1,241 319,684,920.50 16.88 653 75.4 43.44 5.79 100 1.54 6.00 - 6.49 1,148 259,845,160.58 13.72 641 76.54 42.39 6.26 100 1.64 6.50 - 6.99 2,488 487,086,208.62 25.71 628 78.62 42.67 6.76 99.75 2.06 7.00 - 7.49 1,111 184,158,493.03 9.72 617 80.29 42.55 7.25 100 2.61 7.50 - 7.99 1,694 246,777,111.19 13.03 604 82.46 41.91 7.73 100 1.51 8.00 - 8.49 595 80,514,127.06 4.25 593 83.75 41.98 8.25 100 2.61 8.50 - 8.99 980 122,534,940.07 6.47 579 84.07 41.94 8.73 100 1.78 9.00 - 9.49 331 33,699,823.90 1.78 572 82.07 40.92 9.25 100 0.85 9.50 - 9.99 399 36,931,061.55 1.95 562 81.09 40.73 9.71 100 1.74 10.00 - 10.49 102 8,917,440.13 0.47 549 78.26 39.15 10.23 100 0 10.50 - 10.99 114 8,412,848.19 0.44 538 79.28 38.38 10.71 100 1.16 11.00 - 11.49 30 2,105,170.67 0.11 549 80.18 34.24 11.22 100 0 11.50 - 11.99 25 1,391,328.72 0.07 546 82.21 34.84 11.66 100 0 12.00 - 12.49 1 29,732.87 0 670 85 26.17 12 100 0 12.50 - 12.99 1 71,194.71 0 518 72.7 45.78 12.5 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 4.125 max: 12.500 wa: 6.947
3. FICO
FICO Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- <= 500 90 7,872,077.81 0.42 499 75.19 38.72 8.83 100 1.37 501 - 510 112 13,960,508.18 0.74 505 66.66 41.02 9.3 100 0.08 511 - 520 130 16,270,615.32 0.86 516 68.4 40.9 9.12 100 0.42 521 - 530 232 31,689,920.13 1.67 526 72.13 42.16 8.75 100 1.61 531 - 540 229 31,824,716.45 1.68 536 71.95 40.94 8.55 100 2.82 541 - 550 325 50,947,918.28 2.69 546 73.86 42.91 7.97 100 1.54 551 - 560 305 45,910,617.24 2.42 556 72.92 40.75 7.89 100 3.74 561 - 570 464 78,520,044.78 4.15 565 76.43 42.34 7.46 100 1.68 571 - 580 477 73,346,221.13 3.87 576 78.68 42.58 7.44 100 0.51 581 - 590 827 134,150,097.53 7.08 585 78.94 42.45 7.23 100 0.94 591 - 600 857 145,318,710.47 7.67 596 78.42 42.05 7.11 100 2.13 601 - 610 891 148,670,271.71 7.85 605 80.66 42.05 7.01 100 1.01 611 - 620 855 149,337,382.34 7.88 616 80.13 42.12 6.95 100 1.45 621 - 630 768 143,814,986.28 7.59 625 81.11 43.17 6.81 100 0.45 631 - 640 739 134,648,917.00 7.11 635 80.65 43.26 6.82 100 1.12 641 - 650 717 137,554,359.41 7.26 645 80.62 42.55 6.6 100 1.33 651 - 660 596 121,032,785.41 6.39 655 80.45 41.99 6.51 100 2.5 661 - 670 508 104,625,928.88 5.52 665 80.29 43.39 6.34 100 3.15 671 - 680 398 78,655,606.20 4.15 675 80.3 42.48 6.34 100 2.72 681 - 690 281 64,245,657.39 3.39 685 80.33 43.31 6.27 98.14 1.29 691 - 700 189 42,719,282.84 2.26 695 79.3 44.34 6.22 100 4.66 701 - 710 135 32,985,214.27 1.74 706 80.54 43.6 6.33 100 2.74 711 - 720 109 26,577,555.72 1.4 715 78.06 44.51 5.99 100 3.18 721 - 730 83 17,054,731.86 0.9 726 78.97 43.25 6.28 100 5.69 731 - 740 69 14,734,736.87 0.78 735 78.18 43.75 6.09 100 3.26 741 - 750 62 14,606,485.10 0.77 746 76.1 42.17 6.13 100 2.97 751 - 760 46 8,364,841.52 0.44 755 74.6 43.33 6.11 100 5.05 761 - 770 42 7,467,391.26 0.39 764 80.45 44.8 6.33 100 10.88 771 - 780 33 7,266,082.22 0.38 775 79.46 46.61 6.06 100 2.16 781 - 790 13 3,473,920.30 0.18 785 69.69 46.02 6.09 100 5.84 791 - 800 21 5,699,526.00 0.3 795 77.56 42.68 5.91 100 0.67 801 >= 4 911,066.24 0.05 804 61.43 44.61 5.92 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 474.000 max: 806.000 wa: 624.458
4. DTI
DTI Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- 0.001 - 10.000 61 16,008,308.71 0.85 633 75.78 5.97 6.74 100 5.68 10.001 - 20.000 365 57,790,185.07 3.05 628 75.62 15.47 6.96 100 2.01 20.001 - 30.000 1,142 165,109,849.47 8.72 619 77.36 25.93 7.13 100 1.76 30.001 - 40.000 2,370 375,926,335.76 19.85 617 78.1 35.49 7.11 100 1.6 40.001 - 50.000 4,237 824,341,865.61 43.52 628 79.26 45.93 6.87 99.85 1.68 50.001 - 60.000 2,427 454,210,725.03 23.98 626 80.17 53.12 6.89 100 2.06 60.001 - 70.000 4 761,192.22 0.04 598 78.13 63.04 6.95 100 0 80.001 - 90.000 1 109,714.27 0.01 761 66.67 84.68 6.75 100 100 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81
5. GSOLTV
GSOLTV Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- <= 15.000 10 471,643.47 0.02 609 12.66 41.37 7.54 100 21.7 15.001 - 20.000 14 1,006,771.42 0.05 594 18.11 36.8 7.38 100 0 20.001 - 25.000 22 2,058,980.73 0.11 620 22.73 42.4 6.79 100 26.94 25.001 - 30.000 26 2,947,330.50 0.16 614 27.82 38.47 7.11 100 3.59 30.001 - 35.000 45 4,893,168.25 0.26 619 32.75 38.81 6.83 100 0.71 35.001 - 40.000 71 8,796,645.96 0.46 600 37.98 39.55 7.2 100 1.08 40.001 - 45.000 89 13,685,362.25 0.72 608 42.97 40.72 6.92 100 1.93 45.001 - 50.000 141 23,411,267.58 1.24 613 47.78 41.16 6.63 100 1.74 50.001 - 55.000 205 35,543,648.90 1.88 614 52.71 40.93 6.74 100 2.84 55.001 - 60.000 237 42,228,307.79 2.23 612 57.79 40.63 6.69 100 3.16 60.001 - 65.000 347 69,343,781.35 3.66 612 62.82 41.12 6.72 100 4.19 65.001 - 70.000 684 128,912,086.63 6.81 606 68.63 41.17 6.7 100 8.72 70.001 - 75.000 945 176,715,414.65 9.33 611 73.92 40.77 6.9 99.32 4.99 75.001 - 80.000 4,412 781,901,327.54 41.28 633 79.75 43.53 6.64 100 0.96 80.001 - 85.000 985 184,171,402.77 9.72 616 84.38 41.76 7.28 100 0 85.001 - 90.000 1,313 257,324,455.48 13.58 623 89.6 42.15 7.33 100 0 90.001 - 95.000 525 81,970,124.80 4.33 638 94.78 44.07 7.74 100 0 95.001 - 100.000 536 78,876,456.07 4.16 645 99.92 45.92 8.11 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 10.300 max: 100.000
6. Doc Type
Doc Type Count Balance Percent FICO GWAC GSCOLTV %FullDoc - -------- ------ ---------------- ------- ---- ----- ------- -------- FULL 10,606 1,893,060,616.95 99.94 624 6.947 78.94 100 NO DOC 1 1,197,559.19 0.06 688 6.95 75 0 Total: 10,607 1,894,258,176.14 100 624 6.947 78.94 99.94 Doc Type DTI %Purch %OwnerOcc %IO %PP % GSOLTV > 90 % FICO < 600 % WAGE EARNER - -------- ----- ------ --------- ----- ----- ------------- ------------ ------------- FULL 42.58 42.07 97.24 22.48 72.46 8.5 32.33 0 NO DOC 44.78 100 100 0 0 0 0 0 Total: 42.58 42.1 97.24 22.47 72.42 8.49 32.31 0
7. Purpose
Purpose Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- CASHOUT REFI 5,196 1,001,668,228.69 52.88 616 75.81 41.97 6.93 100 2.14 PURCHASE 4,805 797,524,426.77 42.1 635 82.81 43.65 6.95 99.85 1.4 RATE/TERM REFI 606 95,065,520.68 5.02 625 79.47 39.96 7.08 100 1.8 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81
8. Occupancy
Occupancy Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- OWNER OCCUPIED 10,207 1,841,916,422.14 97.24 624 79.16 42.6 6.95 99.93 0 NON OWNER 294 34,352,233.61 1.81 641 69.91 42.4 6.98 100 100 SECOND HOME 106 17,989,520.39 0.95 639 73.48 40.99 7.07 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81
9. Property Type
Property Type Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- SINGLE FAMILY 9,690 1,720,452,783.66 90.82 623 79.09 42.41 6.97 99.93 1.37 CONDO 643 115,692,054.65 6.11 636 79.68 44.1 6.75 100 4.34 2 FAMILY 183 36,533,578.99 1.93 632 74.36 45.62 6.65 100 9.22 3-4 FAMILY 51 11,359,174.18 0.6 634 70.71 45.55 6.98 100 21.33 CONDO HI-RISE 40 10,220,584.66 0.54 636 71.41 40.69 6.69 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81
10. State
State Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- CA 1,360 432,600,712.72 22.84 640 74.89 43.8 6.32 99.72 2.4 MD 534 126,590,040.57 6.68 618 78.56 43.06 6.77 100 1.07 AZ 560 108,484,884.47 5.73 623 78.74 40.74 7.01 100 1.43 VA 424 92,745,655.52 4.9 619 79.76 44.19 6.91 100 1.26 FL 507 92,323,711.38 4.87 617 78.13 41.64 7.01 100 3 IL 517 68,961,755.95 3.64 616 82.78 41.18 7.53 100 1.46 NY 302 65,107,091.99 3.44 618 75.96 43.91 6.88 100 1.95 MN 375 62,262,319.08 3.29 624 80.88 43.46 6.97 100 0.29 TX 582 58,734,539.40 3.1 618 80.26 39.51 7.68 100 3.06 NJ 251 58,107,598.58 3.07 604 77.13 43.39 7.51 100 1.68 Other 5,195 728,339,866.48 38.45 622 81.22 42.08 7.18 100 1.63 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81
11. Product
Product Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- 2 YR ARM 7,788 1,275,977,255.70 67.36 614 79.68 42.45 7.13 99.91 2.02 2 YR ARM IO 1,526 398,905,732.06 21.06 642 79.92 43.63 6.41 100 0 30 YR FIXED 688 114,338,958.28 6.04 649 71.86 41.15 7.04 100 4.66 3 YR ARM 170 33,013,862.66 1.74 647 78.47 42.2 6.51 100 2.63 FIXED 15/30 BLN 122 26,129,246.44 1.38 658 72.34 42.11 6.67 100 4.19 3 YR ARM IO 76 21,150,203.45 1.12 666 76.78 42.61 6.25 100 0 15 YR FIXED 214 19,245,803.92 1.02 630 64.5 38.89 7.43 100 6.94 30 YR FIXED IO 23 5,497,113.63 0.29 665 75.23 44.68 6.86 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81
12. Initial Cap
Initial Cap Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- 0 1,047 165,211,122.27 8.72 648 71.19 41.15 7.02 100 4.69 3 9,560 1,729,047,053.87 91.28 622 79.68 42.72 6.94 99.93 1.54 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 0.000 max: 3.000 wa: 3.000
13. Periodic Cap
Periodic Cap Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- 0 1,047 165,211,122.27 8.72 648 71.19 41.15 7.02 100 4.69 1 9,560 1,729,047,053.87 91.28 622 79.68 42.72 6.94 99.93 1.54 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 0.000 max: 1.000 wa: 1.000
14. MTR
MTR Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- <= 6 1,047 165,211,122.27 8.72 648 71.19 41.15 7.02 100 4.69 18-Jul 22 4,631,877.43 0.24 607 79.79 37.09 6.39 100 0 19 - 30 9,293 1,670,302,905.45 88.18 621 79.74 42.74 6.96 99.93 1.54 31 - 42 245 54,112,270.99 2.86 655 77.81 42.35 6.41 100 1.51 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 0.000 max: 36.000 wa: 20.798
15. MaxRate
MaxRate Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- <= 9.00 1,048 165,407,738.33 8.73 648 71.21 41.16 7.02 100 4.69 10.01 - 10.50 18 5,950,718.17 0.31 674 79.69 45.18 4.41 100 0 10.51 - 11.00 94 29,347,382.52 1.55 676 73.57 44.85 4.85 100 0.71 11.01 - 11.50 367 102,539,090.46 5.41 666 74.75 44.96 5.35 100 1.73 11.51 - 12.00 1,037 262,698,933.93 13.87 649 76.24 43.25 5.83 100 1.62 12.01 - 12.50 1,394 313,644,010.25 16.56 635 77.97 42.74 6.32 100 1.87 12.51 - 13.00 1,843 350,215,399.27 18.49 623 79.74 42.72 6.82 99.66 1.35 13.01 - 13.50 1,337 217,700,019.20 11.49 614 81.88 42.36 7.31 100 1.77 13.51 - 14.00 1,170 173,764,559.70 9.17 601 82.82 42.5 7.8 100 1.12 14.01 - 14.50 715 102,795,843.99 5.43 586 83.88 42.59 8.32 100 2.1 14.51 - 15.00 690 85,419,133.33 4.51 579 85.29 41.39 8.81 100 1.23 15.01 >= 894 84,775,346.99 4.48 561 81.73 40.21 9.75 100 0.89 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 0.000 max: 18.500 wa: 12.939
16. Margin
Margin Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- <= 3.000 1,978 371,147,059.26 19.59 651 73.83 41.98 6.46 100 3.22 3.001 - 3.250 503 118,774,311.14 6.27 670 77.35 43.73 5.97 98.99 0.52 3.251 - 3.500 675 146,503,804.87 7.73 656 76.87 43.04 6.18 100 1.62 3.501 - 3.750 862 184,015,778.30 9.71 640 77.02 43.08 6.31 100 1.29 3.751 - 4.000 1,058 202,036,884.82 10.67 624 77.53 42.6 6.56 100 2.35 4.001 - 4.250 1,053 187,420,852.23 9.89 615 78.86 42.74 6.79 100 1.91 4.251 - 4.500 747 127,433,222.81 6.73 618 81.18 42.69 7.01 100 2.1 4.501 - 4.750 655 112,849,149.00 5.96 611 83.17 42.9 7.28 100 1.82 4.751 - 5.000 565 96,022,019.21 5.07 604 85.22 42.27 7.47 100 1.39 5.001 - 5.250 414 64,512,631.55 3.41 605 86.85 41.43 7.85 100 0.59 5.251 - 5.500 327 57,756,228.94 3.05 600 89.99 45.28 8.01 100 1.25 5.501 - 5.750 431 64,923,656.74 3.43 579 85.04 43.26 8.3 100 0.56 5.751 - 6.000 384 46,648,871.30 2.46 578 84.18 41.01 8.53 100 0.53 6.001 - 6.250 281 35,050,312.79 1.85 562 81.16 41.71 8.84 100 0 6.251 - 6.500 242 34,747,072.11 1.83 545 76.59 42.02 8.9 100 0.54 6.501 - 6.750 140 15,219,126.31 0.8 534 74.41 40.12 9.2 100 2.45 6.751 - 7.000 100 11,404,124.09 0.6 529 75.09 38.99 9.4 100 0 7.001 - 7.250 56 6,143,962.74 0.32 521 74.57 40.5 9.84 100 6.19 7.251 - 7.500 50 5,436,216.71 0.29 552 80.39 41.85 10.1 100 0 7.501 - 7.750 33 2,564,236.59 0.14 536 80.72 39.14 10.47 100 0 7.751 - 8.000 40 2,698,080.03 0.14 553 84.94 36.59 10.9 100 0 8.001 >= 13 950,574.60 0.05 554 84.08 33.7 11.2 100 0 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 0.000 max: 8.375 wa: 4.224
17. IOFLAG
IOFLAG Count Balance Percent FICO GWAC GSCOLTV %FullDoc - -------- ------ ---------------- ------- ---- ----- ------- -------- N 8,982 1,468,705,127.00 77.53 619 7.105 78.72 99.92 Y 1,625 425,553,049.14 22.47 644 6.404 79.71 100 - -------- ------ ---------------- ------- ---- ----- ------- -------- Total: 10,607 1,894,258,176.14 100 624 6.947 78.94 99.94 IOFLAG DTI %Purch %OwnerOcc %IO %PP % GSOLTV > 90 % FICO < 600 IOTERM - -------- ----- ------ --------- ----- ----- ------------- ------------ ------------- N 42.29 39.75 96.56 0 72.25 9.47 37.32 0 Y 43.59 50.22 99.56 100 73 5.11 15.01 60 - -------- ----- ------ --------- ----- ----- ------------- ------------ ------------- Total: 42.58 42.1 97.24 22.47 72.42 8.49 32.31 60
18. SILENT
SILENT Count Balance Percent FICO GWAC GSCOLTV %FullDoc - -------- ------ ---------------- ------- ---- ----- ------- -------- N 7,300 1,321,433,980.63 69.76 616 7.159 78.77 100 Y 3,307 572,824,195.51 30.24 643 6.459 79.33 99.79 - -------- ------ ---------------- ------- ---- ----- ------- -------- Total: 10,607 1,894,258,176.14 100 624 6.947 78.94 99.94 SILENT DTI %Purch %OwnerOcc %IO %PP % GSOLTV > 90 % FICO < 600 IOTERM - -------- ----- ------ --------- ----- ----- ------------- ------------ ------------- N 41.83 27.41 96.11 15.8 71.46 12.15 39.11 60 Y 44.31 75.99 99.84 37.83 74.63 0.04 16.61 60 - -------- ----- ------ --------- ----- ----- ------------- ------------ ------------- Total: 42.58 42.1 97.24 22.47 72.42 8.49 32.31 60
19. WAM
WAM Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- 121 - 180 336 45,375,050.36 2.4 646 69.02 40.74 6.99 100 5.36 301 - 360 10,271 1,848,883,125.78 97.6 624 79.18 42.63 6.95 99.94 1.73 - ----------------------- ------ ---------------- ------- ---- ------ ----- ----- -------- -------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 min: 175.000 max: 360.000 wa: 354.102
disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The information herein has been provided solely by Goldman, Sachs & Co. Neither the issuer or the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the information herein. The information herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer.
A % of pool average LTV CLTV above 80% CLTV above 90% % full doc % owner occ ave wac % below 100k - ---------------- --------- ----------- -------------- -------------- ---------- ----------- ------- ------------ FICO below 600 32.31 76.24 88.02 95.11 100 97.68 7.637 15.09 FICO below 580 17.77 74.27 87.02 95.69 100 97.27 8.02 16.34 FICO below 560 10.03 72.04 85.08 93.76 100 96.931 8.433 18.48 A % above 500k % IO ave DTI DTI > 45% - ---------------- ------------ ------ ------- --------- ~~FICO below 600 6.93 10.438 42.02 47.06 FICO below 580 5.29 0 41.91 45.8 FICO below 560 3.07 0 41.58 44.69~~

