EX-99.1 2 d574487_ex99-1.htm CHARACTERISTICS OF THE MORTGAGE POOL Unassociated Document


Description of the Total Collateral


Collateral Summary

Statistics given below are for the Mortgage Loans in the pool as of the Cutoff Date. Balances and percentages are based on the Cutoff date scheduled balances of such Mortgage loans (except in the case of the DebttoIncome and FICO, which are determined at origination).


 
Summary Statistics
Range (if applicable)
     
Number of Mortgage Loans
9,612
 
     
Aggregate Current Principal Balance
$1,992,427,569
 
Average Current Principal Balance
$207,285
$21,000 to $998,988
     
Aggregate Original Balance
$1,993,217,958
 
Average Original Balance
$207,368
$21,000 to $1,000,000
     
Fully Amortizing Mortgage Loans
100.00%
 
     
1st Lien
98.80%
 
     
Wtd. Avg. Gross Coupon
8.336%
5.800% to 13.200%
     
Wtd. Avg. Original Term (months)
359
120 to 360
Wtd. Avg. Remaining Term (months)
358
120 to 360
     
Margin (ARM Loans Only)
5.890%
4.250% to 7.125%
     
Maximum Rate (ARM Loans Only)
14.457%
11.800% to 18.950%
     
Minimum Rate (ARM Loans Only)
8.457%
5.800% to 12.950%
     
Wtd. Avg. Original LTV*
81.01%
12.60% to 100.00%
     
Wtd. Avg. Borrower FICO
626
500 to 817
     
Retail Originations
6.76%
 
     
Geographic Distribution (Top 5)
CA(28.32%),FL(12.23%),IL(7.34%),AZ(6.07%),NY(5.78%)

*The loan-to-value("OLTV") of a first-lien mortgage at any given time is a fraction, expressed as a percentage, the numerator of which is the principal balance of the mortgage loan at the date of origination and the denominator of which is the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan. The OLTV of a second lien mortgage loan at any given time is a fraction, expressed as a percentage the numerator of which is (i) the sum of (a) the principal balance of such mortgage loan at the date of origination plus (b) the outstanding balance of the senior mortgage loan at the date of origination of such mortgage loan and the denominator of which is (ii) the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan.



 

 
 
 
Collateral Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2YR/6MO LIB
   
3,028
   
558,597,524.76
   
28.04
   
359
   
40.30
   
8.881
   
604
   
81.56
 
2YR/6MO LIB - 40YR
   
1,038
   
279,473,195.27
   
14.03
   
359
   
42.90
   
8.340
   
631
   
82.91
 
2YR/6MO LIB - 5YR IO
   
719
   
232,470,064.08
   
11.67
   
359
   
40.46
   
7.704
   
657
   
81.15
 
3YR/6MO LIB
   
1,329
   
258,029,934.84
   
12.95
   
359
   
39.78
   
8.695
   
604
   
80.89
 
3YR/6MO LIB - 40YR
   
451
   
110,563,530.19
   
5.55
   
359
   
42.76
   
8.145
   
629
   
84.01
 
3YR/6MO LIB - 5YR IO
   
257
   
72,919,857.73
   
3.66
   
359
   
40.94
   
7.688
   
650
   
82.81
 
FIXED RATE
   
2,384
   
371,829,444.47
   
18.66
   
354
   
39.62
   
8.092
   
638
   
77.74
 
FIXED RATE - 40YR
   
281
   
71,011,054.74
   
3.56
   
359
   
41.02
   
7.574
   
633
   
79.71
 
FIXED RATE - 5YR IO
   
125
   
37,532,962.71
   
1.88
   
358
   
39.53
   
7.347
   
665
   
81.38
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Principal Balances at Origination ($)**
 

 
 
Range of Principal Balances
at Origination ($)**
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
at Origination
($)
 
 
% of Principal
Balance as of
Origination
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25,000.00 or less
   
28
   
643,598.00
   
0.03
   
359
   
39.92
   
11.308
   
659
   
100.00
 
25,000.01 - 50,000.00
   
260
   
10,093,761.00
   
0.51
   
354
   
40.12
   
11.342
   
640
   
92.01
 
50,000.01 - 100,000.00
   
1,765
   
136,132,348.00
   
6.83
   
354
   
38.40
   
9.452
   
606
   
82.21
 
100,000.01 - 150,000.00
   
1,892
   
236,753,668.40
   
11.88
   
357
   
40.09
   
8.862
   
607
   
80.91
 
150,000.01 - 200,000.00
   
1,722
   
300,442,275.50
   
15.07
   
358
   
40.55
   
8.481
   
615
   
81.47
 
200,000.01 - 250,000.00
   
1,210
   
272,274,286.00
   
13.66
   
358
   
40.84
   
8.309
   
618
   
80.44
 
250,000.01 - 300,000.00
   
855
   
234,326,960.00
   
11.76
   
358
   
40.89
   
8.179
   
624
   
81.39
 
300,000.01 - 350,000.00
   
573
   
184,821,146.00
   
9.27
   
359
   
41.08
   
7.923
   
632
   
80.20
 
350,000.01 - 400,000.00
   
381
   
142,120,887.00
   
7.13
   
359
   
40.78
   
8.003
   
640
   
82.13
 
400,000.01 - 450,000.00
   
273
   
117,224,538.00
   
5.88
   
359
   
41.31
   
7.975
   
640
   
81.36
 
450,000.01 - 500,000.00
   
283
   
134,601,736.00
   
6.75
   
359
   
41.33
   
8.011
   
645
   
80.51
 
500,000.01 - 550,000.00
   
132
   
69,272,710.00
   
3.48
   
358
   
40.95
   
7.998
   
642
   
81.65
 
550,000.01 - 600,000.00
   
92
   
53,009,929.00
   
2.66
   
359
   
42.03
   
8.049
   
644
   
82.22
 
600,000.01 - 650,000.00
   
53
   
33,013,932.00
   
1.66
   
359
   
39.30
   
7.603
   
660
   
77.55
 
650,000.01 - 700,000.00
   
45
   
30,244,683.00
   
1.52
   
359
   
39.36
   
8.061
   
644
   
80.01
 
700,000.01 - 750,000.00
   
21
   
15,318,850.00
   
0.77
   
359
   
43.04
   
7.840
   
655
   
74.58
 
750,000.01 or greater
   
27
   
22,922,650.00
   
1.15
   
359
   
44.00
   
7.513
   
664
   
73.19
 
Total:
   
9,612
   
1,993,217,957.90
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
**Based on original balances of the Mortgage Loans.       
 
 
 
                 
 
Range of Principal Balances as of the Cut-off Date ($)
 

 
 
Range of Principal Balances
as of the Cut-off Date ($)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25,000.00 or less
   
28
   
643,349.33
   
0.03
   
359
   
39.92
   
11.309
   
659
   
100.00
 
25,000.01 - 50,000.00
   
264
   
10,289,408.48
   
0.52
   
353
   
40.07
   
11.299
   
638
   
91.73
 
50,000.01 - 100,000.00
   
1,763
   
136,050,870.79
   
6.83
   
354
   
38.40
   
9.453
   
606
   
82.20
 
100,000.01 - 150,000.00
   
1,890
   
236,434,991.60
   
11.87
   
357
   
40.09
   
8.862
   
607
   
80.92
 
150,000.01 - 200,000.00
   
1,722
   
300,317,759.90
   
15.07
   
358
   
40.55
   
8.481
   
615
   
81.47
 
200,000.01 - 250,000.00
   
1,210
   
272,174,099.84
   
13.66
   
358
   
40.84
   
8.309
   
618
   
80.44
 
250,000.01 - 300,000.00
   
856
   
234,537,914.50
   
11.77
   
358
   
40.87
   
8.178
   
624
   
81.40
 
300,000.01 - 350,000.00
   
572
   
184,453,929.59
   
9.26
   
359
   
41.10
   
7.923
   
632
   
80.19
 
350,000.01 - 400,000.00
   
381
   
142,077,069.02
   
7.13
   
359
   
40.78
   
8.003
   
640
   
82.13
 
400,000.01 - 450,000.00
   
273
   
117,190,697.76
   
5.88
   
359
   
41.31
   
7.975
   
640
   
81.36
 
450,000.01 - 500,000.00
   
283
   
134,557,248.69
   
6.75
   
359
   
41.33
   
8.012
   
645
   
80.51
 
500,000.01 - 550,000.00
   
132
   
69,245,970.69
   
3.48
   
358
   
40.95
   
7.998
   
642
   
81.65
 
550,000.01 - 600,000.00
   
92
   
52,995,471.49
   
2.66
   
359
   
42.03
   
8.049
   
644
   
82.22
 
600,000.01 - 650,000.00
   
53
   
33,000,583.58
   
1.66
   
359
   
39.30
   
7.603
   
660
   
77.55
 
650,000.01 - 700,000.00
   
45
   
30,233,724.86
   
1.52
   
359
   
39.36
   
8.061
   
644
   
80.01
 
700,000.01 - 750,000.00
   
21
   
15,314,371.52
   
0.77
   
359
   
43.04
   
7.841
   
655
   
74.58
 
750,000.01 or greater
   
27
   
22,910,107.15
   
1.15
   
359
   
44.00
   
7.513
   
664
   
73.19
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Range of Months Remaining
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
<= 120
   
2
   
131,000.00
   
0.01
   
120
   
32.16
   
10.189
   
631
   
25.12
 
121 - 180
   
68
   
7,951,878.15
   
0.40
   
179
   
39.77
   
8.198
   
622
   
72.33
 
181 - 240
   
46
   
5,255,163.11
   
0.26
   
239
   
39.00
   
7.985
   
636
   
71.96
 
241 - 300
   
11
   
1,527,232.89
   
0.08
   
299
   
40.64
   
7.953
   
653
   
77.30
 
301 - 360
   
9,485
   
1,977,562,294.64
   
99.25
   
359
   
40.67
   
8.338
   
626
   
81.08
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Current Mortgage Rates (%)
 

 
 
 
Range of Current Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
5.500 - 5.999
   
24
   
7,697,759.88
   
0.39
   
356
   
34.67
   
5.931
   
731
   
59.80
 
6.000 - 6.499
   
195
   
69,770,621.82
   
3.50
   
356
   
38.59
   
6.187
   
713
   
63.31
 
6.500 - 6.999
   
493
   
144,530,936.31
   
7.25
   
358
   
40.52
   
6.809
   
651
   
77.26
 
7.000 - 7.499
   
988
   
264,821,763.96
   
13.29
   
358
   
40.03
   
7.244
   
640
   
79.67
 
7.500 - 7.999
   
1,798
   
427,579,652.19
   
21.46
   
358
   
40.90
   
7.756
   
631
   
80.08
 
8.000 - 8.499
   
1,246
   
278,957,672.60
   
14.00
   
358
   
41.57
   
8.238
   
624
   
80.84
 
8.500 - 8.999
   
1,502
   
298,943,468.06
   
15.00
   
358
   
41.30
   
8.743
   
609
   
81.69
 
9.000 - 9.499
   
829
   
147,850,694.82
   
7.42
   
358
   
40.64
   
9.227
   
609
   
83.72
 
9.500 - 9.999
   
1,007
   
164,303,796.25
   
8.25
   
358
   
39.82
   
9.736
   
598
   
85.81
 
10.000 - 10.499
   
507
   
73,290,438.01
   
3.68
   
359
   
40.73
   
10.219
   
599
   
86.22
 
10.500 - 10.999
   
423
   
56,165,006.50
   
2.82
   
358
   
40.23
   
10.713
   
593
   
87.72
 
11.000 - 11.499
   
166
   
20,296,571.41
   
1.02
   
359
   
38.92
   
11.203
   
600
   
89.43
 
11.500 - 11.999
   
183
   
20,310,875.82
   
1.02
   
357
   
41.53
   
11.727
   
620
   
91.42
 
12.000 - 12.499
   
137
   
11,097,903.02
   
0.56
   
359
   
40.41
   
12.180
   
636
   
92.27
 
12.500 - 12.999
   
101
   
6,196,504.22
   
0.31
   
357
   
42.49
   
12.698
   
611
   
93.21
 
13.000 - 13.499
   
13
   
613,903.92
   
0.03
   
359
   
40.45
   
13.045
   
624
   
100.00
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Original Loan-to-Value Ratios (%)
 

 
 
Range of Original
Loan-to-Value Ratios (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
0.01 - 25.00
   
28
   
2,583,254.63
   
0.13
   
343
   
36.31
   
7.994
   
639
   
19.91
 
25.01 - 30.00
   
29
   
3,629,089.21
   
0.18
   
351
   
37.26
   
7.563
   
645
   
27.98
 
30.01 - 35.00
   
31
   
4,443,169.96
   
0.22
   
353
   
39.55
   
8.050
   
623
   
32.69
 
35.01 - 40.00
   
48
   
6,871,643.50
   
0.34
   
353
   
36.95
   
8.076
   
640
   
37.55
 
40.01 - 45.00
   
59
   
11,055,630.82
   
0.55
   
358
   
39.94
   
7.791
   
611
   
42.50
 
45.01 - 50.00
   
77
   
14,609,553.50
   
0.73
   
348
   
36.39
   
7.691
   
636
   
48.01
 
50.01 - 55.00
   
144
   
30,716,092.24
   
1.54
   
356
   
37.96
   
7.424
   
647
   
53.05
 
55.01 - 60.00
   
209
   
46,577,835.24
   
2.34
   
356
   
39.98
   
7.496
   
632
   
57.98
 
60.01 - 65.00
   
341
   
77,994,814.04
   
3.91
   
357
   
39.62
   
7.644
   
626
   
63.50
 
65.01 - 70.00
   
390
   
78,171,937.72
   
3.92
   
358
   
41.00
   
8.171
   
590
   
68.49
 
70.01 - 75.00
   
580
   
119,705,069.33
   
6.01
   
358
   
41.42
   
8.262
   
591
   
74.10
 
75.01 - 80.00
   
3,138
   
759,675,163.12
   
38.13
   
358
   
41.01
   
8.031
   
638
   
79.80
 
80.01 - 85.00
   
922
   
193,620,902.41
   
9.72
   
358
   
40.53
   
8.252
   
603
   
84.28
 
85.01 - 90.00
   
2,019
   
380,954,070.54
   
19.12
   
358
   
39.70
   
8.744
   
616
   
89.63
 
90.01 - 95.00
   
1,011
   
206,413,154.41
   
10.36
   
359
   
41.70
   
8.873
   
637
   
94.75
 
95.01 - 100.00
   
586
   
55,406,188.12
   
2.78
   
359
   
42.71
   
11.010
   
654
   
99.96
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Range of FICO Scores at Origination
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
500 - 519
   
448
   
72,776,074.77
   
3.65
   
359
   
42.04
   
9.277
   
510
   
75.81
 
520 - 539
   
599
   
102,497,913.23
   
5.14
   
358
   
40.72
   
9.056
   
530
   
76.48
 
540 - 559
   
672
   
118,161,277.20
   
5.93
   
357
   
41.45
   
8.905
   
551
   
79.73
 
560 - 579
   
715
   
125,347,675.48
   
6.29
   
359
   
40.79
   
8.750
   
569
   
79.30
 
580 - 599
   
901
   
173,285,961.42
   
8.70
   
358
   
40.69
   
8.651
   
589
   
82.06
 
600 - 619
   
1,384
   
284,898,714.77
   
14.30
   
358
   
41.08
   
8.334
   
609
   
82.39
 
620 - 639
   
1,557
   
339,530,947.84
   
17.04
   
358
   
41.40
   
8.224
   
629
   
82.89
 
640 - 659
   
1,236
   
275,078,401.00
   
13.81
   
358
   
40.47
   
8.142
   
649
   
82.58
 
660 - 679
   
742
   
170,981,016.45
   
8.58
   
358
   
40.13
   
8.067
   
669
   
81.76
 
680 - 699
   
556
   
132,869,405.60
   
6.67
   
358
   
39.99
   
7.921
   
689
   
81.31
 
700 - 719
   
335
   
78,658,770.10
   
3.95
   
358
   
39.97
   
7.959
   
709
   
80.74
 
720 - 739
   
171
   
38,426,130.81
   
1.93
   
358
   
38.27
   
7.934
   
728
   
80.49
 
740 - 759
   
136
   
35,196,697.78
   
1.77
   
359
   
38.12
   
7.658
   
749
   
78.95
 
760 - 779
   
92
   
24,730,657.17
   
1.24
   
357
   
38.19
   
7.251
   
769
   
72.50
 
780 - 799
   
48
   
14,147,264.43
   
0.71
   
355
   
37.71
   
6.970
   
789
   
67.56
 
800 or greater
   
20
   
5,840,660.74
   
0.29
   
359
   
37.15
   
7.176
   
805
   
67.22
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Debt-to-Income Ratios (%)
 

 
 
Range of Debt-to-Income
Ratios (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
20.00 or less
   
395
   
75,775,847.62
   
3.80
   
358
   
14.16
   
8.350
   
633
   
79.63
 
20.01 - 25.00
   
426
   
75,656,918.24
   
3.80
   
358
   
23.21
   
8.357
   
629
   
78.96
 
25.01 - 30.00
   
637
   
122,166,875.49
   
6.13
   
357
   
28.30
   
8.259
   
631
   
79.81
 
30.01 - 35.00
   
1,013
   
194,458,073.89
   
9.76
   
358
   
33.23
   
8.292
   
624
   
79.35
 
35.01 - 40.00
   
1,435
   
294,762,413.25
   
14.79
   
358
   
38.18
   
8.272
   
630
   
80.54
 
40.01 - 45.00
   
2,309
   
493,418,476.78
   
24.76
   
358
   
43.12
   
8.355
   
627
   
81.96
 
45.01 - 50.00
   
3,075
   
669,410,788.91
   
33.60
   
358
   
48.06
   
8.388
   
624
   
82.86
 
50.01 - 55.00
   
322
   
66,778,174.61
   
3.35
   
357
   
53.33
   
8.194
   
588
   
68.59
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
State
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Alabama
   