B % of pool average LTV FICO <600 FICO < 575 % full doc % owner occ ave wac % below 100k - ---------------- --------- ----------- -------------- -------------- ---------- ----------- ------- ------------ LTV above 85% 22.08 92.56 25.007 7.913 100 100 7.558 11.69 LTV above 90% 8.49 97.3 9.201 0.571 100 100 7.921 16.66 LTV above 95% 4.16 99.92 0.777 0.278 100 100 8.107 16.93 B % above 500k % IO ave DTI DTI > 45% CLTV above 80% CLTV > 90% - ---------------- ------------ ------ ------- --------- -------------- ---------- LTV above 85% 7.87 17.212 43.23 54.28 100 38.46 LTV above 90% 3.02 13.523 44.98 58.53 100 100 LTV above 95% 0 0 45.92 63.8 100 100

C % of pool average LTV FICO <600 FICO < 575 % full doc % owner occ ave wac % below 100k - ---------------- --------- ----------- -------------- -------------- ---------- ----------- ------- ------------ DTI > 40% 67.54 79.58 30.581 14.942 99.906 97.244 6.877 8.8 DTI > 45% 51.31 79.65 29.631 14.36 100 97.106 6.834 7.9 DTI > 50% 24.02 80.16 32.489 16.787 100 96.406 6.892 8.82 Average DTI 42.58 C % above 500k % IO ave DTI DTI > 45% CLTV above 80% CLTV > 90% - ---------------- ------------ ------ ------- --------- -------------- ---------- DTI > 40% 10.07 25.003 48.5 75.97 31.87 9.5 DTI > 45% 10.28 24.203 50.32 100 32.39 9.69 DTI > 50% 8.65 2.402 53.14 100 36.13 11.77 Average DTI