55
   
7,221,937.10
   
0.36
   
350
   
41.97
   
8.879
   
607
   
83.66
 
Alaska
   
12
   
2,456,317.18
   
0.12
   
359
   
37.49
   
8.754
   
584
   
83.12
 
Arizona
   
659
   
120,948,760.00
   
6.07
   
359
   
41.07
   
8.500
   
627
   
82.48
 
Arkansas
   
29
   
3,437,622.03
   
0.17
   
355
   
37.63
   
9.145
   
603
   
87.70
 
California
   
1,616
   
564,325,123.66
   
28.32
   
359
   
41.29
   
7.965
   
644
   
78.69
 
Colorado
   
196
   
34,446,479.17
   
1.73
   
358
   
40.40
   
7.968
   
626
   
84.58
 
Connecticut
   
126
   
24,747,158.79
   
1.24
   
358
   
39.84
   
8.350
   
626
   
78.44
 
Delaware
   
29
   
5,331,244.32
   
0.27
   
359
   
38.09
   
8.520
   
596
   
81.85
 
District of Columbia
   
1
   
174,878.95
   
0.01
   
359
   
36.00
   
7.850
   
610
   
52.44
 
Florida
   
1,240
   
243,632,397.25
   
12.23
   
358
   
40.78
   
8.384
   
621
   
80.28
 
Georgia
   
38
   
4,980,006.20
   
0.25
   
352
   
39.47
   
9.403
   
602
   
82.72
 
Hawaii
   
46
   
13,489,589.77
   
0.68
   
359
   
39.42
   
7.435
   
641
   
75.63
 
Idaho
   
29
   
4,450,243.13
   
0.22
   
359
   
40.93
   
8.308
   
627
   
82.18
 
Illinois
   
781
   
146,156,125.58
   
7.34
   
358
   
41.71
   
8.708
   
618
   
83.70
 
Indiana
   
174
   
15,812,820.24
   
0.79
   
356
   
37.64
   
9.225
   
616
   
86.87
 
Iowa
   
57
   
4,849,387.32
   
0.24
   
359
   
38.51
   
9.786
   
585
   
87.00
 
Kansas
   
39
   
4,950,706.50
   
0.25
   
355
   
40.60
   
9.329
   
605
   
87.47
 
Kentucky
   
35
   
4,051,053.92
   
0.20
   
352
   
39.89
   
8.905
   
593
   
86.88
 
Louisiana
   
144
   
17,350,263.38
   
0.87
   
358
   
40.70
   
9.184
   
603
   
84.46
 
Maine
   
11
   
2,449,326.67
   
0.12
   
359
   
36.99
   
8.162
   
616
   
79.71
 
Maryland
   
386
   
86,932,863.75
   
4.36
   
359
   
41.12
   
7.975
   
607
   
79.58
 
Massachusetts
   
157
   
39,708,331.24
   
1.99
   
359
   
40.96
   
8.219
   
625
   
79.88
 
Michigan
   
281
   
31,575,479.52
   
1.58
   
359
   
39.05
   
9.256
   
603
   
86.16
 
Minnesota
   
114
   
21,758,724.04
   
1.09
   
355
   
41.02
   
8.436
   
611
   
84.11
 
Mississippi
   
35
   
3,583,898.08
   
0.18
   
359
   
42.46
   
9.431
   
589
   
87.74
 
Missouri
   
225
   
24,763,939.97
   
1.24
   
358
   
39.67
   
9.364
   
600
   
87.52
 
Montana
   
5
   
796,861.90
   
0.04
   
359
   
49.39
   
8.335
   
610
   
81.50
 
Nebraska
   
61
   
5,917,114.67
   
0.30
   
354
   
40.60
   
8.974
   
612
   
85.59
 
Nevada
   
161
   
39,281,244.28
   
1.97
   
359
   
41.27
   
8.231
   
634
   
82.74
 
New Hampshire
   
16
   
2,517,027.29
   
0.13
   
358
   
40.23
   
8.503
   
642
   
81.03
 
New Jersey
   
355
   
93,547,785.80
   
4.70
   
358
   
40.43
   
8.239
   
616
   
79.82
 
New Mexico
   
64
   
11,964,613.32
   
0.60
   
359
   
41.79
   
8.863
   
612
   
84.64
 
New York
   
361
   
115,248,328.13
   
5.78
   
359
   
40.00
   
7.926
   
637
   
78.27
 
North Carolina
   
101
   
13,512,159.68
   
0.68
   
356
   
39.36
   
9.210
   
605
   
85.88
 
North Dakota
   
2
   
225,498.53
   
0.01
   
359
   
38.36
   
8.035
   
603
   
81.03
 
Ohio
   
224
   
23,902,392.22
   
1.20
   
356
   
38.76
   
9.142
   
590
   
86.08
 
Oklahoma
   
80
   
7,811,306.84
   
0.39
   
350
   
36.57
   
9.156
   
606
   
86.28
 
Oregon
   
60
   
12,053,383.33
   
0.60
   
359
   
37.18
   
8.255
   
622
   
80.83
 
Pennsylvania
   
284
   
37,423,700.79
   
1.88
   
355
   
38.49
   
8.644
   
597
   
82.55
 
Rhode Island
   
55
   
12,495,242.56
   
0.63
   
359
   
38.88
   
7.855
   
635
   
80.96
 
South Carolina
   
62
   
8,458,466.99
   
0.42
   
358
   
39.71
   
9.003
   
610
   
86.85
 
South Dakota
   
5
   
553,886.51
   
0.03
   
359
   
40.16
   
8.717
   
601
   
89.99
 
Tennessee
   
69
   
7,598,605.23
   
0.38
   
352
   
40.69
   
9.288
   
577
   
86.55
 
Texas
   
556
   
65,368,389.99
   
3.28
   
355
   
38.94
   
8.993
   
610
   
84.18
 
Utah
   
170
   
29,161,489.66
   
1.46
   
358
   
39.27
   
8.543
   
634
   
83.51
 
Vermont
   
4
   
539,180.87
   
0.03
   
359
   
42.27
   
8.605
   
605
   
57.78
 
Washington
   
190
   
42,401,134.05
   
2.13
   
359
   
40.88
   
7.961
   
632
   
79.23
 
Wisconsin
   
194
   
25,706,319.27
   
1.29
   
358
   
41.06
   
9.426
   
603
   
84.85
 
Wyoming
   
18
   
2,358,759.12
   
0.12
   
359
   
42.59
   
8.795
   
596
   
86.55
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Occupancy Status
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Primary
   
8,594
   
1,830,032,611.46
   
91.85
   
358
   
41.17
   
8.266
   
624
   
80.75
 
Investor
   
923
   
143,338,971.95
   
7.19
   
359
   
34.32
   
9.257
   
647
   
84.21
 
Second Home
   
95
   
19,055,985.38
   
0.96
   
354
   
39.31
   
8.218
   
657
   
82.12
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Documentation Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Full Documentation
   
5,651
   
1,093,702,585.81
   
54.89
   
358
   
40.28
   
8.024
   
614
   
79.80
 
Stated Documentation
   
3,156
   
720,529,687.51
   
36.16
   
359
   
41.44
   
8.794
   
646
   
82.78
 
Limited Documentation
   
805
   
178,195,295.47
   
8.94
   
358
   
39.87
   
8.405
   
614
   
81.32
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Loan Purpose
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Purchase
   
4,095
   
850,181,957.11
   
42.67
   
359
   
40.68
   
8.483
   
645
   
84.12
 
Refinance-Debt Consolidation Cash Out**
   
5,039
   
1,050,426,283.91
   
52.72
   
357
   
40.70
   
8.254
   
609
   
78.62
 
Refinance-Debt Consolidation No Cash Out***
   
478
   
91,819,327.77
   
4.61
   
356
   
40.06
   
7.919
   
638
   
79.69
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
** Cash proceeds to the borrower inclusive of debt consolidation payments exceed 2% or $2,000 of the original principal balance of the related loan. Also includes all home equity loans originated in Texas with any cash proceeds.
 
*** Cash proceeds to the borrower inclusive of debt consolidation payments do not exceed 2% or $2,000 of the original principal balance of the related loan. Excludesl home equity loans originated in Texas with any cash proceeds.
 
 
                 
 
 

 
 
 
Risk Category
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
I
   
8,560
   
1,811,021,675.87
   
90.90
   
359
   
40.59
   
8.314
   
628
   
81.49
 
II
   
128
   
21,220,163.97
   
1.07
   
357
   
39.90
   
8.604
   
595
   
81.79
 
III
   
30
   
6,251,459.66
   
0.31
   
359
   
36.81
   
8.769
   
574
   
73.06
 
IV
   
98
   
16,834,460.05
   
0.84
   
355
   
41.59
   
9.204
   
564
   
69.85
 
V
   
9
   
2,324,809.18
   
0.12
   
359
   
41.64
   
8.751
   
557
   
61.05
 
8A
   
25
   
3,826,177.58
   
0.19
   
344
   
38.89
   
6.659
   
749
   
72.37
 
7A
   
12
   
2,354,654.31
   
0.12
   
341
   
36.45
   
7.050
   
696
   
76.38
 
6A
   
81
   
15,401,838.28
   
0.77
   
351
   
41.61
   
7.600
   
669
   
78.58
 
5A
   
94
   
18,606,434.64
   
0.93
   
347
   
39.46
   
7.687
   
650
   
78.84
 
4A
   
99
   
16,466,204.53
   
0.83
   
345
   
40.84
   
8.379
   
630
   
80.10
 
3A
   
83
   
14,451,563.60
   
0.73
   
354
   
42.20
   
8.544
   
612
   
78.28
 
2A
   
88
   
15,318,959.02
   
0.77
   
353
   
42.76
   
8.893
   
608
   
77.16
 
A
   
135
   
21,500,767.55
   
1.08
   
356
   
42.98
   
8.872
   
572
   
76.00
 
B
   
89
   
14,005,492.05
   
0.70
   
356
   
43.07
   
9.005
   
559
   
71.76
 
C
   
58
   
9,483,803.79
   
0.48
   
358
   
42.44
   
9.492
   
543
   
73.31
 
D
   
23
   
3,359,104.71
   
0.17
   
358
   
44.65
   
10.081
   
527
   
66.97
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Property Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Single Family Detached
   
7,150
   
1,442,722,993.08
   
72.41
   
358
   
40.77
   
8.330
   
623
   
80.91
 
PUD Detached
   
1,069
   
246,456,111.59
   
12.37
   
359
   
41.03
   
8.250
   
627
   
81.50
 
Two-to Four-Family
   
606
   
158,634,329.04
   
7.96
   
359
   
39.10
   
8.335
   
640
   
80.01
 
Condominium
   
730
   
133,403,153.32
   
6.70
   
359
   
40.55
   
8.585
   
637
   
82.30
 
PUD Attached
   
38
   
7,704,007.01
   
0.39
   
359
   
42.45
   
7.971
   
620
   
82.42
 
Single Family Attached
   
19
   
3,506,974.75
   
0.18
   
359
   
40.92
   
8.621
   
631
   
80.80
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Prepayment Charge Term at Origination (months)
 

 
 
Prepayment Charge Term
at Origination (months)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
No Prepayment Penalty
   
3,606
   
722,397,238.92
   
36.26
   
358
   
40.84
   
8.724
   
622
   
82.25
 
12 months
   
455
   
130,854,360.86
   
6.57
   
359
   
39.71
   
8.113
   
642
   
80.16
 
24 months
   
3,431
   
734,805,154.39
   
36.88
   
359
   
41.03
   
8.265
   
622
   
81.98
 
30 months
   
5
   
923,589.11
   
0.05
   
340
   
41.58
   
8.141
   
628
   
78.96
 
36 months
   
2,115
   
403,447,225.51
   
20.25
   
356
   
39.98
   
7.845
   
632
   
77.32
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Conforming Balance
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Conforming
   
8,749
   
1,571,894,571.41
   
78.89
   
358
   
40.42
   
8.416
   
620
   
81.16
 
Non-conforming
   
863
   
420,532,997.38
   
21.11
   
359
   
41.55
   
8.040
   
645
   
80.46
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Maximum Mortgage Rates (%)
 

 
 
Range of Maximum
Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
11.500 - 11.999
   
3
   
857,436.19
   
0.06
   
359
   
39.33
   
5.872
   
698
   
64.19
 
12.000 - 12.499
   
53
   
16,003,104.34
   
1.06
   
359
   
40.86
   
6.268
   
647
   
74.20
 
12.500 - 12.999
   
262
   
85,102,623.43
   
5.63
   
359
   
40.87
   
6.833
   
651
   
78.38
 
13.000 - 13.499
   
626
   
178,160,437.32
   
11.78
   
359
   
40.16
   
7.250
   
641
   
79.61
 
13.500 - 13.999
   
1,310
   
329,621,963.34
   
21.80
   
359
   
41.21
   
7.758
   
633
   
80.33
 
14.000 - 14.499
   
1,003
   
238,758,328.46
   
15.79
   
359
   
41.84
   
8.237
   
625
   
80.88
 
14.500 - 14.999
   
1,182
   
253,777,512.12
   
16.78
   
359
   
41.48
   
8.745
   
610
   
81.90
 
15.000 - 15.499
   
653
   
125,087,272.31
   
8.27
   
359
   
40.70
   
9.233
   
611
   
83.81
 
15.500 - 15.999
   
794
   
142,347,818.77
   
9.41
   
359
   
39.59
   
9.735
   
599
   
86.10
 
16.000 - 16.499
   
387
   
60,859,911.98
   
4.02
   
359
   
40.85
   
10.212
   
599
   
86.49
 
16.500 - 16.999
   
325
   
46,895,376.28
   
3.10
   
359
   
40.33
   
10.714
   
591
   
87.60
 
17.000 - 17.499
   
108
   
15,582,154.61
   
1.03
   
359
   
38.81
   
11.197
   
597
   
89.04
 
17.500 - 17.999
   
79
   
12,792,944.00
   
0.85
   
359
   
40.64
   
11.700
   
589
   
88.29
 
18.000 - 18.499
   
30
   
4,845,164.82
   
0.32
   
359
   
37.15
   
12.214
   
582
   
82.85
 
18.500 - 18.999
   
7
   
1,362,058.90
   
0.09
   
359
   
40.54
   
12.779
   
530
   
70.78
 
Total:
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Minimum Mortgage Rates (%)
 

 
 
Range of Minimum
Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
5.500 - 5.999
   
3
   
857,436.19
   
0.06
   
359
   
39.33
   
5.872
   
698
   
64.19
 
6.000 - 6.499
   
53
   
16,003,104.34
   
1.06
   
359
   
40.86
   
6.268
   
647
   
74.20
 
6.500 - 6.999
   
262
   
85,102,623.43
   
5.63
   
359
   
40.87
   
6.833
   
651
   
78.38
 
7.000 - 7.499
   
626
   
178,160,437.32
   
11.78
   
359
   
40.16
   
7.250
   
641
   
79.61
 
7.500 - 7.999
   
1,310
   
329,621,963.34
   
21.80
   
359
   
41.21
   
7.758
   
633
   
80.33
 
8.000 - 8.499
   
1,003
   
238,758,328.46
   
15.79
   
359
   
41.84
   
8.237
   
625
   
80.88
 
8.500 - 8.999
   
1,182
   
253,777,512.12
   
16.78
   
359
   
41.48
   
8.745
   
610
   
81.90
 
9.000 - 9.499
   
653
   
125,087,272.31
   
8.27
   
359
   
40.70
   
9.233
   
611
   
83.81
 
9.500 - 9.999
   
794
   
142,347,818.77
   
9.41
   
359
   
39.59
   
9.735
   
599
   
86.10
 
10.000 - 10.499
   
387
   
60,859,911.98
   
4.02
   
359
   
40.85
   
10.212
   
599
   
86.49
 
10.500 - 10.999
   
325
   
46,895,376.28
   
3.10
   
359
   
40.33
   
10.714
   
591
   
87.60
 
11.000 - 11.499
   
108
   
15,582,154.61
   
1.03
   
359
   
38.81
   
11.197
   
597
   
89.04
 
11.500 - 11.999
   
79
   
12,792,944.00
   
0.85
   
359
   
40.64
   
11.700
   
589
   
88.29
 
12.000 - 12.499
   
30
   
4,845,164.82
   
0.32
   
359
   
37.15
   
12.214
   
582
   
82.85
 
12.500 - 12.999
   
7
   
1,362,058.90
   
0.09
   
359
   
40.54
   
12.779
   
530
   
70.78
 
Total:
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Range of Gross Margins (%)
 

 
 
 
Range of Gross Margins (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
4.250 - 4.499
   
15
   
2,324,573.69
   
0.15
   
358
   
41.59
   
9.235
   
588
   
80.33
 
4.500 - 4.749
   
505
   
104,456,524.56
   
6.91
   
359
   
41.77
   
8.719
   
615
   
83.87
 
4.750 - 4.999
   
1
   
234,522.00
   
0.02
   
360
   
42.00
   
7.875
   
647
   
90.00
 
5.000 - 5.249
   
1
   
100,260.00
   
0.01
   
360
   
37.00
   
9.750
   
558
   
90.00
 
5.250 - 5.499
   
22
   
4,574,091.24
   
0.30
   
359
   
46.43
   
7.457
   
664
   
80.25
 
5.500 - 5.749
   
28
   
6,608,801.62
   
0.44
   
359
   
41.61
   
7.740
   
642
   
78.61
 
5.750 - 5.999
   
39
   
7,317,198.00
   
0.48
   
359
   
41.92
   
8.188
   
629
   
81.89
 
6.000 - 6.249
   
6,178
   
1,380,722,012.59
   
91.31
   
359
   
40.82
   
8.442
   
622
   
81.75
 
6.250 - 6.499
   
18
   
3,093,699.58
   
0.20
   
357
   
48.58
   
8.855
   
562
   
82.35
 
6.500 - 6.749
   
4
   
555,591.31
   
0.04
   
356
   
43.66
   
8.977
   
561
   
73.65
 
6.750 - 6.999
   
9
   
1,228,832.28
   
0.08
   
357
   
45.54
   
9.455
   
535
   
74.18
 
7.000 - 7.249
   
2
   
838,000.00
   
0.06
   
359
   
40.00
   
8.647
   
583
   
87.48
 
Total:
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Next Adjustment Date
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2008-03
   
19
   
2,373,258.93
   
0.16
   
354
   
41.88
   
8.820
   
610
   
90.48
 
2008-04
   
18
   
2,562,527.72
   
0.17
   
355
   
45.13
   
8.684
   
592
   
87.99
 
2008-05
   
4
   
700,929.51
   
0.05
   
356
   
19.13
   
7.796
   
604
   
76.40
 
2008-06
   
69
   
13,019,411.41
   
0.86
   
357
   
42.85
   
8.775
   
606
   
85.94
 
2008-07
   
126
   
28,858,006.75
   
1.91
   
358
   
39.58
   
8.311
   
623
   
80.63
 
2008-08
   
3,338
   
762,167,888.79
   
50.41
   
359
   
41.07
   
8.433
   
624
   
81.85
 
2008-09
   
1,211
   
260,858,761.00
   
17.25
   
360
   
40.93
   
8.634
   
619
   
81.54
 
2009-03
   
4
   
698,577.60
   
0.05
   
354
   
44.48
   
8.241
   
581
   
87.08
 
2009-04
   
11
   
1,802,823.54
   
0.12
   
355
   
43.84
   
8.013
   
615
   
85.07
 
2009-05
   
3
   
433,533.93
   
0.03
   
356
   
38.90
   
8.632
   
572
   
83.90
 
2009-06
   
12
   
2,479,071.21
   
0.16
   
357
   
43.58
   
8.160
   
639
   
85.53
 
2009-07
   
39
   
6,678,503.85
   
0.44
   
358
   
42.71
   
8.632
   
610
   
83.88
 
2009-08
   
1,432
   
311,858,066.63
   
20.62
   
359
   
40.74
   
8.398
   
620
   
82.34
 
2009-09
   
536
   
117,562,746.00
   
7.78
   
360
   
40.45
   
8.368
   
614
   
80.78
 
Total:
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Initial Periodic Cap (%)
 

 
 
 
Initial Periodic Cap (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 
Total:
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
Periodic Cap (%)
 

 
 
 
Periodic Cap (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
1
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 
Total:
   
6,822
   
1,512,054,106.87
   
100.00
   
359
   
40.93
   
8.457
   
621
   
81.87
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
 
 
Loan Source
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Wholesale
   
8,825
   
1,857,652,568.73
   
93.24
   
359
   
40.58
   
8.327
   
627
   
81.33
 
Retail
   
787
   
134,775,000.06
   
6.76
   
352
   
41.75
   
8.463
   
612
   
76.61
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 
 
                 
 
 

 
Historical Delinquency
of the Mortgage Loans
Since Origination
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
0 x 30
   
9,558
   
1,985,661,912.83
   
99.66
   
358
   
40.65
   
8.333
   
626
   
80.99
 
1 x 30
   
54
   
6,765,655.96
   
0.34
   
355
   
44.07
   
9.342
   
600
   
89.07
 
Total:
   
9,612
   
1,992,427,568.79
   
100.00
   
358
   
40.66
   
8.336
   
626
   
81.01
 

*Original LTV if first lien, combined LTV if second lien.       
 