D % of pool average LTV FICO <600 FICO < 575 % full doc % owner occ ave wac % below 100k - ---------------- --------- ----------- -------------- -------------- ---------- ----------- ------- ------------ Non Owner Occ 1.81 69.91 28.297 16.265 100 0 6.982 26.76 Stated Docs 0 Loans below 100k 11.02 78.6 44.228 23.633 100 94.666 7.915 100 IO Loans 22.47 79.71 15.011 0 100 99.559 6.404 1.94 D % above 500k % IO ave DTI DTI > 45% LTV > 80% CLTV > 90% - ---------------- ------------ ------ ------- --------- -------------- ---------- Non Owner Occ 4.7 0 42.4 53.38 0 0 Stated Docs Loans below 100k 0 3.955 39.64 36.78 31.33 12.84 IO Loans 16 100 43.59 55.28 25.69 5.11
ARM AND IO E When do IOs reset
Months to next reset (arms only) Count Balance ($) % of Balance WAC Remaining Term WA CLTV WA FICO - -------------------------------- ----- -------------- ------------ ----- -------------- ------- ------- 0 - 5 6 - 11 12 - 17 18 - 23 1459 382,564,490.06 91.07 6.4 358 79.87 642.32 24 - 29 67 16,341,242.00 3.89 6.549 360 81.11 638.43 30 - 35 73 20,063,203.45 4.78 6.201 358 76.49 667.36 36 - 53 3 1,087,000.00 0.26 7.098 360 82.05 648.23 54 - 59 60 - -------------------------------- ----- -------------- ------------ ----- -------------- ------- ------- Total: 1602 420,055,935.51 100 6.398 358 79.76 643.38
F Is DTI off current mortgage rate for IO G Summary of pool per grades
Credit Grade Count Balance ($) % of Balance WAC Remaining Term WA LTV WA FICO - -------------------------------- ----- -------------- ------------ ----- -------------- ------- ------- Y1 229 27995294 1.48 9.325 356 67.49 510.01 Y2 707 90367500.03 4.77 8.912 357 72.42 547.42 Y3 595 92175037.33 4.87 7.914 356 73.24 552.27 Y4 1297 207147157.9 10.94 7.399 354 76.89 584.48 Y5 1512 253226704.3 13.37 7.091 355 78.85 590.96 Y6 1725 291084128.8 15.37 6.937 355 80.63 611.43 Y7 1575 296039504.2 15.63 6.755 355 81.38 635.61 Y8 1176 242854016.1 12.82 6.491 354 80.66 649.84 Y9 1791 393368833.5 20.77 6.203 351 79.58 694.5 - -------------------------------- ----- -------------- ------------ ----- -------------- ------- ------- Total: 10607 1894258176 100 6.947 354 78.94 624.46
H What are top 1- cities and average strats for each
Top 1- Cities of Overall Pool Loans Balance ($) Balance Rate (%) (months) LTV Score - ----------------------------- ----- ----------- ------- -------- -------- --- ----- ~~Total:~~
PLEASE SEE NEXT TAB I What % of pool are LTV above 90% and stated doc, IO, FICO below 600 or NOO?
LTV > 90 Loans Balance ($) % of Balance Rate (%) % stated Doctype % IO Loans % non0owner Occupied % Fico Less Than 600 - -------- ----- ----------- ------------ -------- ---------------- ---------- -------------------- -------------------- ~~NONE~~
J What is max LTv fo stated income and minimum FICO for stated income? MAX LTV, STATED INC. NO STATED INCOME MIN FICO, STATED INC. NO STATED INCOME K What is min FICO for loans above 90% LTV Min Fico for ltv greater than 90: 531.00 L Seasoning hisotry - any over 3m? YES M Excess spread? N what is available funds cap schedule at forwards +200, fixed prepay at 50% CPR, ARM pay at 125% CPR
CITY count Bal % Bal GrossWAC RTERM GSCOLTV FICO - ----------- ----- ---------------- ------ -------- ----- ------- ------ LAS VEGAS 115 26,251,835.71 1.39 6.633 355 78.11 633.79 PHOENIX 105 20,648,545.05 1.09 6.784 356 79.54 632.29 LOS ANGELES 61 20,333,198.69 1.07 6.392 349 69.46 624.66 MESA 63 13,715,124.31 0.72 7.016 356 79.14 619.39 SACRAMENTO 43 12,501,482.64 0.66 6.353 353 77.87 651.59 FRESNO 55 12,230,063.86 0.65 6.858 330 77.93 628.2 WASHINGTON 51 11,893,502.82 0.63 6.737 358 75.96 607.13 SAN JOSE 22 11,086,580.65 0.59 6.312 358 77.29 641.45 BAKERSFIELD 48 9,684,254.39 0.51 6.67 356 80.07 624.84 BOWIE 29 9,465,923.87 0.5 6.674 350 82.02 611.1 Other 10015 1,746,447,664.15 92.2 6.973 354 79.08 624.12 - ----------- ----- ---------------- ------ -------- ----- ------- ------ Total: 10607 1,894,258,176.14 100 6.947 354 78.94 624.46
disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The information herein has been provided solely by Goldman, Sachs & Co. Neither the issuer or the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the information herein. The information herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer. Selection Criteria: All records Table of Contents 1. fico doc 2. LTV and FICO 3. BALANCE & FICO 4. RATE & FICO 5. RATE & LTV 1. fico doc
Reduced Stated Limited Current fico doc Full Doc Doc DOC Doc% Purch CO REFI WAC Avg. Prin Bal. LTV - ----------------- -------- ------ ------- ------ ----- ------- ----- -------------- ------- <= 450.000 0.35% 0.00% 0.00% 0.35% 0.19% 0.13% 8.645 $85,130.85 75.20% 450.001 - 500.000 0.07 0 0 0.07% 0.03 0.03 9.775 101,307.87 74.15 500.001 - 550.000 7.64 0 0 7.64% 1.46 5.88 8.527 140,752.61 71.55 550.001 - 600.000 25.19 0 0 25.19% 9.06 14.91 7.327 162,882.49 77.6 600.001 - 650.000 37.69 0 0 37.69% 16.9 18.75 6.841 179,855.39 80.47 650.001 - 700.000 21.65 0 0.06 21.71% 10.3 10.33 6.365 208,559.46 80.08 700.001 - 750.000 5.59 0 0 5.59% 3.1 2.25 6.178 231,350.93 78.57 750.001 - 800.000 1.7 0 0 1.70% 1.05 0.55 6.113 208,204.91 76.82 800.001 - 850.000 0.05 0 0 0.05% 0.02 0.03 5.923 227,766.56 61.34 Total: 99.94% 0.00% 0.06% 100.00% 42.10% 52.88% 6.947 $178,585.67 78.78% fico doc IO LOANS TOTAL BAL count - ----------------- -------- ----------------- ------ <= 450.000 0.00% $6,555,075.54 77 450.001 - 500.000 0 1,317,002.27 13 500.001 - 550.000 0 144,693,678.36 1,028 550.001 - 600.000 3.59 477,245,691.15 2,930 600.001 - 650.000 10 714,025,916.74 3,970 650.001 - 700.000 6.65 411,279,260.72 1,972 700.001 - 750.000 1.79 105,958,723.82 458 750.001 - 800.000 0.4 32,271,761.30 155 800.001 - 850.000 0.03 911,066.24 4 Total: 22.47% $1,894,258,176.14 10,607
2. LTV and FICO
LTV and FICO 1-450 450-500 501-550 551-600 601-650 651-700 701-750 751-800 800+ Total FICO Avg Prin. Bal - -------------- ----- ------- ------- ------- ------- ------- ------- ------- --- ---------- ------------- 10.01 - 20.00 0 0 0.016 0.03 0.008 0.021 0.005 0 0 0.08% 60,614.14 20.01 - 30.00 0 0 0.033 0.054 0.094 0.075 0.003 0.005 0 0.27% 104,615.20 30.01 - 40.00 0 0 0.141 0.203 0.213 0.141 0.011 0.014 0 0.72% 117,362.01 40.01 - 50.00 0 0 0.323 0.645 0.48 0.325 0.091 0.073 0.017 1.96% 161,659.98 50.01 - 60.00 0 0.004 0.567 1.419 1.133 0.633 0.273 0.087 0.013 4.14% 176,009.01 60.01 - 70.00 0 0.011 1.81 3.248 3.187 1.465 0.518 0.166 0 10.49% 192,744.08 70.01 - 80.00 0 0.052 3.792 11.036 19.218 11.974 3.352 1.048 0.018 50.61% 178,899.64 80.01 - 90.00 0 0.002 0.94 7.672 8.676 4.73 0.957 0.146 0 23.23% 192,148.13 90.01 - 100.00 0 0 0.017 0.888 4.687 2.347 0.384 0.166 0 8.49% 151,599.04 Total: 0 0.07 7.639 25.194 37.694 21.712 5.594 1.704 0.048 100.00% 178,585.67 LTV and FICO WAC Margin Limited Doc Stated Doc IO Loans Silent 2nd count TOTAL BAL - -------------- ----- ------ ----------- ---------- -------- ---------- ----- ---------------- 10.01 - 20.00 7.418 4.945 0 0 0 25 1,515,353.43 20.01 - 30.00 6.964 4.064 0 0 0.028 48 5,021,529.61 30.01 - 40.00 7.062 4.524 0 0 0.054 117 13,731,355.17 40.01 - 50.00 6.74 4.114 0 0 0.287 230 37,181,794.38 50.01 - 60.00 6.721 4.08 0 0 0.516 446 78,500,019.10 60.01 - 70.00 6.708 4.092 0 0 1.339 1031 198,719,140.82 70.01 - 80.00 6.691 3.892 0 0 14.47 5359 958,723,187.81 80.01 - 90.00 7.311 4.687 0 0 4.623 2290 440,019,214.95 90.01 - 100.00 7.921 5.086 0 0 1.148 1061 160,846,580.87 Total: 6.947 4.224 0 0 22.465 10607 1,894,258,176.14
3. BALANCE & FICO
BALANCE & FICO 1-450 450-500 501-550 551-600 601-650 651-700 701-750 751-800 800+ Total FICO - ----------------------- ----- ------- ------- ------- ------- ------- ------- ------- --- ---------- 0.01 - 50,000.00 0 0.006 0.231 0.498 0.453 0.178 0.025 0.013 0 1.46% 50,000.01 - 100,000.00 0 0.015 1.148 2.971 3.613 1.357 0.29 0.119 0 9.59% 100,000.01 - 150,000.00 0 0.034 1.509 4.494 5.814 2.485 0.545 0.174 0.006 15.17% 150,000.01 - 200,000.00 0 0 1.622 4.534 6.834 3.451 0.786 0.33 0 17.63% 200,000.01 - 250,000.00 0 0 1.088 3.339 4.676 2.71 0.604 0.234 0.025 12.70% 250,000.01 - 300,000.00 0 0.014 1.052 2.144 4.107 2.619 0.708 0.173 0 10.83% 300,000.01 - 350,000.00 0 0 0.375 1.866 3.222 1.889 0.358 0.086 0.017 7.81% 350,000.01 - 400,000.00 0 0 0.16 1.404 2.378 1.672 0.419 0.119 0 6.15% 400,000.01 - 450,000.00 0 0 0.111 1.054 1.963 1.412 0.405 0.045 0 4.99% 450,000.01 - 500,000.00 0 0 0.098 0.821 1.027 0.874 0.357 0.048 0 3.23% 500,000.01 - 550,000.00 0 0 0.112 0.579 1.005 0.86 0.141 0.027 0 2.72% 550,000.01 - 600,000.00 0 0 0.03 0.36 0.931 0.636 0.365 0.029 0 2.35% 600,000.01 - 650,000.00 0 0 0.066 0.363 0.435 0.4 0.1 0.098 0 1.46% 650,000.01 - 700,000.00 0 0 0.035 0.395 0.43 0.426 0.144 0.037 0 1.47% 700,000.01 - 750,000.00 0 0 0 0.113 0.271 0.153 0 0.076 0 0.61% 750,000.01 - 800,000.00 0 0 0 0.122 0.165 0 0 0 0 0.29% 800,000.01 >= 0 0 0 0.135 0.371 0.59 0.347 0.093 0 1.54% Total: 0 0.07 7.639 25.194 37.694 21.712 5.594 1.704 0.048 100.00% BALANCE & FICO Current LTV WAC Margin Limited Doc Stated Doc IO Loans Silent 2nd count - ----------------------- ------------- ----- ------ ----------- ---------- -------- ---------- ----- 0.01 - 50,000.00 75.985 8.597 5.256 0 0 0.006 725 50,000.01 - 100,000.00 78.778 7.81 4.727 0 0 0.456 2386 100,000.01 - 150,000.00 79.069 7.458 4.511 0 0 1.491 2316 150,000.01 - 200,000.00 78.492 6.988 4.237 0 0 3.135 1920 200,000.01 - 250,000.00 78.486 6.876 4.232 0 0 2.647 1076 250,000.01 - 300,000.00 79.068 6.729 4.165 0 0 3.18 750 300,000.01 - 350,000.00 79.404 6.71 4.186 0 0 2.589 457 350,000.01 - 400,000.00 79.248 6.514 3.959 0 0 2.176 310 400,000.01 - 450,000.00 80.805 6.468 3.871 0 0 1.892 223 450,000.01 - 500,000.00 79.54 6.312 3.842 0 0 1.299 129 500,000.01 - 550,000.00 78.751 6.47 4.037 0 0 0.97 98 550,000.01 - 600,000.00 80.218 6.265 3.761 0 0 0.957 78 600,000.01 - 650,000.00 79.671 6.447 3.933 0 0 0.469 44 650,000.01 - 700,000.00 77.94 6.177 3.789 0 0 0.612 41 700,000.01 - 750,000.00 72.873 6.097 3.667 0 0 0.192 16 750,000.01 - 800,000.00 69.894 5.473 3.266 0 0 0.042 7 800,000.01 >= 71.059 6.17 3.082 0 0 0.353 31 Total: 78.783 6.947 4.224 0 0 22.465 10607 BALANCE & FICO TOTAL BAL - ----------------------- ---------------- 0.01 - 50,000.00 27,616,067.43 50,000.01 - 100,000.00 181,661,463.52 100,000.01 - 150,000.00 287,298,386.37 150,000.01 - 200,000.00 334,008,650.42 200,000.01 - 250,000.00 240,569,260.80 250,000.01 - 300,000.00 205,152,394.97 300,000.01 - 350,000.00 148,006,067.02 350,000.01 - 400,000.00 116,527,566.65 400,000.01 - 450,000.00 94,519,252.13 450,000.01 - 500,000.00 61,106,283.79 500,000.01 - 550,000.00 51,603,664.00 550,000.01 - 600,000.00 44,538,208.98 600,000.01 - 650,000.00 27,695,753.79 650,000.01 - 700,000.00 27,793,024.57 700,000.01 - 750,000.00 11,611,447.05 750,000.01 - 800,000.00 5,431,580.79 800,000.01 >= 29,119,103.86 Total: 1,894,258,176.14