 
 
 
 

 

 


Statistics given below are for the Mortgage Loans in the pool as of the Cut-off Date. Balances and percentages are based on the Cut-off date scheduled balances of such Mortgage loans (except in the case of the Debt-to-Income and FICO, which are determined at origination).


     
 
Summary Statistics
Range (if applicable)
     
Number of Mortgage Loans
5,874
 
     
Aggregate Current Principal Balance
$992,182,937
 
Average Current Principal Balance
$168,911
$21,000 to $664,353
   
 
Aggregate Original Balance
$992,643,351
 
Average Original Balance
$168,989
$21,000 to $666,000
   
 
Fully Amortizing Mortgage Loans
100.00%
 
     
1st Lien
99.33%
 
   
 
Wtd. Avg. Gross Coupon
8.419%
5.800% to 13.050%
   
 
Wtd. Avg. Original Term (months)
359
120 to 360
Wtd. Avg. Remaining Term (months)
358
120 to 360
   
 
Margin (ARM Loans Only)
5.837%
4.250% to 6.750%
   
 
Maximum Rate (ARM Loans Only)
14.581%
11.800% to 18.850%
   
 
Minimum Rate (ARM Loans Only)
8.581%
5.800% to 12.850%
   
 
Wtd. Avg. Original LTV*
80.63%
12.60% to 100.00%
     
Wtd. Avg. Borrower FICO
612
500 to 813
     
Retail Originations
9.96%
 
     
Geographic Distribution (Top 5)
CA(13.28%),FL(11.92%),IL(10.27%),AZ(7.70%),MD(5.86%)


*The loan-to-value("OLTV") of a first-lien mortgage at any given time is a fraction, expressed as a percentage, the numerator of which is the principal balance of the mortgage loan at the date of origination and the denominator of which is the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan. The OLTV of a second lien mortgage loan at any given time is a fraction, expressed as a percentage the numerator of which is (i) the sum of (a) the principal balance of such mortgage loan at the date of origination plus (b) the outstanding balance of the senior mortgage loan at the date of origination of such mortgage loan and the denominator of which is (ii) the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan.





                 

 
 
 
Collateral Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2YR/6MO LIB
   
2,013
   
314,415,631.71
   
31.69
   
359
   
40.36
   
8.962
   
594
   
81.16
 
2YR/6MO LIB - 40YR
   
487
   
99,633,186.79
   
10.04
   
359
   
42.83
   
8.310
   
618
   
83.21
 
2YR/6MO LIB - 5YR IO
   
236
   
54,833,176.34
   
5.53
   
359
   
40.33
   
7.612
   
650
   
82.02
 
3YR/6MO LIB
   
997
   
172,085,985.97
   
17.34
   
359
   
39.71
   
8.766
   
598
   
80.33
 
3YR/6MO LIB - 40YR
   
298
   
64,814,550.61
   
6.53
   
359
   
42.52
   
8.065
   
619
   
84.05
 
3YR/6MO LIB - 5YR IO
   
156
   
37,807,986.73
   
3.81
   
358
   
41.96
   
7.569
   
645
   
82.88
 
FIXED RATE
   
1,438
   
193,849,021.20
   
19.54
   
353
   
40.83
   
8.085
   
623
   
77.26
 
FIXED RATE - 40YR
   
184
   
39,184,373.19
   
3.95
   
359
   
42.04
   
7.460
   
632
   
78.34
 
FIXED RATE - 5YR IO
   
65
   
15,559,024.89
   
1.57
   
359
   
41.87
   
7.237
   
667
   
80.08
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Principal Balances at Origination ($)**
                 

 
 
Range of Principal Balances
at Origination ($)**
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
at Origination
($)
 
 
% of Principal
Balance as of
Origination
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25,000.00 or less
   
18
   
408,450.00
   
0.04
   
359
   
41.70
   
11.335
   
660
   
100.00
 
25,000.01 - 50,000.00
   
171
   
6,365,851.00
   
0.64
   
354
   
41.33
   
11.506
   
639
   
93.55
 
50,000.01 - 100,000.00
   
1,221
   
95,434,152.00
   
9.61
   
354
   
38.76
   
9.363
   
598
   
80.94
 
100,000.01 - 150,000.00
   
1,462
   
182,745,484.40
   
18.41
   
357
   
40.82
   
8.764
   
603
   
80.59
 
150,000.01 - 200,000.00
   
1,205
   
209,654,745.00
   
21.12
   
358
   
41.30
   
8.455
   
610
   
81.17
 
200,000.01 - 250,000.00
   
755
   
169,848,300.00
   
17.11
   
358
   
41.18
   
8.294
   
610
   
79.96
 
250,000.01 - 300,000.00
   
516
   
141,332,714.00
   
14.24
   
359
   
41.65
   
8.088
   
613
   
80.53
 
300,000.01 - 350,000.00
   
297
   
95,914,127.00
   
9.66
   
359
   
41.62
   
7.725
   
623
   
78.52
 
350,000.01 - 400,000.00
   
158
   
58,639,891.00
   
5.91
   
359
   
40.23
   
7.875
   
632
   
81.45
 
400,000.01 - 450,000.00
   
42
   
17,711,600.00
   
1.78
   
359
   
39.66
   
7.901
   
646
   
82.58
 
450,000.01 - 500,000.00
   
18
   
8,491,737.00
   
0.86
   
359
   
38.48
   
7.971
   
652
   
81.71
 
500,000.01 - 550,000.00
   
7
   
3,616,300.00
   
0.36
   
359
   
31.82
   
8.191
   
636
   
80.82
 
550,000.01 - 600,000.00
   
1
   
553,500.00
   
0.06
   
360
   
35.00
   
7.550
   
664
   
90.00
 
600,000.01 - 650,000.00
   
2
   
1,260,500.00
   
0.13
   
359
   
40.37
   
8.156
   
636
   
83.24
 
650,000.01 - 700,000.00
   
1
   
666,000.00
   
0.07
   
357
   
50.00
   
7.000
   
688
   
90.00
 
Total:
   
5,874
   
992,643,351.40
   
100.00
   
358
   
40.88
   
8.418
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
**Based on original balances of the Mortgage Loans.
             
                 
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Principal Balances as of the Cut-off Date ($)
                 

 
 
Range of Principal Balances
as of the Cut-off Date ($)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25,000.00 or less
   
18
   
408,281.62
   
0.04
   
359
   
41.70
   
11.336
   
660
   
100.00
 
25,000.01 - 50,000.00
   
172
   
6,413,149.92
   
0.65
   
354
   
41.27
   
11.504
   
638
   
93.35
 
50,000.01 - 100,000.00
   
1,222
   
95,522,916.87
   
9.63
   
354
   
38.76
   
9.362
   
598
   
80.93
 
100,000.01 - 150,000.00
   
1,460
   
182,449,207.26
   
18.39
   
357
   
40.82
   
8.764
   
603
   
80.61
 
150,000.01 - 200,000.00
   
1,205
   
209,561,442.26
   
21.12
   
358
   
41.30
   
8.455
   
610
   
81.17
 
200,000.01 - 250,000.00
   
755
   
169,777,619.49
   
17.11
   
358
   
41.18
   
8.294
   
610
   
79.96
 
250,000.01 - 300,000.00
   
516
   
141,270,714.93
   
14.24
   
359
   
41.65
   
8.088
   
613
   
80.54
 
300,000.01 - 350,000.00
   
297
   
95,875,240.55
   
9.66
   
359
   
41.62
   
7.725
   
623
   
78.52
 
350,000.01 - 400,000.00
   
158
   
58,617,041.42
   
5.91
   
359
   
40.23
   
7.875
   
632
   
81.45
 
400,000.01 - 450,000.00
   
42
   
17,705,808.65
   
1.78
   
359
   
39.66
   
7.901
   
646
   
82.58
 
450,000.01 - 500,000.00
   
18
   
8,488,993.67
   
0.86
   
359
   
38.48
   
7.971
   
652
   
81.71
 
500,000.01 - 550,000.00
   
7
   
3,614,989.81
   
0.36
   
359
   
31.82
   
8.191
   
636
   
80.82
 
550,000.01 - 600,000.00
   
1
   
553,500.00
   
0.06
   
360
   
35.00
   
7.550
   
664
   
90.00
 
600,000.01 - 650,000.00
   
2
   
1,259,678.31
   
0.13
   
359
   
40.37
   
8.156
   
636
   
83.24
 
650,000.01 - 700,000.00
   
1
   
664,352.67
   
0.07
   
357
   
50.00
   
7.000
   
688
   
90.00
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Range of Months Remaining
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
<= 120
   
2
   
131,000.00
   
0.01
   
120
   
32.16
   
10.189
   
631
   
25.12
 
121 - 180
   
38
   
3,945,387.27
   
0.40
   
179
   
41.51
   
8.390
   
620
   
73.12
 
181 - 240
   
30
   
3,472,985.69
   
0.35
   
239
   
39.40
   
7.923
   
640
   
70.51
 
241 - 300
   
8
   
1,070,855.56
   
0.11
   
298
   
43.17
   
8.023
   
654
   
74.55
 
301 - 360
   
5,796
   
983,562,708.91
   
99.13
   
359
   
40.88
   
8.421
   
612
   
80.71
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Current Mortgage Rates (%)
                 

 
 
 
Range of Current Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
5.500 - 5.999
   
19
   
4,565,039.66
   
0.46
   
353
   
31.79
   
5.925
   
726
   
63.50
 
6.000 - 6.499
   
97
   
25,484,437.98
   
2.57
   
357
   
38.98
   
6.226
   
685
   
64.24
 
6.500 - 6.999
   
313
   
74,727,941.51
   
7.53
   
358
   
40.97
   
6.798
   
644
   
75.71
 
7.000 - 7.499
   
573
   
121,941,240.92
   
12.29
   
358
   
40.75
   
7.228
   
629
   
78.19
 
7.500 - 7.999
   
993
   
195,385,496.28
   
19.69
   
358
   
41.31
   
7.767
   
617
   
79.57
 
8.000 - 8.499
   
729
   
130,142,269.45
   
13.12
   
358
   
41.89
   
8.240
   
608
   
80.87
 
8.500 - 8.999
   
954
   
156,334,504.41
   
15.76
   
358
   
41.56
   
8.747
   
598
   
81.50
 
9.000 - 9.499
   
564
   
84,973,898.68
   
8.56
   
357
   
40.65
   
9.231
   
600
   
84.14
 
9.500 - 9.999
   
694
   
97,620,058.58
   
9.84
   
358
   
39.57
   
9.733
   
592
   
85.10
 
10.000 - 10.499
   
323
   
41,410,704.01
   
4.17
   
359
   
40.18
   
10.202
   
594
   
84.48
 
10.500 - 10.999
   
291
   
34,233,550.18
   
3.45
   
358
   
40.06
   
10.698
   
582
   
85.77
 
11.000 - 11.499
   
108
   
10,193,538.42
   
1.03
   
359
   
38.69
   
11.187
   
597
   
86.51
 
11.500 - 11.999
   
83
   
7,414,013.08
   
0.75
   
356
   
40.68
   
11.666
   
580
   
82.20
 
12.000 - 12.499
   
65
   
4,653,138.95
   
0.47
   
359
   
39.42
   
12.225
   
590
   
85.62
 
12.500 - 12.999
   
60
   
2,835,863.62
   
0.29
   
358
   
43.83
   
12.726
   
613
   
92.84
 
13.000 - 13.499
   
8
   
267,241.70
   
0.03
   
359
   
43.30
   
13.032
   
647
   
100.00
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Original Loan-to-Value Ratios (%)
                 

 
 
Range of Original
Loan-to-Value Ratios (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
0.01 - 25.00
   
23
   
2,052,709.67
   
0.21
   
339
   
37.74
   
8.042
   
623
   
20.55
 
25.01 - 30.00
   
24
   
2,638,818.19
   
0.27
   
347
   
40.39
   
7.761
   
644
   
28.38
 
30.01 - 35.00
   
25
   
3,878,970.37
   
0.39
   
353
   
39.48
   
8.160
   
618
   
32.74
 
35.01 - 40.00
   
32
   
4,332,509.05
   
0.44
   
353
   
37.89
   
8.225
   
640
   
37.47
 
40.01 - 45.00
   
47
   
7,740,455.45
   
0.78
   
357
   
40.54
   
7.804
   
616
   
42.49
 
45.01 - 50.00
   
56
   
8,517,198.59
   
0.86
   
357
   
38.28
   
7.988
   
625
   
47.76
 
50.01 - 55.00
   
106
   
19,005,064.51
   
1.92
   
357
   
39.13
   
7.712
   
618
   
53.13
 
55.01 - 60.00
   
149
   
28,550,675.67
   
2.88
   
356
   
39.65
   
7.678
   
609
   
58.08
 
60.01 - 65.00
   
248
   
48,667,584.20
   
4.91
   
357
   
39.92
   
7.916
   
601
   
63.35
 
65.01 - 70.00
   
285
   
51,811,770.67
   
5.22
   
358
   
41.03
   
8.213
   
587
   
68.44
 
70.01 - 75.00
   
448
   
84,460,122.63
   
8.51
   
358
   
41.11
   
8.328
   
587
   
74.10
 
75.01 - 80.00
   
1,354
   
231,039,253.36
   
23.29
   
358
   
40.82
   
8.164
   
615
   
79.53
 
80.01 - 85.00
   
682
   
122,012,244.49
   
12.30
   
358
   
41.44
   
8.322
   
601
   
84.29
 
85.01 - 90.00
   
1,431
   
235,011,857.33
   
23.69
   
358
   
40.30
   
8.757
   
616
   
89.62
 
90.01 - 95.00
   
702
   
125,027,918.87
   
12.60
   
359
   
42.30
   
8.739
   
633
   
94.69
 
95.01 - 100.00
   
262
   
17,435,784.38
   
1.76
   
359
   
43.31
   
10.774
   
642
   
99.98
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Range of FICO Scores at Origination
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
500 - 519
   
351
   
54,411,514.17
   
5.48
   
359
   
42.70
   
9.236
   
510
   
75.94
 
520 - 539
   
453
   
71,787,003.83
   
7.24
   
359
   
41.16
   
9.079
   
530
   
76.45
 
540 - 559
   
488
   
76,630,875.45
   
7.72
   
358
   
42.18
   
8.858
   
551
   
79.32
 
560 - 579
   
527
   
82,172,863.65
   
8.28
   
359
   
41.19
   
8.657
   
569
   
78.04
 
580 - 599
   
609
   
99,525,548.04
   
10.03
   
358
   
41.40
   
8.561
   
589
   
81.12
 
600 - 619
   
900
   
156,587,955.70
   
15.78
   
358
   
41.43
   
8.372
   
609
   
81.72
 
620 - 639
   
897
   
155,045,693.48
   
15.63
   
357
   
41.62
   
8.178
   
629
   
83.19
 
640 - 659
   
663
   
113,417,169.91
   
11.43
   
357
   
40.44
   
8.167
   
649
   
82.64
 
660 - 679
   
374
   
66,116,982.41
   
6.66
   
357
   
39.73
   
8.080
   
669
   
81.83
 
680 - 699
   
278
   
52,605,634.02
   
5.30
   
358
   
39.01
   
7.974
   
688
   
81.75
 
700 - 719
   
129
   
25,372,898.23
   
2.56
   
358
   
39.48
   
7.895
   
710
   
81.15
 
720 - 739
   
78
   
14,200,217.11
   
1.43
   
359
   
34.85
   
8.214
   
728
   
81.21
 
740 - 759
   
62
   
12,288,819.70
   
1.24
   
359
   
33.43
   
7.540
   
749
   
81.12
 
760 - 779
   
42
   
7,785,655.97
   
0.78
   
356
   
35.73
   
7.291
   
770
   
70.45
 
780 - 799
   
13
   
2,253,071.60
   
0.23
   
352
   
36.15
   
7.177
   
788
   
66.24
 
800 or greater
   
10
   
1,981,034.16
   
0.20
   
359
   
35.13
   
7.415
   
805
   
67.26
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Debt-to-Income Ratios (%)
                 