4. RATE & FICO
RATE & FICO 1-450 450-500 501-550 551-600 601-650 651-700 701-750 751-800 800+ Total FICO Current LTV - --------------- ----- ------- ------- ------- ------- ------- ------- ------- --- ---------- ----------- 4.001 - 4.500 0 0 0 0 0.123 0.092 0.099 0 0 0.31% 79.435 4.501 - 5.000 0 0 0 0.08 0.293 0.86 0.205 0.113 0 1.55% 73.413 5.001 - 5.500 0 0 0 0.331 1.843 2.183 0.84 0.317 0.017 5.53% 74.369 5.501 - 6.000 0 0 0.014 1.875 5.822 5.13 1.55 0.508 0.011 14.93% 75.477 6.001 - 6.500 0 0 0.152 3.617 7.408 5.397 1.286 0.323 0.013 18.22% 76.834 6.501 - 7.000 0 0 0.624 5.508 9.371 4.487 0.888 0.256 0 21.18% 78.555 7.001 - 7.500 0 0 0.528 4.601 5.254 1.817 0.358 0.104 0.006 12.69% 80.772 7.501 - 8.000 0 0 1.435 3.653 3.662 0.982 0.22 0.054 0 10.05% 82.141 8.001 - 8.500 0 0 1.346 2.347 1.725 0.364 0.097 0.008 0 5.91% 83.022 8.501 - 9.000 0 0.015 1.417 1.637 1.361 0.276 0.031 0.015 0 4.80% 84.621 9.001 - 9.500 0 0.017 0.782 0.764 0.543 0.09 0 0.007 0 2.21% 81.956 9.501 - 10.000 0 0.013 0.708 0.531 0.196 0.021 0.02 0 0 1.52% 80.675 10.001 - 10.500 0 0.014 0.339 0.15 0.047 0.012 0 0 0 0.60% 78.087 10.501 - 11.000 0 0.007 0.197 0.078 0.022 0 0 0 0 0.32% 79.743 11.001 - 11.500 0 0.004 0.068 0.019 0.022 0 0 0 0 0.15% 81.083 11.501 - 12.000 0 0 0.024 0.005 0.001 0.002 0 0 0 0.04% 80.351 12.001 - 12.500 0 0 0.004 0 0 0 0 0 0 0.00% 72.65 Total: 0 0.07 7.639 25.194 37.694 21.712 5.594 1.704 0.048 100.00% 78.783 RATE & FICO WAC Margin Avg Prin Bal($) Limited Doc Stated Doc IO Loans Silent 2nd count TOTAL BAL - --------------- ------ ------ --------------- ----------- ---------- -------- ---------- ----- ---------------- 4.001 - 4.500 4.409 2.961 330,595.45 0 0 0.138 18 5,950,718.17 4.501 - 5.000 4.854 2.986 312,206.20 0 0 0.618 94 29,347,382.52 5.001 - 5.500 5.355 3.164 279,423.61 0 0 2.14 375 104,783,852.41 5.501 - 6.000 5.831 3.433 256,250.66 0 0 5.07 1104 282,900,723.78 6.001 - 6.500 6.318 3.718 224,789.67 0 0 5.395 1535 345,052,142.01 6.501 - 7.000 6.819 4.022 191,008.26 0 0 4.895 2100 401,117,341.30 7.001 - 7.500 7.307 4.403 160,646.81 0 0 2.388 1496 240,327,624.71 7.501 - 8.000 7.8 4.885 145,381.33 0 0 1.278 1309 190,304,163.63 8.001 - 8.500 8.318 5.426 138,981.04 0 0 0.333 806 112,018,714.26 8.501 - 9.000 8.807 5.767 118,509.66 0 0 0.196 767 90,896,912.61 9.001 - 9.500 9.295 6.03 99,103.56 0 0 0.009 423 41,920,806.24 9.501 - 10.000 9.768 6.323 93,518.17 0 0 0.005 307 28,710,079.21 10.001 - 10.500 10.29 6.748 87,609.51 0 0 0 129 11,301,626.34 10.501 - 11.000 10.8 7.393 69,294.97 0 0 0 87 6,028,661.98 11.001 - 11.500 11.29 7.456 64,845.93 0 0 0 43 2,788,375.04 11.501 - 12.000 11.83 7.846 56,758.25 0 0 0 13 737,857.22 12.001 - 12.500 12.5 7.625 71,194.71 0 0 0 1 71,194.71 Total: 6.947 4.224 178,585.67 0 0 22.465 10607 1,894,258,176.14
5. RATE & LTV
RATE & LTV 0.01 - 10 10.01 - 20 20.01 - 30 30.01 - 40 40.01 - 50 50.01 - 60 60.01 - 70 70.01 - 80 80.01 - 90 - --------------- --------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- 4.001 - 4.500 0 0 0 0 0 0.012 0.009 0.246 0.048 4.501 - 5.000 0 0 0 0.014 0.076 0.102 0.368 0.867 0.123 5.001 - 5.500 0 0.005 0.016 0.039 0.061 0.317 1.021 3.768 0.294 5.501 - 6.000 0 0.017 0.05 0.081 0.482 0.754 1.902 9.602 2.028 6.001 - 6.500 0 0.002 0.054 0.162 0.372 0.866 1.972 10.745 3.756 6.501 - 7.000 0 0.011 0.008 0.144 0.369 0.89 2.114 11.551 4.949 7.001 - 7.500 0 0.016 0.084 0.071 0.252 0.379 0.821 5.839 3.591 7.501 - 8.000 0 0.002 0.009 0.048 0.096 0.37 1.021 3.353 3.309 8.001 - 8.500 0 0.006 0.032 0.062 0.083 0.201 0.536 1.62 1.927 8.501 - 9.000 0 0.012 0 0.058 0.068 0.115 0.275 1.278 1.617 9.001 - 9.500 0 0.002 0.002 0.025 0.073 0.057 0.256 0.635 0.647 9.501 - 10.000 0 0.004 0.007 0.013 0.02 0.032 0.146 0.609 0.488 10.001 - 10.500 0 0.002 0.001 0.004 0.009 0.031 0.035 0.322 0.172 10.501 - 11.000 0 0.001 0.001 0.003 0 0.018 0.007 0.12 0.167 11.001 - 11.500 0 0 0.001 0.001 0.002 0 0.007 0.038 0.097 11.501 - 12.000 0 0 0 0 0 0 0.002 0.018 0.019 12.001 - 12.500 0 0 0 0 0 0 0 0.004 0 Total: 0 0.08 0.265 0.725 1.963 4.144 10.49 50.612 23.229 RATE & LTV 90.01 - 100 100.01+ total LTV wa FICO Margin Avg Prin. Bal Limited Doc Stated Doc IO Loans - --------------- ----------- ------ --------- ------- ------ ------------- ----------- ---------- -------- 4.001 - 4.500 0 0.31% 0 673.59 2.961 330,595.45 0 0 0.138 4.501 - 5.000 0 1.55% 0 675.53 2.986 312,206.20 0 0 0.618 5.001 - 5.500 0.01 5.53% 0 666.42 3.164 279,423.61 0 0 2.14 5.501 - 6.000 0.019 14.93% 0 651.8 3.433 256,250.66 0 0 5.07 6.001 - 6.500 0.287 18.22% 0 638.92 3.718 224,789.67 0 0 5.395 6.501 - 7.000 1.142 21.18% 0 626.73 4.022 191,008.26 0 0 4.895 7.001 - 7.500 1.635 12.69% 0 615.4 4.403 160,646.81 0 0 2.388 7.501 - 8.000 1.839 10.05% 0 602.63 4.885 145,381.33 0 0 1.278 8.001 - 8.500 1.448 5.91% 0 588.02 5.426 138,981.04 0 0 0.333 8.501 - 9.000 1.376 4.80% 0 581.14 5.767 118,509.66 0 0 0.196 9.001 - 9.500 0.516 2.21% 0 571.92 6.03 99,103.56 0 0 0.009 9.501 - 10.000 0.197 1.52% 0 560.19 6.323 93,518.17 0 0 0.005 10.001 - 10.500 0.019 0.60% 0 545.8 6.748 87,609.51 0 0 0 10.501 - 11.000 0.002 0.32% 0 541.01 7.393 69,294.97 0 0 0 11.001 - 11.500 0.002 0.15% 0 551.01 7.456 64,845.93 0 0 0 11.501 - 12.000 0 0.04% 0 543.73 7.846 56,758.25 0 0 0 12.001 - 12.500 0 0.00% 0 518 7.625 71,194.71 0 0 0 Total: 8.491 100.00% 0 624.46 4.224 178,585.67 0 0 22.465 RATE & LTV Silent 2nd count Total Bal - --------------- ---------- ----- ---------------- 4.001 - 4.500 18 5,950,718.17 4.501 - 5.000 94 29,347,382.52 5.001 - 5.500 375 104,783,852.41 5.501 - 6.000 1104 282,900,723.78 6.001 - 6.500 1535 345,052,142.01 6.501 - 7.000 2100 401,117,341.30 7.001 - 7.500 1496 240,327,624.71 7.501 - 8.000 1309 190,304,163.63 8.001 - 8.500 806 112,018,714.26 8.501 - 9.000 767 90,896,912.61 9.001 - 9.500 423 41,920,806.24 9.501 - 10.000 307 28,710,079.21 10.001 - 10.500 129 11,301,626.34 10.501 - 11.000 87 6,028,661.98 11.001 - 11.500 43 2,788,375.04 11.501 - 12.000 13 737,857.22 12.001 - 12.500 1 71,194.71 Total: 10607 1,894,258,176.14
ARM 1. Credit Score Pct. Of Pool By Credit Score Number of Loans Principal Balance Principal Balance - ------------------------------------------------------------------------------- 740 & Above 181 $38,818,162 2.25% 720 - 739 128 28,016,199 1.62 700 - 719 209 51,681,683 2.99 680 - 699 404 91,661,714 5.3 660 - 679 785 160,948,696 9.31 640 - 659 1,170 237,490,973 13.74 620 - 639 1,368 258,788,674 14.97 600 - 619 1,641 281,510,976 16.28 580 - 599 1,548 257,948,038 14.92 560 - 579 823 137,465,903 7.95 540 - 559 584 92,270,736 5.34 520 - 539 418 57,540,624 3.33 500 - 519 226 28,658,947 1.66 1 - 499 2 188,689 0.01 0 & Below 73 6,057,040 0.35 - ------------------------------------------------------------------------------- Total: 9,560 $1,729,047,054 100.00% - ------------------------------------------------------------------------------- FIXED 1. Credit Score Pct. Of Pool By Credit Score Number of Loans Principal Balance Principal Balance - ------------------------------------------------------------------------------- 740 & Above 48 $10,567,144 6.40% 720 - 739 22 4,039,498 2.45 700 - 719 41 9,229,374 5.59 680 - 699 90 18,707,963 11.32 660 - 679 144 26,268,613 15.9 640 - 659 158 24,645,221 14.92 620 - 639 145 21,733,060 13.15 600 - 619 133 18,121,947 10.97 580 - 599 121 17,514,190 10.6 560 - 579 76 9,030,991 5.47 540 - 559 33 2,660,312 1.61 520 - 539 24 1,621,462 0.98 500 - 519 8 573,312 0.35 0 & Below 4 498,035 0.3 - ------------------------------------------------------------------------------- Total: 1,047 $165,211,122 100.00% - ------------------------------------------------------------------------------- disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. Criteria SCHEDBAL % Balance - -------------------------------------- AK $11,831,548.65 0.62 AL $7,002,394.15 0.37 AR $7,585,260.38 0.4 AZ $108,484,884.47 5.73 CA $432,600,712.72 22.84 CO $36,025,926.02 1.9 CT $9,595,769.62 0.51 DC $10,521,204.82 0.56 DE $12,763,536.54 0.67 FL $92,323,711.38 4.87 GA $46,569,303.30 2.46 HI $5,946,297.66 0.31 IA $28,774,227.93 1.52 ID $14,327,115.61 0.76 IL $68,961,755.95 3.64 IN $12,620,465.28 0.67 KS $10,586,708.34 0.56 KY $7,865,197.54 0.42 LA $5,446,117.21 0.29 MA $31,779,372.12 1.68 MD $126,590,040.57 6.68 ME $4,692,320.17 0.25 MI $16,384,200.39 0.86 MN $62,262,319.08 3.29 MO $39,480,888.98 2.08 MS $4,501,223.30 0.24 MT $9,642,495.24 0.51 NC $30,625,400.94 1.62 ND $2,584,731.99 0.14 NE $15,487,447.20 0.82 NH $8,084,323.83 0.43 NJ $58,107,598.58 3.07 NM $14,729,375.93 0.78 NV $51,223,464.05 2.7 NY $65,107,091.99 3.44 OH $27,795,082.19 1.47 OK $11,124,899.57 0.59 OR $27,104,821.09 1.43 PA $41,242,114.78 2.18 RI $2,401,851.80 0.13 SC $15,311,103.06 0.81 SD $4,991,327.43 0.26 TN $20,315,259.94 1.07 TX $58,734,539.40 3.1 UT $14,688,200.31 0.78 VA $92,745,655.52 4.9 VT $122,644.07 0.01 WA $57,750,293.36 3.05 WI $28,586,389.21 1.51 WV $10,256,014.68 0.54 WY $9,973,547.80 0.53 Total: $1,894,258,176.14 100 disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. 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This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 415 of the Securities Act of 1933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. 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-------------------------------------------------------------------------------------------- % of pool by Principal Principal Strats Required No of loans Bal balance FICO - --------------- -------------------------------------------------------------------------------------------- Current Principal Balance Current Rate Fico credit score DTI Lien LTV Documentation Purpose Occupancy Proterty Type State ( 10 geographic concentration) Amortisation Type Initial Periodic Cap Period Cap Months to Rate Reset Life maximum Rate Margin Interest Only Silent Seconds Zip ( 20) remaining months to maturity -------------------------------------------------------------------------------------------- % WA gross investment Strats Required LTV DTI coupon Full Docs properties - --------------- -------------------------------------------------------------------------------------------- Current Principal Balance Current Rate Fico credit score DTI Lien LTV Documentation Purpose Occupancy Proterty Type State ( 10 geographic concentration) Amortisation Type Initial Periodic Cap Period Cap Months to Rate Reset Life maximum Rate Margin Interest Only Silent Seconds Zip (20) remaining months to maturity