 
 
Range of Debt-to-Income
Ratios (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
20.00 or less
   
216
   
36,066,098.57
   
3.64
   
359
   
13.90
   
8.617
   
629
   
78.22
 
20.01 - 25.00
   
235
   
36,888,184.28
   
3.72
   
358
   
23.21
   
8.359
   
625
   
76.29
 
25.01 - 30.00
   
380
   
60,022,325.08
   
6.05
   
357
   
28.35
   
8.415
   
622
   
78.90
 
30.01 - 35.00
   
622
   
100,136,677.54
   
10.09
   
357
   
33.19
   
8.383
   
616
   
79.12
 
35.01 - 40.00
   
873
   
143,068,922.21
   
14.42
   
358
   
38.16
   
8.422
   
614
   
80.83
 
40.01 - 45.00
   
1,370
   
232,832,823.53
   
23.47
   
358
   
43.08
   
8.450
   
612
   
82.01
 
45.01 - 50.00
   
1,926
   
337,996,842.83
   
34.07
   
358
   
48.14
   
8.403
   
609
   
82.73
 
50.01 - 55.00
   
252
   
45,171,063.39
   
4.55
   
358
   
53.36
   
8.336
   
579
   
68.35
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
State
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Alabama
   
41
   
4,924,046.38
   
0.50
   
346
   
43.35
   
9.150
   
594
   
82.50
 
Alaska
   
11
   
2,288,803.22
   
0.23
   
359
   
36.73
   
8.780
   
581
   
83.35
 
Arizona
   
443
   
76,435,878.25
   
7.70
   
358
   
41.34
   
8.523
   
617
   
82.35
 
Arkansas
   
27
   
3,100,391.80
   
0.31
   
354
   
37.42
   
9.039
   
606
   
87.45
 
California
   
501
   
131,772,168.14
   
13.28
   
358
   
40.72
   
7.867
   
622
   
74.45
 
Colorado
   
144
   
22,858,912.93
   
2.30
   
357
   
41.65
   
7.909
   
625
   
85.99
 
Connecticut
   
91
   
17,210,934.12
   
1.73
   
358
   
41.09
   
8.405
   
626
   
78.70
 
Delaware
   
21
   
3,771,538.09
   
0.38
   
359
   
40.07
   
8.391
   
577
   
83.51
 
District of Columbia
   
1
   
174,878.95
   
0.02
   
359
   
36.00
   
7.850
   
610
   
52.44
 
Florida
   
693
   
118,309,997.53
   
11.92
   
358
   
41.31
   
8.398
   
605
   
78.76
 
Georgia
   
30
   
4,012,658.52
   
0.40
   
350
   
40.46
   
9.567
   
599
   
82.96
 
Hawaii
   
35
   
9,408,995.19
   
0.95
   
359
   
39.67
   
7.414
   
640
   
75.80
 
Idaho
   
22
   
3,294,871.38
   
0.33
   
359
   
41.23
   
8.470
   
620
   
82.76
 
Illinois
   
594
   
101,865,313.12
   
10.27
   
358
   
41.91
   
8.661
   
614
   
83.45
 
Indiana
   
127
   
11,704,056.70
   
1.18
   
356
   
38.23
   
9.321
   
610
   
86.45
 
Iowa
   
47
   
4,059,160.93
   
0.41
   
359
   
39.30
   
9.922
   
577
   
87.25
 
Kansas
   
33
   
3,959,447.61
   
0.40
   
355
   
41.09
   
9.456
   
591
   
87.22
 
Kentucky
   
30
   
3,479,726.30
   
0.35
   
355
   
40.13
   
8.973
   
587
   
86.60
 
Louisiana
   
92
   
10,624,986.84
   
1.07
   
356
   
41.55
   
8.979
   
607
   
84.53
 
Maine
   
8
   
1,372,944.04
   
0.14
   
359
   
37.37
   
8.595
   
594
   
78.28
 
Maryland
   
279
   
58,136,817.97
   
5.86
   
359
   
41.51
   
7.921
   
602
   
78.75
 
Massachusetts
   
99
   
23,072,939.20
   
2.33
   
358
   
41.83
   
8.096
   
626
   
79.04
 
Michigan
   
194
   
21,833,401.49
   
2.20
   
359
   
39.45
   
9.178
   
604
   
86.66
 
Minnesota
   
86
   
14,954,814.77
   
1.51
   
359
   
42.32
   
8.348
   
609
   
83.52
 
Mississippi
   
20
   
1,889,615.22
   
0.19
   
359
   
41.54
   
9.426
   
579
   
85.51
 
Missouri
   
166
   
17,495,161.58
   
1.76
   
359
   
40.53
   
9.407
   
599
   
87.71
 
Montana
   
5
   
796,861.90
   
0.08
   
359
   
49.39
   
8.335
   
610
   
81.50
 
Nebraska
   
53
   
5,260,294.67
   
0.53
   
359
   
40.42
   
8.982
   
613
   
85.81
 
Nevada
   
87
   
18,092,734.67
   
1.82
   
359
   
43.15
   
8.269
   
628
   
83.16
 
New Hampshire
   
11
   
1,866,103.90
   
0.19
   
357
   
37.23
   
8.473
   
638
   
77.57
 
New Jersey
   
225
   
53,709,200.68
   
5.41
   
358
   
40.96
   
8.201
   
608
   
78.36
 
New Mexico
   
42
   
6,605,268.66
   
0.67
   
359
   
42.95
   
8.929
   
597
   
85.20
 
New York
   
171
   
47,000,779.32
   
4.74
   
358
   
39.18
   
7.819
   
622
   
74.67
 
North Carolina
   
83
   
10,699,124.58
   
1.08
   
356
   
39.19
   
9.161
   
605
   
85.68
 
North Dakota
   
1
   
151,750.00
   
0.02
   
360
   
40.00
   
8.100
   
642
   
84.87
 
Ohio
   
157
   
16,663,454.35
   
1.68
   
356
   
39.70
   
9.072
   
589
   
85.53
 
Oklahoma
   
54
   
4,822,831.71
   
0.49
   
355
   
39.61
   
9.451
   
593
   
87.24
 
Oregon
   
46
   
8,369,641.83
   
0.84
   
359
   
39.07
   
8.094
   
627
   
79.38
 
Pennsylvania
   
197
   
25,302,655.34
   
2.55
   
356
   
39.54
   
8.603
   
598
   
83.32
 
Rhode Island
   
39
   
8,623,766.33
   
0.87
   
359
   
39.66
   
7.792
   
627
   
80.10
 
South Carolina
   
45
   
5,851,299.54
   
0.59
   
358
   
40.34
   
9.191
   
603
   
87.45
 
South Dakota
   
3
   
433,983.94
   
0.04
   
359
   
44.90
   
9.137
   
561
   
91.65
 
Tennessee
   
53
   
5,966,503.71
   
0.60
   
352
   
40.62
   
9.335
   
581
   
86.75
 
Texas
   
339
   
33,060,537.05
   
3.33
   
354
   
40.00
   
8.993
   
605
   
83.27
 
Utah
   
122
   
18,080,309.61
   
1.82
   
358
   
38.40
   
8.540
   
629
   
83.72
 
Vermont
   
4
   
539,180.87
   
0.05
   
359
   
42.27
   
8.605
   
605
   
57.78
 
Washington
   
127
   
25,141,814.39
   
2.53
   
359
   
41.03
   
7.915
   
619
   
78.31
 
Wisconsin
   
159
   
21,004,339.23
   
2.12
   
359
   
41.70
   
9.440
   
597
   
85.02
 
Wyoming
   
16
   
2,128,040.88
   
0.21
   
359
   
42.94
   
8.947
   
590
   
86.66
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Occupancy Status
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Primary
   
5,097
   
868,173,885.62
   
87.50
   
358
   
41.70
   
8.314
   
607
   
80.09
 
Investor
   
703
   
109,238,842.98
   
11.01
   
359
   
34.40
   
9.256
   
647
   
84.35
 
Second Home
   
74
   
14,770,208.83
   
1.49
   
359
   
40.23
   
8.363
   
657
   
85.08
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Documentation Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Full Documentation
   
3,862
   
636,705,429.32
   
64.17
   
358
   
41.19
   
8.166
   
602
   
79.82
 
Stated Documentation
   
1,582
   
283,370,377.30
   
28.56
   
358
   
40.30
   
8.929
   
638
   
82.47
 
Limited Documentation
   
430
   
72,107,130.81
   
7.27
   
358
   
40.38
   
8.640
   
599
   
80.62
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Loan Purpose
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Purchase
   
1,602
   
205,636,679.35
   
20.73
   
359
   
40.30
   
8.939
   
636
   
86.98
 
Refinance-Debt Consolidation Cash Out**
   
3,911
   
728,893,285.45
   
73.46
   
358
   
41.05
   
8.295
   
604
   
78.73
 
Refinance-Debt Consolidation No Cash Out***
   
361
   
57,652,972.63
   
5.81
   
356
   
40.79
   
8.123
   
626
   
82.08
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
** Cash proceeds to the borrower inclusive of debt consolidation payments exceed 2% or $2,000 of the original principal balance of the related loan. Also includes all home equity loans originated in Texas with any cash proceeds.
                 
*** Cash proceeds to the borrower inclusive of debt consolidation payments do not exceed 2% or $2,000 of the original principal balance of the related loan. Excludesl home equity loans originated in Texas with any cash proceeds.
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Risk Category
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
I
   
5,072
   
863,781,351.46
   
87.06
   
358
   
40.66
   
8.393
   
614
   
81.40
 
II
   
83
   
13,281,817.45
   
1.34
   
357
   
40.89
   
8.422
   
599
   
81.18
 
III
   
26
   
4,576,697.36
   
0.46
   
359
   
34.51
   
8.698
   
563
   
71.29
 
IV
   
66
   
10,840,538.58
   
1.09
   
359
   
43.02
   
9.210
   
557
   
69.72
 
V
   
4
   
929,624.28
   
0.09
   
359
   
46.46
   
8.717
   
586
   
61.67
 
8A
   
2
   
449,987.98
   
0.05
   
356
   
26.34
   
6.197
   
764
   
74.07
 
6A
   
66
   
11,797,277.13
   
1.19
   
349
   
42.40
   
7.564
   
668
   
77.46
 
5A
   
67
   
11,270,819.16
   
1.14
   
343
   
41.82
   
7.681
   
650
   
76.01
 
4A
   
79
   
12,494,185.84
   
1.26
   
348
   
40.62
   
8.288
   
629
   
78.63
 
3A
   
70
   
10,681,838.93
   
1.08
   
353
   
43.33
   
8.477
   
614
   
78.36
 
2A
   
73
   
12,184,164.37
   
1.23
   
352
   
43.93
   
8.747
   
606
   
76.20
 
A
   
119
   
17,785,552.59
   
1.79
   
357
   
43.62
   
8.906
   
571
   
75.35
 
B
   
76
   
11,516,580.97
   
1.16
   
357
   
42.89
   
8.978
   
561
   
70.97
 
C
   
49
   
7,368,396.62
   
0.74
   
359
   
43.68
   
9.475
   
538
   
74.31
 
D
   
22
   
3,224,104.71
   
0.32
   
358
   
44.85
   
10.039
   
527
   
67.26
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Property Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Single Family Detached
   
4,517
   
733,946,126.80
   
73.97
   
358
   
41.10
   
8.423
   
609
   
80.50
 
PUD Detached
   
525
   
96,559,850.35
   
9.73
   
359
   
41.76
   
8.300
   
613
   
81.78
 
Two-to Four-Family
   
359
   
87,064,792.50
   
8.78
   
359
   
38.02
   
8.358
   
630
   
78.77
 
Condominium
   
427
   
66,960,584.17
   
6.75
   
359
   
40.76
   
8.639
   
625
   
82.53
 
PUD Attached
   
29
   
5,148,252.08
   
0.52
   
359
   
42.86
   
8.098
   
612
   
84.22
 
Single Family Attached
   
17
   
2,503,331.53
   
0.25
   
359
   
39.70
   
8.511
   
615
   
81.13
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Prepayment Charge Term at Origination (months)
                 

 
 
Prepayment Charge Term
at Origination (months)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
No Prepayment Penalty
   
2,336
   
398,070,796.08
   
40.12
   
358
   
40.77
   
8.619
   
612
   
81.33
 
12 months
   
223
   
50,290,570.05
   
5.07
   
358
   
39.41
   
8.143
   
626
   
79.04
 
24 months
   
1,908
   
315,113,908.64
   
31.76
   
359
   
41.04
   
8.506
   
606
   
82.34
 
30 months
   
5
   
923,589.11
   
0.09
   
340
   
41.58
   
8.141
   
628
   
78.96
 
36 months
   
1,402
   
227,784,073.55
   
22.96
   
356
   
41.17
   
8.010
   
617
   
77.42
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Conforming Balance
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Conforming
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Maximum Mortgage Rates (%)
                 

 
 
Range of Maximum
Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
11.500 - 11.999
   
3
   
857,436.19
   
0.12
   
359
   
39.33
   
5.872
   
698
   
64.19
 
12.000 - 12.499
   
31
   
8,077,935.22
   
1.09
   
359
   
41.88
   
6.264
   
648
   
69.68
 
12.500 - 12.999
   
135
   
33,800,436.39
   
4.55
   
359
   
41.18
   
6.815
   
643
   
77.56
 
13.000 - 13.499
   
319
   
71,023,870.39
   
9.55
   
359
   
40.92
   
7.246
   
627
   
78.35
 
13.500 - 13.999
   
741
   
154,681,470.77
   
20.80
   
359
   
41.00
   
7.769
   
615
   
80.37
 
14.000 - 14.499
   
565
   
106,852,136.17
   
14.37
   
359
   
41.76
   
8.238
   
607
   
81.09
 
14.500 - 14.999
   
753
   
131,698,328.54
   
17.71
   
359
   
41.52
   
8.750
   
598
   
81.67
 
15.000 - 15.499
   
438
   
70,233,440.83
   
9.45
   
359
   
40.40
   
9.237
   
601
   
84.14
 
15.500 - 15.999
   
563
   
84,605,619.50
   
11.38
   
359
   
39.17
   
9.730
   
594
   
85.27
 
16.000 - 16.499
   
253
   
33,947,221.66
   
4.57
   
359
   
40.03
   
10.199
   
596
   
84.77
 
16.500 - 16.999
   
238
   
29,953,206.30
   
4.03
   
359
   
39.92
   
10.700
   
583
   
86.00
 
17.000 - 17.499
   
74
   
8,174,414.03
   
1.10
   
359
   
38.39
   
11.186
   
597
   
87.09
 
17.500 - 17.999
   
48
   
6,030,262.24
   
0.81
   
359
   
40.10
   
11.667
   
571
   
80.19
 
18.000 - 18.499
   
21
   
2,931,565.61
   
0.39
   
359
   
36.46
   
12.227
   
554
   
77.68
 
18.500 - 18.999
   
5
   
723,174.31
   
0.10
   
360
   
45.54
   
12.715
   
544
   
75.05
 
Total:
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Minimum Mortgage Rates (%)
                 

 
 
Range of Minimum
Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
5.500 - 5.999
   
3
   
857,436.19
   
0.12
   
359
   
39.33
   
5.872
   
698
   
64.19
 
6.000 - 6.499
   
31
   
8,077,935.22
   
1.09
   
359
   
41.88
   
6.264
   
648
   
69.68
 
6.500 - 6.999
   
135
   
33,800,436.39
   
4.55
   
359
   
41.18
   
6.815
   
643
   
77.56
 
7.000 - 7.499
   
319
   
71,023,870.39
   
9.55
   
359
   
40.92
   
7.246
   
627
   
78.35
 
7.500 - 7.999
   
741
   
154,681,470.77
   
20.80
   
359
   
41.00
   
7.769
   
615
   
80.37
 
8.000 - 8.499
   
565
   
106,852,136.17
   
14.37
   
359
   
41.76
   
8.238
   
607
   
81.09
 
8.500 - 8.999
   
753
   
131,698,328.54
   
17.71
   
359
   
41.52
   
8.750
   
598
   
81.67
 
9.000 - 9.499
   
438
   
70,233,440.83
   
9.45
   
359
   
40.40
   
9.237
   
601
   
84.14
 
9.500 - 9.999
   
563
   
84,605,619.50
   
11.38
   
359
   
39.17
   
9.730
   
594
   
85.27
 
10.000 - 10.499
   
253
   
33,947,221.66
   
4.57
   
359
   
40.03
   
10.199
   
596
   
84.77
 
10.500 - 10.999
   
238
   
29,953,206.30
   
4.03
   
359
   
39.92
   
10.700
   
583
   
86.00
 
11.000 - 11.499
   
74
   
8,174,414.03
   
1.10
   
359
   
38.39
   
11.186
   
597
   
87.09
 
11.500 - 11.999
   
48
   
6,030,262.24
   
0.81
   
359
   
40.10
   
11.667
   
571
   
80.19
 
12.000 - 12.499
   
21
   
2,931,565.61
   
0.39
   
359
   
36.46
   
12.227
   
554
   
77.68
 
12.500 - 12.999
   
5
   
723,174.31
   
0.10
   
360
   
45.54
   
12.715
   
544
   
75.05
 
Total:
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Gross Margins (%)
                 

 
 
 
Range of Gross Margins (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
4.250 - 4.499
   
11
   
1,838,087.42
   
0.25
   
358
   
43.91
   
9.207
   
581
   
78.58
 
4.500 - 4.749
   
401
   
75,314,234.78
   
10.13
   
358
   
41.89
   
8.707
   
612
   
84.05
 
5.000 - 5.249
   
1
   
100,260.00
   
0.01
   
360
   
37.00
   
9.750
   
558
   
90.00
 
5.250 - 5.499
   
21
   
4,129,452.42
   
0.56
   
358
   
45.62
   
7.501
   
665
   
81.22
 
5.500 - 5.749
   
21
   
4,083,107.66
   
0.55
   
359
   
44.20
   
7.779
   
647
   
77.97
 
5.750 - 5.999
   
33
   
6,104,341.85
   
0.82
   
359
   
40.76
   
8.168
   
629
   
82.07
 
6.000 - 6.249
   
3,673
   
648,265,714.43
   
87.18
   
359
   
40.58
   
8.577
   
606
   
81.42
 
6.250 - 6.499
   
15
   
2,177,722.75
   
0.29
   
357
   
48.97
   
8.843
   
565
   
81.56
 
6.500 - 6.749
   
4
   
555,591.31
   
0.07
   
356
   
43.66
   
8.977
   
561
   
73.65
 
6.750 - 6.999
   
7
   
1,022,005.53
   
0.14
   
357
   
45.44
   
9.404
   
526
   
73.25
 
Total:
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Next Adjustment Date
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2008-03
   