1. Balance - ------------------------------------------------------------------------------------------------------------------- Balance Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- <= 50,000.00 725 27,616,067.43 1.46 599 76.18 35.4 8.6 100 9.93 50,000.01 - 100,000.00 2,386 181,661,463.52 9.59 610 78.96 40.29 7.81 100 3.55 100,000.01 - 150,000.00 2,316 287,298,386.37 15.17 615 79.24 42.02 7.46 100 1.8 150,000.01 - 200,000.00 1,920 334,008,650.42 17.63 620 78.65 42.61 6.99 100 1.95 200,000.01 - 250,000.00 1,076 240,569,260.80 12.7 622 78.63 43.54 6.88 100 1.58 250,000.01 - 300,000.00 750 205,152,394.97 10.83 626 79.21 43.75 6.73 100 1.88 300,000.01 - 350,000.00 457 148,006,067.02 7.81 627 79.53 43.95 6.71 100 1.09 350,000.01 - 400,000.00 310 116,527,566.65 6.15 635 79.39 45.04 6.51 100 0.64 400,000.01 >= 667 353,418,318.96 18.66 641 78.84 42.02 6.34 99.66 0.98 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - ------------------------------------------------------------------------------------------------------------------- min: 9,592.53 max: 1,197,559.19

2. Rate - ------------------------------------------------------------------------------------------------------------------- Rate Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- 4.00 - 4.49 8 2,388,072.85 0.13 701 81.4 47.15 4.27 100 0 4.50 - 4.99 103 32,682,576.90 1.73 673 74.07 44.85 4.81 100 0.64 5.00 - 5.49 236 67,027,964.60 3.54 669 75.08 44.99 5.27 100 1.67 5.50 - 5.99 1,241 319,684,920.50 16.88 653 75.4 43.44 5.79 100 1.54 6.00 - 6.49 1,148 259,845,160.58 13.72 641 76.54 42.39 6.26 100 1.64 6.50 - 6.99 2,488 487,086,208.62 25.71 628 78.62 42.67 6.76 99.75 2.06 7.00 - 7.49 1,111 184,158,493.03 9.72 617 80.29 42.55 7.25 100 2.61 7.50 - 7.99 1,694 246,777,111.19 13.03 604 82.46 41.91 7.73 100 1.51 8.00 - 8.49 595 80,514,127.06 4.25 593 83.75 41.98 8.25 100 2.61 8.50 - 8.99 980 122,534,940.07 6.47 579 84.07 41.94 8.73 100 1.78 9.00 - 9.49 331 33,699,823.90 1.78 572 82.07 40.92 9.25 100 0.85 9.50 - 9.99 399 36,931,061.55 1.95 562 81.09 40.73 9.71 100 1.74 10.00 - 10.49 102 8,917,440.13 0.47 549 78.26 39.15 10.23 100 0 10.50 - 10.99 114 8,412,848.19 0.44 538 79.28 38.38 10.71 100 1.16 11.00 - 11.49 30 2,105,170.67 0.11 549 80.18 34.24 11.22 100 0 11.50 - 11.99 25 1,391,328.72 0.07 546 82.21 34.84 11.66 100 0 12.00 - 12.49 1 29,732.87 0 670 85 26.17 12 100 0 12.50 - 12.99 1 71,194.71 0 518 72.7 45.78 12.5 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - ------------------------------------------------------------------------------------------------------------------- min: 4.125 max: 12.500 wa: 6.947

3. FICO - ------------------------------------------------------------------------------------------------------------------- FICO Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- <= 500 90 7,872,077.81 0.42 499 75.19 38.72 8.83 100 1.37 501 - 510 112 13,960,508.18 0.74 505 66.66 41.02 9.3 100 0.08 511 - 520 130 16,270,615.32 0.86 516 68.4 40.9 9.12 100 0.42 521 - 530 232 31,689,920.13 1.67 526 72.13 42.16 8.75 100 1.61 531 - 540 229 31,824,716.45 1.68 536 71.95 40.94 8.55 100 2.82 541 - 550 325 50,947,918.28 2.69 546 73.86 42.91 7.97 100 1.54 551 - 560 305 45,910,617.24 2.42 556 72.92 40.75 7.89 100 3.74 561 - 570 464 78,520,044.78 4.15 565 76.43 42.34 7.46 100 1.68 571 - 580 477 73,346,221.13 3.87 576 78.68 42.58 7.44 100 0.51 581 - 590 827 134,150,097.53 7.08 585 78.94 42.45 7.23 100 0.94 591 - 600 857 145,318,710.47 7.67 596 78.42 42.05 7.11 100 2.13 601 - 610 891 148,670,271.71 7.85 605 80.66 42.05 7.01 100 1.01 611 - 620 855 149,337,382.34 7.88 616 80.13 42.12 6.95 100 1.45 621 - 630 768 143,814,986.28 7.59 625 81.11 43.17 6.81 100 0.45 631 - 640 739 134,648,917.00 7.11 635 80.65 43.26 6.82 100 1.12 641 - 650 717 137,554,359.41 7.26 645 80.62 42.55 6.6 100 1.33 651 - 660 596 121,032,785.41 6.39 655 80.45 41.99 6.51 100 2.5 661 - 670 508 104,625,928.88 5.52 665 80.29 43.39 6.34 100 3.15 671 - 680 398 78,655,606.20 4.15 675 80.3 42.48 6.34 100 2.72 681 - 690 281 64,245,657.39 3.39 685 80.33 43.31 6.27 98.14 1.29 691 - 700 189 42,719,282.84 2.26 695 79.3 44.34 6.22 100 4.66 701 - 710 135 32,985,214.27 1.74 706 80.54 43.6 6.33 100 2.74 711 - 720 109 26,577,555.72 1.4 715 78.06 44.51 5.99 100 3.18 721 - 730 83 17,054,731.86 0.9 726 78.97 43.25 6.28 100 5.69 731 - 740 69 14,734,736.87 0.78 735 78.18 43.75 6.09 100 3.26 741 - 750 62 14,606,485.10 0.77 746 76.1 42.17 6.13 100 2.97 751 - 760 46 8,364,841.52 0.44 755 74.6 43.33 6.11 100 5.05 761 - 770 42 7,467,391.26 0.39 764 80.45 44.8 6.33 100 10.88 771 - 780 33 7,266,082.22 0.38 775 79.46 46.61 6.06 100 2.16 781 - 790 13 3,473,920.30 0.18 785 69.69 46.02 6.09 100 5.84 791 - 800 21 5,699,526.00 0.3 795 77.56 42.68 5.91 100 0.67 801 >= 4 911,066.24 0.05 804 61.43 44.61 5.92 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

4. DTI - ------------------------------------------------------------------------------------------------------------------- DTI Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- 0.001 - 10.000 61 16,008,308.71 0.85 633 75.78 5.97 6.74 100 5.68 10.001 - 20.000 365 57,790,185.07 3.05 628 75.62 15.47 6.96 100 2.01 20.001 - 30.000 1,142 165,109,849.47 8.72 619 77.36 25.93 7.13 100 1.76 30.001 - 40.000 2,370 375,926,335.76 19.85 617 78.1 35.49 7.11 100 1.6 40.001 - 50.000 4,237 824,341,865.61 43.52 628 79.26 45.93 6.87 99.85 1.68 50.001 - 60.000 2,427 454,210,725.03 23.98 626 80.17 53.12 6.89 100 2.06 60.001 - 70.000 4 761,192.22 0.04 598 78.13 63.04 6.95 100 0 80.001 - 90.000 1 109,714.27 0.01 761 66.67 84.68 6.75 100 100 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

5. GSOLTV - ------------------------------------------------------------------------------------------------------------------- GSOLTV Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- <= 15.000 10 471,643.47 0.02 609 12.66 41.37 7.54 100 21.7 15.001 - 20.000 14 1,006,771.42 0.05 594 18.11 36.8 7.38 100 0 20.001 - 25.000 22 2,058,980.73 0.11 620 22.73 42.4 6.79 100 26.94 25.001 - 30.000 26 2,947,330.50 0.16 614 27.82 38.47 7.11 100 3.59 30.001 - 35.000 45 4,893,168.25 0.26 619 32.75 38.81 6.83 100 0.71 35.001 - 40.000 71 8,796,645.96 0.46 600 37.98 39.55 7.2 100 1.08 40.001 - 45.000 89 13,685,362.25 0.72 608 42.97 40.72 6.92 100 1.93 45.001 - 50.000 141 23,411,267.58 1.24 613 47.78 41.16 6.63 100 1.74 50.001 - 55.000 205 35,543,648.90 1.88 614 52.71 40.93 6.74 100 2.84 55.001 - 60.000 237 42,228,307.79 2.23 612 57.79 40.63 6.69 100 3.16 60.001 - 65.000 347 69,343,781.35 3.66 612 62.82 41.12 6.72 100 4.19 65.001 - 70.000 684 128,912,086.63 6.81 606 68.63 41.17 6.7 100 8.72 70.001 - 75.000 945 176,715,414.65 9.33 611 73.92 40.77 6.9 99.32 4.99 75.001 - 80.000 4,412 781,901,327.54 41.28 633 79.75 43.53 6.64 100 0.96 80.001 - 85.000 985 184,171,402.77 9.72 616 84.38 41.76 7.28 100 0 85.001 - 90.000 1,313 257,324,455.48 13.58 623 89.6 42.15 7.33 100 0 90.001 - 95.000 525 81,970,124.80 4.33 638 94.78 44.07 7.74 100 0 95.001 - 100.000 536 78,876,456.07 4.16 645 99.92 45.92 8.11 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - ------------------------------------------------------------------------------------------------------------------- min: 10.300 max: 100.000

6. Doc Type - ------------------------------------------------------------------------------------------------------------------- Doc Type Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- FULL 10,606 1,893,060,616.95 99.94 624 78.94 42.58 6.95 100 1.81 NO DOC 1 1,197,559.19 0.06 688 75 44.78 6.95 0 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

7. Purpose - ------------------------------------------------------------------------------------------------------------------- Purpose Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- CASHOUT REFI 5,196 1,001,668,228.69 52.88 616 75.81 41.97 6.93 100 2.14 PURCHASE 4,805 797,524,426.77 42.1 635 82.81 43.65 6.95 99.85 1.4 RATE/TERM REFI 606 95,065,520.68 5.02 625 79.47 39.96 7.08 100 1.8 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

8. Occupancy - ------------------------------------------------------------------------------------------------------------------- Occupancy Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- OWNER OCCUPIED 10,207 1,841,916,422.14 97.24 624 79.16 42.6 6.95 99.93 0 NON OWNER 294 34,352,233.61 1.81 641 69.91 42.4 6.98 100 100 SECOND HOME 106 17,989,520.39 0.95 639 73.48 40.99 7.07 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

9. Property Type - ------------------------------------------------------------------------------------------------------------------- Property Type Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- SINGLE FAMILY 9,690 1,720,452,783.66 90.82 623 79.09 42.41 6.97 99.93 1.37 CONDO 643 115,692,054.65 6.11 636 79.68 44.1 6.75 100 4.34 2 FAMILY 183 36,533,578.99 1.93 632 74.36 45.62 6.65 100 9.22 3-4 FAMILY 51 11,359,174.18 0.6 634 70.71 45.55 6.98 100 21.33 CONDO HI-RISE 40 10,220,584.66 0.54 636 71.41 40.69 6.69 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

10. State - ------------------------------------------------------------------------------------------------------------------- State Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- CA 1,360 432,600,712.72 22.84 640 74.89 43.8 6.32 99.72 2.4 MD 534 126,590,040.57 6.68 618 78.56 43.06 6.77 100 1.07 AZ 560 108,484,884.47 5.73 623 78.74 40.74 7.01 100 1.43 VA 424 92,745,655.52 4.9 619 79.76 44.19 6.91 100 1.26 FL 507 92,323,711.38 4.87 617 78.13 41.64 7.01 100 3 IL 517 68,961,755.95 3.64 616 82.78 41.18 7.53 100 1.46 NY 302 65,107,091.99 3.44 618 75.96 43.91 6.88 100 1.95 MN 375 62,262,319.08 3.29 624 80.88 43.46 6.97 100 0.29 TX 582 58,734,539.40 3.1 618 80.26 39.51 7.68 100 3.06 NJ 251 58,107,598.58 3.07 604 77.13 43.39 7.51 100 1.68 Other 5,195 728,339,866.48 38.45 622 81.22 42.08 7.18 100 1.63 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

11. Product - ------------------------------------------------------------------------------------------------------------------- Product Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- 2 YR ARM 7,788 1,275,977,255.70 67.36 614 79.68 42.45 7.13 99.91 2.02 2 YR ARM IO 1,526 398,905,732.06 21.06 642 79.92 43.63 6.41 100 0 30 YR FIXED 688 114,338,958.28 6.04 649 71.86 41.15 7.04 100 4.66 3 YR ARM 170 33,013,862.66 1.74 647 78.47 42.2 6.51 100 2.63 FIXED 15/30 BLN 122 26,129,246.44 1.38 658 72.34 42.11 6.67 100 4.19 3 YR ARM IO 76 21,150,203.45 1.12 666 76.78 42.61 6.25 100 0 15 YR FIXED 214 19,245,803.92 1.02 630 64.5 38.89 7.43 100 6.94 30 YR FIXED IO 23 5,497,113.63 0.29 665 75.23 44.68 6.86 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

12. Initial Cap - ------------------------------------------------------------------------------------------------------------------- Initial Cap Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- 0 1,047 165,211,122.27 8.72 648 71.19 41.15 7.02 100 4.69 3 9,560 1,729,047,053.87 91.28 622 79.68 42.72 6.94 99.93 1.54 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

13. Periodic Cap - ------------------------------------------------------------------------------------------------------------------- Periodic Cap Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- 0 1,047 165,211,122.27 8.72 648 71.19 41.15 7.02 100 4.69 1 9,560 1,729,047,053.87 91.28 622 79.68 42.72 6.94 99.93 1.54 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

14. MTR - ------------------------------------------------------------------------------------------------------------------- MTR Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- <= 6 1,047 165,211,122.27 8.72 648 71.19 41.15 7.02 100 4.69 7-18 22 4,631,877.43 0.24 607 79.79 37.09 6.39 100 0 19 - 30 9,293 1,670,302,905.45 88.18 621 79.74 42.74 6.96 99.93 1.54 31 - 42 245 54,112,270.99 2.86 655 77.81 42.35 6.41 100 1.51 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