12
   
1,719,756.14
   
0.23
   
354
   
44.26
   
8.483
   
610
   
90.78
 
2008-04
   
16
   
2,429,598.63
   
0.33
   
355
   
45.58
   
8.610
   
591
   
88.06
 
2008-05
   
3
   
601,177.66
   
0.08
   
356
   
14.01
   
7.572
   
618
   
75.80
 
2008-06
   
59
   
9,698,033.65
   
1.30
   
357
   
42.77
   
8.675
   
611
   
84.39
 
2008-07
   
72
   
12,944,363.79
   
1.74
   
358
   
38.49
   
8.613
   
606
   
79.02
 
2008-08
   
1,992
   
338,562,987.97
   
45.53
   
359
   
40.87
   
8.656
   
606
   
82.02
 
2008-09
   
582
   
102,926,077.00
   
13.84
   
360
   
41.01
   
8.715
   
603
   
80.43
 
2009-03
   
4
   
698,577.60
   
0.09
   
354
   
44.48
   
8.241
   
581
   
87.08
 
2009-04
   
10
   
1,303,544.11
   
0.18
   
355
   
42.25
   
8.267
   
601
   
83.19
 
2009-05
   
1
   
92,964.62
   
0.01
   
356
   
41.00
   
10.975
   
606
   
95.00
 
2009-06
   
12
   
2,479,071.21
   
0.33
   
357
   
43.58
   
8.160
   
639
   
85.53
 
2009-07
   
27
   
4,823,786.55
   
0.65
   
358
   
43.19
   
8.409
   
610
   
84.09
 
2009-08
   
1,046
   
196,072,673.22
   
26.37
   
359
   
40.64
   
8.447
   
610
   
81.85
 
2009-09
   
351
   
69,237,906.00
   
9.31
   
360
   
40.47
   
8.416
   
605
   
80.33
 
Total:
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Initial Periodic Cap (%)
                 


 
 
 
Initial Periodic Cap (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 
Total:
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Periodic Cap (%)
                 

 
 
 
Periodic Cap (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
1
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 
Total:
   
4,187
   
743,590,518.15
   
100.00
   
359
   
40.81
   
8.581
   
607
   
81.65
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Loan Source
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Wholesale
   
5,251
   
893,410,029.13
   
90.04
   
358
   
40.67
   
8.405
   
613
   
81.18
 
Retail
   
623
   
98,772,908.30
   
9.96
   
352
   
42.78
   
8.537
   
604
   
75.66
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
Historical Delinquency
of the Mortgage Loans
Since Origination
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
0 x 30
   
5,841
   
987,437,670.30
   
99.52
   
358
   
40.86
   
8.417
   
612
   
80.61
 
1 x 30
   
33
   
4,745,267.13
   
0.48
   
355
   
45.21
   
8.672
   
587
   
86.03
 
Total:
   
5,874
   
992,182,937.43
   
100.00
   
358
   
40.88
   
8.419
   
612
   
80.63
 

*Original LTV if first lien, combined LTV if second lien.
             
                 


 
 

 
Ameriquest Mortgage Securities Inc., Asset-Backed Pass-Through Certificates, Series ARSI 2006-M3
Description of the Group II Collateral
 
 
 
Collateral Summary
 
Statistics given below are for the Mortgage Loans in the pool as of the Cut-off Date. Balances and percentages are based on the Cut-off
date scheduled balances of such Mortgage loans (except in the case of the Debt-to-Income and FICO, which are determined at origination).

 
     
 
Summary Statistics
Range (if applicable)
     
Number of Mortgage Loans
3,738
 
     
Aggregate Current Principal Balance
$1,000,244,631
 
Average Current Principal Balance
$267,588
$22,400 to $998,988
     
Aggregate Original Balance
$1,000,574,607
 
Average Original Balance
$267,676
$22,400 to $1,000,000
     
Fully Amortizing Mortgage Loans
100.00%
 
     
1st Lien
98.28%
 
     
Wtd. Avg. Gross Coupon
8.255%
5.900% to 13.200%
     
Wtd. Avg. Original Term (months)
359
180 to 360
Wtd. Avg. Remaining Term (months)
358
179 to 360
     
Margin (ARM Loans Only)
5.941%
4.250% to 7.125%
     
Maximum Rate (ARM Loans Only)
14.337%
12.000% to 18.950%
     
Minimum Rate (ARM Loans Only)
8.337%
6.000% to 12.950%
     
Wtd. Avg. Original LTV*
81.39%
13.36% to 100.00%
     
Wtd. Avg. Borrower FICO
639
500 to 817
     
Retail Originations
3.60%
 
     
Geographic Distribution (Top 5)
CA(43.24%),FL(12.53%),NY(6.82%),AZ(4.45%),IL(4.43%)
 
 
 
 
*The loan-to-value("OLTV") of a first-lien mortgage at any given time is a fraction, expressed as a percentage, the numerator of which is the principal balance of the mortgage loan at the date of origination and the denominator of which is the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan. The OLTV of a second lien mortgage loan at any given time is a fraction, expressed as a percentage the numerator of which is (i) the sum of (a) the principal balance of such mortgage loan at the date of origination plus (b) the outstanding balance of the senior mortgage loan at the date of origination of such mortgage loan and the denominator of which is (ii) the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan.
 
 

 
 
                                   
Collateral Type
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
2YR/6MO LIB
   
1,015
   
244,181,893.05
   
24.41
   
359
   
40.23
   
8.776
   
617
   
82.07
 
2YR/6MO LIB - 40YR
   
551
   
179,840,008.48
   
17.98
   
359
   
42.93
   
8.357
   
639
   
82.74
 
2YR/6MO LIB - 5YR IO
   
483
   
177,636,887.74
   
17.76
   
359
   
40.50
   
7.732
   
659
   
80.88
 
3YR/6MO LIB
   
332
   
85,943,948.87
   
8.59
   
359
   
39.93
   
8.553
   
618
   
81.99
 
3YR/6MO LIB - 40YR
   
153
   
45,748,979.58
   
4.57
   
359
   
43.10
   
8.258
   
644
   
83.96
 
3YR/6MO LIB - 5YR IO
   
101
   
35,111,871.00
   
3.51
   
359
   
39.85
   
7.817
   
655
   
82.73
 
FIXED RATE
   
946
   
177,980,423.27
   
17.79
   
354
   
38.30
   
8.100
   
654
   
78.27
 
FIXED RATE - 40YR
   
97
   
31,826,681.55
   
3.18
   
359
   
39.76
   
7.713
   
635
   
81.39
 
FIXED RATE - 5YR IO
   
60
   
21,973,937.82
   
2.20
   
357
   
37.87
   
7.424
   
663
   
82.30
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Range of Principal Balances at Origination ($)**
 
                                   
Range of Principal Balances
at Origination ($)**
 
Number of
Mortgage Loans
 
Principal Balance
at Origination ($)
 
% of Principal
Balance as of
Origination
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
25,000.00 or less
   
10
   
235,148.00
   
0.02
   
359
   
36.84
   
11.262
   
658
   
100.00
 
25,000.01 - 50,000.00
   
89
   
3,727,910.00
   
0.37
   
353
   
38.05
   
11.063
   
641
   
89.38
 
50,000.01 - 100,000.00
   
544
   
40,698,196.00
   
4.07
   
353
   
37.55
   
9.661
   
625
   
85.18
 
100,000.01 - 150,000.00
   
430
   
54,008,184.00
   
5.40
   
357
   
37.63
   
9.194
   
620
   
81.97
 
150,000.01 - 200,000.00
   
517
   
90,787,530.50
   
9.07
   
356
   
38.81
   
8.541
   
627
   
82.17
 
200,000.01 - 250,000.00
   
455
   
102,425,986.00
   
10.24
   
358
   
40.28
   
8.334
   
632
   
81.25
 
250,000.01 - 300,000.00
   
339
   
92,994,246.00
   
9.29
   
358
   
39.73
   
8.316
   
639
   
82.70
 
300,000.01 - 350,000.00
   
276
   
88,907,019.00
   
8.89
   
359
   
40.50
   
8.137
   
642
   
82.02
 
350,000.01 - 400,000.00
   
223
   
83,480,996.00
   
8.34
   
359
   
41.16
   
8.093
   
645
   
82.61
 
400,000.01 - 450,000.00
   
231
   
99,512,938.00
   
9.95
   
359
   
41.60
   
7.988
   
639
   
81.14
 
450,000.01 - 500,000.00
   
265
   
126,109,999.00
   
12.60
   
359
   
41.52
   
8.014
   
644
   
80.43
 
500,000.01 - 550,000.00
   
125
   
65,656,410.00
   
6.56
   
358
   
41.45
   
7.987
   
642
   
81.70
 
550,000.01 - 600,000.00
   
91
   
52,456,429.00
   
5.24
   
359
   
42.10
   
8.054
   
644
   
82.14
 
600,000.01 - 650,000.00
   
51
   
31,753,432.00
   
3.17
   
359
   
39.26
   
7.581
   
661
   
77.33
 
650,000.01 - 700,000.00
   
44
   
29,578,683.00
   
2.96
   
359
   
39.12
   
8.085
   
643
   
79.78
 
700,000.01 - 750,000.00
   
21
   
15,318,850.00
   
1.53
   
359
   
43.04
   
7.840
   
655
   
74.58
 
750,000.01 or greater
   
27
   
22,922,650.00
   
2.29
   
359
   
44.00
   
7.513
   
664
   
73.19
 
Total:
   
3,738
   
1,000,574,606.50
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
                                                   
**Based on original balances of the Mortgage Loans.
 
 
 
   
Range of Principal Balances as of the Cut-off Date ($)
 
                                   
Range of Principal Balances
as of the Cut-off Date ($)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
25,000.00 or less
   
10
   
235,067.71
   
0.02
   
359
   
36.84
   
11.262
   
658
   
100.00
 
25,000.01 - 50,000.00
   
92
   
3,876,258.56
   
0.39
   
350
   
38.09
   
10.961
   
638
   
89.05
 
50,000.01 - 100,000.00
   
541
   
40,527,953.92
   
4.05
   
354
   
37.55
   
9.665
   
625
   
85.20
 
100,000.01 - 150,000.00
   
430
   
53,985,784.34
   
5.40
   
357
   
37.63
   
9.194
   
620
   
81.97
 
150,000.01 - 200,000.00
   
517
   
90,756,317.64
   
9.07
   
356
   
38.81
   
8.541
   
627
   
82.17
 
200,000.01 - 250,000.00
   
455
   
102,396,480.35
   
10.24
   
358
   
40.28
   
8.334
   
632
   
81.25
 
250,000.01 - 300,000.00
   
340
   
93,267,199.57
   
9.32
   
358
   
39.70
   
8.315
   
639
   
82.72
 
300,000.01 - 350,000.00
   
275
   
88,578,689.04
   
8.86
   
359
   
40.54
   
8.138
   
642
   
81.99
 
350,000.01 - 400,000.00
   
223
   
83,460,027.60
   
8.34
   
359
   
41.16
   
8.093
   
645
   
82.61
 
400,000.01 - 450,000.00
   
231
   
99,484,889.11
   
9.95
   
359
   
41.60
   
7.988
   
639
   
81.15
 
450,000.01 - 500,000.00
   
265
   
126,068,255.02
   
12.60
   
359
   
41.52
   
8.014
   
644
   
80.43
 
500,000.01 - 550,000.00
   
125
   
65,630,980.88
   
6.56
   
358
   
41.45
   
7.987
   
642
   
81.70
 
550,000.01 - 600,000.00
   
91
   
52,441,971.49
   
5.24
   
359
   
42.10
   
8.054
   
644
   
82.14
 
600,000.01 - 650,000.00
   
51
   
31,740,905.27
   
3.17
   
359
   
39.26
   
7.581
   
661
   
77.33
 
650,000.01 - 700,000.00
   
44
   
29,569,372.19
   
2.96
   
359
   
39.12
   
8.085
   
643
   
79.79
 
700,000.01 - 750,000.00
   
21
   
15,314,371.52
   
1.53
   
359
   
43.04
   
7.841
   
655
   
74.58
 
750,000.01 or greater
   
27
   
22,910,107.15
   
2.29
   
359
   
44.00
   
7.513
   
664
   
73.19
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
 
                                   
Range of Months Remaining
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
121 - 180
   
30
   
4,006,490.88
   
0.40
   
179
   
38.05
   
8.010
   
625
   
71.55
 
181 - 240
   
16
   
1,782,177.42
   
0.18
   
239
   
38.23
   
8.106
   
628
   
74.77
 
241 - 300
   
3
   
456,377.33
   
0.05
   
299
   
34.71
   
7.791
   
650
   
83.74
 
301 - 360
   
3,689
   
993,999,585.73
   
99.38
   
359
   
40.46
   
8.256
   
639
   
81.44
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Range of Current Mortgage Rates (%)
 
                                   
Range of Current Mortgage Rates (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
5.500 - 5.999
   
5
   
3,132,720.22
   
0.31
   
359
   
38.87
   
5.940
   
739
   
54.41
 
6.000 - 6.499
   
98
   
44,286,183.84
   
4.43
   
356
   
38.37
   
6.165
   
729
   
62.78
 
6.500 - 6.999
   
180
   
69,802,994.80
   
6.98
   
359
   
40.04
   
6.821
   
657
   
78.92
 
7.000 - 7.499
   
415
   
142,880,523.04
   
14.28
   
358
   
39.41
   
7.258
   
650
   
80.93
 
7.500 - 7.999
   
805
   
232,194,155.91
   
23.21
   
358
   
40.56
   
7.747
   
644
   
80.51
 
8.000 - 8.499
   
517
   
148,815,403.15
   
14.88
   
359
   
41.30
   
8.236
   
637
   
80.82
 
8.500 - 8.999
   
548
   
142,608,963.65
   
14.26
   
358
   
41.01
   
8.737
   
621
   
81.90
 
9.000 - 9.499
   
265
   
62,876,796.14
   
6.29
   
359
   
40.62
   
9.222
   
620
   
83.15
 
9.500 - 9.999
   
313
   
66,683,737.67
   
6.67
   
358
   
40.19
   
9.740
   
607
   
86.85
 
10.000 - 10.499
   
184
   
31,879,734.00
   
3.19
   
358
   
41.45
   
10.241
   
606
   
88.49
 
10.500 - 10.999
   
132
   
21,931,456.32
   
2.19
   
358
   
40.49
   
10.736
   
611
   
90.78
 
11.000 - 11.499
   
58
   
10,103,032.99
   
1.01
   
359
   
39.16
   
11.219
   
603
   
92.39
 
11.500 - 11.999
   
100
   
12,896,862.74
   
1.29
   
358
   
42.02
   
11.762
   
643
   
96.72
 
12.000 - 12.499
   
72
   
6,444,764.07
   
0.64
   
359
   
41.13
   
12.147
   
669
   
97.06
 
12.500 - 12.999
   
41
   
3,360,640.60
   
0.34
   
356
   
41.36
   
12.673
   
610
   
93.53
 
13.000 - 13.499
   
5
   
346,662.22
   
0.03
   
359
   
38.25
   
13.056
   
606
   
100.00
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Range of Original Loan-to-Value Ratios (%)
 
                                   
Range of Original
Loan-to-Value Ratios (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
0.01 - 25.00
   
5
   
530,544.96
   
0.05
   
359
   
30.78
   
7.806
   
699
   
17.42
 
25.01 - 30.00
   
5
   
990,271.02
   
0.10
   
359
   
28.93
   
7.036
   
647
   
26.92
 
30.01 - 35.00
   
6
   
564,199.59
   
0.06
   
358
   
40.01
   
7.292
   
659
   
32.35
 
35.01 - 40.00
   
16
   
2,539,134.45
   
0.25
   
352
   
35.35
   
7.822
   
639
   
37.67
 
40.01 - 45.00
   
12
   
3,315,175.37
   
0.33
   
359
   
38.55
   
7.760
   
600
   
42.53
 
45.01 - 50.00
   
21
   
6,092,354.91
   
0.61
   
335
   
33.74
   
7.277
   
651
   
48.37
 
50.01 - 55.00
   
38
   
11,711,027.73
   
1.17
   
355
   
36.07
   
6.958
   
693
   
52.92
 
55.01 - 60.00
   
60
   
18,027,159.57
   
1.80
   
355
   
40.50
   
7.207
   
670
   
57.81
 
60.01 - 65.00
   
93
   
29,327,229.84
   
2.93
   
358
   
39.11
   
7.193
   
668
   
63.74
 
65.01 - 70.00
   
105
   
26,360,167.05
   
2.64
   
357
   
40.95
   
8.088
   
597
   
68.59
 
70.01 - 75.00
   
132
   
35,244,946.70
   
3.52
   
359
   
42.17
   
8.104
   
602
   
74.10
 
75.01 - 80.00
   
1,784
   
528,635,909.76
   
52.85
   
359
   
41.09
   
7.972
   
649
   
79.91
 
80.01 - 85.00
   
240
   
71,608,657.92
   
7.16
   
358
   
38.99
   
8.131
   
606
   
84.26
 
85.01 - 90.00
   
588
   
145,942,213.21
   
14.59
   
358
   
38.75
   
8.722
   
617
   
89.66
 
90.01 - 95.00
   
309
   
81,385,235.54
   
8.14
   
359
   
40.77
   
9.078
   
642
   
94.84
 
95.01 - 100.00
   
324
   
37,970,403.74
   
3.80
   
358
   
42.44
   
11.119
   
660
   
99.95
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
 
                                   
Range of FICO Scores at Origination
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
500 - 519
   
97
   
18,364,560.60
   
1.84
   
358
   
40.08
   
9.399
   
510
   
75.43
 
520 - 539
   
146
   
30,710,909.40
   
3.07
   
356
   
39.69
   
9.001
   
531
   
76.56
 
540 - 559
   
184
   
41,530,401.75
   
4.15
   
357
   
40.12
   
8.992
   
550
   
80.49
 
560 - 579
   
188
   
43,174,811.83
   
4.32
   
358
   
40.03
   
8.927
   
569
   
81.71
 
580 - 599
   
292
   
73,760,413.38
   
7.37
   
358
   
39.73
   
8.771
   
590
   
83.33
 
600 - 619
   
484
   
128,310,759.07
   
12.83
   
358
   
40.65
   
8.287
   
609
   
83.21
 
620 - 639
   
660
   
184,485,254.36
   
18.44
   
359
   
41.21
   
8.263
   
629
   
82.64
 
640 - 659
   
573
   
161,661,231.09
   
16.16
   
359
   
40.49
   
8.125
   
649
   
82.53
 
660 - 679
   
368
   
104,864,034.04
   
10.48
   
359
   
40.39
   
8.058
   
669
   
81.71
 
680 - 699
   
278
   
80,263,771.58
   
8.02
   
357
   
40.64
   
7.886
   
689
   
81.02
 
700 - 719
   
206
   
53,285,871.87
   
5.33
   
359
   
40.21
   
7.990
   
708
   
80.54
 
720 - 739
   
93
   
24,225,913.70
   
2.42
   
358
   
40.27
   
7.770
   
728
   
80.06
 
740 - 759
   
74
   
22,907,878.08
   
2.29
   
359
   
40.64
   
7.722
   
749
   
77.79
 
760 - 779
   
50
   
16,945,001.20
   
1.69
   
358
   
39.33
   
7.233
   
768
   
73.45
 
780 - 799
   
35
   
11,894,192.83
   
1.19
   
356
   
38.01
   
6.931
   
790
   
67.81
 
800 or greater
   
10
   
3,859,626.58
   
0.39
   
359
   
38.19
   
7.053
   
806
   
67.21
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
 
   
Range of Debt-to-Income Ratios (%)
 
                                   
Range of Debt-to-Income
Ratios (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
20.00 or less
   
179
   
39,709,749.05
   
3.97
   
358
   
14.40
   
8.108
   
637
   
80.92
 
20.01 - 25.00
   
191
   
38,768,733.96
   
3.88
   
357
   
23.22
   
8.356
   
632
   
81.50
 
25.01 - 30.00
   
257
   
62,144,550.41
   
6.21
   
357
   
28.25
   
8.109
   
640
   
80.69
 
30.01 - 35.00
   
391
   
94,321,396.35
   
9.43
   
358
   
33.27
   
8.196
   
632
   
79.59
 
35.01 - 40.00
   
562
   
151,693,491.04
   
15.17
   
358
   
38.20
   
8.130
   
645
   
80.26
 
40.01 - 45.00
   
939
   
260,585,653.25
   
26.05
   
359
   
43.15
   
8.270
   
641
   
81.91
 
45.01 - 50.00
   
1,149
   
331,413,946.08
   
33.13
   
358
   
47.98
   
8.373
   
640
   
82.99
 
50.01 - 55.00
   
70
   
21,607,111.22
   
2.16
   
357
   
53.27
   
7.899
   
608
   
69.08
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
 
   
 
                                   
State
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Alabama
   
14
   
2,297,890.72
   
0.23
   
358
   
39.01
   
8.298
   
635
   
86.14
 
Alaska
   
1
   
167,513.96
   
0.02
   
358
   
48.00
   
8.390
   
620
   
80.00
 
Arizona
   
216
   
44,512,881.75
   
4.45
   
359
   
40.59
   
8.461
   
644
   
82.69
 
Arkansas
   
2
   
337,230.23
   
0.03
   
358
   
39.53
   
10.118
   
575
   
90.00
 
California
   
1,115
   
432,552,955.52
   
43.24
   
359
   
41.47
   
7.995
   
651
   
79.99
 
Colorado
   
52
   
11,587,566.24
   
1.16
   
359
   
37.91
   
8.086
   
628
   
81.81
 
Connecticut
   
35
   
7,536,224.67
   
0.75
   
356
   
36.97
   
8.224
   
625
   
77.85
 
Delaware
   
8
   
1,559,706.23
   
0.16
   
359
   
33.31
   
8.832
   
642
   
77.84
 
Florida
   
547
   
125,322,399.72
   
12.53
   
358
   
40.27
   
8.371
   
636
   
81.71
 
Georgia
   
8
   
967,347.68
   
0.10
   
360
   
35.35
   
8.719
   
615
   
81.74
 
Hawaii
   
11
   
4,080,594.58
   
0.41
   
360
   
38.84
   
7.483
   
642
   
75.22
 
Idaho
   
7
   
1,155,371.75
   
0.12
   
360
   
40.07
   
7.844
   
645
   
80.51
 
Illinois
   
187
   
44,290,812.46
   
4.43
   
359
   
41.24
   
8.818
   
626
   
84.29
 
Indiana
   
47
   
4,108,763.54
   
0.41
   
357
   
35.98
   
8.953
   
635
   
88.06
 
Iowa
   
10
   
790,226.39
   
0.08
   
359
   
34.45
   
9.085
   
624
   
85.72
 
Kansas
   
6
   
991,258.89
   
0.10
   
359
   
38.64
   
8.823
   
661
   
88.45
 
Kentucky
   
5
   
571,327.62
   
0.06
   
332
   
38.47
   
8.491
   
630
   
88.59
 
Louisiana
   
52
   
6,725,276.54
   
0.67
   
359
   
39.36
   
9.509
   
596
   
84.33
 
Maine
   
3
   
1,076,382.63
   
0.11
   
359
   
36.51
   
7.608
   
644
   
81.53
 
Maryland
   
107
   
28,796,045.78
   
2.88
   
359
   
40.33
   
8.085
   
616
   
81.27
 
Massachusetts
   
58
   
16,635,392.04
   
1.66
   
359
   
39.77
   
8.389
   
625
   
81.03
 
Michigan
   
87
   
9,742,078.03
   
0.97
   
359
   
38.15
   
9.429
   
603
   
85.06
 
Minnesota
   
28
   
6,803,909.27
   
0.68
   
346
   
38.15
   
8.628
   
614
   
85.41
 
Mississippi
   
15
   
1,694,282.86
   
0.17
   
359
   
43.49
   
9.438
   
600
   
90.22
 
Missouri
   
59
   
7,268,778.39
   
0.73
   
356
   
37.59
   
9.261
   
602
   
87.04
 
Nebraska
   
8
   
656,820.00
   
0.07
   
312
   
42.07
   
8.910
   
606
   
83.83
 
Nevada
   
74
   
21,188,509.61
   
2.12
   
359
   
39.67
   
8.198
   
639
   
82.38
 
New Hampshire
   
5
   
650,923.39
   
0.07
   
360
   
48.82
   
8.588
   
655
   
90.95
 
New Jersey
   
130
   
39,838,585.12
   
3.98
   
357
   
39.71
   
8.291
   
626
   
81.78
 
New Mexico
   
22
   
5,359,344.66
   
0.54
   
359
   
40.36
   
8.781
   
631
   
83.94
 
New York
   
190
   
68,247,548.81
   
6.82
   
359
   
40.57
   
8.000
   
647
   
80.76
 
North Carolina
   
18
   
2,813,035.10
   
0.28
   
356
   
40.03
   
9.398
   
606
   
86.61
 
North Dakota
   
1
   
73,748.53
   
0.01
   
358
   
35.00
   
7.900
   
522
   
73.12
 
Ohio
   
67
   
7,238,937.87
   
0.72
   
354
   
36.59
   
9.303
   
593
   
87.34
 
Oklahoma
   
26
   
2,988,475.13
   
0.30
   
343
   
31.65
   
8.680
   
628
   
84.73
 
Oregon
   
14
   
3,683,741.50
   
0.37
   
359
   
32.89
   
8.621
   
611
   
84.13
 
Pennsylvania
   
87
   
12,121,045.45
   
1.21
   
354
   
36.30
   
8.729
   
594
   
80.96
 
Rhode Island
   
16
   
3,871,476.23
   
0.39
   
359
   
37.14
   
7.994
   
651
   
82.87
 
South Carolina
   
17
   
2,607,167.45
   
0.26
   
359
   
38.29
   
8.581
   
625
   
85.50
 
South Dakota
   
2
   
119,902.57
   
0.01
   
359
   
23.00
   
7.198
   
748
   
84.00
 
Tennessee
   
16
   
1,632,101.52
   
0.16
   
353
   
40.93
   
9.115
   
562
   
85.83
 
Texas
   
217
   
32,307,852.94
   
3.23
   
357
   
37.86
   
8.993
   
614
   
85.11
 
Utah
   
48
   
11,081,180.05
   
1.11
   
359
   
40.70
   
8.548
   
641
   
83.18
 
Washington
   
63
   
17,259,319.66
   
1.73
   
359
   
40.66
   
8.029
   
650
   
80.57
 
Wisconsin
   
35
   
4,701,980.04
   
0.47
   
353
   
38.20
   
9.364
   
625
   
84.07
 
Wyoming
   
2
   
230,718.24
   
0.02
   
360
   
39.38
   
7.387
   
656
   
85.46
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
 
                                   
Occupancy Status
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Primary
   
3,497
   
961,858,725.84
   
96.16
   
358
   
40.69
   
8.222
   
639
   
81.35
 
Investor
   
220
   
34,100,128.97
   
3.41
   
358
   
34.04
   
9.258
   
648
   
83.76
 
Second Home
   
21
   
4,285,776.55
   
0.43
   
340
   
36.11
   
7.717
   
656
   
71.92
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
                                         
 
 
   
 
                                   
Documentation Type
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Full Documentation
   
1,789
   
456,997,156.49
   
45.69
   
357
   
39.00
   
7.825
   
630
   
79.78
 
Stated Documentation
   
1,574
   
437,159,310.21
   
43.71
   
359
   
42.19
   
8.707
   
652
   
82.98
 
Limited Documentation
   
375
   
106,088,164.66
   
10.61
   
359
   
39.53
   
8.246
   
625
   
81.79
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
 
   
 
                                   
Loan Purpose
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Purchase
   
2,493
   
644,545,277.76
   
64.44
   
359
   
40.80
   
8.338
   
648
   
83.20
 
Refinance-Debt Consolidation Cash Out**
   
1,128
   
321,532,998.46
   
32.15
   
357
   
39.91
   
8.161
   
619
   
78.37
 
Refinance-Debt Consolidation No Cash Out***
   
117
   
34,166,355.14
   
3.42
   
355
   
38.84
   
7.575
   
659
   
75.65
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
                                         
                                                   
** Cash proceeds to the borrower inclusive of debt consolidation payments exceed 2% or $2,000 of the original principal balance of the related loan. Also includes all home equity loans originated in Texas with any cash proceeds.
                                                   
*** Cash proceeds to the borrower inclusive of debt consolidation payments do not exceed 2% or $2,000 of the original principal balance of the related loan. Excludesl home equity loans originated in Texas with any cash proceeds.
 
 
   
 
                                   
Risk Category
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
I
   
3,488
   
947,240,324.41
   
94.70
   
359
   
40.53
   
8.241
   
640
   
81.57
 
II
   
45
   
7,938,346.52
   
0.79
   
357
   
38.24
   
8.908
   
588
   
82.80
 
III
   
4
   
1,674,762.30
   
0.17
   
359
   
43.09
   
8.962
   
605
   
77.89
 
IV
   
32
   
5,993,921.47
   
0.60
   
348
   
39.00
   
9.194
   
576
   
70.08
 
V
   
5
   
1,395,184.90
   
0.14
   
359
   
38.42
   
8.774
   
538
   
60.63
 
8A
   
23
   
3,376,189.60
   
0.34
   
342
   
40.56
   
6.721
   
747
   
72.14
 
7A
   
12
   
2,354,654.31
   
0.24
   
341
   
36.45
   
7.050
   
696
   
76.38
 
6A
   
15
   
3,604,561.15
   
0.36
   
359
   
39.02
   
7.714
   
671
   
82.26
 
5A
   
27
   
7,335,615.48
   
0.73
   
353
   
35.85
   
7.697
   
650
   
83.18
 
4A
   
20
   
3,972,018.69
   
0.40
   
334
   
41.53
   
8.666
   
630
   
84.72
 
3A
   
13
   
3,769,724.67
   
0.38
   
359
   
39.02
   
8.732
   
607
   
78.05
 
2A
   
15
   
3,134,794.65
   
0.31
   
358
   
38.19
   
9.460
   
616
   
80.90
 
A
   
16
   
3,715,214.96
   
0.37
   
350
   
39.94
   
8.709
   
574
   
79.10
 
B
   
13
   
2,488,911.08
   
0.25
   
347
   
43.90
   
9.129
   
547
   
75.42
 
C
   
9
   
2,115,407.17
   
0.21
   
355
   
38.12
   
9.553
   
558
   
69.84
 
D
   
1
   
135,000.00
   
0.01
   
360
   
40.00
   
11.100
   
526
   
60.00
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
 
                                   
Property Type
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Single Family Detached
   
2,633
   
708,776,866.28
   
70.86
   
358
   
40.42
   
8.233
   
637
   
81.34
 
PUD Detached
   
544
   
149,896,261.24
   
14.99
   
359
   
40.57
   
8.218
   
636
   
81.32
 
Two-to Four-Family
   
247
   
71,569,536.54
   
7.16
   
359
   
40.41
   
8.307
   
653
   
81.53
 
Condominium
   
303
   
66,442,569.15
   
6.64
   
358
   
40.35
   
8.531
   
649
   
82.06
 
PUD Attached
   
9
   
2,555,754.93
   
0.26
   
359
   
41.63
   
7.715
   
636
   
78.78
 
Single Family Attached
   
2
   
1,003,643.22
   
0.10
   
359
   
43.94
   
8.896
   
671
   
80.00
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Prepayment Charge Term at Origination (months)
 
                                   
Prepayment Charge Term
at Origination (months)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
No Prepayment Penalty
   
1,270
   
324,326,442.84
   
32.42
   
358
   
40.93
   
8.853
   
634
   
83.38
 
12 months
   
232
   
80,563,790.81
   
8.05
   
359
   
39.89
   
8.094
   
652
   
80.86
 
24 months
   
1,523
   
419,691,245.75
   
41.96
   
359
   
41.03
   
8.085
   
635
   
81.71
 
36 months
   
713
   
175,663,151.96
   
17.56
   
356
   
38.43
   
7.630
   
652
   
77.21
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
 
                                   
Conforming Balance
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Conforming
   
2,875
   
579,711,633.98
   
57.96
   
358
   
39.65
   
8.411
   
635
   
82.07
 
Non-conforming
   
863
   
420,532,997.38
   
42.04
   
359
   
41.55
   
8.040
   
645
   
80.46
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Range of Maximum Mortgage Rates (%)
 
                                   
Range of Maximum
Mortgage Rates (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
12.000 - 12.499
   
22
   
7,925,169.12
   
1.03
   
359
   
39.82
   
6.272
   
646
   
78.81
 
12.500 - 12.999
   
127
   
51,302,187.04
   
6.68
   
359
   
40.67
   
6.845
   
656
   
78.92
 
13.000 - 13.499
   
307
   
107,136,566.93
   
13.94
   
359
   
39.66
   
7.253
   
651
   
80.44
 
13.500 - 13.999
   
569
   
174,940,492.57
   
22.76
   
359
   
41.40
   
7.749
   
649
   
80.29
 
14.000 - 14.499
   
438
   
131,906,192.29
   
17.16
   
359
   
41.90
   
8.237
   
639
   
80.70
 
14.500 - 14.999
   
429
   
122,079,183.58
   
15.89
   
359
   
41.44
   
8.740
   
623
   
82.15
 
15.000 - 15.499
   
215
   
54,853,831.48
   
7.14
   
359
   
41.09
   
9.227
   
623
   
83.40
 
15.500 - 15.999
   
231
   
57,742,199.27
   
7.51
   
359
   
40.22
   
9.742
   
607
   
87.31
 
16.000 - 16.499
   
134
   
26,912,690.32
   
3.50
   
359
   
41.89
   
10.228
   
603
   
88.66
 
16.500 - 16.999
   
87
   
16,942,169.98
   
2.20
   
359
   
41.06
   
10.738
   
606
   
90.43
 
17.000 - 17.499
   
34
   
7,407,740.58
   
0.96
   
359
   
39.27
   
11.210
   
597
   
91.19
 
17.500 - 17.999
   
31
   
6,762,681.76
   
0.88
   
359
   
41.13
   
11.729
   
605
   
95.52
 
18.000 - 18.499
   
9
   
1,913,599.21
   
0.25
   
360
   
38.20
   
12.195
   
626
   
90.76
 
18.500 - 18.999
   
2
   
638,884.59
   
0.08
   
359
   
34.88
   
12.851
   
513
   
65.94
 
Total:
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Range of Minimum Mortgage Rates (%)
 
                                   
Range of Minimum
Mortgage Rates (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
6.000 - 6.499
   
22
   
7,925,169.12
   
1.03
   
359
   
39.82
   
6.272
   
646
   
78.81
 
6.500 - 6.999
   
127
   
51,302,187.04
   
6.68
   
359
   
40.67
   
6.845
   
656
   
78.92
 
7.000 - 7.499
   
307
   
107,136,566.93
   
13.94
   
359
   
39.66
   
7.253
   
651
   
80.44
 
7.500 - 7.999
   
569
   
174,940,492.57
   
22.76
   
359
   
41.40
   
7.749
   
649
   
80.29
 
8.000 - 8.499
   
438
   
131,906,192.29
   
17.16
   
359
   
41.90
   
8.237
   
639
   
80.70
 
8.500 - 8.999
   
429
   
122,079,183.58
   
15.89
   
359
   
41.44
   
8.740
   
623
   
82.15
 
9.000 - 9.499
   
215
   
54,853,831.48
   
7.14
   
359
   
41.09
   
9.227
   
623
   
83.40
 
9.500 - 9.999
   
231
   
57,742,199.27
   
7.51
   
359
   
40.22
   
9.742
   
607
   
87.31
 
10.000 - 10.499
   
134
   
26,912,690.32
   
3.50
   
359
   
41.89
   
10.228
   
603
   
88.66
 
10.500 - 10.999
   
87
   
16,942,169.98
   
2.20
   
359
   
41.06
   
10.738
   
606
   
90.43
 
11.000 - 11.499
   
34
   
7,407,740.58
   
0.96
   
359
   
39.27
   
11.210
   
597
   
91.19
 
11.500 - 11.999
   
31
   
6,762,681.76
   
0.88
   
359
   
41.13
   
11.729
   
605
   
95.52
 
12.000 - 12.499
   
9
   
1,913,599.21
   
0.25
   
360
   
38.20
   
12.195
   
626
   
90.76
 
12.500 - 12.999
   
2
   
638,884.59
   
0.08
   
359
   
34.88
   
12.851
   
513
   
65.94
 
Total:
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Range of Gross Margins (%)
 
                                   
Range of Gross Margins (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
4.250 - 4.499
   
4
   
486,486.27
   
0.06
   
356
   
32.81
   
9.340
   
615
   
86.94
 
4.500 - 4.749
   
104
   
29,142,289.78
   
3.79
   
359
   
41.47
   
8.752
   
624
   
83.43
 
4.750 - 4.999
   
1
   
234,522.00
   
0.03
   
360
   
42.00
   
7.875
   
647
   
90.00
 
5.250 - 5.499
   
1
   
444,638.82
   
0.06
   
359
   
54.00
   
7.050
   
652
   
71.20
 
5.500 - 5.749
   
7
   
2,525,693.96
   
0.33
   
358
   
37.42
   
7.676
   
635
   
79.64
 
5.750 - 5.999
   
6
   
1,212,856.15
   
0.16
   
360
   
47.76
   
8.292
   
629
   
80.98
 
6.000 - 6.249
   
2,505
   
732,456,298.16
   
95.31
   
359
   
41.02
   
8.322
   
636
   
82.04
 
6.250 - 6.499
   
3
   
915,976.83
   
0.12
   
358
   
47.64
   
8.884
   
557
   
84.25
 
6.750 - 6.999
   
2
   
206,826.75
   
0.03
   
357
   
46.05
   
9.708
   
577
   
78.76
 
7.000 - 7.249
   
2
   
838,000.00
   
0.11
   
359
   
40.00
   
8.647
   
583
   
87.48
 
Total:
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
*Original LTV if first lien, combined LTV if second lien.
 