15. MaxRate - ------------------------------------------------------------------------------------------------------------------- MaxRate Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- <= 9.00 1,048 165,407,738.33 8.73 648 71.21 41.16 7.02 100 4.69 10.01 - 10.50 18 5,950,718.17 0.31 674 79.69 45.18 4.41 100 0 10.51 - 11.00 94 29,347,382.52 1.55 676 73.57 44.85 4.85 100 0.71 11.01 - 11.50 367 102,539,090.46 5.41 666 74.75 44.96 5.35 100 1.73 11.51 - 12.00 1,037 262,698,933.93 13.87 649 76.24 43.25 5.83 100 1.62 12.01 - 12.50 1,394 313,644,010.25 16.56 635 77.97 42.74 6.32 100 1.87 12.51 - 13.00 1,843 350,215,399.27 18.49 623 79.74 42.72 6.82 99.66 1.35 13.01 - 13.50 1,337 217,700,019.20 11.49 614 81.88 42.36 7.31 100 1.77 13.51 - 14.00 1,170 173,764,559.70 9.17 601 82.82 42.5 7.8 100 1.12 14.01 - 14.50 715 102,795,843.99 5.43 586 83.88 42.59 8.32 100 2.1 14.51 - 15.00 690 85,419,133.33 4.51 579 85.29 41.39 8.81 100 1.23 15.01 >= 894 84,775,346.99 4.48 561 81.73 40.21 9.75 100 0.89 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

16. Margin - ------------------------------------------------------------------------------------------------------------------- Margin Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- <= 3.000 1,978 371,147,059.26 19.59 651 73.83 41.98 6.46 100 3.22 3.001 - 3.250 503 118,774,311.14 6.27 670 77.35 43.73 5.97 98.99 0.52 3.251 - 3.500 675 146,503,804.87 7.73 656 76.87 43.04 6.18 100 1.62 3.501 - 3.750 862 184,015,778.30 9.71 640 77.02 43.08 6.31 100 1.29 3.751 - 4.000 1,058 202,036,884.82 10.67 624 77.53 42.6 6.56 100 2.35 4.001 - 4.250 1,053 187,420,852.23 9.89 615 78.86 42.74 6.79 100 1.91 4.251 - 4.500 747 127,433,222.81 6.73 618 81.18 42.69 7.01 100 2.1 4.501 - 4.750 655 112,849,149.00 5.96 611 83.17 42.9 7.28 100 1.82 4.751 - 5.000 565 96,022,019.21 5.07 604 85.22 42.27 7.47 100 1.39 5.001 - 5.250 414 64,512,631.55 3.41 605 86.85 41.43 7.85 100 0.59 5.251 - 5.500 327 57,756,228.94 3.05 600 89.99 45.28 8.01 100 1.25 5.501 - 5.750 431 64,923,656.74 3.43 579 85.04 43.26 8.3 100 0.56 5.751 - 6.000 384 46,648,871.30 2.46 578 84.18 41.01 8.53 100 0.53 6.001 - 6.250 281 35,050,312.79 1.85 562 81.16 41.71 8.84 100 0 6.251 - 6.500 242 34,747,072.11 1.83 545 76.59 42.02 8.9 100 0.54 6.501 - 6.750 140 15,219,126.31 0.8 534 74.41 40.12 9.2 100 2.45 6.751 - 7.000 100 11,404,124.09 0.6 529 75.09 38.99 9.4 100 0 7.001 - 7.250 56 6,143,962.74 0.32 521 74.57 40.5 9.84 100 6.19 7.251 - 7.500 50 5,436,216.71 0.29 552 80.39 41.85 10.1 100 0 7.501 - 7.750 33 2,564,236.59 0.14 536 80.72 39.14 10.47 100 0 7.751 - 8.000 40 2,698,080.03 0.14 553 84.94 36.59 10.9 100 0 8.001 >= 13 950,574.60 0.05 554 84.08 33.7 11.2 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

17. IOFLAG - ------------------------------------------------------------------------------------------------------------------- IOFLAG Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- N 8,982 1,468,705,127.00 77.53 619 78.72 42.29 7.1 99.92 2.34 Y 1,625 425,553,049.14 22.47 644 79.71 43.59 6.4 100 0 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------

18. WAM - ------------------------------------------------------------------------------------------------------------------- WAM Count PBAL Percent FICO GSOLTV DTI RATE %FullDoc % Invest - ------------------------------------------------------------------------------------------------------------------- 121 - 180 336 45,375,050.36 2.4 646 69.02 40.74 6.99 100 5.36 301 - 360 10,271 1,848,883,125.78 97.6 624 79.18 42.63 6.95 99.94 1.73 - ------------------------------------------------------------------------------------------------------------------- Total: 10,607 1,894,258,176.14 100 624 78.94 42.58 6.95 99.94 1.81 - -------------------------------------------------------------------------------------------------------------------
disclaimer No securities are being offered by these summary materials. If the securities described herein or other securities are ultimately offered, they will be offered only pursuant to a definitive offering circular, and prospective investors who consider purchasing any such securities should make their investment decision based only upon the information provided therein and consultation with their own advisers. This material is for your private information and we are not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that we consider reliable, but we do not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person.The information contained in this material may not pertain to any securities that will actually be sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected therein. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied upon for such purposes. We and our affiliates, officers, directors, partners and employees, including persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell, the securities mentioned herein or derivatives thereof (including options). This material may be filed within the Securities and Exchange Commission (the "SEC") and incorporated by reference into an effective registration statement previously filed with the SEC under Rule 41 5 of the Securities Act of I 933, including in cases where the material does not pertain to securities that are ultimately offered for sale pursuant to such registration statement. Information contained in this material is current as of the date appearing on this material only. Information in this material regarding the assets backing any securities discussed herein supersedes all prior information regarding such assets. Any information in the material, whether regarding the assets backing any securities discussed herein or otherwise, will be superseded by the information included in the final prospectus for any securities actually sold to you. Goldman Sachs does not provide accounting, tax or legal advice. Subject to applicable law, you may disclose any and all aspects of any potential transaction or structure described herein that are necessary to support any U.S. federal income tax benefits, without Goldman Sachs imposing any limitation of any kind. The information herein has been provided solely by Goldman, Sachs & Co. Neither the issuer or the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the information herein. The information herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission. This material is furnished to you solely by Goldman, Sachs & Co., acting as underwriter and not as agent of the issuer. This workbook has 4 data sheets for data input:The Structure and Collateral sheets. The Structure sheet is for the structure of the offered notes, input cells are highlighted and an example sheet is shown. The collateral sheets are for the assets underlying the deal, input cells are highlighted. With the exception of the summary statistics table each cell should contain the weighted percentage of deals that answer the given criteria, e.g. what % are owner occupied, what % have FICO of 640-659 and are 10. The Collateral Total sheet is for the entire deal, with the other sheets for the individual groups. Deal launched Date Originator Servicer Collateral Size in USD Structure: Tranche name Rating: Moodys/S&P Size (M$) Spread WAL Credit Enhacement - -------------------------------------------------------------------------------- Excess spread Reserve fund Max reserve fund Example
- ---------------------------------------------------------------------------------------------------------------- Deal launched Date Tuesday, March 01, 2005 Originator XXXXX Servicer YYYY Collateral Resi B&C Size in USD 500,000,000 - ---------------------------------------------------------------------------------------------------------------- Structure: - ---------------------------------------------------------------------------------------------------------------- Tranche name Rating: Moodys/S&P Size (M$) Spread WAL Credit Enhacement - ---------------------------------------------------------------------------------------------------------------- Al AAA/AAA 200 1 60.00% A2 AAA/AAA 140 3 32.00% A3 AAA/AAA 50 6.23/9.66 22.00% AAA/AAA 22.00% AAA/AAA 22.00% Ml Aa2/AA 55 5 11.00% M2 A2/A 30 5 5.00% M3 A3/A- 5 4.6 4.00% BI Baal/BBB+ 5 4.6 3.00% B2 Baa2/BBB 5 4.5 2.00% B3 Baa3/BBB- 5 4.3 1.00% B4 Bal/BB+ 5 0.00% N/A - ---------------------------------------------------------------------------------------------------------------- Excess spread 3.92% Reserve fund 2.65% Max reserve fund 0% - ----------------------------------------------------------------------------------------------------------------

- -------------------------------------------------------------------------------------------------------------------------------- LTV/FICO Matrix LTV - -------------------------------------------------------------------------------------------------------------------------------- 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 Total - -------------------------------------------------------------------------------------------------------------------------------- FIXED FICO 350-479 0 480-499 0 500-519 0.24 0 0.11 0 0 0 0 0 0 0.35 520-539 0.52 0.05 0.21 0.05 0.15 0 0 0 0 0.98 540-559 0.47 0.38 0.21 0.08 0.43 0.03 0 0 0 1.6 560-579 1.87 0.39 1.12 0.48 0.88 0.35 0.38 0 0 5.47 580-599 2.32 0.77 2.64 1.16 2.71 0.69 0.28 0.03 0 10.6 600-619 2.23 0.87 1.5 1.45 2.84 1.24 0.8 0.05 0 10.98 620-639 2.06 1.89 1.19 2.02 3.1 1.07 1.07 0.57 0.17 13.14 640-659 2.56 1.14 1.54 1.65 4.87 1.58 1.04 0.37 0.16 14.91 660-679 2.73 0.92 0.73 1.83 5.65 1.54 1.66 0.77 0.06 15.89 680-699 1.73 1.39 0.92 2.63 2.54 1.31 0.58 0.23 0 11.33 700-719 0.74 0.36 0.31 0.69 2.48 0.45 0.56 0 0 5.59 720-739 0.37 0.51 0.42 0.16 0.57 0.16 0 0.21 0.04 2.44 740-759 0.75 0.92 0.2 0.75 0.39 0.44 0 0 0 3.45 760-779 0.2 0.27 0.19 0.1 1.05 0 0 0 0 1.81 780-799 0.12 0 0.24 0 0.52 0 0.06 0 0 0.94 800-850 0.15 0 0 0 0.07 0 0 0 0 0.22 Total 19.06 9.86 11.53 13.05 28.25 8.86 6.43 2.23 0.43 99.7 ARM FICO 350-479 0 0 0 0 0 0 0 0 0 0 480-499 0 0 0 0 0.01 0 0 0 0 0.01 500-519 0.35 0.14 0.3 0.6 0.25 0.02 0 0 0 1.66 520-539 0.34 0.26 0.53 0.61 1.35 0.18 0.04 0 0 3.31 540-559 0.72 0.45 0.62 0.99 1.2 1.31 0.03 0.02 0 5.34 560-579 0.78 0.34 0.81 0.88 1.5 1.28 2.33 0.02 0.01 7.95 580-599 0.95 0.41 0.98 1.09 6.77 1.2 2.72 0.78 0.02 14.92 600-619 0.77 0.42 0.8 1.31 7.05 1.55 2.5 0.69 1.19 16.28 620-639 0.56 0.3 0.75 0.92 6.81 1.41 2.05 0.96 1.21 14.97 640-659 0.53 0.34 0.63 0.97 6.54 1.05 1.87 0.95 0.87 13.75 660-679 0.33 0.13 0.29 0.68 4.78 0.81 1.2 0.55 0.54 9.31 680-699 0.2 0.13 0.26 0.46 2.36 0.37 0.9 0.32 0.31 5.31 700-719 0.13 0.03 0.12 0.16 1.78 0.22 0.3 0.08 0.17 2.99 720-739 0.12 0.03 0.05 0.07 0.87 0.17 0.17 0.08 0.06 1.62 740-759 0.05 0.04 0.1 0.05 0.61 0.13 0.05 0.03 0.03 1.09 760-779 0.04 0.02 0.01 0.02 0.36 0.01 0.06 0.04 0.08 0.64 780-799 0.07 0 0.02 0.07 0.19 0.01 0.05 0 0.03 0.44 800-850 0.02 0 0 0.05 0.01 0 0 0 0 0.08 Total 5.96 3.04 6.27 8.93 42.44 9.72 14.27 4.52 4.52 99.67 - -------------------------------------------------------------------------------------------------------------------------------- CLTV/FICO Matrix CLTV (including silent seconds) - ----------------------------------------------------------------------------------------------------------------------------------- 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 100-105 105-110 110+ Total - ----------------------------------------------------------------------------------------------------------------------------------- FIXED FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 0 0 0 - ----------------------------------------------------------------------------------------------------------------------------------- ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 0 0 0 - -----------------------------------------------------------------------------------------------------------------------------------
IO ONLY LOANS Mortgage Insurance - -------------------------------------------------------------------------------- FICO 350-479 FICO 350-479 480-499 480-499 500-519 500-519 520-539 520-539 540-559 540-559 560-579 560-579 580-599 15.01 580-599 600-619 15.8 600-619 620-639 19.4 620-639 640-659 18.81 640-659 660-679 13.61 660-679 680-699 7.01 680-699 700-719 5.21 700-719 720-739 2.28 720-739 740-759 1.39 740-759 760-779 1.15 760-779 780-799 0.2 780-799 800-850 0.13 800-850
DTI/FICO matrix - ------------------------------------------------------------------------------------------------------------------------------------ DTI - ------------------------------------------------------------------------------------------------------------------------------------ <20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL product fico range - ------------------------------------------------------------------------------------------------------------------------------------ ARM 300-500 0 0 0 0 0.02 0.01 0.02 0.01 0 0 500-550 0.18 0.24 0.65 0.88 1.07 1.39 2.09 1.53 0.13 0 550-575 0.33 0.4 0.5 0.89 1.1 1.44 1.38 2.26 0.41 0 575-600 0.63 0.47 0.97 1.89 1.89 2.93 4.39 3.86 0.17 0.03 600-620 0.71 0.59 1.04 1.25 2.07 2.35 4.08 3.84 0.26 0 620-650 0.63 0.54 1.13 1.84 2.36 3.87 6.54 4.62 0.44 0.01 650-680 0.62 0.33 0.78 1.24 1.71 2.32 5.13 3.15 0.18 0 680-700 0.15 0.14 0.19 0.27 0.53 0.86 1.64 1.19 0.15 0 700-750 0.21 0.23 0.18 0.22 0.37 0.91 1.9 1.15 0.05 0 750-800 0.05 0.02 0.08 0.06 0.1 0.22 0.51 0.41 0 0.01 800-900 0 0 0 0 0 0.02 0.01 0 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ Total 3.54 2.99 5.58 8.58 11.24 16.4 27.77 22.06 1.79 0.05 - ------------------------------------------------------------------------------------------------------------------------------------ Fixed 300-500 500-550 0.08 0.09 0.14 0.33 0.17 0.38 0.66 0.36 0 0 550-575 0.63 0.11 0.22 0.27 0.78 1.32 0.78 0.95 0.05 0 575-600 0.42 0.23 1.43 1.47 2.03 1.15 2.25 2.93 0.34 0 600-620 0.98 0.44 1.17 0.97 1.23 1.58 2.14 2.21 0.24 0 620-650 1.49 0.88 1.24 1.84 2.5 2.29 5.87 5.38 0.35 0 650-680 1.84 1.25 1.03 1.57 2.47 3.71 4.7 5.5 0.21 0 680-700 0.6 0.61 0.48 0.79 1.37 1.52 2.34 3.14 0.23 0 700-750 0.88 0 0.46 0.47 1.4 1.7 1.68 2.17 0.66 0 750-800 0.58 0.06 0.31 0.14 0.19 0.33 0.33 2.34 0.08 0 800-900 0 0 0 0 0 0.22 0 0 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ Total 7.6 3.67 6.49 7.85 12.14 14.2 20.86 25.04 2.15 0 - ------------------------------------------------------------------------------------------------------------------------------------

- ---------------------------------------------------------------------------------------------------------------------------- General Pool Statistics - ---------------------------------------------------------------------------------------------------------------------------- - ------------------------------- ----------------------------------- ----------------------------------------------- Geographic distribution Documentation Rate type - ------------------------------- ----------------------------------- ----------------------------------------------- State % % % California 22.84 Full Documentation 99.94 Fixed 8.72 Florida 4.87 Stated Documentation ARM 91.28 NY 3.44 Reduced Documentation New Jersey 3.07 No documentation 0.06 Nevada 2.7 Texas 3.1 Illinois 3.64 Occupancy Status Borrower type Washington 3.05 % % Maryland 6.68 Primary Residence 97.24 1st Lien Massachussets 1.68 Second / Vacation 0.95 2nd lien Arizona 5.73 Non Owner Occupied 1.81 Colorado 1.9 Oregon 1.43 Connecticut 0.51 Distribution by Property Type Mortgage purpose Georgia 2.46 % % North Carolina 1.62 One 90.82 Purchase 42.1 Alaska 0.62 2-4 Unit 2.53 Rate/Term refinance 5.02 Alabama 0.37 Pud detached Equity refinance 52.88 Arkansas 0.4 Condo 6.65 Delaware 0.67 Pud attached Hawaii 0.31 Modular Home Idaho 0.76 Manufactured Housing Summary statistics Indiana 0.67 Town house Iowa 1.52 Number of loans 10607 Kansas 0.56 Total principal balance 1,894,258,176.14 Kentucky 0.42 Repayment type Average outstanding balance 178,585.67 Louisiana 0.29 % Largest outstanding balance 1,197,559.19 Maine 0.25 2 year ARM 67.36 WA LTV 78.94 Michigan 0.86 2 year ARM IO 21.06 LTV >90% 8.49 Minnesota 3.29 3 Year ARM 1.74 WA Remaining Term (Months) 354 Mississippi 0.24 3 Year ARM IO 1.12 WA Seasoning (months) 2 Missouri 2.08 25 Lib 1M/IO/10YR WA Credit Score 624.458 Montana 0.51 5 Year ARM WA Net Mortgage Rate Nebraska 0.82 5 Year ARM IO WA Neg Am limit New Hampshire 0.43 15/30 Balloon 1.38 New Mexico 0.78 20/30 Balloon North Dakota 0.14 Fixed 7.06 AFC Ohio 1.47 Fixed IO 0.29 % Oklahoma 0.59 Actuarial 0.50% Pennsylvania 2.18 1.00% Rhode Island 0.13 1.50% South Carolina 0.81 Prepay penalty 2.00% South Dakota 0.26 % NA or fixed rate Tennessee 1.07 1 year Utah 0.78 2 year 63.52 Vermont 0.01 3 year 8.9 Conforming Virginia 4.9 other % West Virginia 0.54 none 27.58 Conforming Wisconsin 1.51 Non conforming Wyoming 0.53 Washington DC 0.56 - ----------------------------------------------------------------------------------------------------------------------------

LTV/FICO Matrix LTV - -------------------------------------------------------------------------------------------------------------------------------- 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 Total - -------------------------------------------------------------------------------------------------------------------------------- FIXED FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 - -------------------------------------------------------------------------------------------------------------------------------- CLTV/FICO Matrix CLTV (including silent seconds) - ----------------------------------------------------------------------------------------------------------------------------------- 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 100-105 105-110 110+ Total - ----------------------------------------------------------------------------------------------------------------------------------- FIXED FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 0 0 0 - ----------------------------------------------------------------------------------------------------------------------------------- ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 0 0 0 - -----------------------------------------------------------------------------------------------------------------------------------
IO Mortgage Insurance - -------------------------------------------------------------------------------- FICO 350-479 FICO 350-479 480-499 480-499 500-519 500-519 520-539 520-539 540-559 540-559 560-579 560-579 580-599 580-599 600-619 600-619 620-639 620-639 640-659 640-659 660-679 660-679 680-699 680-699 700-719 700-719 720-739 720-739 740-759 740-759 760-779 760-779 780-799 780-799 800-850 800-850
DTI/FICO matrix - ------------------------------------------------------------------------------------------------------------------------------------ DTI - ------------------------------------------------------------------------------------------------------------------------------------ <20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL product fico range - ------------------------------------------------------------------------------------------------------------------------------------ ARM 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------------------------------------------------------------------------------------------------------------------------------------ Total - ------------------------------------------------------------------------------------------------------------------------------------ Fixed 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------------------------------------------------------------------------------------------------------------------------------------ Total - ------------------------------------------------------------------------------------------------------------------------------------

- ---------------------------------------------------------------------------------------------------------------------------- General Pool Statistics - ---------------------------------------------------------------------------------------------------------------------------- - ------------------------------- ----------------------------------- ----------------------------------------------- Geographic distribution Documentation Rate type - ------------------------------- ----------------------------------- ----------------------------------------------- State % % % California Full Documentation Fixed Florida Stated Documentation ARM NY Reduced Documentation New Jersey No documentation Nevada Texas Illinois Occupancy Status Borrower type Washington % % Maryland Primary Residence 1st Lien Massachussets Second / Vacation 2nd lien Arizona Non Owner Occupied Colorado Oregon Connecticut Distribution by Property Type Mortgage purpose Georgia % % North Carolina One Purchase Alaska 2-4 Unit Rate/Term refinance Alabama Pud detached Equity refinance Arkansas Condo Delaware Pud attached Hawaii Modular Home Idaho Manufactured Housing Summary statistics Indiana Town house Iowa Number of loans Kansas Total principal balance Kentucky Repayment type Average outstanding balance Louisiana % Largest outstanding balance Maine 2 year ARM WA LTV Michigan 2 year ARM IO LTV >90% Minnesota 3 Year ARM WA Remaining Term (Months) Mississippi 3 Year ARM IO WA Seasoning (months) Missouri 25 Lib 1M/IO/10YR WA Credit Score Montana 5 Year ARM WA Net Mortgage Rate Nebraska 5 Year ARM IO WA Neg Am limit New Hampshire 15/30 Balloon New Mexico 20/30 Balloon North Dakota Fixed AFC Ohio Fixed IO % Oklahoma Actuarial 0.50% Pennsylvania 1.00% Rhode Island 1.50% South Carolina Prepay penalty 2.00% South Dakota % NA or fixed rate Tennessee 1 year Utah 2 year Vermont 3 year Conforming Virginia other % West Virginia none Conforming Wisconsin Non conforming Wyoming Washington DC - ----------------------------------------------------------------------------------------------------------------------------

LTV/FICO Matrix LTV - -------------------------------------------------------------------------------------------------------------------------------- 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 Total - -------------------------------------------------------------------------------------------------------------------------------- FIXED FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 - -------------------------------------------------------------------------------------------------------------------------------- CLTV/FICO Matrix CLTV (including silent seconds) - ----------------------------------------------------------------------------------------------------------------------------------- 60- 60-65 65-70 70-75 75-80 80-85 85-90 90-95 95-100 100-105 105-110 110+ Total - ----------------------------------------------------------------------------------------------------------------------------------- FIXED FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 0 0 0 - ----------------------------------------------------------------------------------------------------------------------------------- ARM FICO 350-479 0 480-499 0 500-519 0 520-539 0 540-559 0 560-579 0 580-599 0 600-619 0 620-639 0 640-659 0 660-679 0 680-699 0 700-719 0 720-739 0 740-759 0 760-779 0 780-799 0 800-850 0 Total 0 0 0 0 0 0 0 0 0 0 0 0 0 - -----------------------------------------------------------------------------------------------------------------------------------
IO Mortgage Insurance - -------------------------------------------------------------------------------- FICO 350-479 FICO 350-479 480-499 480-499 500-519 500-519 520-539 520-539 540-559 540-559 560-579 560-579 580-599 580-599 600-619 600-619 620-639 620-639 640-659 640-659 660-679 660-679 680-699 680-699 700-719 700-719 720-739 720-739 740-759 740-759 760-779 760-779 780-799 780-799 800-850 800-850
DTI/FICO matrix - ------------------------------------------------------------------------------------------------------------------------------------ DTI - ------------------------------------------------------------------------------------------------------------------------------------ <20 20-24.9 25-29.9 30-34.9 35-39.9 40-44.9 45-49.9 50-54.9 55-59.9 60+ TOTAL product fico range - ------------------------------------------------------------------------------------------------------------------------------------ ARM 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------------------------------------------------------------------------------------------------------------------------------------ Total - ------------------------------------------------------------------------------------------------------------------------------------ Fixed 300-500 500-550 550-575 575-600 600-620 620-650 650-680 680-700 700-750 750-800 800-900 - ------------------------------------------------------------------------------------------------------------------------------------ Total - ------------------------------------------------------------------------------------------------------------------------------------