 
 
 
                                   
 
                                   
Next Adjustment Date
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
2008-03
   
7
   
653,502.79
   
0.09
   
354
   
35.60
   
9.707
   
609
   
89.68
 
2008-04
   
2
   
132,929.09
   
0.02
   
355
   
36.79
   
10.046
   
625
   
86.62
 
2008-05
   
1
   
99,751.85
   
0.01
   
356
   
50.00
   
9.150
   
519
   
80.00
 
2008-06
   
10
   
3,321,377.76
   
0.43
   
357
   
43.07
   
9.066
   
589
   
90.45
 
2008-07
   
54
   
15,913,642.96
   
2.07
   
358
   
40.46
   
8.065
   
637
   
81.95
 
2008-08
   
1,346
   
423,604,900.82
   
55.12
   
359
   
41.23
   
8.256
   
638
   
81.71
 
2008-09
   
629
   
157,932,684.00
   
20.55
   
360
   
40.88
   
8.581
   
630
   
82.26
 
2009-04
   
1
   
499,279.43
   
0.06
   
355
   
48.00
   
7.350
   
650
   
90.00
 
2009-05
   
2
   
340,569.31
   
0.04
   
356
   
38.33
   
7.992
   
563
   
80.86
 
2009-07
   
12
   
1,854,717.30
   
0.24
   
358
   
41.47
   
9.214
   
610
   
83.32
 
2009-08
   
386
   
115,785,393.41
   
15.07
   
359
   
40.90
   
8.316
   
635
   
83.18
 
2009-09
   
185
   
48,324,840.00
   
6.29
   
360
   
40.43
   
8.299
   
629
   
81.42
 
Total:
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Initial Periodic Cap (%)
 
                                   
Initial Periodic Cap (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
2
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
Total:
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
Periodic Cap (%)
 
                                   
Periodic Cap (%)
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
1
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
Total:
   
2,635
   
768,463,588.72
   
100.00
   
359
   
41.05
   
8.337
   
635
   
82.09
 
*Original LTV if first lien, combined LTV if second lien.
 
 
   
 
                                   
Loan Source
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
Wholesale
   
3,574
   
964,242,539.60
   
96.40
   
359
   
40.50
   
8.255
   
639
   
81.47
 
Retail
   
164
   
36,002,091.76
   
3.60
   
350
   
38.94
   
8.259
   
634
   
79.21
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
                                         
 
 
   
 
                                   
Historical Delinquency
of the Mortgage Loans
Since Origination
 
Number of
Mortgage Loans
 
Principal Balance
as of the Cut-off Date ($)
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
Debt-to-
Income (%)
 
Gross
Coupon (%)
 
FICO
 
OLTV* (%)
 
0 x 30
   
3,717
   
998,224,242.53
   
99.80
   
358
   
40.45
   
8.250
   
639
   
81.36
 
1 x 30
   
21
   
2,020,388.83
   
0.20
   
355
   
41.37
   
10.915
   
631
   
96.21
 
Total:
   
3,738
   
1,000,244,631.36
   
100.00
   
358
   
40.45
   
8.255
   
639
   
81.39
 
*Original LTV if first lien, combined LTV if second lien.
 
 
 
 
 

 

Description of the Interest Only Collateral




Statistics given below are for the Mortgage Loans in the pool as of the Cut-off Date. Balances and percentages are based on the Cut-off date scheduled balances of such Mortgage loans (except in the case of the Debt-to-Income and FICO, which are determined at origination).
 

 
Summary Statistics
Range (if applicable)
     
Number of Mortgage Loans
1,101
 
     
Aggregate Current Principal Balance
$342,922,885
 
Average Current Principal Balance
$311,465
$50,000 to $826,200
     
Aggregate Original Balance
$342,929,735
 
Average Original Balance
$311,471
$50,000 to $826,200
     
Fully Amortizing Mortgage Loans
100.00%
 
     
1st Lien
100.00%
 
     
Wtd. Avg. Gross Coupon
7.661%
5.900% to 11.700%
     
Wtd. Avg. Original Term (months)
360
180 to 360
Wtd. Avg. Remaining Term (months)
359
180 to 360
     
Margin (ARM Loans Only)
5.934%
4.250% to 7.125%
     
Maximum Rate (ARM Loans Only)
13.700%
11.950% to 17.700%
     
Minimum Rate (ARM Loans Only)
7.700%
5.950% to 11.700%
     
Wtd. Avg. Original LTV*
81.53%
25.64% to 95.00%
     
Wtd. Avg. Borrower FICO
656
545 to 813
     
Retail Originations
3.68%
 
     
Geographic Distribution (Top 5)
CA(54.99%),FL(9.56%),AZ(6.76%),IL(3.92%),NY(3.52%)

*The loan-to-value("OLTV") of a first-lien mortgage at any given time is a fraction, expressed as a percentage, the numerator of which is the principal balance of the mortgage loan at the date of origination and the denominator of which is the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan. The OLTV of a second lien mortgage loan at any given time is a fraction, expressed as a percentage the numerator of which is (i) the sum of (a) the principal balance of such mortgage loan at the date of origination plus (b) the outstanding balance of the senior mortgage loan at the date of origination of such mortgage loan and the denominator of which is (ii) the lesser of the sales price of the related mortgage property and its appraised value determined in an appraisal obtained by the originator at origination of the mortgage loan.
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 
 
 
 
 
Collateral Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2YR/6MO LIB - 5YR IO
   
719
   
232,470,064.08
   
67.79
   
359
   
40.46
   
7.704
   
657
   
81.15
 
3YR/6MO LIB - 5YR IO
   
257
   
72,919,857.73
   
21.26
   
359
   
40.94
   
7.688
   
650
   
82.81
 
FIXED RATE - 5YR IO
   
125
   
37,532,962.71
   
10.95
   
358
   
39.53
   
7.347
   
665
   
81.38
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Principal Balances at Origination ($)**
                 

 
 
Range of Principal Balances
at Origination ($)**
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
at Origination
($)
 
 
% of Principal
Balance as of
Origination
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25,000.01 - 50,000.00
   
1
   
50,000.00
   
0.01
   
355
   
39.00
   
8.050
   
613
   
25.64
 
50,000.01 - 100,000.00
   
17
   
1,484,263.00
   
0.43
   
359
   
40.22
   
8.506
   
634
   
84.57
 
100,000.01 - 150,000.00
   
77
   
10,089,458.00
   
2.94
   
359
   
40.63
   
7.823
   
652
   
77.07
 
150,000.01 - 200,000.00
   
177
   
31,199,705.00
   
9.10
   
359
   
39.37
   
7.786
   
652
   
81.35
 
200,000.01 - 250,000.00
   
165
   
37,199,666.00
   
10.85
   
359
   
39.96
   
7.768
   
652
   
81.16
 
250,000.01 - 300,000.00
   
162
   
44,620,626.00
   
13.01
   
358
   
40.09
   
7.764
   
656
   
82.46
 
300,000.01 - 350,000.00
   
121
   
38,883,216.00
   
11.34
   
358
   
40.39
   
7.535
   
651
   
82.10
 
350,000.01 - 400,000.00
   
107
   
39,679,446.00
   
11.57
   
359
   
40.33
   
7.593
   
654
   
82.56
 
400,000.01 - 450,000.00
   
89
   
38,261,065.00
   
11.16
   
359
   
41.81
   
7.512
   
663
   
81.11
 
450,000.01 - 500,000.00
   
77
   
36,779,806.00
   
10.73
   
359
   
41.72
   
7.501
   
654
   
81.13
 
500,000.01 - 550,000.00
   
33
   
17,279,691.00
   
5.04
   
359
   
41.21
   
7.759
   
664
   
81.67
 
550,000.01 - 600,000.00
   
31
   
17,798,310.00
   
5.19
   
359
   
41.92
   
7.710
   
665
   
82.75
 
600,000.01 - 650,000.00
   
17
   
10,497,900.00
   
3.06
   
359
   
36.57
   
7.400
   
666
   
78.93
 
650,000.01 - 700,000.00
   
15
   
10,079,833.00
   
2.94
   
359
   
34.03
   
7.886
   
657
   
80.97
 
700,000.01 - 750,000.00
   
7
   
5,085,350.00
   
1.48
   
359
   
45.89
   
7.829
   
672
   
79.78
 
750,000.01 or greater
   
5
   
3,941,400.00
   
1.15
   
359
   
44.90
   
7.888
   
637
   
83.13
 
Total:
   
1,101
   
342,929,735.00
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
**Based on original balances of the Mortgage Loans.
             
                 
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Principal Balances as of the Cut-off Date ($)
                 

 
 
Range of Principal Balances
as of the Cut-off Date ($)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25,000.01 - 50,000.00
   
1
   
50,000.00
   
0.01
   
355
   
39.00
   
8.050
   
613
   
25.64
 
50,000.01 - 100,000.00
   
17
   
1,484,259.55
   
0.43
   
359
   
40.22
   
8.506
   
634
   
84.57
 
100,000.01 - 150,000.00
   
77
   
10,085,912.55
   
2.94
   
359
   
40.63
   
7.823
   
652
   
77.08
 
150,000.01 - 200,000.00
   
177
   
31,198,971.92
   
9.10
   
359
   
39.37
   
7.786
   
652
   
81.35
 
200,000.01 - 250,000.00
   
165
   
37,199,297.30
   
10.85
   
359
   
39.96
   
7.768
   
652
   
81.16
 
250,000.01 - 300,000.00
   
162
   
44,620,626.00
   
13.01
   
358
   
40.09
   
7.764
   
656
   
82.46
 
300,000.01 - 350,000.00
   
121
   
38,883,015.27
   
11.34
   
358
   
40.39
   
7.535
   
651
   
82.10
 
350,000.01 - 400,000.00
   
107
   
39,678,978.24
   
11.57
   
359
   
40.33
   
7.593
   
654
   
82.56
 
400,000.01 - 450,000.00
   
89
   
38,261,064.34
   
11.16
   
359
   
41.81
   
7.512
   
663
   
81.11
 
450,000.01 - 500,000.00
   
77
   
36,779,583.43
   
10.73
   
359
   
41.72
   
7.501
   
654
   
81.13
 
500,000.01 - 550,000.00
   
33
   
17,279,221.14
   
5.04
   
359
   
41.21
   
7.759
   
664
   
81.66
 
550,000.01 - 600,000.00
   
31
   
17,798,310.00
   
5.19
   
359
   
41.92
   
7.710
   
665
   
82.75
 
600,000.01 - 650,000.00
   
17
   
10,497,415.44
   
3.06
   
359
   
36.57
   
7.400
   
666
   
78.93
 
650,000.01 - 700,000.00
   
15
   
10,079,810.67
   
2.94
   
359
   
34.03
   
7.886
   
657
   
80.97
 
700,000.01 - 750,000.00
   
7
   
5,085,018.67
   
1.48
   
359
   
45.89
   
7.829
   
672
   
79.78
 
750,000.01 or greater
   
5
   
3,941,400.00
   
1.15
   
359
   
44.90
   
7.888
   
637
   
83.13
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Range of Months Remaining
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
121 - 180
   
1
   
268,000.00
   
0.08
   
180
   
47.00
   
7.450
   
662
   
80.00
 
181 - 240
   
1
   
312,000.00
   
0.09
   
239
   
49.00
   
9.200
   
671
   
80.00
 
301 - 360
   
1,099
   
342,342,884.52
   
99.83
   
359
   
40.45
   
7.660
   
656
   
81.53
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Current Mortgage Rates (%)
                 

 
 
 
Range of Current Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
5.500 - 5.999
   
4
   
1,190,927.68
   
0.35
   
359
   
36.46
   
5.937
   
706
   
74.49
 
6.000 - 6.499
   
38
   
12,072,918.01
   
3.52
   
359
   
41.51
   
6.242
   
679
   
71.33
 
6.500 - 6.999
   
135
   
47,297,379.55
   
13.79
   
359
   
39.23
   
6.813
   
665
   
78.65
 
7.000 - 7.499
   
263
   
87,837,654.96
   
25.61
   
359
   
39.73
   
7.236
   
652
   
81.98
 
7.500 - 7.999
   
352
   
104,098,780.05
   
30.36
   
359
   
40.78
   
7.736
   
652
   
82.38
 
8.000 - 8.499
   
146
   
42,465,643.97
   
12.38
   
359
   
39.90
   
8.212
   
662
   
81.64
 
8.500 - 8.999
   
103
   
29,515,367.64
   
8.61
   
359
   
42.97
   
8.737
   
651
   
84.23
 
9.000 - 9.499
   
35
   
10,270,781.00
   
3.00
   
356
   
40.85
   
9.203
   
649
   
82.89
 
9.500 - 9.999
   
21
   
7,036,778.66
   
2.05
   
359
   
42.97
   
9.713
   
651
   
86.27
 
10.000 - 10.499
   
2
   
574,253.00
   
0.17
   
359
   
48.63
   
10.006
   
653
   
81.22
 
10.500 - 10.999
   
1
   
163,400.00
   
0.05
   
360
   
48.00
   
10.750
   
600
   
95.00
 
11.500 - 11.999
   
1
   
399,000.00
   
0.12
   
360
   
48.00
   
11.700
   
604
   
95.00
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Original Loan-to-Value Ratios (%)
                 

 
 
Range of Original
Loan-to-Value Ratios (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
25.01 - 30.00
   
1
   
50,000.00
   
0.01
   
355
   
39.00
   
8.050
   
613
   
25.64
 
30.01 - 35.00
   
4
   
549,064.14
   
0.16
   
358
   
34.64
   
8.058
   
637
   
33.02
 
35.01 - 40.00
   
3
   
827,499.00
   
0.24
   
360
   
27.03
   
7.155
   
683
   
36.94
 
40.01 - 45.00
   
4
   
705,999.67
   
0.21
   
359
   
23.74
   
6.833
   
672
   
43.00
 
45.01 - 50.00
   
2
   
905,000.00
   
0.26
   
359
   
23.38
   
6.856
   
662
   
47.63
 
50.01 - 55.00
   
8
   
1,950,250.00
   
0.57
   
359
   
39.90
   
6.827
   
668
   
52.83
 
55.01 - 60.00
   
21
   
5,828,666.00
   
1.70
   
359
   
39.82
   
7.064
   
659
   
57.76
 
60.01 - 65.00
   
24
   
5,971,721.35
   
1.74
   
359
   
38.19
   
6.929
   
669
   
62.98
 
65.01 - 70.00
   
13
   
3,222,700.00
   
0.94
   
359
   
39.12
   
6.987
   
634
   
68.50
 
70.01 - 75.00
   
25
   
7,799,375.00
   
2.27
   
359
   
39.50
   
7.567
   
659
   
73.64
 
75.01 - 80.00
   
645
   
210,447,552.92
   
61.37
   
359
   
40.86
   
7.672
   
660
   
79.89
 
80.01 - 85.00
   
77
   
25,422,584.00
   
7.41
   
359
   
39.27
   
7.389
   
645
   
84.30
 
85.01 - 90.00
   
150
   
45,475,179.59
   
13.26
   
359
   
39.82
   
7.740
   
649
   
89.45
 
90.01 - 95.00
   
124
   
33,767,292.85
   
9.85
   
359
   
41.86
   
8.103
   
648
   
94.74
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Range of FICO Scores at Origination
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
540 - 559
   
1
   
293,000.00
   
0.09
   
357
   
43.00
   
7.800
   
545
   
78.13
 
580 - 599
   
2
   
516,800.00
   
0.15
   
360
   
39.71
   
8.887
   
586
   
67.62
 
600 - 619
   
140
   
38,473,012.79
   
11.22
   
359
   
41.37
   
7.908
   
609
   
82.06
 
620 - 639
   
309
   
95,181,154.13
   
27.76
   
359
   
41.19
   
7.645
   
629
   
81.87
 
640 - 659
   
253
   
79,656,077.06
   
23.23
   
359
   
40.36
   
7.717
   
650
   
82.46
 
660 - 679
   
163
   
51,224,039.06
   
14.94
   
357
   
39.86
   
7.613
   
670
   
80.95
 
680 - 699
   
111
   
37,490,418.45
   
10.93
   
359
   
40.47
   
7.547
   
689
   
80.69
 
700 - 719
   
54
   
18,263,750.55
   
5.33
   
359
   
39.45
   
7.463
   
707
   
81.57
 
720 - 739
   
27
   
8,088,330.00
   
2.36
   
359
   
37.43
   
7.611
   
729
   
82.79
 
740 - 759
   
25
   
8,515,377.48
   
2.48
   
359
   
38.44
   
7.522
   
747
   
77.30
 
760 - 779
   
8
   
2,684,005.00
   
0.78
   
359
   
36.08
   
7.485
   
771
   
77.11
 
780 - 799
   
4
   
1,147,920.00
   
0.33
   
359
   
42.36
   
7.331
   
790
   
80.00
 
800 or greater
   
4
   
1,389,000.00
   
0.41
   
359
   
42.15
   
7.444
   
805
   
67.73
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Debt-to-Income Ratios (%)
                 

 
 
Range of Debt-to-Income
Ratios (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
20.00 or less
   
41
   
14,037,777.67
   
4.09
   
359
   
14.57
   
7.484
   
656
   
78.26
 
20.01 - 25.00
   
38
   
11,296,091.35
   
3.29
   
359
   
22.96
   
7.531
   
671
   
80.74
 
25.01 - 30.00
   
76
   
22,625,872.87
   
6.60
   
359
   
28.49
   
7.492
   
661
   
80.35
 
30.01 - 35.00
   
95
   
26,826,370.68
   
7.82
   
359
   
33.19
   
7.603
   
657
   
80.62
 
35.01 - 40.00
   
185
   
53,123,684.19
   
15.49
   
359
   
38.20
   
7.635
   
659
   
81.72
 
40.01 - 45.00
   
299
   
96,960,423.58
   
28.27
   
359
   
43.13
   
7.690
   
655
   
81.90
 
45.01 - 50.00
   
367
   
118,052,664.18
   
34.43
   
358
   
47.98
   
7.729
   
653
   
82.03
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
State
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Alabama
   
2
   
578,604.43
   
0.17
   
356
   
47.45
   
7.377
   
643
   
90.69
 
Arizona
   
107
   
23,196,135.67
   
6.76
   
359
   
40.52
   
7.896
   
659
   
82.46
 
California
   
482
   
188,569,248.39
   
54.99
   
359
   
40.39
   
7.618
   
660
   
80.48
 
Colorado
   
23
   
4,578,974.18
   
1.34
   
359
   
40.80
   
7.543
   
655
   
85.45
 
Connecticut
   
10
   
2,326,515.88
   
0.68
   
359
   
41.68
   
7.359
   
647
   
82.59
 
Delaware
   
3
   
762,800.00
   
0.22
   
359
   
31.65
   
9.116
   
625
   
82.12
 
Florida
   
136
   
32,769,701.10
   
9.56
   
358
   
39.95
   
7.891
   
650
   
82.33
 
Georgia
   
1
   
166,000.00
   
0.05
   
359
   
29.00
   
8.500
   
604
   
85.13
 
Hawaii
   
12
   
3,593,250.00
   
1.05
   
359
   
39.90
   
7.224
   
658
   
78.46
 
Idaho
   
1
   
350,000.00
   
0.10
   
359
   
43.00
   
8.250
   
813
   
73.68
 
Illinois
   
54
   
13,438,394.92
   
3.92
   
356
   
40.96
   
8.128
   
643
   
84.44
 
Indiana
   
1
   
189,999.00
   
0.06
   
359
   
50.00
   
8.600
   
635
   
95.00
 
Kansas
   
1
   
280,000.00
   
0.08
   
360
   
33.00
   
8.250
   
679
   
80.00
 
Louisiana
   
1
   
288,000.00
   
0.08
   
359
   
45.00
   
8.575
   
653
   
90.00
 
Maine
   
1
   
760,000.00
   
0.22
   
359
   
38.00
   
7.490
   
638
   
80.00
 
Maryland
   
28
   
7,638,514.00
   
2.23
   
359
   
41.92
   
7.260
   
640
   
83.38
 
Massachusetts
   
20
   
5,561,950.00
   
1.62
   
359
   
38.07
   
7.372
   
660
   
81.82
 
Michigan
   
9
   
1,014,913.00
   
0.30
   
359
   
41.04
   
8.107
   
638
   
87.55
 
Minnesota
   
20
   
4,710,372.00
   
1.37
   
359
   
42.64
   
7.639
   
656
   
83.59
 
Mississippi
   
1
   
91,300.00
   
0.03
   
360
   
47.00
   
8.700
   
627
   
89.59
 
Missouri
   
5
   
492,971.55
   
0.14
   
359
   
39.27
   
9.186
   
653
   
93.23
 
Nebraska
   
1
   
357,918.57
   
0.10
   
359
   
49.00
   
6.850
   
666
   
79.61
 
Nevada
   
30
   
9,214,250.00
   
2.69
   
359
   
40.89
   
7.691
   
645
   
84.44
 
New Jersey
   
29
   
8,523,500.98
   
2.49
   
359
   
42.06
   
7.563
   
636
   
83.87
 
New Mexico
   
9
   
2,074,500.00
   
0.60
   
359
   
39.46
   
8.085
   
637
   
84.81
 
New York
   
32
   
12,077,078.67
   
3.52
   
359
   
42.00
   
7.157
   
670
   
80.38
 
North Carolina
   
3
   
500,605.00
   
0.15
   
359
   
47.28
   
7.752
   
708
   
87.89
 
Ohio
   
2
   
283,450.00
   
0.08
   
359
   
29.11
   
8.700
   
611
   
92.09
 
Oregon
   
9
   
1,815,600.00
   
0.53
   
359
   
42.35
   
7.802
   
643
   
81.12
 
Pennsylvania
   
9
   
2,495,049.00
   
0.73
   
359
   
36.84
   
7.435
   
637
   
81.40
 
Rhode Island
   
5
   
1,287,843.07
   
0.38
   
360
   
40.97
   
7.608
   
646
   
80.27
 
South Carolina
   
3
   
592,752.59
   
0.17
   
359
   
34.35
   
7.786
   
623
   
85.62
 
Tennessee
   
1
   
104,345.00
   
0.03
   
359
   
22.00
   
9.350
   
650
   
88.20
 
Texas
   
6
   
2,211,765.44
   
0.64
   
359
   
39.04
   
7.650
   
650
   
85.37
 
Utah
   
15
   
3,035,055.08
   
0.89
   
359
   
39.69
   
7.616
   
660
   
82.92
 
Washington
   
29
   
6,991,527.00
   
2.04
   
359
   
39.60
   
7.590
   
656
   
81.11
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Occupancy Status
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Primary
   
1,088
   
340,100,079.52
   
99.18
   
359
   
40.49
   
7.657
   
656
   
81.52
 
Investor
   
1
   
280,000.00
   
0.08
   
360
   
42.00
   
9.150
   
583
   
57.14
 
Second Home
   
12
   
2,542,805.00
   
0.74
   
340
   
36.17
   
8.056
   
663
   
85.46
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Documentation Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Full Documentation
   
648
   
195,721,305.95
   
57.07
   
359
   
40.21
   
7.380
   
654
   
81.79
 
Stated Documentation
   
314
   
105,079,070.59
   
30.64
   
359
   
41.41
   
8.139
   
662
   
81.10
 
Limited Documentation
   
139
   
42,122,507.98
   
12.28
   
359
   
39.24
   
7.775
   
653
   
81.39
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Loan Purpose
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Purchase
   
616
   
197,822,740.56
   
57.69
   
359
   
40.62
   
7.750
   
661
   
81.27
 
Refinance-Debt Consolidation Cash Out**
   
425
   
126,962,277.92
   
37.02
   
359
   
40.39
   
7.516
   
648
   
81.88
 
Refinance-Debt Consolidation No Cash Out***
   
60
   
18,137,866.04
   
5.29
   
357
   
39.18
   
7.715
   
658
   
81.88
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
** Cash proceeds to the borrower inclusive of debt consolidation payments exceed 2% or $2,000 of the original principal balance of the related loan. Also includes all home equity loans originated in Texas with any cash proceeds.
                 
*** Cash proceeds to the borrower inclusive of debt consolidation payments do not exceed 2% or $2,000 of the original principal balance of the related loan. Excludesl home equity loans originated in Texas with any cash proceeds.
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Risk Category
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
I
   
1,043
   
329,387,133.68
   
96.05
   
359
   
40.41
   
7.658
   
656
   
81.59
 
II
   
3
   
902,750.00
   
0.26
   
356
   
28.75
   
7.621
   
593
   
79.35
 
8A
   
1
   
244,000.00
   
0.07
   
357
   
26.00
   
6.250
   
756
   
57.41
 
7A
   
1
   
449,600.00
   
0.13
   
357
   
44.00
   
6.500
   
705
   
80.00
 
6A
   
14
   
2,944,158.14
   
0.86
   
359
   
46.44
   
7.415
   
669
   
78.05
 
5A
   
13
   
3,552,034.43
   
1.04
   
358
   
39.27
   
7.493
   
652
   
79.00
 
4A
   
17
   
3,647,138.27
   
1.06
   
359
   
45.23
   
8.012
   
629
   
83.12
 
3A
   
9
   
1,796,070.00
   
0.52
   
359
   
39.43
   
8.714
   
613
   
81.86
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Property Type
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Single Family Detached
   
793
   
252,244,349.13
   
73.56
   
359
   
40.58
   
7.652
   
656
   
81.30
 
PUD Detached
   
135
   
38,879,517.75
   
11.34
   
359
   
40.09
   
7.616
   
651
   
81.96
 
Two-to Four-Family
   
56
   
23,715,790.14
   
6.92
   
359
   
40.37
   
7.486
   
666
   
81.71
 
Condominium
   
110
   
26,361,758.50
   
7.69
   
357
   
40.10
   
7.963
   
658
   
82.73
 
PUD Attached
   
5
   
1,187,000.00
   
0.35
   
358
   
37.12
   
7.598
   
648
   
85.66
 
Single Family Attached
   
2
   
534,469.00
   
0.16
   
358
   
39.29
   
8.172
   
654
   
80.00
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Prepayment Charge Term at Origination (months)
                 

 
 
Prepayment Charge Term
at Origination (months)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
No Prepayment Penalty
   
269
   
84,793,694.73
   
24.73
   
359
   
40.88
   
8.065
   
654
   
82.22
 
12 months
   
89
   
32,830,111.84
   
9.57
   
359
   
40.04
   
7.786
   
663
   
80.83
 
24 months
   
555
   
170,981,726.48
   
49.86
   
359
   
40.41
   
7.526
   
656
   
81.37
 
36 months
   
188
   
54,317,351.47
   
15.84
   
358
   
40.21
   
7.380
   
655
   
81.37
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Conforming Balance
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Conforming
   
869
   
221,835,749.83
   
64.69
   
359
   
40.29
   
7.684
   
654
   
81.76
 
Non-conforming
   
232
   
121,087,134.69
   
35.31
   
359
   
40.77
   
7.619
   
660
   
81.10
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Maximum Mortgage Rates (%)
                 

 
 
Range of Maximum
Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
11.500 - 11.999
   
1
   
310,000.00
   
0.10
   
359
   
50.00
   
5.950
   
656
   
82.67
 
12.000 - 12.499
   
27
   
8,350,149.34
   
2.73
   
359
   
42.13
   
6.246
   
663
   
74.74
 
12.500 - 12.999
   
117
   
40,951,279.55
   
13.41
   
359
   
39.73
   
6.819
   
664
   
78.56
 
13.000 - 13.499
   
225
   
76,059,669.96
   
24.91
   
359
   
39.35
   
7.236
   
651
   
81.50
 
13.500 - 13.999
   
320
   
94,035,537.69
   
30.79
   
359
   
40.92
   
7.735
   
653
   
82.09
 
14.000 - 14.499
   
140
   
41,131,598.97
   
13.47
   
359
   
39.98
   
8.212
   
661
   
81.71
 
14.500 - 14.999
   
92
   
27,270,568.64
   
8.93
   
359
   
43.13
   
8.741
   
652
   
84.42
 
15.000 - 15.499
   
30
   
9,346,486.00
   
3.06
   
355
   
41.77
   
9.212
   
650
   
82.15
 
15.500 - 15.999
   
20
   
6,797,978.66
   
2.23
   
359
   
42.76
   
9.719
   
651
   
86.49
 
16.000 - 16.499
   
2
   
574,253.00
   
0.19
   
359
   
48.63
   
10.006
   
653
   
81.22
 
16.500 - 16.999
   
1
   
163,400.00
   
0.05
   
360
   
48.00
   
10.750
   
600
   
95.00
 
17.500 - 17.999
   
1
   
399,000.00
   
0.13
   
360
   
48.00
   
11.700
   
604
   
95.00
 
Total:
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Minimum Mortgage Rates (%)
                 

 
 
Range of Minimum
Mortgage Rates (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
5.500 - 5.999
   
1
   
310,000.00
   
0.10
   
359
   
50.00
   
5.950
   
656
   
82.67
 
6.000 - 6.499
   
27
   
8,350,149.34
   
2.73
   
359
   
42.13
   
6.246
   
663
   
74.74
 
6.500 - 6.999
   
117
   
40,951,279.55
   
13.41
   
359
   
39.73
   
6.819
   
664
   
78.56
 
7.000 - 7.499
   
225
   
76,059,669.96
   
24.91
   
359
   
39.35
   
7.236
   
651
   
81.50
 
7.500 - 7.999
   
320
   
94,035,537.69
   
30.79
   
359
   
40.92
   
7.735
   
653
   
82.09
 
8.000 - 8.499
   
140
   
41,131,598.97
   
13.47
   
359
   
39.98
   
8.212
   
661
   
81.71
 
8.500 - 8.999
   
92
   
27,270,568.64
   
8.93
   
359
   
43.13
   
8.741
   
652
   
84.42
 
9.000 - 9.499
   
30
   
9,346,486.00
   
3.06
   
355
   
41.77
   
9.212
   
650
   
82.15
 
9.500 - 9.999
   
20
   
6,797,978.66
   
2.23
   
359
   
42.76
   
9.719
   
651
   
86.49
 
10.000 - 10.499
   
2
   
574,253.00
   
0.19
   
359
   
48.63
   
10.006
   
653
   
81.22
 
10.500 - 10.999
   
1
   
163,400.00
   
0.05
   
360
   
48.00
   
10.750
   
600
   
95.00
 
11.500 - 11.999
   
1
   
399,000.00
   
0.13
   
360
   
48.00
   
11.700
   
604
   
95.00
 
Total:
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Range of Gross Margins (%)
                 

 
 
 
Range of Gross Margins (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
4.250 - 4.499
   
2
   
242,803.00
   
0.08
   
358
   
46.00
   
9.197
   
636
   
86.45
 
4.500 - 4.749
   
42
   
11,186,687.92
   
3.66
   
356
   
40.49
   
8.130
   
644
   
84.10
 
5.250 - 5.499
   
11
   
2,183,594.00
   
0.72
   
359
   
46.51
   
7.406
   
672
   
80.60
 
5.500 - 5.749
   
8
   
2,440,789.43
   
0.80
   
358
   
46.10
   
7.472
   
647
   
79.53
 
5.750 - 5.999
   
12
   
2,776,771.20
   
0.91
   
359
   
45.79
   
7.942
   
629
   
85.31
 
6.000 - 6.249
   
900
   
286,139,276.26
   
93.70
   
359
   
40.43
   
7.684
   
656
   
81.43
 
7.000 - 7.249
   
1
   
420,000.00
   
0.14
   
359
   
39.00
   
7.350
   
631
   
80.00
 
Total:
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Next Adjustment Date
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2008-03
   
2
   
515,250.00
   
0.17
   
354
   
46.18
   
8.230
   
632
   
91.78
 
2008-04
   
1
   
70,253.00
   
0.02
   
355
   
46.00
   
10.050
   
611
   
90.00
 
2008-05
   
2
   
457,496.55
   
0.15
   
356
   
10.56
   
7.126
   
635
   
74.48
 
2008-06
   
9
   
1,600,694.66
   
0.52
   
357
   
40.37
   
8.448
   
630
   
83.31
 
2008-07
   
22
   
6,941,709.97
   
2.27
   
358
   
39.57
   
7.413
   
660
   
80.88
 
2008-08
   
540
   
176,887,733.90
   
57.92
   
359
   
40.41
   
7.687
   
658
   
81.41
 
2008-09
   
143
   
45,996,926.00
   
15.06
   
360
   
41.01
   
7.781
   
653
   
80.05
 
2009-04
   
2
   
549,279.43
   
0.18
   
355
   
47.18
   
7.414
   
647
   
84.14
 
2009-06
   
1
   
235,970.34
   
0.08
   
357
   
48.00
   
8.900
   
672
   
80.00
 
2009-07
   
4
   
1,034,385.00
   
0.34
   
358
   
45.27
   
7.472
   
634
   
89.98
 
2009-08
   
184
   
50,861,891.96
   
16.65
   
358
   
41.55
   
7.646
   
650
   
82.35
 
2009-09
   
66
   
20,238,331.00
   
6.63
   
360
   
38.95
   
7.798
   
650
   
83.59
 
Total:
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Initial Periodic Cap (%)
                 

 
 
 
Initial Periodic Cap (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
2
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 
Total:
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
Periodic Cap (%)
                 

 
 
 
Periodic Cap (%)
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
1
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 
Total:
   
976
   
305,389,921.81
   
100.00
   
359
   
40.57
   
7.700
   
655
   
81.55
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
 
 
Loan Source
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
Wholesale
   
1,046
   
330,289,883.68
   
96.32
   
359
   
40.38
   
7.658
   
656
   
81.59
 
Retail
   
55
   
12,633,000.84
   
3.68
   
359
   
42.60
   
7.739
   
648
   
79.99
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 

*Original LTV if first lien, combined LTV if second lien.
             
                 
                 
 
 
 
 
 
 
 
 
 
                 
                 

 
Historical Delinquency
of the Mortgage Loans
Since Origination
 
 
 
Number of
Mortgage Loans
 
 
Principal Balance
as of the Cut-off Date
($)
 
 
% of Principal
Balance as of
the Cut-off Date
 
Remaining
Term to
Maturity
(months)
 
 
Debt-to-
Income
(%)
 
 
Gross
Coupon
(%)
 
 
 
 
FICO
 
 
 
OLTV*
(%)
 
0 x 30
   
1,098
   
342,337,381.52
   
99.83
   
359
   
40.45
   
7.660
   
656
   
81.51
 
1 x 30
   
3
   
585,503.00
   
0.17
   
354
   
46.16
   
8.448
   
629
   
91.57
 
Total:
   
1,101
   
342,922,884.52
   
100.00
   
359
   
40.46
   
7.661
   
656
   
81.53
 
 
*Original LTV if first lien, combined LTV if second lien.