- ---------------------------------------------------------------------------------------------------------------------------- General Pool Statistics - ---------------------------------------------------------------------------------------------------------------------------- - ------------------------------- ----------------------------------- ----------------------------------------------- Geographic distribution Documentation Rate type - ------------------------------- ----------------------------------- ----------------------------------------------- State % % % California Full Documentation Fixed Florida Stated Documentation ARM NY Reduced Documentation New Jersey No documentation Nevada Texas Illinois Occupancy Status Borrower type Washington % % Maryland Primary Residence 1st Lien Massachussets Second / Vacation 2nd lien Arizona Non Owner Occupied Colorado Oregon Connecticut Distribution by Property Type Mortgage purpose Georgia % % North Carolina One Purchase Alaska 2-4 Unit Rate/Term refinance Alabama Pud detached Equity refinance Arkansas Condo Delaware Pud attached Hawaii Modular Home Idaho Manufactured Housing Summary statistics Indiana Town house Iowa Number of loans Kansas Total principal balance Kentucky Repayment type Average outstanding balance Louisiana % Largest outstanding balance Maine 2 year ARM WA LTV Michigan 2 year ARM IO LTV >90% Minnesota 3 Year ARM WA Remaining Term (Months) Mississippi 3 Year ARM IO WA Seasoning (months) Missouri 25 Lib 1M/IO/10YR WA Credit Score Montana 5 Year ARM WA Net Mortgage Rate Nebraska 5 Year ARM IO WA Neg Am limit New Hampshire 15/30 Balloon New Mexico 20/30 Balloon North Dakota Fixed AFC Ohio Fixed IO % Oklahoma Actuarial 0.50% Pennsylvania 1.00% Rhode Island 1.50% South Carolina Prepay penalty 2.00% South Dakota % NA or fixed rate Tennessee 1 year Utah 2 year Vermont 3 year Conforming Virginia other % West Virginia none Conforming Wisconsin Non conforming Wyoming Washington DC - ----------------------------------------------------------------------------------------------------------------------------
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Originator/ Source 1 Originator/ Source 2 Originator/ Source 3 Aggregate Description (expected bbg ticker) Deal Name Originator WELLS FARGO Dealer Shelf Dealer Largest Servicer FICO avg 624.458 FICO stdev 73.576 FICO < 500 0.356 FICO < 560 10.034 10th Percentile FICO 549 90th Percentile FICO 681 CLTV avg 78.94 CLTV >80% 31.8 SS CLTV (incl. silent second LTVs) % With Silent 2nds 10th Percentile CLTV 63.33 90th Percentile CLTV 90.48 Full Doc % 99.937 Loan Bal avg (000s) $178,585.67 DTI % 42.58 DTI >45% 51.31 Purch % 42.102 Cash Out % 52.879 Fxd % 8.722 3 yr ARM >= 2.86 <---CORRECTED VALUE WAC 6.947 WAC stdev 1.24 1st Lien % MI % MI Insurer CA % 22.837 Sng Fam % 90.825 Invt Prop % 1.813 MH % 0 IO% 22.465 2yr IO% 0 IO non-full doc % 0 2-4 Family % 2.53 <---CORRECTED VALUE Prim Occ 97.237 <$100K Bal % 11.022 2-yr Prepay Penalty % 63.516 % of 40-year loans Initial Target OC % Total C/E% Aaa Total C/E% Aa2 Total C/E% A2 Mth 37 Loss Trig Moody's Base Case Loss S&P single-B FF/LS Fitch single-B FF/LS

Originator/ Source WA LTV WA CLTV WA SS CLTV FICO WAC % Bal. Purch % Invt Prop % 1st Lien % FIRST FRANKLIN 78.94 78.94 624.458 6.947 100 42.102 1.813 Name 2 Name 3 Name 4 Total: 78.94 78.94 624.458 6.947 100 42.102 1.813 Originator/ Source % with S.2nds CA% Full Doc % IO% DTI% DTI% > 45 % with MI ~~FIRST FRANKLIN 30.24 22.837 99.937 22.465 42.58 51.31 Name 2 Name 3 Name 4 Total: 30.24 22.837 99.937 22.465 42.58 51.31~~

Documentation WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds Full 78.94 78.94 624.418 6.947 99.94 42.066 1.815 30.196 Non-Full 75 75 688 6.95 0.06 100 0 100 Total 78.94 78.94 624.458 6.947 100 42.102 1.813 30.24 Documentation CA% Full Doc % IO% DTI % DTI% > 45 % with MI ~~Full 22.789 100 22.48 42.58 51.35 Non-Full 100 0 0 44.78 0 Total 22.837 99.937 22.465 42.58 51.31~~

Interest Only WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds 24 36 60 79.71 79.71 643.659 6.404 22.47 50.224 0 50.928 Other IO Non-IO 78.72 78.72 618.87 7.105 77.53 39.749 2.339 24.246 Total 78.94 78.94 624.458 6.947 100 42.102 1.813 30.24 Interest Only CA% Full Doc % IO% DTI % DTI% > 45 % with MI 24 36 60 39.579 100 100 43.59 55.28 Other IO Non-IO 17.987 99.918 0 42.29 50.16 Total 22.837 99.937 22.465 42.58 51.31

FICO WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds 0-499 75.54 75.54 489.99 8.664 0.36 53.926 1.594 14.335 500-559 71.91 71.91 536.377 8.425 9.68 19.027 2.052 1.529 560-599 78.14 78.14 582.414 7.278 22.28 37.093 1.387 21.658 600-639 80.64 80.64 618.895 6.911 30.63 45.389 1.029 33.698 640-679 80.38 80.38 657.207 6.47 23.72 46.843 2.353 39.842 680>= 79.01 79.01 713.194 6.208 13.34 50.915 3.199 40.809 Total 78.94 78.94 624.458 6.947 100 42.102 1.813 30.24 FICO CA% Full Doc % IO% DTI % DTI% > 45 % with MI 0-499 8.31 100 0 38.09 33.79 500-559 14.084 100 0 41.71 45.09 560-599 17.51 100 15.139 42.22 48.13 600-639 20.853 100 25.819 42.7 51.47 640-679 25.61 100 30.7 42.54 53.12 680>= 38.095 99.526 29.254 43.73 58.03 Total 22.837 99.937 22.465 42.58 51.31

Low Balance WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds <80,000 78.6 78.6 605.933 8.118 6.36 50.674 5.974 27.798 80,000-100,000 78.59 78.59 612.252 7.637 4.68 50.823 2.245 37.509 100,000>= 78.98 78.98 626.406 6.827 88.95 41.03 1.493 30.032 Total 78.94 78.94 624.458 6.947 100 42.102 1.813 30.24 Low Balance CA% Full Doc % IO% DTI % DTI% > 45 % with MI <80,000 1.642 100 2.478 38.65 32.6 80,000-100,000 1.979 100 6.503 41 42.48 100,000>= 25.452 99.929 24.736 42.94 53.12 Total 22.837 99.937 22.465 42.58 51.31

Lien Position WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds ~~1st Lien 2nd Lien Total~~ Lien Position CA% Full Doc % IO% DTI % DTI% > 45 % with MI ~~1st Lien 2nd Lien Total~~

WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds CA% Full Doc % 80-85% FIXED-> 633.463 6.667 39 65.133 0.853 68.528 19.858 100 85-90% FIXED-> 615.983 7.354 9.21 24.007 0 1.826 21.393 100 90-95% FIXED-> 622.944 7.417 11.03 34.766 0 1.231 15.586 100 95-100% FIXED-> 637.467 7.776 3.93 55.642 0 0.198 11.243 100 WACLTV IO% DTI % DTI% > 45 % with MI ~~80-85% 31.618 43.54 54.49 85-90% 18.544 42.28 48.98 90-95% 18.484 41.62 49.75 95-100% 23.995 44.46 55.67~~

SSCLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds CA% Full Doc % IO% ~~80-85% 85-90% 90-95% 95-100%~~ SSCLTV DTI % DTI% > 45 % with MI ~~80-85% 85-90% 90-95% 95-100%~~

Coupon-ARM WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds <8% 78.94 78.94 630.645 6.57 84.2 44.292 1.554 37.11 8-9% 84.53 84.53 583.115 8.539 10.89 45.076 1.707 3.537 9-10% 82.35 82.35 565.875 9.489 3.78 44.312 1.003 2.259 10-11% 79.25 79.25 543.009 10.465 0.94 50.712 0.605 2.55 11-12% 81.68 81.68 547.332 11.405 0.18 73.269 0 0 12-13% 76.32 76.32 562.779 12.353 0.01 29.46 0 0 13-14% >14% Coupon-ARM CA% Full Doc % IO% DTI % DTI% > 45 % with MI <8% 25.436 99.918 28.193 42.95 52.97 8-9% 5.238 100 4.968 42.05 47.74 9-10% 3.116 100 0.346 40.83 39.17 10-11% 0.709 100 0 38.84 30.97 11-12% 0 100 0 34.35 27.19 12-13% 0 100 0 40 70.54 13-14% >14%

Coupon-fixed rate WALTV WACLTV WA SS CLTV WAFICO WAC % Bal. Purch % Invt Prop % 1st Lien % % with S.2nds <8% 70.62 70.62 655.876 6.742 87 15.279 4.463 100 14.609 8-9% 76.5 76.5 608.67 8.506 8.9 33.516 7.246 100 17.662 9-10% 71.73 71.73 583.29 9.471 3.2 18.996 5.219 100 7.366 10-11% 71.83 71.83 558.701 10.48 0.7 23.605 0 100 0 11-12% 74.69 74.69 553.681 11.324 0.21 32.276 0 100 0 12-13% 13-14% >14% Coupon-fixed rate CA% Full Doc % IO% DTI % DTI% > 45 % with MI <8% 34.127 100 3.283 41.24 49.24 0 8-9% 6.479 100 5.108 40.82 38.72 0 9-10% 4.864 100 0.53 40.72 45.57 0 10-11% 0 100 0 37.81 24.45 0 11-12% 0 100 0 35.58 38.21 0 12-13% 13-14% >14%

Top 20 Cities % of Total Bal # of Loans Loan Bal Avg Loan Bal WA LTV % with 2nd WAFICO

Top 10 States % of Total Bal # of Loans Loan Bal Avg Loan Bal WA LTV % with 2nd WAFICO

% of Total Avg Loan % with Top 20 Cities Bal # of Loans Loan Bal Bal WA LTV 2nd WAFICO LAS VEGAS 1.39 115 $26,251,835.71 $228,276.83 78.11 25.073 633.786 PHOENIX 1.09 105 20,648,545.05 196,652.81 79.54 14.641 632.292 LOS ANGELES 1.07 61 20,333,198.69 333,331.13 69.46 13.601 624.659 MESA 0.72 63 13,715,124.31 217,700.39 79.14 11.252 619.386 SACRAMENTO 0.66 43 12,501,482.64 290,732.15 77.87 23.247 651.594 FRESNO 0.65 55 12,230,063.86 222,364.80 77.93 15.979 628.201 WASHINGTON 0.63 51 11,893,502.82 233,205.94 75.96 22.408 607.134 SAN JOSE 0.59 22 11,086,580.65 503,935.48 77.29 38.35 641.453 BAKERSFIELD 0.51 48 9,684,254.39 201,755.30 80.07 14.296 624.84 BOWIE 0.5 29 9,465,923.87 326,411.17 82.02 28.261 611.098 RICHMOND 0.49 41 9,285,546.06 226,476.73 81.9 49.473 653.873 VIRGINIA BEA 0.48 46 9,107,411.48 197,987.21 79.63 18.694 603.19 BALTIMORE 0.48 67 8,999,313.99 134,318.12 80.54 36.46 621.698 SAN FRANCISC 0.45 20 8,587,148.90 429,357.45 71.05 45.368 652.714 STOCKTON 0.45 28 8,446,951.83 301,676.85 82.11 33.067 655.205 LINCOLN 0.45 41 8,431,302.64 205,641.53 80.09 55.67 643.323 ANTIOCH 0.43 25 8,186,957.33 327,478.29 74.55 14.615 617.715 OAKLAND 0.43 25 8,148,567.41 325,942.70 73.33 17.769 650.575 GLENDALE 0.43 41 8,081,414.21 197,107.66 76.96 10.104 619.519 CHICAGO 0.42 51 8,008,887.29 157,037.01 82.06 19.474 614.271 Other 87.69 9630 1,661,164,163.01 172,498.87 79.12 31.128 623.649 Total: 100 10607 $1,894,258,176.14 $178,585.67 78.94 30.24 624.458

% of Total Avg Loan % with Top 20 States Bal # of Loans Loan Bal Bal WA LTV 2nd WAFICO CA 22.84 1360 $432,600,712.72 $318,088.76 74.89 27.184 639.849 MD 6.68 534 126,590,040.57 237,060.00 78.56 26.716 618.406 AZ 5.73 560 108,484,884.47 193,723.01 78.74 12.058 623.035 VA 4.9 424 92,745,655.52 218,739.75 79.76 34.67 618.649 FL 4.87 507 92,323,711.38 182,098.05 78.13 19.385 617.004 IL 3.64 517 68,961,755.95 133,388.31 82.78 25.675 615.562 NY 3.44 302 65,107,091.99 215,586.40 75.96 15.1 618.177 MN 3.29 375 62,262,319.08 166,032.85 80.88 44.139 623.998 TX 3.1 582 58,734,539.40 100,918.45 80.26 24.693 618.314 NJ 3.07 251 58,107,598.58 231,504.38 77.13 17.775 604.275 WA 3.05 322 57,750,293.36 179,348.74 81.24 45.889 637.229 NV 2.7 231 51,223,464.05 221,746.60 78.3 22.002 631.143 GA 2.46 313 46,569,303.30 148,783.72 83.57 39.956 616.339 PA 2.18 303 41,242,114.78 136,112.59 81.67 24.237 608.881 MO 2.08 358 39,480,888.98 110,281.81 81.43 39.929 622.956 CO 1.9 197 36,025,926.02 182,872.72 78.98 59.262 637.904 MA 1.68 124 31,779,372.12 256,285.26 76.69 38.26 626.297 NC 1.62 237 30,625,400.94 129,221.10 82.84 38.978 613.022 IA 1.52 303 28,774,227.93 94,964.45 83.08 48.831 614.845 WI 1.51 216 28,586,389.21 132,344.39 81.01 37.852 608.803 Other 17.75 2591 336,282,485.79 129,788.69 81.63 37.459 620.252 Total: 100 10607 $1,894,258,176.14 $178,585.67 78.94 30.24 624.458
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